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So I know that R(t) = |5 + B(t)| and that B(25) ~ N(0,25). I was told that

P{R(t)>=10} = P{|5+B(25)|>=10} = P{B(25)>=5)+P{B(25)<=-15}

but I'm not entirely sure how to get that. And I've been trying to solve for the cdf, but the formulas I've been given apply for P{B(t)<=y|B(0)=x} and I don't know how to alter this to be applicable to the probabilities with >=

edit: I understand how to get that equation now (because it's R(t) leads to the absolute value of B(t) so I have to add the negative and positive, but I'm still unsure of how to get the probability from this.

Bacon
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  • I found P{B(25)<=-15} to be =.43644 based off of the normal distribution formula. But I'm still struggling with solving for P{B(25)>=5). – Bacon May 25 '16 at 18:53

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