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Consider an arbitrary, continuous normal distribution with a given mean and standard deviation. Derive an integral...

Consider an arbitrary, continuous normal distribution with a given mean and standard deviation. Derive an integral function that gives the percentile of a particular value, X. The integration is analytical, yet it is often given a functional representation erf(). Look it up and plot the erf function in terms of the mean and standard deviation. Estimate the 25th and 75th percentile. Within how many standard deviations from the mean is 50% of the distribution?

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