Lecture Notes No. 4 Dr. Mahmoud M.

Smadi

Continuous Distributions
and
Normal Distribution

 A continuous random variable it takes on an

uncountably infinite number of possible values.
 Continuous Data can take any value within a range
(such as a person's height, machine life time).

1
Continuous Probability Distributions
 Since the continuous random variables are
uncountable, it is difficult to write down probabilities
of all possible events.
 Instead, an equation or formula is used to describe a
continuous probability distribution.
 The equation used to describe a continuous probability
distribution is called a probability density function
(p.d.f).

Properties of probability density function


The graph of the density function will be continuous
over that range.

The area bounded by the curve of the density function
and the x-axis is equal to 1.

The probability that a random variable assumes a
value between a and b is equal to the area under the
density function bounded by a and b.

Definition: A function with values f(x) defined over the

set of real numbers is called a probability density function
(p.d.f) of the continuous random variable X if and only if
b
P(a  X  b)   f ( x)dx
a
for any real constants a and b.

2
Properties of probability density function

1. f ( x)  0, for all values of x


2. Total Area   f ( x)dx  1


Note that in the continuous case:

P(X = c) = 0, for every constant c
c
P ( X  c )  P (c  X  c )   f ( x)dx  0
c
This has a very useful consequence in the continuous
case:
P(a ≤ X≤ b)
= P(a ≤ X< b)
= P(a < X ≤ b)
= P(a <X < b)

3
Example: Given
2 x 0  x  1
f ( x)   
0 otherwise
a. Verify that f(x) is a legitimate probability density
function
Answer:

1. f(x) ≥ 0?
for 0  x  1, f ( x)  0
2. The area under the p.d.f equals 1?

 0 1 

 f ( x) dx

  0 dx

  2x dx
0
  0 dx
1

0 x  
2 1
0 0  1

4
b. Find
 1 1
P   X   ?
 2 2

1/ 2
 1 1
P   X  
 2 2
  f ( x) dx
1 / 2
0 1/ 2

  0 dx
1 / 2
  2 x dx
0
1/ 2
 x2  1
 2  
 2 0 4

5
Example: Given the following p.d.f
cx 2 for 0  x  1
f ( x)   
0 otherwise 
a. Find the value of c?
Answer:




f ( x) dx  1
1 3
x
0 dx  c 3
1
cx 2
0
1

c
1
3
then c = 3

b. Find P(0< X < ½)?

Answer:
1 1/ 2

1 2
x3 1
p (0  X  )   3 x dx  3
2

2 0
3 0
8

6
Expected Value (Mean):

Definition: Let X be continuous random variable with p.d.f

f(x). The expected value of X is the number, denoted by
E(X), defined by

E( X )   xf ( x)dx

Provided that the integral exists.
The expected value of a random variable X, E(X) is more
commonly referred its mean µ.

Example: Given the following p.d.f

3x 2 for 0  x  1
f ( x)   
0 otherwise 
Find E(X)
1 1
x4 3
0 x(3x )dx  0 3x dx  3 4 
2 3 1
0
4

7
Definition:
Let X be a random variable. Let g(X) be a function of X.
Then the expected value of g(X) is defined by

E ( g ( X ))   g ( x) f ( x)dx

Provided that the integral exists.
Example:

E( X 2 )   f ( x)dx
2
x

Result: E(a+bX) = a + b E(X)
Result: If X and Y are random variables, then
E(X+Y) = E(X) + E(Y)

Variance:

 2  E ( X   ) 2   ( x   ) 2 f ( x)dx

Result:
 2  E ( X 2 )  ( )2
where σ: standard deviation of X (or σX)

8
Example: Given the following p.d.f
3x 2 for 0  x  1
f ( x)   
0 otherwise 
Find σ2?
 2  E ( X 2 )  ( E ( X )) 2
1 1
E( X )     dx
2 3
x (3 x ) dx 3 x
0 0

x4 3
3 
1
0
4 4
1 1
E ( X 2 )   x 2 (3x 2 )dx   3x 4 dx
0 0

x5 3
3 
1
0
5 5
3 3 3
 2  E ( X 2 )  ( ) 2   ( )2 
5 4 80
Result:
Var(a+bX) = b2 Var(X)
Where a and b are real constants

