Question: It is useful in some applications to know that about 68% of the area under the standard normal curve lies between -1 and 1. (a)

It is useful in some applications to know that about 68% of the area under the standard normal curve lies between -1 and 1.

(a) Verify this statement.

(b) Let X be a normal random variable with expected value μ and variance σ2. Compute Pr (μ - σ ≤ X ≤ μ + σ).

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