Question: A standard normal random variable is a Gaussian distributed random variable with mean zero and variance 1. We have the plot of the PDF of

 A standard normal random variable is a Gaussian distributed random variablewith mean zero and variance 1. We have the plot of the

A standard normal random variable is a Gaussian distributed random variable with mean zero and variance 1. We have the plot of the PDF of such a random variable below. The area indicated in red corresponds to a certain probability. Which expression below is the correct expression for this probability? 0.4 0.35 0.3 0.25 0.2 0.15 0.1 0.05 -2 0\f

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