Question

Which one of the following statements is incorrect with regard to the normal probability distribution?

•  A. The mean of the normal distribution can be any numerical value i.e., negative, zero or positive.
•  B. The Z-score of a mean of a normal probability distribution is one.
•  C. The area to right of mean of a standard normal distribution is 0.5 and the area left of the mean of a standard normal distribution is also 0.5.
•  D. 95.4% of the values of a normal random variable are within ±2 standard deviations of the mean.
•  E. The smaller the value of the standard deviation, the narrow and steeper the curve.

Answer 1

A: Correct

B: Incorrect

C: Correct

D: Correct

E: Correct