Pierre Simon Laplace, Inverse Probability, Central Limit Theorem, Probability, Deep Dives.
PDF of X, we can find the corresponding μ_low using any Statistics package. μ_low is 0.38. And you’d also want to find a μ_high such that the area under the curve of the PDF of X from negative ∞ to μ_high is (1–0.025). This area is the blue region in the figure below and the corresponding μ_high is