Question

What is value of `X` such that `P(-X < Z < X)=0.95`?

Answer 1

`-2.575 < Z < 2.575`

Explanation:

`Total probability =1`

then,
`1-0.95=0.5`

divide by 2, `0.5/2 = 0.025`

From normal distribution table, we found that `P(Z < 0.025) =2.575`
Therefore
`P(-X < Z < X) =0.95`
`= P(-2.575 < X < 2.575)`