GATE 2022 MT – Question 34
For normally distributed observation errors, the interval $\pm1.96\sigma$, where $\sigma$ is standard deviation, corresponds to ______ % confidence (nearest integer).
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Correct answer: 95 to 95
Explanation
For the standard normal distribution, $\Phi(1.96)\approx0.975$.
Thus the central probability is $0.975-0.025=0.95$. Answer: **95%**.