Have you done a search online? Nearly everything I've read says zones 9-11. I'd say probably 9b to be safe. They're fairly tender. BUT, they're cheap. Treat them as an annual.

They are definately for zones 10 and up, or zone 9b if in a protected location. I have had one outside in zone 9b for about 1 and a half years. Check out this post i did on the palms forum with pictures of my own palm and the damage it received with the lightest frost. Our low last winter was 29 for a couple of hours before sunrise, and low 30s a handfull of times. Even so, the lightest frosts severely damaged the majesty. I am pushing it by growing one in zone 9b. To be safe, Majesties are for zone 10 and higher (they have NO problem with growing majesties in many parts of Southern California).

Here is a link that might be useful: Click here to see the frost damage on my own palm

Though I agree that they are for 9b or 10, I found a cluster on clearance for 6 dollars in winter and planted it out in its natural environment, a swampy lowland. On the two nights that we reached the low 20's I stuffed all but one of the crowns with pine needles and all but that one have recovered. Advantages to majesty palms is that they are cheap, readily available and fast growing. My advice would be to buy as if they are annuals, but do what you can to protect them because they might surprise you!