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What is the area under a standard normal curve between z = -1.32 and z = 2.01? The normal distribution is a type of probability density function. Areas found under this curve are equivalent to probabilities. For example, the probability that z lies between a and b is denoted
P
(
a
<
z
<
b
)
and this probability is the same as the area under the curve between the z-scores, z1 = a and z2 = b.