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(a) understand the concepts ofcontinuous random variablc and nomal vrriable;
(b) understand that a nonnal distdbution is a probability modcl for continuous random
variable and that it arises in many practical situations;
(g) apply thc nonnal distribution ,I. - N(a, o,) to solvc statistical problems in real-world
situations;
(h) use thc fact fhat ifll has a nonnal distributior, thcn dX+ b has a nonnal distribution
withE(ax + b) = aE(^) 1 b and. Va(aX I b) : a2 V a(E,
(i) use the fact that if -Y and I have indqrcndent norDal distributions,
thcn aX + bY has a normal distribution with E(a{ I 64 : dE(_y) + ,E(u and
Va4aX I br): t!2V.rt(X) + bzVar(t);
(j) use the nomal distribution, with continuity correctio{, to approximate the
binomial
distribution whcre appropriate (r is sufficiently large to ensuri that np > S and nq > 5,
approximately);
(k) usc the normal distribution, with contilluity correcti{xr, to approximate drc poissoll
distribution wher.e appropriate (l > 10, approximately).
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SRIC Martmti6 DcDanndlt JC2 tD ChaDrd 2?: Norul Dskibution lsrrdar's 6nvl
#1 Backgro nd Kriowledge
2) Densitv Curves
When analysing data, one of the most common forms of graphical presentation of a frequency
distribution is the histogram. When we analyse continuous random variables using histograms,
we will reed to goup the observations on a horizontal scale into classes.
Consider a relative frequency histogram with such a scale chosen such that the area vrithin each
ba. is €qual to the proportion of observations within the range represented by the bar.
. Total area rq)r€sented by the bars ofthe histogram equals l.
. If we think of histoglams with narower ard trarrower classes, we can approximate the
histogram by a smooth curve such that the curve has total area of I underneath it.
O:12
o.1
0_@
1t!J2
0
15 16 t7
f(*)
c21 2
If a continuous random variablc lf is normally distributed with mean p and variance o2, we
write L .- N(/,o'?). The mean p and variance o2 are thc parameters ol the distribution.
o = J"urjance is the standard deviation ofthe distribution
lmportant ProDertics:
rrl
I
(1) The curve is bcll-shaped and is svmmetrical about the vertical linej:
U, the mcan,
(2) The curwc approaches the jr-axis asynptotically i.e. as 'r ) ico,
/(.r) ) 0. .
(3) ln a nomal dist.ibuti o\, the fiean, median and mode coinctdc.
(4) The rneau, p, is an ildicatior ofthe central tendency ofthe data. Diffcrent values
of p
iDdicate diffcront localion ofthe mean_
(s) The varialcc o2 is an indication ofthc rlispersion (spread) ofthe drta. 1.hc smaller
o2,
the smaller the dispersior and the narrower thc bell shape (i.c_ clata clustercd togcther).
No(e that the vanancc o2 should always have a positive va1ue,
(6) The actual shape and location of the bcll-shapcd cLrrwc depends on the values of p and
{7) P(a<X<b\: arca under thc density curwc betwecn _r: aalld r:6. However_ note
that we will use the graphic calculato. to evaluafe this probability.
P(ct <X<b)
{:27 3
(8) Total area under a nomal density cuwe is l.
(e)
The distribution N(0,1) is known as the Standard Normal Distribution- The random variable,
denoted by Z for this distribulion is known as the standard normal variable.
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#4 Finling prcbabilities using the Graphic Calculator
Note: The mrmbers 95, 105, 100 and 5 represent thc lower limit, uppcr limit, rnean and
strndard dcviation rcspectively. The last entry is the standard deviation, not the var.ianqe!
Alier Step i as in Method 1, use the right arrow key to highlight..DR W,'-
Step 2: Press select "shadeNomr(,, 0r sTR tllifit!.
[lto l[!!radeNorn(
Z:5htsde t.(
4: shadeF(
ftr+{:.692€Sg
l+(,.,:9S ljp=105
Useful facts:
tf f - N(p,o'?), and d and b arc real constants,
l. P(X = a)= 0, since probability is measured by area under the curvrl, and the line lr
has no thickness. Therefore, P(X >.r)= P(x > a), P(x < D)= P(,Y < b) and
P(a < X <b)=t'(a <. X <b) etc.
