Figure 1.5: Figure 6.2 Sampling Distribution of the Mean with the Common Zone and Rare Zone Marked for IQ Data When the alpha level is set at .05 and the hypotheses are nondirectional, the common zone captures the middle 95% of the sampling distribution, and the rare zone captures the extreme 5%. The border between the rare zone and common zone occurs at z scores of –1.96 and 1.96, respectively, because they are the z values that separate the middle 95% of a normal distribution from the extreme 5%.