Question: F(z) denotes the cumulative normal distribution function. Refer to a calculator or computer algebra system to obtain values of F(z). Assume X has a normal

F(z) denotes the cumulative normal distribution function. Refer to a calculator or computer algebra system to obtain values of F(z).

Assume X has a normal distribution with μ = 0 and σ = 5. Express each of the following probabilities in terms of F(z) and determine the value of each.

(a) P(X ≤ 1.2)

(b) P(X ≥ −0.4)

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