Is there a random variable X for which
$$P [µx - 2σ ≤ X ≤ µx + 2σx] = 0.6$$ I have tried this: $$P|X- µx ≤ 2σx|=P((X- µx)² ≤ 4(σx)²) ≥ 1- 1/r²= 1- 1/4= 3/4 ≠ 0.6.$$ So there is no random variable that meets this probability.
Is there a random variable X for which
$$P [µx - 2σ ≤ X ≤ µx + 2σx] = 0.6$$ I have tried this: $$P|X- µx ≤ 2σx|=P((X- µx)² ≤ 4(σx)²) ≥ 1- 1/r²= 1- 1/4= 3/4 ≠ 0.6.$$ So there is no random variable that meets this probability.
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