Define standard normal distribution

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Suppose, Z follows a standard normal distribution (i.e. a normal distribution with mean 0 and variance 1).

a.) What is the probability that Z is smaller than 1.02?

b.) What is the probability that Z is greater than 0.65?

c.) What is the probability that Z is between -2 and -0.5?

d.) What is the probability that the interval [Z-1, Z+1] contains the value 0?

e.) What is the probability that the interval [Z-1, Z+1] contains the value 2?

f.) What is the probability that the interval [Z-1, Z+3] contains the value 2?

g.) What is the probability that the interval [Z+1, Z+2] contains the value 2?

h.) Suppose you want to construct an interval of the form [Z-h, Z+h] that contains the value 0 with 90% probability. What value of h do you have to choose?

i.) Suppose you want to construct an interval of the form [Z-h, Z+h] that contains the value 0 with 80% probability. What value of h do you have to choose?

Reference no: EM13176499

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