1. ## Normal distribution problem

Find de C value for $\displaystyle P(-C\leq Z \leq C)=0.95$

I would appreciate any suggestions on how to solve this problem, thanks.

2. ## Re: Normal distribution problem

The problem is symmetric. There is as much probability above $C$ as there is below $-C$

The total amount of probability available is 1 and thus

$P[Z < -C ] = P[Z > C] = \dfrac{1-0.95}{2} = 0.025$

Now just look up in your table or your software the inverse CDF of the normal distribution at $0.025$

and this will be the value of $-C$

I get
Spoiler:
$C=1.959963984540054\dots$