a) let the two values of x be x1 and x2
P(x1<x<x2)
=Φ(x2−μσ)−Φ(x1−μσ)\Phi(\frac {x_2-\mu}{\sigma})-\Phi(\frac {x_1-\mu}{\sigma})Φ(σx2−μ)−Φ(σx1−μ)
b)P(X>x)
=1−Φ(x−μσ)1-\Phi(\frac {x-\mu}{\sigma})1−Φ(σx−μ)
c) we find z=Φ−1(percentile)z=\Phi^{-1}(percentile)z=Φ−1(percentile)
x=zσ+μx=z\sigma+\mux=zσ+μ
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