Chapter 9 - The Normal Distribution
Chapter 9 - The Normal Distribution
© Oxford University Press 2018: this may be reproduced for class use solely for the purchaser’s institute The normal distribution 1
5. a) 1.282 b) 2.576 c) −1.960 P (−3 < X < 5)
c)
(from table of inverse values) ⎛ −3 − 0 5−0 ⎞
= P ⎜ =− 0.671 < z < =1.118 ⎟
From finding probability in body of main table: ⎝ 20 20 ⎠
d) −0.842 e) 1.555 f) –2.120 = Φ(1.118) – (1 − Φ(0.671))
= 0.8681 – (1 – 0.7489) = 0.617
Exercise 9.3
6. a) x = 25 + 1.645 × 4 = 31.58
⎛ 56 − 47 ⎞
1. a) P( X < 56) = P ⎜ z < = 1.8 ⎟ = 0.9641
⎝ 5 ⎠ y = 25 + 0.253 × 4 = 26.012
b)
© Oxford University Press 2018: this may be reproduced for class use solely for the purchaser’s institute The normal distribution 2
18. P (X < 47.3) = 0.5; P (X > 52) = 0.2 = Φ(−1.25) = 1 − Φ(1.25)
⇒ 47.3 = μ ; 52 = μ + 0.842σ = 1 – 0.8944 = 0.1056
⇒ 4.7 = 0.842σ ⇒ σ = 5.58 ⎛ 345 − 330 ⎞
P(X > 345) = P ⎜ z >
b) =
1.875 ⎟
⎝ 8 ⎠
Exercise 9.4
= 1 − Φ(1.875) = 1 – 0.9697
1. x = 100 + 1.645 × 15 = 124.675
= 0.0303
2. a) P (x > 16.2) = 1 – P(x < 16.2) = 0.2798 So probability between 320 and 345
= 1 – 0.1056 − 0.0303 = 0.8641
⎛ 16.5 − 15.85 ⎞
P (x > 16.5) = P ⎜ z >
b) =
1.083 ⎟ P(X < x) = 0.95 ⇒ x = 330 + 1.645 × 8 = 343.2
c)
⎝ 0.6 ⎠
= 1 – 0.8606 = 0.1394 320 − μ ′
P(X ′ < 320) = 0.05 ⇒
d) =
− 1.645
8
0.1394
P(x > 16.5 | x > 16.2) = = 0.4982 ⇒ μ ′ = 320 + 8 × 1.645
0.2798
= 333.2
13.2 − μ
3. a) = –1.645 ⇒ μ = 13.4
0.12 320 − 330
P(X ′′ < 320) = 0.05 ⇒
e) = − 1.645
P(13.35 < x < 13.5)
b)
σ′
10
σ′
⇒= = 6.08
= P 13.35 − 13.4 = −0.417 < z < 13.5 − 13.4 = 0.833 1.645
0.12 0.12 7. a) X ~ N(53, 42)
= Φ(0.833) – (1− Φ(0.417)) = 0.7975 – 0.3386
P(X > 56) = 1 − P(X < 56) = 0.2266
= 0.459
⎛ 48 − 53 ⎞
c) (1 – 0.459)3 = 0.158 P(X < 48) = P ⎜ z <
b) =− 1.25 ⎟
d) P
roduction processes are usually broadly ⎝ 4 ⎠
symmetric, and diameters are a continuous = Φ (−1.25) = 1 −Φ(1.25)
measure. Diameters can’t be negative, but 0 is > 100 = 1 – 0.8944 = 0.1056
standard deviations below the mean for this If an egg is > 56 then it must be > 48, so conditional
context, so this is not an issue. The normal is probability is given by
likely to be a good model for this context.
