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  2. 12th grade
  3. Statistics & Probabilities
  4. Exercise : Determine P(-k≤X≤k) when X follows the standard normal distribution

Determine P(-k≤X≤k) when X follows the standard normal distribution Statistics & Probabilities

X follows \mathcal{N}\left(0{,}1\right).

Determine P\left(-1.4 \lt X \lt 1.4\right) using the following table.

-

For a normal distribution with mean \mu=0 and standard deviation \sigma=1, we have:

P\left(-a \lt X \lt a\right)=P\left(X \lt a\right)-P\left(X \lt -a\right)

And:

P\left(X \lt -a\right)=1-P\left(X \lt a\right)

Therefore:

P\left(-a \lt X \lt a\right)=P\left(X \lt a\right)-P\left(X \lt -a\right)=P\left(X \lt a\right)-\left(1-P\left(X \lt a\right)\right)=2\cdot P\left(X \lt a\right)-1

According to the table:

P\left(X \lt 1.4\right)=0.9\ 192

Thus:

P\left(-1.4 \lt X \lt 1.4\right)=2\cdot P\left(X \lt 1.4\right)-1

P\left(-1.4 \lt X \lt 1.4\right)=2\cdot0.9\ 192-1

P\left(-1.4 \lt X \lt 1.4\right)=0.8\ 384

X follows \mathcal{N}\left(0{,}1\right).

Determine P\left(-2.3 \lt X \lt 2.3\right) using the following table.

Insert a table of a normal distribution.

Insert a table of a normal distribution.

For a normal distribution with mean \mu=0 and standard deviation \sigma=1, the z score of any value in the distribution equals the value z_{a}=a and we have:

P\left(-a \lt X \lt a\right)=P\left(X \lt a\right)-P\left(X \lt -a\right)

Since:

P\left(X \lt -a\right)=1-P\left(X \lt a\right)

We have:

P\left(-a \lt X \lt a\right)=P\left(X \lt a\right)-P\left(X \lt -a\right)=P\left(X \lt a\right)-\left(1-P\left(X \lt a\right)\right)=2\cdot P\left(X \lt a\right)-1

In our problem:

P\left(X \lt 2.3\right)=0.9\ 893

So:

P\left(-2.35 \lt X \lt 2.3\right)=2\cdot P\left(X \lt 2.3\right)-1=2\cdot0.9\ 893 -1 = 0.9\ 786

P\left(-2.35 \lt X \lt 2.35\right)=0.9\ 812

X follows \mathcal{N}\left(0{,}1\right).

Determine P\left(-1.76 \lt X \lt 1.76\right) using the following table.

Insert a table of a normal distribution.

Insert a table of a normal distribution.

For a normal distribution with mean \mu=0 and standard deviation \sigma=1, the z score of any value in the distribution equals the value:

z_{a}=a

Also:

P\left(-a \lt X \lt a\right)=P\left(X \lt a\right)-P\left(X \lt -a\right)

Since:

P\left(X \lt -a\right)=1-P\left(X \lt a\right)

We have:

P\left(-a \lt X \lt a\right)=P\left(X \lt a\right)-P\left(X \lt -a\right)=P\left(X \lt a\right)-\left(1-P\left(X \lt a\right)\right)=2\cdot P\left(X \lt a\right)-1

In our problem:

P\left(X \lt 1.76\right)=0.9\ 608

Thus:

P\left(-1.76 \lt X \lt 1.76\right)=2\cdot P\left(X \lt 1.76\right)-1=2\cdot0.9\ 608-1=0.9\ 216

P\left(-1.76 \lt X \lt 1.76\right)=0.9\ 216

X follows \mathcal{N}\left(0{,}1\right).

Determine P\left(-0.5 \lt X \lt 0.5\right) using the following table.

Insert a table of a normal distribution.

Insert a table of a normal distribution.

For a normal distribution with mean \mu=0 and standard deviation \sigma=1, the z score of any value in the distribution equals the value:

z_{a}=a

Also:

P\left(-a \lt X \lt a\right)=P\left(X \lt a\right)-P\left(X \lt -a\right)

Since:

P\left(X \lt -a\right)=1-P\left(X \lt a\right)

We have:

P\left(-a \lt X \lt a\right)=P\left(X \lt a\right)-P\left(X \lt -a\right)=P\left(X \lt a\right)-\left(1-P\left(X \lt a\right)\right)=2\cdot P\left(X \lt a\right)-1

In our problem:

P\left(X \lt 0.5\right)=0.5\ 199

Thus:

P\left(-0.5 \lt X \lt 0.5\right)=2\cdot P\left(X \lt 0.5\right)-1=2\cdot0.5\ 199-1=0.398

P\left(-0.5 \lt X \lt 0.5\right)=0.398

X follows \mathcal{N}\left(0{,}1\right).

Determine P\left(-2 \lt X \lt 2\right) using the following table.

Insert a table of a normal distribution.

Insert a table of a normal distribution.

For a normal distribution with mean \mu=0 and standard deviation \sigma=1, the z score of any value in the distribution equals the value:

z_{a}=a

Also:

P\left(-a \lt X \lt a\right)=P\left(X \lt a\right)-P\left(X \lt -a\right)

Since:

P\left(X \lt -a\right)=1-P\left(X \lt a\right)

We have:

P\left(-a \lt X \lt a\right)=P\left(X \lt a\right)-P\left(X \lt -a\right)=P\left(X \lt a\right)-\left(1-P\left(X \lt a\right)\right)=2\cdot P\left(X \lt a\right)-1

In our problem:

P\left(X \lt 2\right)=0.9\ 772

Thus:

P\left(-2 \lt X \lt 2\right)=2\cdot P\left(X \lt 2\right)-1=2\cdot0.9\ 772-1=0.9\ 544

P\left(-2 \lt X \lt 2\right)=0.9\ 544

X follows \mathcal{N}\left(0{,}1\right).

Determine P\left(-1.37 \lt X \lt 1.37\right) using the following table.

Insert a table of a normal distribution.

Insert a table of a normal distribution.

For a normal distribution with mean \mu=0 and standard deviation \sigma=1, the z score of any value in the distribution equals the value:

z_{a}=a

Also:

P\left(-a \lt X \lt a\right)=P\left(X \lt a\right)-P\left(X \lt -a\right)

Since:

P\left(X \lt -a\right)=1-P\left(X \lt a\right)

We have:

P\left(-a \lt X \lt a\right)=P\left(X \lt a\right)-P\left(X \lt -a\right)=P\left(X \lt a\right)-\left(1-P\left(X \lt a\right)\right)=2\cdot P\left(X \lt a\right)-1

In our problem:

P\left(X \lt 1.37\right)=0.9\ 147

Thus:

P\left(-1.37 \lt X \lt 1.37\right)=2\cdot P\left(X \lt 1.37\right)-1=2\cdot0.9\ 147-1=0.8\ 294

P\left(-1.37 \lt X \lt 1.37\right)=0.8\ 294

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See also
  • Course : Probability distributions
  • Exercise : Determine the expected value for a game of chance
  • Exercise : Identify situations that fit the binomial distribution model
  • Exercise : Determine P(X=k) for a certain k and for X following a given binomial distribution, using the formula
  • Exercise : Determine P(a≤X≤b) when X follows any normal distribution and a and b are given
  • Exercise : Determine a such that P(-a≤X≤a)=b, when X follows the standard normal distribution and b is given
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