Determining z and x when an area is known
In many normal-distribution problems, the probability (area) is given first, and the cutoff value must be found.
The standard approach is:
- Rewrite the given area as a left-tail probability.
- Find the corresponding z value (inverse of the standard normal CDF).
- If the original variable is X with mean μ and standard deviation σ, convert z to x.
Probability properties used
- Complement: if the given area is in the right tail, convert it using \(p_{\text{left}} = 1 - p_{\text{right}}\).
- Bounds: probabilities are between 0 and 1.
- Standardization: move between X and Z using the z-score formula.
Step 1: Convert the given area to a left-tail area
Tables and the standard normal CDF \(\Phi\) are usually defined as “area to the left.”
So, if the given area is in the right tail, convert first:
\[
\begin{aligned}
p_{\text{left}} &=
\begin{cases}
p, & \text{if the given area is to the left} \\
1-p, & \text{if the given area is to the right}
\end{cases}
\end{aligned}
\]
Step 2: Determine z from the left-tail area
Goal: find z so that \(\Phi(z)=p_{\text{left}}\).
\[
\begin{aligned}
\Phi(z) &= p_{\text{left}} \\
z &= \Phi^{-1}(p_{\text{left}})
\end{aligned}
\]
Sign check: if \(p_{\text{left}} > 0.50\), then \(z > 0\). If \(p_{\text{left}} < 0.50\), then \(z < 0\).
Step 3: Convert z to x for a general normal distribution
If \(X\) is normally distributed with mean μ and standard deviation σ, then:
\[
\begin{aligned}
z &= \frac{x-\mu}{\sigma}
\end{aligned}
\]
Solving for \(x\) gives the conversion used in “find x” applications:
\[
\begin{aligned}
x &= \mu + z\cdot\sigma
\end{aligned}
\]
Interpretation
If the area to the left of a cutoff is \(p\), then about \(100\cdot p\%\) of values are expected to fall at or below that cutoff
(assuming the normal model is appropriate).