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Sometimes, given a random variable X, you want to know the value, X= x such that the proportion of values that which are at least as extreme as x is a given percentage.

When testing for the location of the mean, m, of a normal distribution you may wish to be 95% sure that the mean lies within some interval. If the interval is symmetric about m, and Z(m) is the z score for the mean, then you require Prob(Z(l) < Z(m) < Z(u)) = 0.05. This establishes the lower and upper bounds for the interval. It is easier to convert these to the raw scores to determine the lower and upper bounds for x-bar for testing whether or not the sample mean is consistent with the hypothesised mean.

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Q: Why calculate a raw score from a z score?
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