We have the following VISND (Normal Standard Normal Distribution) Fact, which we will discuss without proof but which has been shown using the above formula for the Z-score: NSND Fact If Z ~ N(u), then Z ~ N(0,1). In statistics, we will typically find tables of N(0,1) variables, not other N(u) variables. Now we know why: we can compute probabilities associated with N(u) random variables if we know the probabilities associated with N(0,1) random variables. Here I will show how.
Example: Suppose Z ~ N(8,1.5). Find P(5 < Z < 11).
Solution: Since Z ~ N(8,1.5), we have
P(5 < Z < 11) = P(2 < Z - 8 < 7) = P(-3.33 < Z < 4.67) = 0.955.
The last step follows from the NSND Fact, and by exercise Bl(b) above. Using the strategy of the previous example (and as necessary in the following exercises), complete the following exercises:
Exercise DL: Suppose Z ~ N(-2,0.3). Find P(-2.3 < Z < -1.7).
Exercise D2: Suppose Z ~ N(2.2). Find P(-1.92 < Z < 5.92).