Thread: Normal Distribution

Suppose X ~ N(0,1).
Why can we write P(a≤ X ≤ b) = P(X ≤ b) – P(X ≤ a)

Originally Posted by Kanwar245

Suppose X ~ N(0,1).
Why can we write P(a≤ X ≤ b) = P(X ≤ b) – P(X ≤ a)

To really answer your question, we need to know how much you understand about continuous distributions.
For example do you understand that for any a,
From that it follows at once that
So .

Thus .