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If $Z$ is a continuous random variable which follows normal distribution with mean=$0$ and standard deviation=$1$, then

$$\mathbb{P}(Z\leq a)=\int^a _{-\infty} \frac{\exp\{\frac{-z^2}{2}\}}{\sqrt{2\pi}}dz=\Phi(a), $$

where $\Phi(a=-2)=0.02,$ $\Phi(a=-1)=0.16,$ $\Phi (a=0)=0.50,$ $\Phi (a=1)=0.84,$ and $\Phi(a=2)=0.98.$ Note that $X=\mu +\sigma Z$ follows normal distribution with mean $\mu$ and standard deviation $\sigma$. The length of the life of an instrument produced by a machine has a normal distribution with a mean of $24$ months and standard deviation of $2$ months.

The probability that an instrument produced by this machine will die between 18 and 24 months is

  1. $\Phi (0.5)-\Phi(-2)$
  2. $\int^{24}_{18} \frac{1}{\sqrt{2\pi .2^2}}\exp \{-\frac{1}{2} (\frac{x-24}{2})^2  \}dx$
  3. more than 0.4
  4. less than 0.5
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