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Consider the random variable X that follows a normal distribution, with a mean of μ = 22 and a standard deviation of σ = 8.
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You convert normally distributed random variables into standard normal random variables using the formula z = (x – μ)/σ. This expresses the
random variable x in terms of standard deviations from the mean. In this case, x = 32, μ = 22, and σ = 8. Thus, you obtain z = (32 – 22) / 8 =
1.25.
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