设 $X_1, X_2, X_3$ 是随机变量，且
$$
\begin{gathered}
X_1 \sim N(0,1), X_2 \sim N\left(0,2^2\right), X_3 \sim N\left(5,3^2\right), \\
p_i=P\left\{-2 \leq X_i \leq 2\right\}(i=1,2,3),
\end{gathered}
$$
则
$\text{A.}$ $p_1>p_2>p_3$
$\text{B.}$ $p_2>p_1>p_3$
$\text{C.}$ $p_3>p_1>p_2$
$\text{D.}$ $p_1>p_3>p_2$