So this critical z-value is equal to 1.65. Or another way to view it is, this distance right here is going to be 1.65 standard deviations. I know my writing is really small. I'm just saying the standard deviation of that distribution. So what is the standard deviation of that distribution? We actually calculated it in the last video, and I'll recalculate it here. The standard deviation of our distribution, of the difference of the mean, the distribution of the difference of the sample means, is going to be equal to the square root of the variance of our first population.