Answer:
There are many possible ranges, including (−∞,15.051464)
and (15.051464,18.6844845)
as well as 31.5±0.6270678
(centered on the mean). Observe, in R:
> pnorm(15.051464, 31.5, 10) - pnorm(-Inf, 31.5, 10)
[1] 0.05
> pnorm(18.6844845, 31.5, 10) - pnorm(15.051464, 31.5, 10)
[1] 0.05
> pnorm(32.1270678, 31.5, 10) - pnorm(30.8729322, 31.5, 10)
[1] 0.05
In general, if you are given a small enough but otherwise arbitrary number a∈R
you can find a unique b
such that b>a
and
∫baϕ(x,31.5,10)dx=0.05,
where ϕ
is the normal density. For example, if a=10
, then b≈16.42
. Again in R:
> qnorm(pnorm(10, 31.5, 10) + 0.05, 31.5, 10)
[1] 16.42003
So your question doesn’t determine the answer uniquely: I’m free to choose the upper or lower bound of the interval or any particular point relative to those (e.g. the midpoint) arbitrarily.
If you had asked for a 95% interval, it would have been a reasonable assumption (but an assumption nonetheless) that you want an interval centered on the mode, median, or mean. But for a 5% interval, it’s not obvious that you want that — in practice it’s more likely that you want the upper tail or the lower tail.
That said, at a fundamental level, the answer is the same: use the cumulative distribution function and/or its inverse, as appropriate.