Probability that a normally distributed random variable with a mean of 0 and a standard deviation of 1 is greater than 2

Given: Mean(μ) = 0,  Standard Deviation(σ) = 1,  Data Point(X ) = 2
If X  is a normally distributed random variable X~N(μ, σ2), then
X – μ/σ
  is N(0, 1)
Since Z , the standard normal distribution is also N(0, 1), we standardize X  by finding the Z-score corresponding to X  = 2:
Z =
X – μ/σ
=
2 – 0/1
=
2/1
= 2.00
Therefore, the Probability that X  is greater than 2 equals the Probability that Z  is greater than 2.00:
P (X > 2) = P (Z > 2.00) = 1 – P (Z < 2.00)
From a standard normal distribution table (values rounded to five decimal places):
P (Z < 2.00) = 0.97725
As a result, the Probability that X, a normally distributed random variable with a mean of 0 and a standard deviation of 1 is greater than 2:
P (X > 2) = P (Z > 2.00) = 1 – 0.97725 = 0.02275
P (X > 2) = 0.02275 = 2.275%
Note: P (X > 2) is equal to the Probability that X  is more than 2 Standard Deviations above the Mean

The solution above and all other related solutions were provided by the Normal Distribution Application