In: Math
Let Z be a normal random variable with mean µ = 0 and standard deviation σ = 1, that is, Z ∼ N(0, 1). Find each of the following:
(a) P(Z ≤ −1.13).
(b) P(Z ≥ −2.18).
(c) P(2.13 ≤ Z ≤ 2.57).
(d) P(−2.3 ≤ Z ≤ −1.1).
(e) P(0 ≤ Z ≤ 1.54).
(f) P(−1.54 ≤ Z ≤ 1.54).
(g) N(1.1243).
(h) N(−1.1243).
Answers
All probabilities are obtained using Standard Normal Tables.
(a) P(Z ≤ −1.13) = 0.1292 Answer
(b) P(Z ≥ −2.18) = 0.9854 Answer
(c) P(2.13 ≤ Z ≤ 2.57)
= P(Z ≤ 2.57) - P(Z ≤ 2.13)
= 0.9949 – 0.9834
= 0.0115 Answer
(d) P(−2.3 ≤ Z ≤ −1.1)
= P(Z ≤ - 1.1) - P(Z ≤ - 2.3)
= 0.1357 – 0.0107
= 0.1250 Answer
(e) P(0 ≤ Z ≤ 1.54)
= P(Z ≤ 1.54) - P(Z ≤ 0)
= 0.9382 – 0.5
= 0.4382 Answer
(f) P(−1.54 ≤ Z ≤ 1.54)
= P(Z ≤ 1.54) - P(Z ≤ - 1.54)
= 0.9382 – 0.0618
= 0.8764 Answer
[NOTE: By symmetry property of Normal distribution, P(−1.54 ≤ Z ≤ 0) = P(0 ≤ Z ≤ 1.54). So,
P(−1.54 ≤ Z ≤ 1.54) = 2 x P(0 ≤ Z ≤ 1.54) = 2 x Answer of (e)]
(g) N(1.1243)
=P(Z ≤ 1.1243)
= 0.8931 Answer
(h) N(−1.1243).
=P(Z ≤ - 1.1243)
= P(Z ≥ 1.1243) [By symmetry property of Normal distribution]
= 1 – Answer of (g)
= 0.1069 Answer
DONE