We consider a random variable Z with a standard normal distribution a. Show why the symmetry of the probability density function φ of Z implies that for any a one has Φ(−a)=1 − Φ(a). b. Use this to...




We consider a random variable Z with a standard normal distribution


a. Show why the symmetry of the probability density function φ of Z implies that for any a one has Φ(−a)=1 − Φ(a).


b. Use this to compute P(Z ≤ −2).




May 13, 2022
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