For comparison, the 95th percentile of a normal random variable with mean 10 and variance 25 would be about 18.224; it makes sense that the normal random variable has a lower 95th percentile value, as the normal distribution has no skew or excess kurtosis, and so has a thinner tail than the random variable " "'X " " '.
22.
For comparison, the 95th percentile of a normal random variable with mean 10 and variance 25 would be about 18.224; it makes sense that the normal random variable has a lower 95th percentile value, as the normal distribution has no skew or excess kurtosis, and so has a thinner tail than the random variable " "'X " " '.
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