Let F(Z) be the cumulative density function of the standard normal variate Z, then which of the following are correct? (A) $F(Z) =\frac{1}{\sqrt{2\pi}}\int\limits_{-∞}^Ze^{-\frac{Z^2}{2}}dz, -∞ <Z< ∞$ Choose the correct answer from the options given below: |
(A), (B) and (D) only (A), (B) and (C) only (A), (C) and (D) only (B) and (D) only |
(A), (B) and (D) only |
The correct answer is Option (1) → (A), (B) and (D) only Let $F(Z)$ denote the cumulative distribution function of the standard normal variate $Z$ (A) $F(Z)=\frac{1}{\sqrt{2\pi}}\int_{-\infty}^{Z} e^{-z^2/2}\,dz$ This is the definition of the cumulative distribution function of the standard normal distribution True (B) $F(-Z)=1-F(Z)$ The standard normal distribution is symmetric about zero, hence this property holds True (C) $F(0)=0$ For a standard normal distribution, $F(0)=\frac{1}{2}$ False (D) $F(\infty)=1$ The total probability under the standard normal curve is $1$, hence the cumulative probability tends to $1$ as $Z$ tends to infinity True The correct options are (A), (B) and (D). |