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Let Z be a standard normal random variable.

P(-c (is less than or equal to) Z (is less than or equal to) c)=.9736

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  1. P( -c ≤ Z ≤ c ) = 0.9736

    this mean P( |Z| > c ) = 1 - 0.9736 = 0.0264

    P(Z > c ) = 0.0264/2 = 0.0132

    P( Z < -c) = 0.0132

    c = 2.22

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