Example 2 (Do it yoursel0: Given that P(Z < u) = $ , yalqs 6 < 0.5, express in terms of D, the
probability
(i) P(z > a):
(it) P(Z >
a);
(ilt)P(z < -a) .
Will your answers be different > 0-5 ? if,
Solution
Note: d is negative
(i) P(.2 >a):l <ar=
P(Z Note: llrc lecturc. will demonst.ate
(il) P(Z > a\ =P(/ a a1= (by syrmetry) the concepts involvcd with
(ril)P(Z < -a) =l P(Z> a)- diagrams of thc bcll-shaped curvcs.
lYes / Nol
c27 -6
Example 3: Given that PQZI<a)=b, where a and 6 are constants and 0<6<1, express
P(Z < a) in tenns of6.
Solution
1+h
2
r #5 Finding the vatae of x., given p(X < x,) yo, X - N(p,crr)
Method: using invNorm (probability given,ll, o)
stepl:Press
@trRsl
inL'HqrFr(F- 8,6?,2
Step 2: Prcss
69. 1e4s53Be
all6 Finding the relationship between xt, p, o given the vatue o7 p(X < x,) ol a related
probability
Exampte 5 (Do it yourseto: If.f-N(p, o2)and p(X<10) = 0.3, find a relationship between
p and, o.
Solution
v,,
Crven P(X t0)-01.pt"_/. )_0.1
o
C27 'I
Thus P(Z < ) = 0.3 with Z-N(0, 1)
i nuHonnn ( 6. f, )
-.5244485191
Example 6: If-Y- N(n. 5), find the least integer valuc m such that P(X > 8) > 0.02.
Solution
Method 1
Given P(X > 8) > 0.02,
l P(x<8)>0.02
P(X<8)<0_98 ,,__ ____ (l)
P(z<?)<0.9{i wirh z-N(0, r)
inuNorrr(8.98
Using cC, P(Z < )=0.98
2.953748911
Therelbre ::t m > 3.4077
c21 A
Example 7: The marks in a Mathenatics exan are lbund to bc approximately nonnally
distributcd with mean 70 and standard devialion 20
(.) lfa candidatc is selectcd at random, fiod the probabilityhe scores mor|] than marks.
(b) If two candidates are selected at random, find the probability that both of60them score
between 45 and 65 ilclusive.
(c) If tbree candidates are sclected at random, find the probability that one ot them scores
more than 60 marks and the othcr two lcls than 60.
(d) lf l57o ofthe candidates are gmdcd as,4, calculate the lcast mark for,4.
Solution
I-€t X be the random variablc "marks ofa randornly X-' N( ,
chosen canclidate... )
(a) Required probability : _._ ; l;
l._nornialcdf{60,
: E99
0.691 ,74,28)
. .6914624673
(b) P(45<L<65) = 0.29564
norr,rElcdf (45,65,
Required probability = 78,28J
= 0.0874 .29564t8867
:ifii"t:-''r'Y"
(d) Let rr be thc least mark for grade,4.
Method I
r(x ,n) u.rs ) r{ I 4,)
EOUflTIOH 5OLUER
P(r <z) = ecn: B=noFrqE I 'ldf {
-E99, H,78, ?B)-0.
=nonnalcdf( - E99. m, 70, 20) - 0.85 :0 851
loFr'r€lcdf ( -E9-.-=O
Using GC, frorn Equation Solver, H=98. 728669456..-
.'. least mark is 90 7 bound={ -1egg, 1...
. I eft-rt=B
c21-9
Example 8: Six hundred rounds are fired from a gun at a horizontal target 50 m long which
cxtends liom 950 m to 1000 m in range from thc gun. The trajectories of thc rounds all lie in the
vertical plane through the gun and target- It is found that 27 rounds fall short of the target and
69 rounds fall beyond it. Assuming the range of rounds is normally distributed, find the mean
and standard deviation of the range. Estimate the number of rounds falling within 5m o f the
centre ofth(r target.
TTrajectoW
950 -50m
Let X be the random variable "range of a randomly choscn round fired from the gun-"
lr"'N(l ,o ).
