Find each of the following probabilities for the standard normal random variable z:

a.P(-z1)b.P(-1.96z1.96)c.P(-1645z1.645)d.P(-2z2)

Short Answer

Expert verified

a.P-1z1=0.6827b.P-1.96z1.96=0.95c.P-1.645z1.645=0.90d.P-2z2=0.9545

Step by step solution

01

Given information 

z is the standard normal variable.

02

Finding the probability when P(-1≤z≤1)

a.P-1z1=Pz1-Pz<-1=Φ1-Φ-1=0.841345-0.158655=0.682689𝆏0.6827

From the standard normal table, we get this probabilityP-1z1=0.6827

Therefore, the required probability is 0.6827.

03

Finding the probability when P(-1.96≤z≤1.96)

b.

P-1.96z1.96=Pz1.96-Pz<-1.96=Φ1.96-Φ1.96=0.975002-0.024998=0.950004𝆏0.95

From the standard normal table, we get this probabilityP-1.96z1.96=0.95

Therefore, the required probability is 0.95.

04

Finding the probability when P(-1.645≤z≤1.645)

c.

P-1.645z1.645=Pz1.645-Pz<-1.645=Φ1.645-Φ-1.645=0.950015-0.049985=0.90003𝆏0.90

From the standard normal table, we get this probabilityP-1.6451.645=0.90

Therefore, the required probability is 0.90.

05

Finding the probability when P(-2≤z≤2)

d.

P-2z2=Pz2-Pz<-2=Φ2-Φ-2=0.97725-0.02275=0.9545

From the standard normal table, we get this probabilityP-2z2=0.9545

Therefore, the required probability is 0.9545.

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