THE PROBABIL ITY OF HITTING INTO INTERVAL [a,b] OF THE NORMAL DISTRIBUTED VARIABLE X IS CALCULATED BY THE FORMULA Select one: Phi ((sigma -b)/(mu ))-Phi ((sigma -a)/(mu )) Phi ((b)/(mu ))-Phi ((a)/(mu )) Phi ((b-mu )/(sigma ))-Phi ((a-mu )/(sigma )) Phi ((b-sigma )/(mu ))-Phi ((a-sigma )/(mu )) Phi ((mu -b)/(sigma ))-Phi ((mu -a)/(sigma ))

The correct answer is:<br />$\Phi (\frac {b-\mu }{\sigma })-\Phi (\frac {a-\mu }{\sigma })$<br /><br />Explanation:<br />The probability of hitting into interval $[a,b]$ of the normal distributed variable X is calculated by the formula $\Phi (\frac {b-\mu }{\sigma })-\Phi (\frac {a-\mu }{\sigma })$, where $\Phi$ is the cumulative distribution function of the standard normal distribution, $\mu$ is the mean of the normal distribution, and $\sigma$ is the standard deviation of the normal distribution.