Question: X has a normal distribution with mean A and a variance of 1. A has a normal distribution with mean of 1 and variance of

X has a normal distribution with mean A and a variance of 1. A has a normal distribution with mean of 1 and variance of 1. Find the value of X that constitutes the 95th percentile. This means the value of x such that P[X S x] = 0.95
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