Express thekth percentile, Pk, of a normally distributed variable in terms of its mean, μ, and standard deviation, σ.

Short Answer

Expert verified

Thek th percentile of a normally distributed variable in terms of mean (μ) and standard deviation (σ) isPk=zkσ+μ.

Step by step solution

01

Given Information

In standard normal distribution, the k th percentile represents the area under curve that fall below k% of the data.

02

Explanation

The area to the left of the zscore is k100Pk. Let the zscore be zk.

That is, Pzzk=Pk, Here the zscore is x-μσ

Hence,

z=x-μσ

zkσ=Pk-μ

Pk=zkσ+μ

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