Question 11.
The value of mean (expectation) of standard normal distribution is (1) 0.
Question 12.
For any normal distribution (according to the empirical rule), approximately (4) 99.7% of values lies within three standard deviations of the mean.
Question 13.
(5) "P\\{Z\\geq 1\\}=1-P\\{Z\\leq -1\\}" is incorrect.
"P\\{Z\\geq 1\\}=1-P\\{Z<1\\}"
Question 14.
"P\\{-1\\leq Z\\leq 2\\}=F(2)-F(-1)\\\\\nF(x)=\\frac{1}{\\sqrt{2\\pi}}\\int_{-\\infty}^x e^{-\\frac{t^2}{2}}dt\\\\\n\\Phi(x)=\\frac{1}{\\sqrt{2\\pi}}\\int_{0}^x e^{-\\frac{t^2}{2}}dt\\text{ --- Laplace function}\\\\\nF(2)=F(0)+\\Phi(2)=0.5+0.4772=0.9772\\\\\nF(-1)=F(0)-\\Phi(1)=0.5-0.3413=0.1587\\\\\nP\\{-1\\leq Z\\leq 2\\}=F(2)-F(-1)=0.9772-0.1587=0.8185 (3)"
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