Linear Transformation of a Normal Variable
A continuous random variable Z follows the standard normal distribution. If we define a new random variable W = 3Z + 5, which statement about the probability P(W ≤ 8) is correct?
A
P(W ≤ 8) = P(Z ≤ 8)
B
P(W ≤ 8) = P(Z ≤ 8/3)
C
P(W ≤ 8) = P(Z ≤ 3)
D
P(W ≤ 8) = P(Z ≤ 1)
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