Topic 7 AM025 (Normal Distribution) STUDENT
Topic 7 AM025 (Normal Distribution) STUDENT
7.1
Introduction
7.1 – Introduction
(a) (
Define the normal distribution X ~ N ,
2
).
Data can be "distributed" (spread out) in different ways
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01 Height Tossing a coin 04
(a) (c)
0
P ( Z 0.9 ) = 0
* Read directly from std. normal table (page 21)
(b)
P ( 0.2 Z 0.5 )
0 =
Probability = 1
P ( Z 2.2 ) = =
=
=
=
fold symmetrically
(d)
0 0
P ( Z −1.84 ) =
= (f)
0
(e)
Probability = 1
0
P ( −0.71 Z 2.53)
Probability = 1 =
P ( Z −1.37 ) =
= =
= =
= =
fold symmetrically
(g) (h)
0 0
P ( Z 2.64 )
Probability = 1
P ( Z 0.86 )
=
=
=
=
= =
= =
= =
=
EXAMPLE 2
P(Z )=
P ( −0.5 Z a ) = 0.5321
From the table,
7.2
Normal
Distribution
7.2 – Normal Distribution
(a) (
Standardise the normal random variable, X ~ N ,
2
) ( )
to Z ~ N 0,1 .
(b) Determine probability using the standard normal distribution table.
(c) Solve problems in social sciences and management.
(d) Introduce the Central Limit Theorem.
(e) Solve binomial probability problem using the normal approximation with
continuity.
Normal X − Standard Normal
Z=
X ~ N (, 2) Z ~ N (0, 1)
Z is the "z-score" (Standard Score) The number of standard
X is the value to be standardized deviation from the mean
μ ("mu") is the mean
σ ("sigma") is the standard deviation
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Normal
X (
N , 2 )
3 steps
Standardize
Bell curve
Find probability
(refer standard normal table)
Normal X − Standard Normal
Z=
X ~ N (, 2) Z ~ N (0, 1)
1. Standardize
e.g : a− b−
P (a X b) = P Z
2. Bell curve
0
3. Find probability (Refer Standard Normal Table) – page 21 or 24
EXAMPLE 3
Let X be a continuous random variable that is normally
distributed with mean of 25 and variance of 36. Find
(a) P ( X 28 )
(b) P ( X 30 ) Normal
N ( , 2 )
(c) P ( 23 X 27 )
X
(d) P ( X − 25 12 ) 3 steps
(e) P ( X − 25 12 ) 1.
2.
Standardize
Bell curve
3. Find probability
(refer standard
normal table)
Solution : X −
Z=
Normal
X ~ N ( 25,36 )
(a) P ( X 28 ) = P Z
28 − 25 X (
N , 2 )
36 3 steps
= P ( Z 0.5 ) 1.
2.
Standardize
Bell curve
0 0.5 3. Find probability
= 0.3085 (refer standard
normal table)
(b) P ( X 30 ) =
=
= 0
=
=
(c) P ( 23 X 27 ) =
=
0
=
=
(d) P ( X − 25 12 ) =
=
=
0
=
=
=
=
(e) P ( X − 25 12 ) =
=
=
0
=
=
EXAMPLE 4
Let X be a continuous random variable that is normally distributed
with mean of 40 and variance of 4. Find the value of k if
(a) P ( X k ) = 0.2514
(b) P ( X k ) = 0.6331
Solution :
X ~ N ( 40, 4 ) or (
X ~ N 40, 22 ) Normal
(a) P ( X k ) = 0.2514
X (
N , 2 )
3 steps
1. Standardize
2. Bell curve
3. Find probability
(refer standard
normal table)
0
(b) less than 11.4 cm (
X ~ N 12.5,3.62 )
symmetric
0
(c) between 10 cm and 13 cm (
X ~ N 12.5,3.62 )
0
EXAMPLE 6
The life span of a calculator has a normal distribution with
a mean of 60 months and standard deviation of 5 months. If
a calculator is randomly selected, find the probability that
the life span of a calculator is between 4 years and 6 years.
0
0
=0
From the table,
Thus,
NORMAL
Mean & Variance of NORMAL DISTRIBUTION
If X ~ N ( , 2 ) , then
0
(b) more than 14 days (c) between 7 and 14 days
0 0
Problems involving the determination of the value and or both
EXAMPLE 10
If the random variable X has a normal distribution with mean 45
and variance 2 and P ( X 51) = 0.288 , find the value of .
Solution :
(
X ~ N 45, 2)
P ( X 51) = 0.288
0
From the table,
EXAMPLE 11
If X ~ N ( ,12 ) and P ( X 32 ) = 0.8438 , find the value of
Solution :
X ~ N ( ,12 )
0
0
0
From the table (page 24),
P ( X 40 ) = 0.2
fold symmetrically
n 50 np 5 0.1 p 0.9
This is necessary because the normal distribution is continuous and it
is being used to model the binomial distribution which is discrete.
