Let x follow a Normal distribution with mean $2$ and variance $4$.
Stats question that I need help on.
Let x follow a Normal distribution with mean $2$ and variance $4$.
Stats question that I need help on.
Normalize the values in order to use the standard Normal distribution (whose values are usually given in a table in a statistics course).
\begin{align} z_1 &= \frac{x_1-\mu}{\sigma} & z_2 &= \frac{x_2-\mu}{\sigma} \\ &= \frac{-1.92-2}{2} & &= \frac{5.92-2}{2} \\ &= -1.96 & &= 1.96 \\ \end{align}
Recall that the Normal distribution is symmetric around the mean.
Let $Z$ be a standard uniformly distributed variable. \begin{align} P(-1.96 \leq Z \leq 1.96) &= P(|Z| \leq 1.96) \\ &= 1 - P(|Z| > 1.96) \\ &= 1 - 2 \cdot P(Z < -1.96) \\ &= 1 - 2 \cdot P(Z < -1.96) \\ &\approx 1 - 2 \dot (0.025) \\ &\approx 1 - 0.05 \\ &\approx 0.95 \end{align}