試題詳解

126. An insurance company’s annual profit is normally distributed with mean 100 and variance 400.
Let Z be normally distributed with mean 0 and variance 1 and let F be the cumulative distribution function of Z.
Determine the probability that the company’s profit in a year is at most 60, given that the profit in the year is positive.
(A) 1 – F(2)
(B) F(2)/F(5)
(C) [1 – F(2)]/F(5)
(D) [F(0.25) – F(0.1)]/F(0.25)
(E) [F(5) – F(2)]/F(5)