The probability that the standard normally distributed variable is less than 1.96 is approximately equal to 0.975
One of the different varieties of the normal distribution is the standard normal distribution. It takes place when a typical random variable has a mean of zero and a standard deviation of one.
The standard normal distribution is a normal distribution with a mean of 0 and a standard deviation of 1, in other words.
Additionally, because the standard normal distribution is centred at zero, the standard deviation indicates how much a specific measurement deviates from the mean.
z = (X – μ) / σ
where X represents a normal random variable, represents its mean, and represents its standard deviation.
The probability of a randomly distributed variable Z with a conventional normal distribution is provided.
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