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Let $X$ be a random variable following normal distribution with mean $+1$ and variance $4$. Let $Y$ be another normal variable with mean $-1$ and variance unknown. If $P (X \leq -1) = P (Y \geq 2)$ , the standard deviation of $Y$ is

1. $3$
2. $2$
3. $\sqrt{2}$
4. $1$

$P(X\leq -1)=P(Y\geq2)$
We can compare their values using standard normal distributions:

$$\begin{array}{c|c} X& Y\\ \mu_X = +1 & \mu_Y = -1\\ {\large\sigma}_{X}{^2}=4&{\large\sigma}_{Y}{^2}=?\\ Z_{X}=\dfrac{X-1}{\sqrt{4}}&Z_{Y}=\dfrac{Y-(-1)}{{\large\sigma}_{Y}}\\ 2Z_{X}+1=X&Y={\large\sigma}_{Y}Z_{Y}-1\\ \end{array}$$

$\implies P(2Z_{X}+1\leq -1)=P({\large\sigma}_{Y}Z_{Y}-1\geq 2)$
$\implies P(Z_{X}\leq -1)=P(Z_{Y}\geq \dfrac{3}{{\large\sigma}_{Y}})$

$\implies -(-1)=\dfrac{3}{{\large\sigma}_{Y}}$

$\implies {\large\sigma}_{Y}=3$

open eyes, look what is given in the 1st image.
Well explained. Thanks :-)

why minus sign used in last line

Hello set2018

in standard normal distribution $P(Z≤-a)=P(Z≥a)$

So $P(Z≤-1)=P(Z≥1)$ // compare this with  $P(Z≤-1)$=$P(Z≥$ $\frac {3} {σ})$

@Rupendra Choudhary
How we got this
-(-1) = 3/sigma(y)

because $+1=-(-1)$
Also, for any continous random variable X

$P\{X=a\}=\int_a^{a}f(x)dx=0$ means the probability that a continous random variable will assume a particular value is 0.

So,

$P\{Y\geq 2\}=P\{Y\gt 2\}$
Before attending any question, first read the concept :)
Ok.. they are for standard normal distribution.( actually i read only basic concepts of Normal distribution). But it is clear now thanks.
How did we removed the probability function and compared the values of Z score directly, is something i m not getting. please someone help me here.
Sorry for being so naive. Why the extra ‘-’(minus) sign in second last line?

Because it is symmetric, that means the unknown number will be on the right side of zero but of same magnitude.

@manoj_mj thanks. Clear now. (How to tag someone?)

copy the name & paste in ur reply

First lets convert both $X$ and $Y$ to Standard normal distribution.

$Z=\dfrac{X-1}{2}$

$Z=\dfrac{Y+1}{\sigma}$

Now replace $X$ and $Y$ in $P(X\leq {-1})=P(Y\leq 2)$ we get $P(Z\leq {-1})=P\left(Z\geq \dfrac{3}{\sigma}\right)$

Since the Standard Normal Curve is symmetric about the mean( i.e, zero) $-(-1)=\dfrac{3}{\sigma}\Rightarrow \sigma = 3.$

this video might help.

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### 1 comment

Thanks for sharing