Standard the random variable

using the transformation

where

and

are the mean and standard deviation of

, respectively.

Now, you can recall that for any normal distribution, approximately 95% of its data falls within 2 standard deviations of the mean, so to either side, there is approximately 2.5% of data that falls below 2 standard deviations from the mean, and 2.5% that falls

above

. In other words,

.