Probability Norm Exercises

Exercises

1. [L1,L2] If [math]X\sim N(0,1)[/math] evaluate

   1. [math]\Pr (X\leq 0.2)[/math]

   2. [math]\Pr (X\geq 0.2)[/math]

   3. [math]\Pr (-0.5 \leq X \leq 1.8)[/math]

2. [L1,L2] Find the number [math]z_{0}[/math] such that if [math]Z\sim N(0,1)[/math]

   1. [math]\Pr (Z\geq z_{0})=0.05[/math]

   2. [math]\Pr (Z\lt -z_{0})=0.025[/math]

   3. [math]\Pr (-z_{0}\lt Z\leq z_{0})=0.95[/math]

   and check your answers using EXCEL.

3. [L1,L2] If [math]X\sim N(4,0.16)[/math] evaluate

   1. [math]\Pr (X\geq 4.2)[/math]

   2. [math]\Pr (3.9\lt X\leq 4.3)[/math]

   3. [math]\Pr \left( (X\leq 3.8)\cup (X\geq 4.2)\right) [/math]

   and check your answers using EXCEL. (Note for part (c), define the “events” [math]A=\left( X\leq 3.8\right) [/math] and [math]B=\left( X\geq 4.2\right) [/math] and calculate [math]\Pr \left( A\cup B\right)[/math].