P ( X > 56 ) 0.2266
P(X > 56| X > 48) = = = 0.253
4. a) P(T > 40) = 0.1; P(T < 8)= 0.005 P ( X > 48 ) 0.8944
⇒ 40 = μ + 1.282σ ; 8 = μ – 2.576σ
8. a) i) X ~ N(360, 752)
⇒ 32 = 3.858σ ⇒ σ = 8.29; μ =29.37 ⎛ 450 − 360 ⎞
P(X > 450) = P ⎜ z > = 1.2 ⎟
b) Travel times are likely to have a positive skew – ⎝ 75 ⎠
caused by roadworks, train delays etc. If this = 1 − Φ(1.2) = 1 – 0.8849 = 0.1151
is not severe then the normal is likely to be
a reasonable model (it is continuous and 0 ⎛ 210 − 360 ⎞
P(X < 210) = P ⎜ z <
ii) =
− 2⎟
is > 3.5 standard deviations below mean, so ⎝ 75 ⎠
truncation of negative values is not an issue). = 1 − Φ(2) = 1 – 0.9772 = 0.0228
⎛ 40 − 43 ⎞ So probability between 210 and 450
5. a) P(T > 40) = P ⎜ z > = − 0.75 ⎟
⎝ 4 ⎠ = 1 – 0.1151 − 0.0228 = 0.8621
= 1 − Φ(−0.75) = Φ(0.75) = 0.7734 t − 360
P(X > t) = 0.05 ⇒
iii) = 1.645
75
P(T > t) = 0.1, ⇒ t = 43 + 1.282 × 4
b)
= 48.1 hours ⇒ t = 360 + 75 × 1.645
= 483 seconds
Y ~ N(μ, 42)
c)
43 = μ − 1.645 × 4
P(Y > 43) = 0.95, ⇒
b) Need half of the 86.21% who are interviewed – and
⇒ μ = 49.6 there were 2.28% automatically accepted so median
will be at M where P(X < M) = 0.4539 – a z-score of
6. a) X ~ N(330, 82) –0.116, so M = 360 – 0.116 × 75 = 351 seconds
⎛ 320 − 330 ⎞
P (X < 320) = P ⎜ z < =
− 1.25 ⎟
⎝ 8 ⎠
© Oxford University Press 2018: this may be reproduced for class use solely for the purchaser’s institute The normal distribution 3
9. a) X ~ N(μ, 2.62) ⎛ 12.8 − 11.62 ⎞
P(Y > 12.8) = P ⎜ z >
b) =1.616 ⎟
P(X < 660) = 0.22 ⇒ 660 = μ
– 0.772 × 2.6 ⎝ 0.73 ⎠
⇒ μ = 662 = 1 − Φ(1.616) = 1 − 0.9469
= 0.0531
⎛ 650 − 662 ⎞
P(X < 650) = P ⎜ z <
b) =
− 4.61⎟ =
⎝ 2.6 ⎠ c) P(X < 10.8, Y > 12.8) =
0.0196 × 0.0531
0.000002
= 0.0010
d) There are 10 disciplines in the decathlon
Note: While the Normal distribution is infinite
requiring different skills and physical attributes.
in both directions, the z value which cuts off
Performance across all the disciplines is unlikely
0.0005 at either tail is 3.291 and this is
to be independent for an individual athlete.
considerably further to the tail.
3. V ~ N(335, 52)
10. a) X ~ N(17.9, 0.22)
⎛ 330 − 335 ⎞
⎛ 17.5 − 17.9 ⎞ P(V < 330) = P ⎜ z <
a) = − 1⎟
P(X < 17.5) = P ⎜ z < =
− 2⎟ ⎝ 5 ⎠
⎝ 0.2 ⎠
= Φ(−1) = 1 − Φ(1)
= Φ(−2) = 1 − Φ(2) = 1 – 0.9772
= 1 – 0.8413 = 0.1587
= 0.0228
⎛ 345 − 335 ⎞
⎛ 18.4 − 17.9 ⎞ P⎜ z <
b) P(V < 345) = =
2⎟
b) P(X > 18.4) = P ⎜ z >
= 2.5 ⎟ ⎝ 5 ⎠
⎝ 0.2 ⎠
= Φ(2) = 0.9772
= 1 − Φ(2.5) = 1 – 0.9938
= 0.0062 s o expect around 29 in a conditional probability is given by
P(V < 330| V < 345)
thousand to be rejected.
c) by symmetry this would be the midrange of P (V < 330 ) 0.1587
= = = 0.1624
the acceptable values i.e. 17.95 mm. P (V < 345 ) 0.9772
2. Let X be the RV for the time in the 100 metres and ⎛ 250 − 291.1 ⎞
P(X < 250) = P ⎜ z <
c) =− 1.384 ⎟
Y be the distance in the shot put. ⎝ 29.7 ⎠
X ~ N(11.46, 0.322); Y ~ N(11.62, 0.732) = Φ(−1.384) = 1 − Φ(1.384)
= 1 – 0.9168 = 0.0832
⎛ 10.8 − 11.46 ⎞
P(X < 10.8) = P ⎜ z <
a) =− 2.063 ⎟ Average profit on 100 batteries
⎝ 0.32 ⎠
= 1 − Φ(2.063) = 1 − 0.9804 = 100 × $750 – 8.32 × $1250 = £64600
= 0.0196
© Oxford University Press 2018: this may be reproduced for class use solely for the purchaser’s institute The normal distribution 4
5. X ~ N(253, 112) 9. for iii note 2007 is not a leap year, so the year is
⎛ 240 − 253 ⎞ 365 days = 8670 hours.
