Using the inverse Gaussian integral to find percentiles I need some help with the following:
Let $$R=\mu+\sigma*\epsilon \hspace{1cm} \epsilon \sim N(0,1)$$
I want to argue that $$ \mu + \sigma*\Phi^{-1}(u)$$
are the percentiles of the model when $\Phi^{-1}(u)$ is the inverse Gaussial integral.
How can I do that? 
Thanx!

It is not totally obvious to me what you are asking for, but I would have thought the argument is something like 
$$\Pr(R \le \mu + \sigma \Phi^{-1}(u)) = \Pr(\epsilon \le  \Phi^{-1}(u)) = \Phi(\Phi^{-1}(u)) =u$$ 
