set.seed(450)
x <- rnorm(10000, mean = 4, sd = 2)
# A
pnorm(2, 4, 2) - pnorm(-2, 4, 2) [1] 0.1573054
mean(abs(x) < 2)[1] 0.1552
# B
pnorm(0, 4, 2)[1] 0.02275013
mean(exp(x) < 1)[1] 0.0216
# C
(1 - pnorm(sqrt(3), 4, 2)) + pnorm(-sqrt(3), 4, 2)[1] 0.8736757
mean(x^2 > 3)[1] 0.8725