Step 1 :The question is asking for the z-score that corresponds to the 20th percentile in a standard normal distribution. The z-score is a measure of how many standard deviations an element is from the mean. In a standard normal distribution, the mean is 0 and the standard deviation is 1. The 20th percentile means that 20% of the data is below this point.
Step 2 :To find this, we can use the inverse of the cumulative distribution function (CDF), also known as the quantile function or the percent-point function.
Step 3 :The z-score that corresponds to the 20th percentile is approximately -0.84. This means that 20% of the data in a standard normal distribution is below -0.84 standard deviations from the mean.
Step 4 :Final Answer: The z-score that corresponds to \(P_{20}\) is \(\boxed{-0.84}\).