9
 Some Continuous Distributions
1- Uniform Distribution
2- Normal Distribution
1.Uniform Distribution:
The probability density function of the uniform random
variable X over the interval [a, b] is:

Denoted, X: U(a, b)

It is easy to chek it is a p.d.f

 b b
1 x
 f ( x)dx  a b  a dx  b  a a
1

10
Result:
ab
1. E ( X ) 
2
(b  a ) 2
2. Var ( X ) 
12
Proof:

E( X )   xf ( x)dx

b
1 x2
E( X )   x dx 
b

a
ba 2(b  a) a

b2  a 2 (b  a )(b  a )
E( X )  
2(b  a ) 2(b  a)
(b  a )
E( X ) 
2
Standard uniform distribution
Restricting a=0 and b=1, the resulting distribution U(0,1)
is called a standard uniform distribution, it is very
important in generating random numbers.

11
Example: Metro trains are scheduled every 5 minutes at
a certain station. A person comes to the station at a
random time. Let the random variable X count the
number of minutes he/she has to wait for the next train.
Assume X has a uniform distribution over the interval (0,
5). Find the probability that he/she has to wait at least
three minutes for the train.
Answer: As X follows uniform distribution over the
interval (0, 5)
then the p.d.f of X is
1 1 1
f ( x)    , 0 x5
ba 50 5
Thus, the desired probability
5
P( X  3)   f ( x)dx
3
5 5
1 1
  dx   (1)dx
3
5 53
1 5 1
 x |  (5  3)
5 3 5
= 0.4

12
 2. Normal Distribution

The curve represents human height measurements

The "Bell Curve" is a Normal Distribution.

The yellow histogram shows some data that follows it
closely, but not perfectly.
Many things closely follow a Normal Distribution:
 Heights or heights of people.

 Size of things produced by machines.

 Errors in measurements.

13
A continuous random variable X follows a normal
distribution if it has the following probability density
function (p.d.f.):
( x )2
1 
f ( x)  e 2 2
,    x  ,
2  2

     ,  2  0

The parameters of the distribution are µ and σ2 , We write

X ~ N(µ ,σ2)
Result: It can be shown that the area under the normal
curve equals one.




f ( x ) dx  1

14
Result: It can be shown that, if X ~ N(µ ,σ2)
E(X) = µ
Var(X) = σ2
So, µ is the mean of the distribution and σ2 is the variance.
µ is called location parameter and σ2 is called shape
parameter.

15
Properties of Normal Distribution:

- Symmetric Bell-shaped
- Unimodal
- Extends to +/- infinity.
- Area under the curve = 1
- Symmetric about the center (mean)
- Mean = Median = Mode
- Extremely-large values and extremely-small values
are rare and occur near the tail ends
- Most-frequent values are clustered around the mean
and fall off smoothly in either side of it.

16
 -

When the standard deviation is large, the curve is short

and wide
When the standard deviation is small, the curve is tall and
narrow

17
18
 The Standard Normal Distribution
A standard normal distribution is a normal distribution
with mean 0 and standard deviation 1, Z: N(0,1). The
probability density function is
z2
1 
f ( z)  e 2
-  z  
2

Values above the mean have positive z-values

Values above the mean have negative z-values

19
Example-1: Find P(Z ≤ 1.18)?

From z-table
z .00 .01 ... .08 .09
0.0 .5000 .5040 ... .5319 .5359
0.1 .5398 .5438 ... .5714 .5753
... ... ... ... ... ...
1.0 .8413 .8438 ... .8599 .8621
1.1 .8643 .8665 ... .8810 8830
1.2 .8849 .8869 ... .8997 .9015
... ... ... ... ... ...

Then P(Z ≤ 1.18) = 0.8810

20
Z-table

21
22
Example-2: Find P(Z >-1.48)?

