The sample mean X¯
X
¯
has normal distribution, mean the population mean μ
μ
, and standard deviation τ=84√
τ
=
8
4
. We want Pr(X¯−μ>2)
Pr
(
−
>
2
)
, which is Pr(Z>2τ)
Z
, where Z
is standard normal.
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