a) P(X < 240) =
P⎜ z < =
− 1.182 ⎟
⎝ 11 ⎠ X ~ N(8000, 4002)
= Φ(−1.182) = 1 − Φ(1.182) a) i) P(X < 7700)
= 1 – 0.8814 = 0.1186 ⎛ 7700 − 8000 ⎞
=
P⎜ z < − 0.75 ⎟ = Φ(−0.75)
=
P(245 < X < 275)
b) ⎝ 400 ⎠
⎛ 245 − 253 275 − 253 ⎞ = 1 − Φ(0.75) = 1 – 0.7734 = 0.2266
= P ⎜ =− 0.727 < z < =2 ⎟
⎝ 11 11 ⎠ ii) P(7500 < X < 8300)
= Φ(2) − Φ(−0.727) = Φ(2) – {1 − Φ(0.727)}
⎛ 7500 − 8000 8300 − 8000 ⎞
= 0.7435 =P ⎜ =− 1.25 < z < =0.75 ⎟
a − 253 ⎝ 400 400 ⎠
P(a ≤ X) = 0.13 ⇒
c) = 1.127 ⇒ a = 265.4
11 = Φ(0.75) − Φ(−1.25) = Φ(0.75) –
6. a) T ~ N(8, 1.52)
{1− Φ(1.25)} = 0.6678
1 t −8
P(T > t ) =⇒ = 0.967 ⇒ t = 9.45 min ⎛ 8760 − 8000 ⎞
6 1.5 iii) P(X > 8760) =
P⎜ z > =
1.9 ⎟
Time is 9.45 minutes (9 minutes 27 seconds) ⎝ 400 ⎠
b) Whether this is reasonable may depend a bit = 1 − Φ(1.9) = 1 – 0.9713
on what the subject is: it probably would not be = 0.0287
reasonable in mathematics where fully correct ⎛ 7000 − 8000 ⎞
b) P(X < 7000) = P ⎜ z < =
− 2.5 ⎟
answers will take very little time to mark, where ⎝ 400 ⎠
interpretative subjects like English or History = Φ(−2.5) = 1 − Φ(2.5)
might be modelled well by a normal (again, it is = 1− 0.9938 = 0.0062
continuous and the negative truncation is not a
⎛ 7500 − 8000 ⎞
problem) P(X < 7500) = P⎜ z < =− 1.25 ⎟
⎝ 400 ⎠
7. E ~ N(62, 92); F ~ N(70, 62)
= Φ(−1.25) = 1 − Φ(1.25) = 0.1056
⎛ 80 − 62 ⎞
P⎜ z >
a) P(E > 80) = =2 ⎟ = 1 − Φ(2) Probability of 0.0062 it has to be supplied free
⎝ 9 ⎠
(cost £ 215) and a probability of 0.0994 that it is
= 1 – 0.9772 = 0.0228
supplied at a nett cost of £140.
b) p must also have a standardised score of 2 to
E(P) = 50 – 0.0062 × 215 – 0.0994 × 140 = £34.75
have the same probability – p = 82 (=70 + 2 × 6)
P(E > 75; F > 75) = P(E > 75) × P(F > 75)
c) 10. Y ∼ N(100,152 )
⎛ 75 − 62 ⎞ ⎛ 75 − 70 ⎞ 120 − 100
=
P⎜ z > =
1.444 ⎟ × P ⎜ z > =
0.833 ⎟ a) i) P(Y > 120) = P Z > = 1.333
⎝ 9 ⎠ ⎝ 6 ⎠ 15
= (1 – 0.9257) (1 − 0.7975) = 0.015 = 1 − Φ(1.333) = 0.0913
d) Both are likely to be related to ability in the ii) P(75 < Y < 94) =
subject so independence not likely to hold. 75 − 100 94 − 100
P = −1 < Z < = −0.4
15 15
8. a) P(X ≤ 69) = 0.0228, P(X ≥ 95) = 0.1056 = Φ(1) − Φ(0.4) = 0.186
⇒ 69 = μ − 2σ ; 95 = μ + 1.25σ b) The top 0.5% is cut off when z = 2.576, so an
⇒ 26 = 3.25σ ⇒ i σ = 8; ii μ = 85 IQ of 100 + 2.576 × 15 = 138.64 (139) is needed
to be in the top 0.5% of the population.
P(71 ≤ X ≤ 81)
b)
=P ⎛⎜ 71 − 85 =− 1.75 ≤ z ≤ 81 − 85 =− 0.5 ⎞⎟ 11. Let X be the random variable for the volume of milk
⎝ 8 8 ⎠ in a bottle. Then X ∼ N( 505, 82 ).
= Φ(1.75) − Φ(0.5) = 0.9599 – 0.6915
500 − 505
P( X < 500) = P Z <
i) = −0.625
= 0.2684 8
= 1 − Φ(0.625) = 0.266
© Oxford University Press 2018: this may be reproduced for class use solely for the purchaser’s institute The normal distribution 5
525 − 505 Φ−1 =
12. 3.4 σ , so 3.4 = 3.2 + 2.17σ
= 2.17
3.2 + 2.17
(0.985)
P( X > 525) = P Z >
ii) = 2.5
8 0.2 0.2
⇒σ = = 0.092 so⇒ σ standard
the = = 0.092
deviation is
= 1 − Φ(2.5) = 0.0068 2.17 2.17
0.266 9.2 cm.
P( X < 500| X < 525) = = 0.268
0.9932
13. Φ−1 (0.1) = −1.645 and Φ−1 (0.95) = 1.96 so
iii) 0.1% overflow means that 525 is at 3.09
standard deviations above the mean so µ − 1.645σ = 310
525 − 505 µ + 1.96σ = 340
σ′= = 6.47 . The new machine has
3.09 giving 3.605σ = 30 ⇒ σ = 8.32 and
a standard deviation of 6.47 ml.
µ − 1.645 × 8.32... = 310 ⇒ µ = 323.7
© Oxford University Press 2018: this may be reproduced for class use solely for the purchaser’s institute The normal distribution 6