Figure P14.1. The cumulative normal distribution is shown by the red curve; this gives the probability that a normal variable will be less than a given value, measured in standard deviations. The lines are at intervals of 1/40, and the three dots give the first three points of the observed distribution. For example, the chance of being below –2 standard deviations is approximately 0.025, shown by the first line at 1/40.

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