P(Z >-1.48) = 1- P(Z <-1.48)

= 1 - 0.0694 = 0.9306.

Example-3: Find P(-1.65<Z <1.65)?

P(-1.65<Z <1.65)= P(Z < 1.65) – P(Z<-1.65)

= 0.9505 – 0.0495
= 0.9010

23
Example-4: Find the z value such that P(Z>z) = 0.20

Then P(Z ≤ z) = 0.8000

Look up an area of 0.8000. Areas are found on the
inside of the table. There is no value exactly equal to
0.8000, choose the closest one 0.7995.
Now, from the margins, find the value z that
accompanies this area. That value is 0.84.

24
Result:
If X ~ N(µ ,σ2), to find P(a<X<b)
 Draw the normal curve in terms of X

 Translate X values to Z values

X 
 Z : N (0,1)

 Use the standardized normal table


Example: Scores on MATH 131 have a mean of 85 and a

standard deviation of 5. Let X represents students test result
on the exam (assume X is a random normal variable).
What is the probability that a randomly selected student
will get a grade of
a. Lower than 90?
X  85 90  85
P( X  90)  P(  )  P( Z  1)  0.8413
5 5
(from z-table)
b. Between 90 and 95?
P(90  X  95)  P( X  95)  P( X  90 )
X  85 95  85 X  85 90  85
 P(  )  P(  )
5 5 5 5
 P ( Z  2)  P ( Z  1)
= 0.9772 – 0.8413 (from table)
= 0.135

25
 c. Find the 90-th percentile?
i.e. find c such that P(X ≤ c) = 0.9
X  85 c  85
P(  )  0.9
5 5
c  85
P( Z  a)  0.9, where a 
5
From z-table a = 1.28
c  85
1.28 
5
Then c = 91.4 is the 90th percentile

Example: If 100 students took a test on which the mean

score was 73 with a variance of 64. A grade A+ was given
to all who scored 85 or better. Assume that the scores are
normally distributed, then approximately how many A+’s
were there
Answer:
Need first
P( X  80 )
P( X  85)  1  P( X  85)
 X  73 85  73 
 1  P  
 8 8 
 1  P Z  1.5 
 1  0.93319  0.06681
Then the approximate number of A+’s is
100(0.06681) = 6.681 ≈ 7 A+’s
26
Empirical Rule:
Let X ~ N(µ ,σ2)
1. About 68% of the area under the curve falls within 1
standard deviation.
P(    X     )
    X      
P(   )
  
P (1  Z  1)  P ( Z  1)  P ( Z  1)
= 0.8413 – 0.1587 ≈ 0.68
2. About 95% of the area under the curve falls within 2
standard deviations.
P(   2  X    2 )
  2   X     2  
P(   )
  
P ( 2  Z  2)  P ( Z  2)  P ( Z  2)
= 0.9772 – 0.0228 ≈ 0.95
3. About 99.7% of the area under the curve falls within 3
standard deviations.
P (   3  X    3 )
  3   X     3  
P(   )
  
P (3  Z  3)  P ( Z  3)  P ( Z  3)

= 0.9987 – 0.0013 ≈ 0.997

27
28
Example-1: The random variable X has a normal distribution with mean
1 and variance 20. Given that P(X<k) = 3 P(X>k), find k?
Answer:

Let μ = E(X) = 1 and σ2 = Var(X) = 20

then X⁓N(μ, σ2) = N(1, 20)
P(X<k) = 3 P(X>k)
P(X<k) = 3[1-P(X<k)]
4 P(X<k) = 3
P(X<k) = 0.75
 X  k
P    0.75
   
 k 1
P Z    0.75

 20 
P Z  c   0.75
where
k 1
c
20
P Z  c   0.75
from the z-table c = 0.674
k 1
0.674 
20
then
k  1  20  0.674  4.01

29
Example: The random variable X has a normal distribution
N(μ, σ2). Given that P(X<10) = P(X>20) = 0.330, find μ and σ2?
Answer:

