Find where .
Standardise the value into a -score. The -score measures how many standard deviations the value sits from the mean:
The negative sign says is below the mean, so the probability must come out below — an immediate check on the final answer.
Translate the question into a standard-normal area. Because standardising preserves probabilities,
where is the standard normal cumulative distribution function.
Evaluate the cumulative probability. Using the error function, :
From a printed table you would interpolate between and , giving — close to the exact value, with the difference due to table rounding.
State the answer.
Check the result for plausibility. A of lies just inside the classic cut-off for the bottom and outside the cut-off for the bottom , so the tail area must fall between and — and does . By symmetry, has exactly the same value.
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