Let X∼N(μ,σ2)X \sim N(\mu, \sigma^2)X∼N(μ,σ2). What is the probability P(∣X−μ∣<1.96σ)P(|X - \mu| < 1.96\sigma)P(∣X−μ∣<1.96σ)?
0.90
0.95
0.975
0.99