X⁓N(μ, σ2)
As normal distribution is symmetrical about the mean μ
P(X<10) = P(X>20)  μ = (10+20)/2 =15
P(X>20) = 0.330
P(X<20) = 0.67
 X  20  15 
P    0.67
   
 5
P Z    0.67
 
P Z  c   0.67
where
5
c

P Z  c   0.67
from the z-table c = 0.44
5
0.44 

then σ = 11.36

30
Example: The random variable X has a normal distribution
N(μ, σ2). Given that P(X<40.0) = 0.05 and P(X<70.0) = 0.975,
find μ and σ2?
Answer:
P(X<40.0) = 0.05

 X  40   
P    0.05
   
 40   
P Z    0.05
  
from the z-table
40  
 1.645

  1.645  40 .0 (1)
 X  70   
P(X<70.0) = 0.975  P    0.975
   
 70   
P Z    0.975
  
from the z-table
40  
 1.96

  1.96  70 .0 (2)
Solving the following two equations:
  1.645  40 .0 (1)
  1.96  70 .0 (2)
 3.605σ = 30
σ = 8.322
from (1)
  1.96  70 .0
  1.96  8.322  70 .0
  16 .311  70 .0
μ = 53.689

31
Properties of Normal Distribution:

For X⁓N(μ, σ2) and a, b are constants

E(aX±b) = a E(X) ± b = aμ± b
Var(aX±b) = a2Var(X) = a2σ2
 a X + b ⁓N(aμ+b, a2σ2)
Example: Given X⁓N(2, 4), find the distribution of
3X+1?
Answer:
E(3X+1) = 3E(X)+1 = 3(2) + 1 = 7
Var(3X+1) = 32Var(X) = 9(4) = 36
 3X+1⁓N(7, 36)

32
  For independent X⁓N(μ1, σ12) and Y⁓N(μ2, σ22), a, b are
constants
E(aX±bY) = a E(X) ± b E(Y) = aμ1 ± bμ2
Var(aX±bY) = a2Var(X) +b2 Var(Y)
= a2 σ12+b2 σ22
 aX + bY⁓N(aμ1 + bμ2, a2 σ12+b2 σ22)
Example:
The independent random variables X and Y have the
distributions
N(10, 9) and N(12, 16). Find P(2X>Y+Y)?
Answer:
P(2X>Y+Y) = P(2X-Y-Y>0)
E(2X-Y-Y) = 2(X) - 2E(Y) = 2(10) - 2E(12) = -4
Var(2X-Y-Y) = 22Var(X) + Var(Y) + Var(Y)
Var(2X-Y-Y) =22Var(X) + 2Var(Y)
= 4(9) + 2(16) = 68
2X-Y-Y⁓N(-4, 68)
P(2X-Y-Y>0) = 1- P(2X-Y-Y<0)
 2 X  Y  Y  (4) 0  (4) 
 1  P  
 68 68 
 4 
 1  P Z  
 68 

 1  PZ  0.49   1  0.68793  0.31207

33
 Sampling Distribution
of the Sample Mean

 In real life calculating parameters of populations is

unreasonable because populations are very large.
 Rather than investigating the whole population, we
take a sample, calculate a statistic related to the
parameter of interest, and make an inference.

34
Suppose that a sample of size n is drawn from a population
with mean μ and variance σ2. If the sample points are
denoted by X1,X2,…,Xn then the sample mean is
n

X  X 2  ...  X n X i
X  1  i 1
n n
Notice that the sample mean is a random variable, since it
depends of the sample drawn!
A common estimator for μ is the sample mean is X

Distribution of the Sample Mean

Definition: The sampling distribution of a statistic is the

distribution of all possible values that can be assumed by
that statistic, computed from samples of the same size
randomly drawn from the same population
The sample mean
n

X  X 2  ...  X n X i
X  1  i 1
n n
is an Estimator for the population mean μ.

35
 How good the estimator X ?
Look to its probability distribution!
Important properties of the distribution of the sample
mean X
1. The mean or expected value of X ?
2. Variance or Standard Deviation of X ?
3. Shape of the distribution of X ?