Given that 27 rounds fall shofi of thc target, P (,Y < 950) =
p( z .eso P \=
\o) inuNorn(6.845
using cc, 950-lt = t.6g5qo I
9s0-11= 1.695400 ---' -.----(1)
Given that 69 rounds lall beyond thc targcl, I,(X > 1000):
P( 7 .rooo p) inuHor-m(8.885)
I . -4ErErJJclo|Jrl
\o) I
using GC,'ooo-' =,.zooru
o
1000-p = 1.20036o -..*-----------(2)
Solving (l) and (2) gives d: 17.3 m imd p=979nl
c2'1 10
#7 Sum & Diffarence
For zury two indcpendent mndom variables )l .{d y. and for an\ rcal consta0ts a md b.
E(aX! bl) =. aE(E t 6E(I,); Va.(a.yl DI) - a? VarQf) +6r Var(t')
(D Lry-N( )
(iD x-y-N( , )
(iiD zr I y- N( 3
) -N(28,6t)
{r\ ) 1,
45 -lt
- t,
,-..(';';)
For example: L- N(2, 5), I'- N(0,9), n/-N( I, 16) -{ I and l/ are independc'nt
(i) P(.{ + r < 140), (iDP(120 < X tY <135), (iii)P(r X>'1),(i',/)P(2<y-x <12).
Solution
r+Y-N( ) r-x-N( )
Using GC,
(D P(X +Y <t4o)=
(ii) P(120<X+r<135):
(iiD P(Y X >'7)=
(i") P{2 <Y X <t2)=
Nsla:
Difference between the distributioo of 2X and X, 'r- X, :
Example 9: l.afld yare independent random variables which are both normally distributcd, the
respectivc pammeters being
Mean Variance
,r 100 25
Y 120 20
(a) Calculate (i) P(,r + y > 235), (ii) P(y > r, (iii) P(Ja > ] y).
1
(b) Find the probability that the total sum ofthrce indcpendent obsoiwations ofJa exc€eds 330.
Solution
(a) (i) x+ r- N( )
Using GC, I,(X + L > 235) =
(it r x-N( )
Using GC, P(Y > X) =
1
(iii) X :Y Nr ) Nt 10. Jb.,)51
l
t lsrng Ca, P(X f)=
4
(b) .r, + x, + ra" - N( ) - N(300, 7s)
Using GC, P(Xt + X7 + X, > 330):
c21 t2
Examplc l0: The cxamination marks of the boys arc normally distributed about a mean of 55
with slandard deviation I I and the marks of the girls arc normally distributed about a rnean of
58 with standard deviation 8- Ifone boy and one girl are chosen at random fiom the complete
list ofcandidatcs and assuming their marks are independcnt, calculate the probability tha{
(a) both ofthem have inarks over 75.
(b) the girl's marks is at least 20 more tlun fhe boy,s marks.
(c) the differcnce betwced their marks is more than 3_
Solution
Let B be the raldorn variable "marks ofa randomly chosen boy', and
C be tlrc rrndum ranabl< nrlrks ofa landnmly ehrrscn girl '
=: :..11:y".,r,
(b)c B-N( )
Using GC, p(G > B +20\=
=P(c B>3)+P(c-r< 3)
:0.5+0.32956
= 0.830
Solulton
I-et flbe the random variable,.mass ofa randomly chosen Hipton teabag,,and
let B be thc random v;Lriable'.nass ofa randornlychosen Boliteh teabai,,.
(a) t,etHl, I1), flt, H r /1, be thc tnasscs ol fivc rantlrrrly choscn Hiplor ieabags.
I,€t X = Ht + H) 1 II. + II4+ II5
r.'N( ) - N( 20.5, 0.072)
Using cC, P(.f > 20.8) =
c2'7 tf
(b) Let 4, 4, 4, 4 be the masscs of four randomly chosen Boldteh teabags.
LetY=Bt+Br+Bt+Ba
y- N( ) - N(20.8, 0.09)
Example 12; The nass of a randomly choscn pewter omameot manufactured by a conrpany
follows a nonnal distribution with mean of 5 kg ard standard deviation 0.2 kg. The company
intends to manufacturc another set ofpewter omaments such that nass ofeach is double that ol
the mass ofan original omament manufactured, Each ofthis ncw set of omaments is packe'd in a
box ofmass 0.1 kg. Write down the dist.ibution for the combincd mass ofeach ncw omament
and its box. Ilence lind the probability that thc combined mass is less than 10_2 kg_
Solution
Let )a be the randott vaiable " mass ofa randomly chosen pewter ornamolt from the odginal
set manul-acturcd by the company'. ). -N(5,0.2r)
Let )' bc thc random variable " cornbincd mass ofa tandoinly chosen pewter omamcnt liom thc
new sot rnanufactured by the company alrd its box"- Y :2X +O.l
E(2X +0.1) = Var(2X+0.1) =
r- N00.r,0.16)
Example 13: Melons are sold at a pricc of $1.50 per kilogram. The lnasses of melons iuc
nomlally dist.ibuted with a mean of 0.8 kg and a standard deviation of0.l kg. I'urnpkins arc
sold at a pnce of $0.50 per kilograrn. The masses of pumpkins are nonnally distributed wilh a
mean of 1.2 kg zurd a standard deviation of 0.2 kg. Find thc probability that thc total price of5
randomly chosel mclons and 3 randornly chosen pumpkins exceeds $8.
