Question

For a standard normal random variable, what z-score has (a) probability 0.175 to the right?

Answer 1

Answer: 0.935

Explanation: 

Let S = z-score that has a probability of 0.175 to the right. 

In terms of normal distribution, the expression "probability to the right" means the probability of having a z-score of more than a particular z-score, which is Z in our definition of variable Z. In terms of equation:

P(z ≥ S) = 0.175   (1)

Equation (1) is solvable using a normal distribution calculator (like the online calculator in this link: http://stattrek.com/online-calculator/normal.aspx). However, the calculator of this type most likely provides the value of P(z ≤ Z), the probability to the left of S.

Nevertheless, we can use the following equation:

P(z ≤ S) + P(z ≥ S) = 1 
⇔ P(z ≤ S) = 1 - P(z ≥ S)  (2)

Now using equations (1) and (2):

P(z ≤ S) = 1 - P(z ≥ S)
P(z ≤ S) = 1 - 0.175 
P(z ≤ S) = 0.825

Using a normal distribution calculator (like in this link: http://stattrek.com/online-calculator/normal.aspx),

P(z ≤ S) = 0.825
⇔ S = 0.935 

Hence, the z-score of 0.935 has a probability 0.175 to the right.