φ(x)\,=\, \frac{1}{\sqrt{2\,\pi}}\,e^{- \frac{1}{2}\,x^2}

\Phi(x)\,=\, \int_{-\infty}^x\varphi(t)\, dt

P(X \leq z)=\alpha\

\Phi(z)=\alpha\

z=\Phi^{-1}(\alpha)\

P(X \leq z)=\alpha\
\Phi(z)=\alpha\
z=\Phi^{-1}(\alpha)\
z=\alpha\mbox{-Quantil}

g(x) = If[-4 ≤ x ≤ 4, Normal[0, 1, x, false]]
h(x) = If[-4 ≤ x ≤ 7, Normal[0, 1, x, true]]
A = Point(yAxis)
b = Line(A, xAxis)
B = Intersect(h, b, (1.5278530437799447, 0.936725485558415))
c = Segment(A, B)
d = Line(B, yAxis)
C = Intersect(d, xAxis)
P = Integral(g, -4, x(C))
Text4 = Text("α", (x(A) - 0.5, y(A) - 0.009))
Text3 = Text("z", (x(C) - 0.05, y(C) - 0.03))
e = Segment(B, (x(C), y(C) - 0.01))