Question: 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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