6.21 Probability in tails for given z-score For a normal distribution,

a. Show that a total probability of 0.01 falls more than z = 2.58 standard deviations from the mean.

b. Find the z-score for which the two-tail probability that falls more than that many standard deviations from the mean in either direction equals

(a) 0.05,

(b) 0.10.

Sketch the two cases on a single graph.