Example: A statistics class has six students, ages are:

18, 18, 19, 20, 20, 21
The population mean

18  18  19  20  20  21 58
   19.33
6 3
N 6 2
 58 
 ( xi   )
2
  xi  
 3
 2  i 1  i 1
N 6
58 2 58 58
(18  )  (18  ) 2  ...  (21  ) 2
2  3 3 3
6
≈ 1.22

36
Select a samples of size 2 (n = 2). There are 15 possible
samples.
Find the mean of every possible sample where n = 2:

37
Sampling distribution for the sample mean X

Sampling distribution for the sample mean X

x 18 18.5 19 19.5 20 20.5

P(x ) 1/15 2/15 4/15 3/15 3/15 2/15

38
The mean (expected value) of the sample X

E ( X )   X  18(1 / 15)  18 .5(2 / 15)  19 (4 / 15)  19 .5(3 / 15) 

 20 (3 / 15)  20 .5(2 / 15)  19 .33
The mean value of X is the same as the population
mean 
E( X )  
X is an called an unbiased estimator for 
(i) The variance of the sample mean X is
15

 i X
( X   ) 2

Var( X )   X2  i 1

15
(18  19.33) 2  (18.5  19.33) 2  ...  (20.5  19.33) 2

15
= 0.488

Theorem: If a random sample of size n is drawn without

replacement from a finite population of size N with mean
µ and variance σ2, then

N n2
Var( X )   2

X
N 1 n

39
If
n
 0.05
N
then
 2
Var( X )   X2 
n
Example:
N  n  2 6  2 1.22
Var( X )   2
   0.488
X
N 1 n 6 1 2
Theorem: If a random sample of size n is drawn from a
population with mean µ and variance σ2, then
(1) The mean or expected value of X is µ
2
(2) The variance of X , Var( X ) = n
(3) If the population distribution is normal then the
sample mean is normally distributed.
2
X : N ( , )
n

40
or
X 
 Z : N (0,1)
/ n
Very useful result in interval estimation!

Example: Let X:N(2, 6), then for a random sample of

size n=3, find sampling distribution of X ?
Solution:
2
X : N ( , )
n
6
X : N (2, )
2
then
X : N (2, 2)

41
Example: If a sample of size n = 25 is taken from a
normal distribution of µ=10 and σ=2, find P( X  9) ?
Answer:
P( X  9)  1  P( X  9)
Using
2
X : N ( , )
n
P( X  9)  1  P( X  9)
 X  9  10 
 1  P  
  / n 2 / 25 
 9  10 
 1  P Z  
 2/5 
 1  PZ  2.5
= 1 - 0.00621
= 0.99379

42
Result :
In statistics we call X1,…, Xn a random sample if
1. X1,…, Xn are independent.
2. X1,…, Xn all have the same distribution
If E(Xi)= µ and var( Xi) = σ2
Then
 The Sample Sum ∑𝑛𝑖=1 𝑋𝑖 :
𝐸(∑𝑛𝑖=1 𝑋𝑖 ) = nµ and 𝑣𝑎𝑟(∑𝑛𝑖=1 𝑋𝑖 ) = nσ2 .
 The Sample Mean : 𝑋̅ = 𝑛1 ∑𝑛𝑖=1 𝑋𝑖 :

 E( X )  
2

Var( X )   2
x 
n

S .D( X )   X 
 n

43
Result:
E( X )  
X is an unbiased estimator for µ,
Proof:
1 n 
E( X )  E   X i 
 n i 1 
1 n
  E( X i )
n i 1
1 n
 
n i 1
1
 n  
n

44
Result:
2
Var ( X ) 
n
Proof.
1 n 
Var( X )  Var   X i 
 n i 1 
1 n
 2 Var ( X i )
n i 1
1 n
n 2
 2
n

i 1
 2
 2
n
2

n
Random samples and the normal distribution
If X1,…, Xn are independent and Xi ~ N(µ, σ2) (i = 1,…,n)
then
 The sum ∑𝑛𝑖=1 𝑋𝑖 ~ N(nµ, nσ2)
̅ 𝜎2
 The sample mean 𝑋 ~ N(µ, 𝑛 )

