Standard deviation - The value of x is 1.96.
What is standard normal distribution?
A continuous probability distribution for a real-valued random variable in statistics is known as a normal distribution or Gaussian distribution.
As given, for a standard normal distribution, 95% of the data points are contained in the interval [ -x , x ].
The standard normal distribution, commonly known as the z-distribution, is a unique type of normal distribution in which the mean and standard deviation are both equal to 1. By transforming its values into z-scores, any normal distribution can be standardised. Z-scores indicate how far away from the mean each number is from.
Hence, from the standard normal table, the value of x = 1.96 for 95% confidence level.
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