Thread: standard normal question

hi,

For a standard normal variable Z ~ N(0, 1), the Pr(Z < 1 | Z < 2) is?
The answer was: 0.8609
But im not sure exactly how to do it...
I know the basics of normal distribution stuff though...

Originally Posted by scorpion007

hi,

For a standard normal variable Z ~ N(0, 1), the Pr(Z < 1 | Z < 2) is?
The answer was: 0.8609
But im not sure exactly how to do it...
I know the basics of normal distribution stuff though...

From the 1/2 Bayes theorem:

pr(A & B) = pr(A|B)pr(B)

let A be z<1, and B be z<2, then you have:

pr(z<1 & z<2) = pr(z<1) = pr(z<1 | z<2) pr(z<2)

so:

pr(z<1 | z<2)= pr(z<1) / pr(z<2).

RonL