The expression with the smallest probability is: (C) P(z > 2), if z is a standard Normal random variable.
What is a z-core?
A z-core is also known as a standard score and it can be defined as a measure of the distance between a data point (raw score) and the mean, when standard deviation units are used.
In Statistics, z-scores can either be positive or negative and it is calculated by using this formula:
[tex]Z=\frac{x\;-\;u}{\delta}[/tex]
Where:
- x is the sample mean or observed data.
- [tex]\delta[/tex] is the standard deviation.
In this exercise, we would have the smallest probability for P(z > 2), when z is a standard Normal random variable.
Read more on z-scores here: https://brainly.com/question/4302527