Question: 8. Let X be a continuous random variable such that E(X) = 10 and Var(X) = 1, which of the following MUST be true? [3

 8. Let X be a continuous random variable such that E(X)

8. Let X be a continuous random variable such that E(X) = 10 and Var(X) = 1, which of the following MUST be true? [3 marks P(X > 12) = P(Z > 12-19) = P(Z > 2) P(X > 12) 12) P(X > 12) = P(X 12)>= P(X > 13) Note that due to potential confusion between Z as the standard normal distribution and Z and any standardized distribution, we also paid A as a correct option

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