Firstly, stats is not my strong point at all, so apologies if the answer to this is obvious.
I need to calculate percentiles and probabilities of the standard normal distribution. However I am getting back some strange results (according to the stats people) and would appretiate any help with this.
eg: for the 95th percentile.
I run the following :
PercentileVal = Solve[CDF[NormalDistribution[0, 1], x] == 0.95, x];
FinalPerc = PercentileVal[[1, 1, 2]]
and get 1.64.
I have been told that this incorrect and i should get 1.96??