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If yy is normal distribution random variable with mean μ=10\mu = 10 and standard deviation σ=2\sigma = 2. zz is standard normal variable and F(Z)F(Z) is cumulative distribution function, then which of the following are true?

[Given that F(1.5)=0.9332F(1.5) = 0.9332, F(3)=0.9986F(3) = 0.9986, F(2.25)=0.9878F(2.25) = 0.9878 and F(1)=0.8413F(1) = 0.8413]

(A) P(X<13)=0.9332P(X < 13) = 0.9332

(B) P(X>16)=0.9986P(X > 16) = 0.9986

(C) P(12<X<14.5)=0.1465P(12 < X < 14.5) = 0.1465

(D) P(X>8)=0.8413P(X > 8) = 0.8413

Choose the correct answer from the options given below:

Solution

✅ Correct Option: 4

Given a normal distribution variable XX with mean μ=10\mu = 10 and standard deviation σ=2\sigma = 2.

To convert any value to standard normal:

z=x−μσz = \frac{x - \mu}{\sigma}

z=x−102z = \frac{x - 10}{2}


Checking statement (A): P(X<13)=0.9332P(X < 13) = 0.9332

Converting X=13X = 13 to z-score:

z=13−102z = \frac{13 - 10}{2}

z=32z = \frac{3}{2}

z=1.5z = 1.5

Therefore:

P(X<13)=P(Z<1.5)P(X < 13) = P(Z < 1.5)

P(X<13)=F(1.5)P(X < 13) = F(1.5)

P(X<13)=0.9332P(X < 13) = 0.9332

Statement (A) is TRUE.


Checking statement (B): P(X>16)=0.9986P(X > 16) = 0.9986

Converting X=16X = 16 to z-score:

z=16−102z = \frac{16 - 10}{2}

z=62z = \frac{6}{2}

z=3z = 3

Therefore:

P(X>16)=P(Z>3)P(X > 16) = P(Z > 3)

P(X>16)=1−F(3)P(X > 16) = 1 - F(3)

P(X>16)=1−0.9986P(X > 16) = 1 - 0.9986

P(X>16)=0.0014P(X > 16) = 0.0014

Statement (B) is FALSE.


Checking statement (C): P(12<X<14.5)=0.1465P(12 < X < 14.5) = 0.1465

Converting X=12X = 12 to z-score:

z=12−102z = \frac{12 - 10}{2}

z=1z = 1

Converting X=14.5X = 14.5 to z-score:

z=14.5−102z = \frac{14.5 - 10}{2}

z=2.25z = 2.25

Therefore:

P(12<X<14.5)=P(1<Z<2.25)P(12 < X < 14.5) = P(1 < Z < 2.25)

P(12<X<14.5)=F(2.25)−F(1)P(12 < X < 14.5) = F(2.25) - F(1)

P(12<X<14.5)=0.9878−0.8413P(12 < X < 14.5) = 0.9878 - 0.8413

P(12<X<14.5)=0.1465P(12 < X < 14.5) = 0.1465

Statement (C) is TRUE.


Checking statement (D): P(X>8)=0.8413P(X > 8) = 0.8413

Converting X=8X = 8 to z-score:

z=8−102z = \frac{8 - 10}{2}

z=−22z = \frac{-2}{2}

z=−1z = -1

Therefore:

P(X>8)=P(Z>−1)P(X > 8) = P(Z > -1)

By symmetry of the standard normal distribution:

P(Z>−1)=P(Z<1)P(Z > -1) = P(Z < 1)

P(Z>−1)=F(1)P(Z > -1) = F(1)

P(Z>−1)=0.8413P(Z > -1) = 0.8413

Statement (D) is TRUE.


Statements (A), (C), and (D) are TRUE.

Statement (B) is FALSE.

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