Assume that this information comes from a standard normal distribution where the mean is 0 and the standard deviation is 1.Find the probability...

Here we are given that the mean is equal to 0 and the
standard deviation is 1.

Now to derive the required
probability we need to use a normal distribution table. First we'll need to convert the
given variables to respective z values. z = (variable - mean) / standard
deviation.

So for 1.05, z = (1.05 - 0) / 1 = 1.05 and for
2.05, z = (2.05 - 0) / 1 = 2.05.

Using a title="normal distribution table"
href="http://www.mathsisfun.com/data/standard-normal-distribution-table.html">normal
distribution table we have the cumulative probability as 0.3531 for z = 1.05
and for 2.05 the cumulative frequency is 0.4798.

Therefore
the probability of values of z lying between 1.05 and 2.05 or the variable lying between
1.05 and 2.05 is 0.4798 - 0.3531 =
0.1267.

Therefore the required probability is
0.1267.