If a random variable follows a normal distribution, what is the probability that the random variable is larger than 1.96 standard deviations larger than the mean?
A) 1.25%
B) 2.50%
C) 3.75%
D) 5.00%

Question

Quizplus · Accepted Answer

The probability of a random variable being larger than 1.96 standard deviations larger than the mean is given by the area to the right of the point z = 1.96 on a standard normal distribution curve.

Using a table or calculator, we find that this area is approximately 0.025 or 2.5%. Therefore, the answer is B.

If a Random Variable Follows a Normal Distribution, What Is