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Question

Find the probability P(1Z2)P(1 \leq Z \leq 2) for a standard normal random variable Z.

Solution

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Answered 2 years ago
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We are given the standard normal random variable ZZ. Goal is to calculate the probability P(1Z2)P(1\leq Z\leq2). It is not hard to deduce that this probability is equal to the sum of following probabilities:

P(1Z2)=P(0Z2)P(0Z1)P(1\leq Z\leq2)=P(0\leq Z\leq2)-P(0\leq Z\leq1)

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