Q3Single correct3 Marks22 Dec 2024

Let $X \sim \text{Normal}(2, 16)$. Find the value of $P(X^2 < 81)$ in terms of $F_Z$, where $F_Z$ is the CDF of a standard normal variable $Z$.

A

$F_Z\left(\frac{7}{4}\right)$

B

$F_Z\left(\frac{7}{16}\right)$

C

$F_Z\left(\frac{7}{4}\right) - F_Z\left(-\frac{11}{4}\right)$

D

$F_Z\left(\frac{7}{16}\right) - F_Z\left(-\frac{11}{16}\right)$