6.20 z-score for given probability in tails For a normal distribution,

a. Find the z-score for which a total probability of 0.04 falls more than z standard deviations (in either direction)

from the mean, that is, below m - zs or above m + zs.

b. For this z-score, explain why the probability of values more than z standard deviations below the mean is 0.02.

c. Explain why m + zs is the 2nd percentile.