Standard Normal Probability D1007B
1. **Problem Statement:** Find the probabilities for a standard normal variable $Z$ for the following cases:
(i) $P(Z > 1.09)$
(ii) $P(Z < -1.65)$
(iii) $P(-1.00 < Z < 1.96)$
(iv) $P(1.25 < Z < 2.75)$
2. **Formula and Rules:**
The standard normal distribution $Z$ has mean 0 and standard deviation 1.
The cumulative distribution function (CDF) $\Phi(z)$ gives $P(Z \leq z)$.
To find probabilities:
- $P(Z > a) = 1 - \Phi(a)$
- $P(Z < a) = \Phi(a)$
- $P(a < Z < b) = \Phi(b) - \Phi(a)$
3. **Calculations:**
(i) $P(Z > 1.09) = 1 - \Phi(1.09)$
From standard normal tables or calculator, $\Phi(1.09) \approx 0.8621$
So, $P(Z > 1.09) = 1 - 0.8621 = 0.1379$
(ii) $P(Z < -1.65) = \Phi(-1.65)$
Using symmetry, $\Phi(-1.65) = 1 - \Phi(1.65)$
$\Phi(1.65) \approx 0.9505$
So, $P(Z < -1.65) = 1 - 0.9505 = 0.0495$
(iii) $P(-1.00 < Z < 1.96) = \Phi(1.96) - \Phi(-1.00)$
$\Phi(1.96) \approx 0.9750$
$\Phi(-1.00) = 1 - \Phi(1.00) \approx 1 - 0.8413 = 0.1587$
So, $P(-1.00 < Z < 1.96) = 0.9750 - 0.1587 = 0.8163$
(iv) $P(1.25 < Z < 2.75) = \Phi(2.75) - \Phi(1.25)$
$\Phi(2.75) \approx 0.9970$
$\Phi(1.25) \approx 0.8944$
So, $P(1.25 < Z < 2.75) = 0.9970 - 0.8944 = 0.1026$
4. **Final Answers:**
(i) 0.1379
(ii) 0.0495
(iii) 0.8163
(iv) 0.1026