How to calculate the critical value of z distribution?

Question

Mathematics

Camilla Spencer

15 January, 16:45

How to calculate the critical value of z distribution?

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Annabelle Burch · Answer 1

Compute alpha (α) : α = 1 - (confidence level / 100)

Find the critical probability (p*) : p * = 1 - α/2

To express the critical value as a z-score, find the z-score having a cumulative probability equal to the critical probability (p*).