What is the probability that a normal variable exceeds, Engineering Mathematics

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What is the probability that a normal variable exceeds

Question: a. What is the probability that a normal variable exceeds two-sigma limits? (That is, what is the probability of observing a value of the random variable larger than μ + 2σ or less than μ - 2σ?)

b. If "deciding that the process is out of control" means observing a realization of the sample mean exceeding k sigma limits, discuss the advantages and disadvantages of using k = 2 versus k = 3.

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