X ~ B ( n, p ) X ~ N ( , 2 )
Continuity
DISCRETE Correction (C.C) CONTINUOUS
Where = np and
2
= npq
1. P ( X a ) = P ( X a + 0.5 )
2. P ( X a ) = P ( X a − 0.5 )
3. P ( X a ) = P ( X a − 0.5 )
4. P ( X a ) = P ( X a + 0.5 )
5. P ( X = a ) = P ( a − 0.5 X a + 0.5 )
6. P ( a X b ) = P ( a − 0.5 X b + 0.5 )
7. P ( a X b ) = P ( a + 0.5 X b − 0.5 )
8. P ( a X b ) = P ( a − 0.5 X b − 0.5 )
9. P ( a X b ) = P ( a + 0.5 X b + 0.5 )
DISCRETE : (
X ~ B ( n, p ) Continuity Correction (C.C) CONTINUOUS : X ~ N , 2 )
1. P ( X 17 ) 16 17 18 19 20 P ( X 17.5 )
2. P ( X 17 ) 16 17 18 19 20 P ( X 16.5 )
3. P ( X 23) 19 20 21 22 23 P ( X 22.5 )
4. P ( X 20 ) 19 20 21 22 23 P ( X 20.5 )
5. P ( X = 18 ) 16 17 18 19 20 P (17.5 X 18.5 )
DISCRETE : (
X ~ B ( n, p ) Continuity Correction (C.C) CONTINUOUS : X ~ N , 2 )
6. P (17 X 19 ) 16 17 18 19 20 P (16.5 X 19.5 )
8. P ( 20 X 22 ) 19 20 21 22 23 P (19.5 X 21.5 )
(b) P ( X 8)
(c) P ( X 10 )
(d) P ( X 125 )
(e) P (2 X 7)
(f) P (122 X 150 )
(g) P ( X = 32 )
EXAMPLE 14
If X ~ B (200,0.3), use the normal approximation to find
(a) P (X ≤ 50)
(b) P (X > 60)
(c) P (36≤ X ≤ 54)
(d) P (52< X < 59)
(e) P (66< X ≤76)
(f) P (X = 70)
Solution : = np
= 200 ( 0.3) = 60 2 = npq
2 = 200 ( 0.3)( 0.7 ) = 42
X ~ B ( 200,0.3) X ~ N ( 60, 42 )
(a) P ( X 50 ) = P ( X 50.5 ) 4 STEPS (Binomial → Normal)
1. Continuity correction (C.C)
2. Standardize
50.5 − 60 3. Bell curve
= P Z
4. Find probability (refer
standard normal table)
42
= P ( Z −1.47 )
−1.47 0
= P ( Z 1.47 )
= 0.0708
4 STEPS (Binomial → Normal)
(b) P ( X 60 ) =
1. Continuity correction (C.C)
2. Standardize
3. Bell curve
4. Find probability (refer
standard normal table)
=
=
0
=
4 STEPS (Binomial → Normal)
1. Continuity Correction (C.C)
2. Standardize
3. Bell curve
(c) P ( 36 X 54 ) = 4. Find probability (refer
standard normal table)
=
0
=
symmetric
=
= 0
4 STEPS (Binomial → Normal)
1. Continuity Correction (C.C)
2. Standardize
3. Bell curve
(d ) P ( 52 X 59 ) = 4. Find probability (refer
standard normal table)
=
−1.16 −0.23 0
=
= symmetric
=
0 0.23 1.16
4 STEPS (Binomial → Normal)
1. Continuity Correction (C.C)
2. Standardize
3. Bell curve
(e) P ( 66 X 76 ) = 4. Find probability (refer
standard normal table)
=
0
=
=
=
4 STEPS (Binomial → Normal)
1. Continuity Correction (C.C)
2. Standardize
3. Bell curve
(f) P ( X = 70 ) = 4. Find probability (refer
standard normal table)
=
0
=
=
=
EXAMPLE 15
0
4 STEPS (Binomial → Normal)
1. Continuity Correction (C.C)
(b) exactly 205 tails 2. Standardize
3. Bell curve
4. Find probability (refer
standard normal table)
0
4 STEPS (Binomial → Normal)
1. Continuity Correction (C.C)
(c) between 180 and 190 tails 2. Standardize
3. Bell curve
4. Find probability (refer
standard normal table)
symmetric
0
EXAMPLE 16
0
4 STEPS (Binomial → Normal)
1. Continuity Correction (C.C)
(b) at least 40 broken tiles 2. Standardize
3. Bell curve
4. Find probability (refer
standard normal table)
0
4 STEPS (Binomial → Normal)
1. Continuity Correction (C.C)
(c) the most of 30 broken tiles 2. Standardize
3. Bell curve
4. Find probability (refer
standard normal table)
0
EXAMPLE 17
(b) more than 690 are cured after taking the herb
4 STEPS (Binomial → Normal)
1. Continuity Correction (C.C)
2. Standardize
3. Bell curve
4. Find probability (refer standard
normal table)
0
EXERCISE
NORMAL DISTRIBUTION