When we have a normal distribution for a randome variable X we know its mean μ and its standard deviation σ.
We can normalize this function to the standard normal distribution (mean 0 and standard deviation 1) by calculating the z-score for any value of X.
This can be done as:
![z=(X-\mu)/(\sigma)](https://img.qammunity.org/2023/formulas/mathematics/college/2eurhv0e2l78yy8nqvl2450glsjqpn08m2.png)
Percentiles can be asociated to its corresponding z-score.
For example, percentil 30th correspond approximately to z = -0.5.
Then, using the previous equation, if we know z we can calculate its corresponding X as:
![X=\mu+z\cdot\sigma](https://img.qammunity.org/2023/formulas/mathematics/college/9befy5u66ry3fwhu1ttipzo4hd8lunxpz0.png)
This converts the standard normal distribution back into the distribution that corresponds to X.
Answer: X = μ + zσ [First option]