Department of Mathematics
Dr. Hossam M. Hassan
Statistics
for Business Informatics
Worksheet No. (7)- Solution
Problem 1:
Given a standardized normal distribution (with a mean of 0 and a standard deviation of 1, as in Table
E.2), what is the probability that
a. Z is between -1.23 and 1.64?
b. Z is less than -1.27 or greater than 1.74?
c. For normal data with values symmetrically distributed around the mean, find the Z values that
contain 95% of the data.
d. Find the value of Z such that the area to the right is 2.5% of the total area under the normal curve.
Solution
(a) 𝑃(– 1.23 < 𝑍 < 1.64) = 0.94950 – 0.10935 = 0.8856
(b) 𝑃(𝑍 < – 1.23) 𝑜𝑟 𝑍 > 1.74) = 0.10935 + (1 – 0.95907) = 0.15028
1−0.95
(c) 𝑃(𝑍 >? ) = 2 = 0.025 and the area to the left = 1 – 0.025 = 0.9750 From the table the z value corresponding to this
value 𝑍 = 1.96 or 𝑍 = – 1.96
(d) 𝑃(𝑍 >? ) = 0.025 and the area to the left = 1 – 0.025 = 0.9750 And from the table we get Z = 1.96.
Problem 2:
Given the normally distributed variable 𝑿 with mean 18 and standard deviation 2.5. Find:
(i) 𝑃(𝑿 < 15) (ii) 𝑘 such that 𝑃(𝑿 < 𝑘) = 0.2236
(iii) 𝑘 such that 𝑃(𝑿 > 𝑘) = 0.1814 (iv) 𝑃(17 < 𝑿 < 21)
Solution
𝜇 = 18 and 𝜎 = 2.5
15 − 18
(i) 𝑃(𝑿 < 15) = 𝑃 (𝒁 < ) = 𝑃(𝒁 < −1.2) = 1 − 𝚽(1.2) = 1 − 0.8849 = 𝟎. 𝟏𝟏𝟓
2.5
𝑘 − 18 𝑘 − 18
(ii) 𝑃(𝑿 < 𝑘) = 𝑃 (𝒁 < ) = 𝚽( ) = 0.2236
2.5 2.5
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𝑘−18
Since 𝚽 is less than 0.5, the value of ( ) is negative. Hence,
2.5
−𝑘 + 18 −𝑘 + 18
1 − 𝚽( ) = 0.2236 → 𝚽( ) = 0.7764
2.5 2.5
From the table,
−𝑘 + 18
= 0.76 → 𝒌 = 𝟏𝟔. 𝟏
2.5
𝑘 − 18 𝑘 − 18
(iii) 𝑃(𝑿 > 𝑘) = 𝑃 (𝒁 > ) = 1 − 𝚽( ) = 0.1814
2.5 2.5
𝑘 − 18 𝑘 − 18
𝚽( ) = 0.8186 → = 0.91
2.5 2.5
∴ 𝒌 = 𝟐𝟎. 𝟐𝟕𝟓
17 − 18 21 − 18
(iv) 𝑃(17 < 𝑿 < 21) = 𝑃 ( <𝒁< )
2.5 2.5
= 𝑃(−0.4 < 𝑍 < 1.2) = 𝚽(1.2) − 𝚽(−0.4)
= 𝚽(1.2) − [1 − 𝚽(0.4)] = 𝚽(1.2) + 𝚽(0.4) − 1
= 0.8849 + 0.6554 − 1 = 𝟎. 𝟓𝟒𝟎𝟑
Problem 3: Let 𝑿 be a normal random variable with mean −2 and variance 0.25. Determine 𝐶 such
that:
(i) 𝑃(𝑿 ≥ 𝐶) = 0.2 (ii) 𝑃(−𝐶 ≤ 𝑿 ≤ −1) = 0.5
(iii) 𝑃(−2 − 𝐶 ≤ 𝑿 ≤ −2 + 𝐶) = 0.9 (iv) 𝑃(−2 − 𝐶 ≤ 𝑿 ≤ −2 + 𝐶) = 0.996
Solution
𝜇 = −2 and 𝜎 = 0.5
𝐶+2 𝐶+2
(i) 𝑃(𝑿 ≥ 𝐶) = 𝑃 (𝒁 ≥ ) = 1 − 𝚽( ) = 0.2
0.5 0.5
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𝐶+2 𝐶+2
∴ 𝚽( ) = 0.8 → = 0.84 → 𝑪 = −𝟏. 𝟓𝟖
0.5 0.5
−𝐶 + 2 −1 + 2 −𝐶 + 2
(ii) 𝑃(−𝐶 ≤ 𝑿 ≤ −1) = 𝑃 ( ≤𝒁≤ ) = 𝑃( ≤ 𝒁 ≤ 2) = 0.5
0.5 0.5 0.5
−𝐶 + 2
∴ 𝚽(2) − 𝚽 ( ) = 0.5
0.5
−𝐶 + 2 −𝐶 + 2
0.9973 − 𝚽 ( ) = 0.5 → 𝚽( ) = 0.4973
0.5 0.5
−𝐶+2
Since 𝚽 is less than 0.5, the value of ( ) is negative. Hence,
0.5
𝐶−2 𝐶−2
1 − 𝚽( ) = 0.4973 → 𝚽( ) = 0.5027
0.5 0.5
𝐶−2
∴ = 0.01 → 𝑪 = 𝟐. 𝟎𝟎𝟓
0.5
−2 − 𝐶 + 2 −2 + 𝐶 + 2
(iii) 𝑃(−2 − 𝐶 ≤ 𝑿 ≤ −2 + 𝐶) = 𝑃 ( ≤𝒁≤ )
0.5 0.5
−𝐶 𝐶
= 𝑃( ≤𝒁≤ ) = 𝑃(−2𝐶 ≤ 𝒁 ≤ 2𝐶) = 0.9
0.5 0.5
∴ 𝚽(2𝐶) − 𝚽(−2𝐶) = 0.9
𝚽(2𝐶) − [1 − 𝚽(2𝐶)] = 0.9 → 2 𝚽(2𝐶) − 1 = 0.9 → 𝚽(2𝐶) = 0.95
∴ 2𝐶 = 1.64 → 𝑪 = 𝟎. 𝟖𝟐
(iv) 𝑃(−2 − 𝐶 ≤ 𝑿 ≤ −2 + 𝐶) = 𝑃(−2𝐶 ≤ 𝒁 ≤ 2𝐶) = 0.996
