Throughout this section we will use the random variable . For normal, can take any real number. Therefore any values mentioned in this section will be assumed to be any real number.
Normal Distribution - Calculations (Edexcel International AS Maths: Statistics 1)
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Calculating Normal Probabilities
How do I find probabilities using a normal distribution?
- The area under a normal curve between the points and is equal to the probability P(a < X < b )
- Remember for a normal distribution so you do not need to worry about whether the inequality is strict (< or >) or weak (≤ or ≥)
- The equation of a normal distribution curve is complicated so the area must be calculated numerically
- You will be expected to standardise all normal distributions to and use the table of the normal distribution to find the probabilities
- It is likely that your calculator has a function that can find normal probabilities, if so it is a good idea to learn to use it so that you can check your probabilities
- However you must show your calculations to get the z values and use the tables to get all the marks
How do I calculate the probability for a normal distribution?
- A random variable can be coded to model the standard normal distribution using the formula
- You can calculate a probability using the relationship
- Always sketch a quick diagram to visualise which area you are looking for
- Once you have determined the z value use the table of the normal distribution to find the probability
- Refer to your sketch to decide if you need to subtract the probability from one
- The probability of a single value is always zero for a normal distribution
- You can picture this as the area of a single line is zero
-
- You can look at which side of the mean x is on and the direction of the inequality to decide if your answer should be greater or less than 0.5
- As you can use:
Worked example
The random variable . Calculate:
(a)
,
(b)
(a)
,
(b)
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Inverse Normal Distribution
Given the value of P(X < a) or P(X > a) how do I find the value of a?
- Given a probability you will have to look through the table of the normal distribution to locate the z-value that corresponds with that probability
- Look at whether your probability is greater or less than 0.5 and the direction of the inequality to determine whether your z-value will be positive or negative
- If is more than 0.5 or is less than 0.5 then a should be bigger than the mean
- z will be positive
- If is less than 0.5 or is more than 0.5 then a should be smaller than the mean
- z will be negative
- If is more than 0.5 or is less than 0.5 then a should be bigger than the mean
- You do not need to remember these, a sketch will help you see it
- Always sketch a diagram
- If your probability is less than 0.5 you will need to subtract it from one to find the corresponding z value
- Remember that the position of the z-value will not change, only the direction of the inequality
- Once you have the correct value substitute it into the formula and solve to find the value of a
- Always check that your answer makes sense by considering where a is in relation to the mean
Given the value of P(µ- a < X < µ + a) I find the value of a ?
- A sketch making use of the symmetry of the graph is essential
- If you are given then will be
- This is easier to see from a sketch than to remember
- You can then look through the tables for the corresponding z-value and substitute into the formula
Worked example
The random variable .
Find the value of such that
Examiner Tip
- The most common mistake students make when finding values from given probabilities is forgetting to check whether the z-value should be negative or not. Avoid this by checking early on using a sketch whether z is positive or negative and writing a note to yourself before starting the other calculations.
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