Reading 9 - Standard Normal Distribution

CFA Level I Quant
#1

Hi,

Can someone please help me to understand the below question?

For a standard normal distribution F(0) is:
a) 0
b) 0.5
c) 1
Ths answer is “b” but I think it should be “a”. Because the normal distribution has a mean of 0 and a standard deviation of 1.

Thanks

#2

F(x) means the probability that X<=x, so F(0) is Pr(X<=0), which is just the left half of the entire curve = 0.5.

#3

Because the distribution is symmetric about 0.

1 Like
#4

thanks million!!