Similarly, from (iii)
2 𝚽(2𝐶) − 1 = 0.996 → 𝚽(2𝐶) = 0.998
∴ 2𝐶 = 2.88 → 𝑪 = 𝟏. 𝟒𝟒
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Problem 4:
In certain experiments, the error made in determining the density of a substance is a random variable
having a uniform density with 𝛼 = −0.015 and 𝛽 = 0.015. Find the probabilities that an error will
(i) Be between −0.002 and 0.003 (ii) Exceed 0.005
Solution
1
, 𝛼<𝑥<𝛽
𝛽−𝛼
𝑓(𝑥) =
{ 0 , otherwise
1
, − 0.015 < 𝑥 < 0.015
𝑓(𝑥) = { 0.03
0 , otherwise
Solution
0.003 0.003
0.003
1 1 𝟏
(i) 𝑃(−0.002 < 𝑿 < 0.003) = ∫ 𝑓(𝑥) 𝑑𝑥 = ∫ 𝑑𝑥 = [ 𝑥] =
0.03 0.03 −0.002 𝟔
−0.002 −0.002
∞ 0.015
0.015
1 1 𝟏
(ii) 𝑃(𝑿 ≥ 0.005) = ∫ 𝑓(𝑥) 𝑑𝑥 = ∫ 𝑑𝑥 = [ 𝑥] =
0.03 0.03 0.005 𝟑
0.005 0.005
Another approach:
Instead of evaluating the integrals, it is possible to calculate the probability by finding the area
of rectangle whose height is (1⁄0.03) and width is the interval length.
Problem 5:
The speeds of motorists passing a point on a motorway are found to be normally distributed with mean
115 km/h and standard deviation 8 km/h. Find:
(i) Find the percentage of motorists whose speeds exceed 120 km/h
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(ii) Find 𝒗 such that the speeds of 20% of the motorists do not exceed 𝒗 km/h
Solution
𝜇 = 115 and 𝜎 = 8
120 − 115
(i) 𝑃(𝑿 > 120) = 𝑃 (𝒁 > ) = 𝑃(𝒁 > 0.625) = 1 − 𝑃(𝒁 ≤ 0.625)
8
0.732371 + 0.735653
= 1 − 𝚽(0.625) = 1 − ( ) = 1 − 0.734 = 0.266
2
percentage of motorists = 𝟐𝟔. 𝟔 %
𝑣 − 115 𝑣 − 115
(ii) 𝑃(𝑿 < 𝒗) = 𝑃 (𝒁 < ) = 𝚽( ) = 0.2
8 8
−𝑣 + 115 −𝑣 + 115
1− 𝚽( ) = 0.2 → 𝚽( ) = 0.8
8 8
−𝑣 + 115
= 0.84 → 𝒗 = 𝟏𝟎𝟖. 𝟐𝟖 km/h
8
Problem 6:
The fill amount in 2-liter soft drink bottles is normally distributed, with a mean of 2.0 liters and a
standard deviation of 0.05 liter. If bottles contain less than 95% of the listed net content (1.90 liters, in
this case), the manufacturer may be subject to penalty by the state office of consumer affairs. Bottles
that have a net content above 2.10 liters may cause excess spillage upon opening. What proportion of
the bottles will contain
a. between 1.90 and 2.0 liters?
b. between 1.90 and 2.10 liters?
c. below 1.90 liters or above 2.10 liters?
d. At least how much soft drink is contained in 99% of the bottles?
e. Ninety-nine percent of the bottles contain an amount that is between which two values
(symmetrically distributed) around the mean?
Solution:
a) 𝑃(1.90 < 𝑋 < 2.00) = 𝑃(– 2.00 < 𝑍 < 0) = 0.4772
b) 𝑃(1.90 < 𝑋 < 2.10) = 𝑃(– 2.00 < 𝑍 < 2.00) = 0.9772 – 0.0228 = 0.9544
c) 𝑃(𝑋 < 1.90) + 𝑃(𝑋 > 2.10) = 1 – 𝑃(1.90 < 𝑋 < 2.10) = 0.0456
d) 𝑃(𝑋 > 𝐴) = 𝑃( 𝑍 > – 2.33) = 0.99, 𝐴 = 2.00 – 2.33(0.05) = 1.8835
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e) 𝑃(𝐴 < 𝑋 < 𝐵) = 𝑃(– 2.58 < 𝑍 < 2.58) = 0.99
𝐴 = 2.00 – 2.58(0.05) = 1.8710 ,
𝐵 = 2.00 + 2.58(0.05) = 2.1290
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