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[[Category:gaussian random variable

Practice Problem: Compare Probabilities for different Gaussians


A (one-dimensional) random variable X is normally distributed with mean equal to one and standard deviation equal to two. Another (one-dimensional) random variable Y is normally distributed with mean equal to minus one and standard deviation equal to three.

Is $ \text{Prob } ( 0 < X < 2) $ greater than $ \text{Prob } ( -2.5 < Y < 0.5) \text{ ?} $ Explain.


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