Pierre Simon Laplace, Inverse Probability, Central Limit Theorem, Probability, Deep Dives.
on the L.H.S. can be replaced by the CDF of N(0,1) as follows: (Image by Author) Setting Φ(z_high) = (1 — α)/2 and Φ(z_low) = α/2 gives us a way to calculate z_high and z_low using the inverses of Φ(z_high) and Φ(z_low) as follows: z_high and z_low using the inverses of Φ(z_high) and Φ(z_low)