Suppose N > 0 and let p = Pr[Z ≤ –N]. Compute Pr[Z ≤ N] in terms of p A. 2p – 1 B. 1 – p C. 1 – 2p D. | p – .5 |
For normal distribution (or any symmetric distribution) Pr(Z<-N) = Pr(Z>N), so, given that the total area under the curve must be 1 we have: Pr(Z<N) + Pr(Z>N) = 1
Hence: Pr(Z<N) = 1 - Pr(Z>N) = 1 - Pr(Z<-N) = 1 - p
So B. is the answer.
