I came across this website via google search. I am searching for assistance sketching sampling distributions for z and thought this was a good place to start. The question is:

For each of the following rejection regions, sketch the sampling distribution for z and indicate the location of the rejection region, and determine the probability that a Type I error will be made.

(a) z<-1.96 (b) z>1.28 (c) z<-1.645 or z>1.65 (d) z<-2.3 or z>2.33

Someone please explain to me how to work the problem. Thank you