45
Example: Suppose a random sample of size 25
observations is selected from a population that is normally
distributed with mean 106 and standard deviation 12 find
a. The mean and standard deviation of the sampling
distribution of the sample mean?
mean of X is 106
 12
S.D of X    2.4
n 25
b. Find P(( X   )  4)
( X  ) 4
P(  )
/ n 12 / 25
P ( Z  1.67 )  0.9525

46
 The Central Limit Theorem
‫النظرية االساسية في تقارب التوزيعات االحتمالية‬
If X1, X2 ,… are independent and E(Xi )= µ and var(Xi )=
σ2, i = 1, 2,… then for large n
 the sampling distribution of the sample mean X
approximately
2
𝑋̅ ~ N(µ, 𝜎 )
𝑛
 The sampling distribution of the sample sum
approximately
S n  N ( n , n 2 )
where Sn= X1+ X2+…+ Xn (Sample Sum)

Rule of thumb: n > 30 is large

47
48
Why CLT?
The normal distribution is important and curtail
distribution because of CLT, which states that the
distribution of the sum (or average) of a large number of
independent, identically distributed random variables
approaches a normal distribution, regardless of the original
distribution of the variables. This makes the normal
distribution a fundamental tool is statistical inference and
hypothesis testing

Example-1: Suppose that a random sample of size n =

100 is drawn from a population with mean 70 and
standard deviation 20. What is the probability that the
sample mean X will be less than 73?
P( X  73) ?
Using
2
𝑋̅ ~ N(µ, 𝜎𝑛 )
X  73  70
P ( X  73)  P (  )
/ n 20 / 100)
P( Z  1.5)  0.9332

49
 Normal Approximation to Binomial
Shape of the Binomial Distribution
The shape of the binomial distribution depends on the
values of n and p.

A Bernoulli trial is any trial with only two possible

outcomes (denoted by success and failures).
A Bernoulli random variable takes only two values
0 and 1.
Let p : success probability
1-p : failure probability
So the Bernoulli distribution is
x 0 1
P(X=x) 1-p p
The mean and variance of the Bernoulli random variable
is
μ = E(X) = 0(1-p)+1(P) = p
σ2 = E(X2)-( E(X))2
= [02(1-p)+12(p)] – (p2) = p(1-p)
50
 Relation between Bernoulli and Binomial
Distributions
Consider n independent Bernoulli trials
Let Xi: Bernoulli (p), i=1,…,n
1 if success (with probability p) 
Xi   
0 if failure (with probability 1 - p)
X1+ X2+…,+Xn = sum of n independent
Bernoulli random variables
= number of Successes in n trials
=X :B(n, p)
Using CLT, for large n,
S n approx. N (n , n 2 )
Sn= X1+ X2+…+ Xn = X :B(n, p)
Then, for large n and/or p is close to ½,

X :B(n, p) Approx. N (n , n 2 )

Note: μ = p, σ2 = p(1-p)
X :B(n, p) Approx. N ( np, np (1  p ))
(Binomial Approximated by Normal)

51
Example: Let X: B(100, 1/2)
Find P(20  X  80)?
80
100  i
   0.5 (1  0.5)100i
i  20  i 
Not easy!
Using CLT
To find P(20  X  80)?
Using the Normal approximation
a  np X  np b  np
 P(   )
np(1  p ) np(1  p ) np(1  p )
a  np b  np
 P( Z  )
np(1  p ) np(1  p )
Using the z-table, we get the answer

52
Continuity correction factor by approximating
discrete distribution by continuous distribution!
Example: Suppose we toss a fair coin 20 times. Let X be
the random variable representing the number of heads
thrown. X ~ B(20, ½)
In this diagram, the rectangles represent the binomial
distribution and the curve is the normal distribution:

We want P(9 ≤ X ≤ 11), which is the red shaded area. Notice that
the first rectangle starts at 8.5 and the last rectangle ends at 11.5.
Using a continuity correction, therefore, our probability becomes
P(8.5 < X < 11.5) in the normal distribution.

