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Q55Section I (Objective (Q1–Q80))55 of 80

Distribution Theory — normal interval probability using cdf

If X∼N(μ,σ2)X \sim N(\mu, \sigma^2), then P[a≤X≤b]\mathbb{P}[a \le X \le b] in terms of cdf of the standard normal distribution Φ(.)\Phi(.) for some constants 'a' and 'b' is:

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