What is the probability that we would obtain two sample means that differ by 1.875, when the SD of the sampling distribution is estimated at .125 when our sample has 8 subjects?
Z = (mean1 - mean2)/standard error (SE) of difference between means
SEdiff = √(SEmean1^2 + SEmean2^2)
SEm = SD/√n
If only one SD is provided, you can use just that to determine SEdiff.
Find table in the back of your statistics text labeled something like "areas under normal distribution" to find the proportion/probability related to your Z score.