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How do you calculate the probability P(X < x) for a normally distributed random variable X?

If the details of the distribution - its mean and standard deviation are known, the following transformation applies Z = (X - mean) / stdev where Z is now a random variable distributed as normal(0, 1). Now, a lookup table for values of the normal distribution can be used to find the probability you are looking for.

Answered by Jonas P. Maths tutor

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