Inverse Probability Calculation: Inverse Normal
X ∼ Normal(μ = 2, σ = 0.5)
The Expected Value is E(X) = 2 and the Variance is V(X) = 0.25.
The values at which the probability of X is below 0.05 and 0.1 are 1.178 and 2.641.
P(X ≤ 1.178) + P(X ≥ 2.641) = 0.15
Note: P(X ≤ 1.178) = 0.05 and P(X ≥ 2.641) = 0.1