The $95 \%$ confidence interval for a random variable with a standard normal distribution is $[1.96,-1.96]$. Thus, that the probability of observing $\hat{\mu} \in[1.96,-1.96]$ is $95 \%$.

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The Answer of The $95 \%$ confidence interval for a random variable with a standard normal distribution is $[1.96,-1.96]$. Thus, that the probability of observing $\hat{\mu} \in[1.96,-1.96]$ is $95 \%$.

The 95%95 \%95% Confidence Interval for a Random Variable with a Standard Normal

The $95 \%$ Confidence Interval for a Random Variable with a Standard Normal