Assume that Y s norma y distributed N 2 Moving rn the mean 1

Assume that Y s norma y distributed N 2). Moving rn the mean 1.96 standard deviations to the left and 1.96 standar de ations to he right, then the area under normal p i E OA. 0.05 OB. 0.95 O c. 0.33 O D. 0.67

Solution

B. 0.95

If we move 1.96 standard deviation below the mean 0.025 or 2.5% of the probability remains in the left tail and same when we move 1.96 standard deviation above the mean. In total 0.05 or 5% of the probability is in the two tail and 0.95 or 95% remains in between.

Therefore are under the normal p.d.f is 0.95