STATISTIQUES-2 L2-Sciences de Gestion 2020-2021

Université de Montpellier. L2-SdG, Bachelor Statistics 2. Tutorial

Sheet 5
Course abstract :
A continuous random variable X is said to have a normal distribution if it is supposed to take a
certain value µ has a mean value µ, but is affected by many small and independant
perturbations. So µ is only obtained as a mean value, and there is a deviation around it,
measured by a standard deviation s.
The distribution (limit of histogram diagrams) has then a typical symmetrical, and unimodal
shape : “Bell shape” or “Gaussian shape”.
If its cumulative distribution function F is given, any probability about X can be calculated by :
P( X £ a ) = F(a)

P( X>a ) = 1 – P( X £ a ) = 1 - F(a)

P( a £ X £ b ) = F(b) - F(a).

In the particular case µ=0, s=1 (standardized normal distribution), the cumulative
probability function F is noted F and given in a table.
The following propertie allows then to calculate any probability :

𝑿"𝝁
If X follows N(µ, s), then Z = follows N(0,1)
𝝈

See exercises ….

EXAMPLE 1 :
A continuous random variable Z has a standard normal distribution (Normale centrée
réduite) N(0,1),
Use the table of F to calculate :
a) P( Z < 1.25 ) P( Z < 2.18 ) P( Z ³ 2,18 ) P( Z< -1)
ANSWERS :

EXAMPLE 2 :
X has a normal distribution N( 80 ; 10). Calculate P(X<60) ; P(60<X<75) and P(X>90)
ANSWER :
a) P(X £ 60 ) can be written (standardization) ; (X - 80) / 10 £ (60 – 80 ) /10
s P(X £ 60 ) = P( Z £ -2) , where Z = ((X - 80) / 10 is standard. So :
P(X £ 60) =P( Z £ -2 ) = F (-2) = 1 –F (2)
we just have to read on the table the value of F (2) : 0,9772

So we found : 0,0228

11
 STATISTIQUES-2 L2-Sciences de Gestion 2020-2021
Université de Montpellier. L2-SdG, Bachelor Statistics 2. Tutorial
EXERCISES on NORMAL (or GAUSS) DISTRIBUTION (LOI NORMALE)

1. A continuous random variable Z has a standard normal distribution (Normale centrée

réduite) N(0,1),
a) Use the F table to calculate :
P( Z £ 1,35)
P( Z £ -0,95 )
P( 0 £ Z £ 1,27 )
P( -0,5 £ Z £ 2,34 )
b) Calculate, in each case, the correct value of t :
P( Z £ t ) = 0,7324
P( Z > t ) = 0,0116
P( Z £ t ) = 0,2061
P( Z > 2,05 )
P( Z > -0,75 )
P( -1.3 £ Z £ 1.3 )
P( -1.2 £ Z £ -0.5 )
P( Z £ t ) = 0,9884
P( Z £ -t ) = 0,7324

2. A factory produces nails, which length is a normal continuous random variable with average
value 6 cm and standard deviation 0,1cm. A nail is rejected by the the customer if its length is
5,80cm or superior to 6,25cm. Which percentage do the production is défectueux ?

3. It is assumed that the height of a 25-year-old man is a normal random variable with
parameters µ = 175 (in cm) and s² = 36. What is the percentage of 25-year-old men whose
height exceeds 185 cm ?

4. Average price of a share

The average price of a share in the S&P 500 index is 30 dollars, with a standard deviation of 8,20
dollars. One supposed it is a normal distribution.
a) what is the probabilty that the price of a randomly choosen share is more than 40 dollars ?
b) what is the probabilty that the price of a randomly choosen share is less than 20 dollars ?
c) How much should a company's stock price be to be among the top 10% ?

5. X has a normal distribution, with µ and s . as parameters.

The following information is given : P( X< 3) = 0.1587 and P( X>12 ) = 0.0228
a) Determine µ and s.
b) Calculate P(1< X< 10)
(Concours inspecteur des impôts, 2008)

6. A delivery time follows a normal distribution N (µ, s). It is estimated that, in 80% of the
cases, the delay is greater than 8 days, and that it is less than 2 days in 5% of cases.
Calculate µ and s.

7. Annales DCG/ sujet 2010. UE 11 « contrôle de Gestion ». cas ATOOBOIS, dossier 2.

La société ATOOBOIS est spécialisée dans la valorisation de déchet de bois. Elle produit, à partir de
déchets, des plaquettes utilisées pour le chauffage, qu’elle vend à des clients fidèles.
Au premier trimestre 2010, le stock disponible est de 15 000 tonnes, et la production s’élève à 10200
tonnes. La demande prévisionnelle suit une loi normale d’espérance mathématique 22 000 tonnes, et
d’écart-type 8000 tonnes. La mise en place de flux tendus n’est pas envisageable pour cette activité.

a) Calculer la probabilité de se trouver en rupture de stock au cours du trimestre.

12
 STATISTIQUES-2 L2-Sciences de Gestion 2020-2021
Université de Montpellier. L2-SdG, Bachelor Statistics 2. Tutorial
b) Quel niveau de production permettrait de satisfaire 98% de la demande trimestrielle sans
retard de livraison ?

8. Dans une caserne militaire la taille des engagés est une variable aléatoire qui suit une loi
normale de moyenne µ = 170 cm et d'écart-type s = 10 cm.
Un engagé étant choisi au hasard dans la caserne, quelle est la probabilité que sa taille soit :
a) supérieure à 190 cm ?
b) inférieure à 160 cm ?
c) comprise entre 160 et 180 cm ?
Afin de mieux sécuriser la caserne, il est envisagé de construire une nouvelle guérite pour
abriter les factionnaires.
Montrer que la hauteur minimale de la guérite pour qu'au moins 99 % des factionnaires
puissent s'y tenir debout doit être égale à 193,30 cm environ.
On notera X la variable aléatoire désignant la taille des factionnaires et h la hauteur de la
guérite.
( Concours externe Inspecteur-élève généraliste des impôts, option économétrie et statistiques, 2010).

9. A company manufactures two types of products : X and Y. Sales of X and Y are

independent and each follows a normal distribution.
The company sells on average 300 units of X product per year, and there is a 95%
chance sales being between 200 and 400 units
The production costs of X are divided into:
€ 50,000 fixed costs, € 2,000 cost per produced unit.
The unit selling price of a product X is € 7,000.
Moreover, it is known that the BY profit realized on sales of Y products follows a normal
distribution of average € 500,000 and standard deviation € 100,000.

a) Determine, for each of the following random variables, which law it follows, and with
which parameters (mean, standard deviation):
X: "quantity of sold X units",
CX: "cost of production of X products"
BX: "profit realized by the sales of products X"
B: "total profit realized from the sale of products X or Y"
b) Calculate the probability that this total profit will be between € 1,600,000 and €
2,300,000

13