Solution
Let -fbe the randorn variable "mass of a randomly choscn melon" and let be thc random I
variable "mass ofa randomly chosen pumpkin". J -N(0.8,0.11 and f.'N(1.2,0.21
Let M be the random variable "total mass of5 randomly chosen n'telotls"_
M:Xt+X2+X3+X4) X5
M- N( ) -- N(4, o.os)
c)'t , 11
Let total price of 5 rzurdomly chosen melons aod 3 randomly chosen pumpkins be I dollars.
T=
r-N( ) "' N1z-r, o. r+zsy
Using CC, l,(T> 8) :
Under certain circumstances, thc nomal distribution can be used to approximate the binomial
distribution.
nq
IO o_2 ? {i
l0 0.5 5 5
l0 0_8 8 2
?o 0.8 l(r 4
30 0.8 24 6
60 08 4{t 12
60 0.95 57 l
when -{- B(n, p) is approxinutcd by a .onnar variarrle whicrr is a continuous random variabre,
we assulrle P(at a single poht): I,( I:, ):0. llence, we havo to pctforln continuity
colrealr"r as foll()ws:
<-.--* _o <____o
X
X
2 'rl
c27 - 15
(iiD P(L> r) ''' , r1Xt, r - L1 P(X> r) !5 PQ(> r+ 1;
lr I
r -., t
2 2
z2
(iv) P(x1 <.Y<ri) jj+ P(r1 !.x.o*l) P(x1< -Ii< rr) --:5 P1"r1l<lstr-1;
0-*---*---o
HH
--T_--_-f_l-.. I *, ,, *1 .t, t,*I
')
Example 14: It is known that in a sack of mixed grass seeds, 35o% are ryegrass. llse a suttable
approximation to find thc probability that in a sample of400 seeds, there are
(a) lcss than 120 ryegrass secds,
(b) bctween 120 and 150 rycgrass seeds (inclusive),
(r) morc thrn lo0 ryegrass sccd\.
Solution
Let X bc the random variablc " number ofryegrass sceds in a samplc of400 seeds"-
x- 8(400, 0.35)
Example 15: The probability that the random variable X has a value less than 1.9 is given to be
0.95. tJsing a sairaDlc apprcximation. find the probability that 77 or morc of 80 observations of
,Y arc lcss than I.9.
Solution
I
I-ct be the random variable "numbcr ofobservations ofx, out of80, that are less than L9".
r- B(80,0.95)
c27 - L6
Since a is la-rgc, np : 76 (> 5), but q=80x0.05=4(<5),wecnnnotapproximatetoanormal
distribution.
Let y'be the random variable "number ofobservations of_tra, out ofg0, that are a1 least 1.9,,.
v'-B( )
ForI',aislarge andap= (< 5), thus y,-po( ) approximarely,
Using GC, required probability: p(y >'7'/)-p(y'< ) :
Note'. We need to perform contiluity correction when usirtg the normal dpproximdlion to
apprc'rimdte d Poiss on distribldion.
Example 16: StLppose,Y- Po(25), use a suitable approxinration b find l,(22 < _f < 26).
Solution
Since ,t = 25 (> 10), X-N( , ) approximarelv.
Example l7: A radioactive disintegntion gives counts that foll.w a poisson distnbutior with
mean count per second o125. Find tlre probability that in I second the count
is bctween 2l and
27 inclusrvc.
(a) using the Poissol distribution.
(b) using the nonnal approxinution to the poisson dist.ibution_
S:rl!Jt!!
(a) Letf be the raodom variablc ..counts ofthe radioactive disirltegration pljr second,,.
,r.' Po(25)
c2't - 11