Statistics, Statistical Analysis, Normal Distribution, Central Limit Theorem, Cdf.
to the CDF of Z at 1 minus the CDF of Z at -1: P(-1 <= X <= 1) = F(1) -F(-1) where F is the CDF of Z. We can use Python to calculate this probability: # The probability of getting a value between -1 and 1 under Z p = Z.cdf(1) - Z.cdf(-1) print(p) The output is: 0.6826894921370859 This means that