Introduction to Econometrics 3rd Edition by James Stock, Mark Watson

Exercise 33

Y is distributed N (5,100) and you want to calculate Pr( Y 3.6). Unfortunately, you do not have your textbook and do not have access to a normal probability table like Appendix Table 1. However, you do have your computer and a computer program that can generate i.i.d. draws from the N (5,100) distribution. Explain how you can use your computer to compute an accui'ate approximation for Pr( Y 3.6).