Question 938354
For the normal distribution: Below:  z = 0, z = ± 1, z= ±2 , z= ±3 are plotted.  
Area under the standard normal curve to the left of the particular z is P(z)
Note: z = 0 (x value: the mean) 50% of the area under the curve is to the left and 50%  to the right
{{{drawing(400,200,-5,5,-.5,1.5, graph(400,200,-5,5,-.5,1.5, exp(-x^2/2)), green(line(1,0,1,exp(-1^2/2)),line(-1,0,-1,exp(-1^2/2))),green(line(2,0,2,exp(-2^2/2)),line(-2,0,-2,exp(-2^2/2))),green(line(3,0,3,exp(-3^2/2)),line(-3,0,-3,exp(-3^2/2))),green(line( 0,0, 0,exp(0^2/2))),locate(4.8,-.01,z),locate(4.8,.2,z))}}}
.....
mean of 0 and a standard deviation of 1.
z = invNorm(.025) = X/1
invNorm(.025) = X = -1.96
invNorm(.975) = X = 1.96
...
(-1.96, 1.96)