I was learning hypothesis testing at https://onlinecourses.science.psu.edu/stat414/node/266 and the one thing that I am not getting is how for a given level of significance ($\alpha$), critical value ($\mathcal{Z}_0$) is computed ?
I went through Calculate Critical Value where a similar question was posted. There it was suggested that there is a table for the concerned distribution that could be consulted. This translates to reading values off a normal distribution table in my case since I am working with only normal distributions. Any other way other than reading table.
How is $\mathcal{Z}_0$ calculated (given the level of significance $\alpha$) ? Can it be done using a standard scientific calculator ?