Hello, everyone. I know how to calculate the probability with Mathematica:
Probability[ x >= 1.0, x ~ NormalDistribution[] ]
The answer is 0.158655.
My question is, how can I find the z-score of normal distribution when the probability is given? For example, I want to find the value of z in the below pseudo-code:
Probability[ x >= z, x ~ NormalDistribution[] ] == 0.05
Or is there any ready-made function that can compute z-score directly in Mathematica? Thank you!