Probability interval of normal distribution

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Consider a random sample of 25 observations which follow a normal distribution N(0,1). Which of the following is an approximate 95% probability interval for the sample proportion of observations larger than 1?

(0.06, 0.60)

(0.01, 0.15)

(0.03, 0.20)

(0.02, 0.30)

(0.15, 0.60)

I know that I have to find the probability of success which is binomial and then use the distribution of p-hat to find the 95% Probability interval. I'm just having problems on finding the probability of success (P(X>1))

would really appreciate your help!! :)

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We must first find the probability that an individual observation is larger than one. Letting $X\sim \mathsf N(0,1)$ we get

$$P(X\gt1)=1-P(X<1)=1-\Phi\left(1\right)\approx0.1587$$

> 1-pnorm(1)
[1] 0.1586553

A $95$% confidence interval for $p$, the sample proportion, is given by

$$p_0\pm 1.96\cdot\sqrt{\frac{p_0(1-p_0)}{n}}$$

where $p_0\approx0.1587$ and $n=25$