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Let Z be a standard normal random variable, i.e. = 0 and 2 = 1. Show the following facts: a) P{Z > x} = P{Z
Let Z be a standard normal random variable, i.e. = 0 and 2 = 1.
Show the following facts:
a) P{Z > x} = P{Z < x}
b) P{|Z| > x} = 2P{Z > x}
c) P{|Z| < x} = 2P{Z < x} 1
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