Normal Summary

X ~ N ( , 2 )

P ( a < X < b ) = normalcdf ( a, b, , )

P ( X < a) = p a = invNorm ( p, , ) This function can obtained by pressing

This function can obtained by pressing

Note: a) The TI-84 requires you to key in the standard deviation! b) To find P( X < a ) = P( < X < a ) . In the GC use -1E99 or 1099 to represent . c) Similarly, to find P( X > a ) = P(a < X < ) . Use 1E99 or 1099 to represent + . Standard Normal Distribution

Z ~ N 0,12
Given any normal distribution X ~ N ( ,
2

( )

x x <Z< 2 P ( x1 < X < x2 ) = P 1 2 We standardise when the or are unknown

Linear Combination Given X ~ N ( , 2 )

aX b ~ N ( a b, a 2 2 )

Addition and Subtraction of normal distributions 2 Given X ~ N ( x , x ) and Y ~ N ( y , y2 )

2 2 X Y ~ N ( x y , x + y )

Note the difference between 2 X and X1 + X 2 for variances Generally, 1. E ( aX b ) = a E ( X ) b 2. E ( X Y ) = E ( X ) E (Y ) 3. Var ( aX b ) = a 2 Var ( X ) 4. Var ( X Y ) = Var ( X ) + Var (Y )

Sample mean distribution

Given X =
X1 + X 2 + X 3 + n + Xn

. i.e the mean of n observations of X .

2 X ~ N , n