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I take this to be a significance of 0.04. To obtain the critical z-values I used wolfram.alpha.com with the following expression:

P[-2.05

This implies that the z-values are -2.05 and 2.05. If you need them for some other significance level then you might try experimenting as I have.

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10y ago
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Q: What are the critical z-values for a two-tailed hypothesis test if the significant level is 04?
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