A standard normal variable Z∼N(0,1)Z \sim N(0, 1)Z∼N(0,1). What is P(∣Z∣<1)P(|Z| < 1)P(∣Z∣<1)?
\Phi(1)
2\Phi(1) - 1
\Phi(1) - 0.5
1 - \Phi(1)