# option 1
2*pnorm(-2, 0, 1)[1] 0.04550026
# option 2
pnorm(-2, 0, 1) + (1 - pnorm(2, 0, 1))[1] 0.04550026
The following displays R code to compute the Normal probabilities associated with the graphs at the bottom of page 1. Remember, if \(X \sim N(mu, sigma)\) and I want \(\text{Pr}(X \leq q)\), I’ll type pnorm(q, mu, sigma).