Answer:
Given that,
To find the z-score that corresponds to the cumulative area 0.0401.
we have that,
The standard normal distribution is a type of normal distribution. It mostly appears when a normal random variable has a mean value equal to 0 and value of standard deviation is equal to 1. The random variable of a standard normal distribution is considered as a standard score or z-score.
The total area under the curve should be equal to 1. The normally distributed curve should be symmetric at the centre. There should be exactly half of the values are to the right of the centre and exactly half of the values are to the left of the centre.
Let z be the required z score, we get,
Answer is: