The normal distribution was described in 1820 by Carl Friedrich Gauss. It occurs when a large number of independent random variables which possess the same expected value and the same variance are summed.
The following table reproduces selected quantiles (also called alpha-quantiles) for the normal distribution:
alpha | 0.1 | 0.05 | 0.025 | 0.01 | 0.005 | 0.0025 | 0.001 | 0.0005 |
X | 1.2816 | 1.6449 | 1.9600 | 2.3263 | 2.5758 | 2.8070 | 3.0902 | 3.2905 |
Reference: Christian Schiestl, Pseudozufallszahlen in der Kryptographie, in Klagenfurt, 1999.