Question

Asked Oct 24, 2019

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If F(x) is the CDF of the standard normal distribution Z~Norm(0,1), show that

(a) For 0 ≤ a < b, P(a < Z < b) = F(-a) - F(-b).

(b) For c > 0, P(-c < Z < c) = 2F(c) - 1.

Step 1

(a)

From the given information, F(*X*) is the CDF of the standard normal distribution.

Step 2

For 0≤*a*<*b*, ** P(a<Z<b)=F(-a)-F(-b)**.

Step 3

(b)

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