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Thread: 0.025 quantile from standard normal dist. is

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    0.025 quantile from standard normal dist. is




    1.96. Can anyone tell me how we get this number?
    This is related to Wald test. I don't know how I can calculate 0.025 upper quantile from standard N. Any step by step instruction would be appreciated.. thank you..

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    http://en.wikipedia.org/wiki/Quantil...l_distribution

    You would need some numercial methods to evaluate the normal quantile.

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