For a normal distribution with E[x]=0 and Var(X)=1, how do we determine the Z-value of a particular percentage ?(adsbygoogle = window.adsbygoogle || []).push({});

i.e. if the percentage is 5%, how do we know that Z(5%)= 1.645 ?

is there a calculation involved or do we get it from observing the x-axis of the normal distribution ?

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# Normal distribution + calculation of Z values

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