Normal distribution

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Standardizing the Normal Distribution

Two normal distributions in the form [math]\mbox{N}(\mu,\sigma^2)[/math] are shown. The blue curve is [math]X \sim \mbox{N}(1,0)[/math] and the black curve is [math] \mbox{N}(\mu,\sigma^2)[/math] with parameters controlled by the input boxes. The shaded areas represent the probabilities shown, you can move the points to change the probabilities.

[b]Tasks[/b] [list=1] [*] Set the black curve to [math]X \sim \mbox{N}(4,1)[/math] and find [math]P(X\le 5)[/math]. [*] Find the value of [math]z[/math] such that [math]P(X\le 5)=P(Z\le z) [/math]. [*] Set the black curve to [math]X \sim \mbox{N}(6,1)[/math] and find [math]P(X\le 4)[/math]. [*] Find the value of [math]z[/math] such that [math]P(X\le 4)=P(Z\le z) [/math]. [*] What do you notice? [*] Set the black curve to [math]X \sim \mbox{N}(0,4)[/math] and find [math]P(X\le 4)[/math]. [*] Find the value of [math]z[/math] such that [math]P(X\le 4)=P(Z\le z) [/math]. [*] Set the black curve to [math]X \sim \mbox{N}(0,9)[/math] and find [math]P(X\le 6)[/math]. [*] Find the value of [math]z[/math] such that [math]P(X\le 6)=P(Z\le z) [/math]. [*] What do you notice? [*] Test your findings by trying to find [math]P(X\le 5) [/math] if [math]X \sim \mbox{N}(4,6)[/math] using the red area only, then check your answer. [/list] Created by Dr GJ Daniels

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