Pz196SolutionZ follows a normal distribution with mean 0 and

P(z>1.96)=?

Solution

Z follows a normal distribution with mean 0 and variance 1. Cumulative distribution function of N(0,1) random variables are tabulated in statistical table named as BIOMETRICA vol -I. From there one can easily find the value of P(z<=x) for all real number x.

From that table if we find cumulative distribution function for 1.96 you will get P(z<=1.96)=0.97500

So P(z>1.96)= 1-0.975 = 0.02500 (Answer)