P(a  0.5  X  b  0.5)

a  0.5  np b  0.5  np
 P( Z )
np(1  p ) np(1  p )

53
Example: For example, Use normal approximation to a
binomial distribution with n  10 and p  0.5
Using normal approximation to find
P(3 ≤ X ≤ 7) ?
= P(2.5 ≤ X ≤ 7.5)
np = 5, np(1-p) = 2.5
2.5  np 7.5  np
P(2.5  X  7.5)  P( Z )  P(1.58  Z  1.58)
np(1  p) np(1  p)
= 0.8858
Exact Answer
7
10 
   0.5i (1  0.5)10i
i 3  i 

= 0.8996

54
 Exercises

Question 1: Multiple choice questions:

Use the following information to answer questions Q1 and Q2

Assume a population of size 4 has the following data: 2, 1, 0, 3
If a simple random sample of size n=2 is taken without replacement

the sampling distribution of X is

Q1.
A)
x 0 1 2 3
p (x ) 1/4 1/4 1/4 1/4
B)

x 0.5 1 1.5 2 2.5

p (x ) 1/6 1/6 1/6 2/6 1/6
C)
x 0.5 1 1.5 2 2.5
p (x ) 1/5 1/5 1/5 1/5 1/5

D) None of the above

Q2: the mean or expected value of X is

A) 1.5
B) 1.0
C) 4.0
D) None of the above

Q3: If X:N(260, 400), then for a random sample of size n = 10, the sampling distribution
of X is
20
(A) N(260, 40) (B) N(260, 20) (C) N (260, ) (D) None of the above
10

55
 Q4: Which of the following statements describes the central limit theorem
A) For a random sample from any population with mean μ and variance σ2 and any
sample size the sampling distribution of the sample mean is exactly normal
distribution.
B) For a random sample from any population with mean μ and variance σ2 and large
sample size the sampling distribution of the sample mean is exactly normal
distribution.
C) For a random sample from any population with finite mean μ and variance σ2 and
large sample size the sampling distribution of the sample mean is approximately
normal distribution.
D) None of the above

Q5: Which of the following is a probability density function?

(A) f ( x)  2, 1  x  2
(B) f ( x)  3, 0  x  2
(C) f ( x)  1, 2  x  3
(D) None of the above
Q6: If X:N(200, 25) and P(X>k)=0.0548, then the value of k equals
(A) 240 (B) 192.5 (C) 208 (D) None of the above
Q7: Given the following probability P(Z ≤ z) = 0.0055, then the z value equals
(A) -2.54 (B) 0.4945 (C) 2.54 (D) None of the above
Q3: Given the normally distributed random variable X with σ =15 and P(X≤50)=0.9904, the
value of μ is
A) 0.4904
B) 2.34
C) 14.90
D) None of the above

Q8: Given the following probability P(Z≤ z )=0.0055, find z

A) 0.9945
B) 0.4945
C) 2.54
D) None of the above
Q9: The average hourly wage of workers at a fast food restaurant is $6.50/hr with a
standard deviation of $0.45. Assume that the distribution is normally distributed. If a
worker at this fast food restaurant is selected at random, what is the probability that the
worker earns more than $6.75?
A) 28.77%
B) 27.64%
C) 42.07%
D) None of the above

56
 Q10: In order to be accepted into a top university, applicants must score within the top 2.5%
on the SAT exam. Given that the test has a mean of 1000 and a standard deviation of
200, what is the lowest possible score a student needs to qualify for acceptance into the
university?
A) 1392
B) 1400
C) 1300
D) None of the above

Q12: Which of the following statements is not a property of the normal distribution?
(A) Bell shaped
(B) Symmetric about μ
(C) The mean and median may be different
(D) None of the above

Q13: The standard normal distribution has

(A) μ =1 and σ2=1 (B) μ=1 and σ2=0 (C) μ=0 and σ2=1 (D)None of the above

Q14. Let Z be the standard normal random variable, then the value of P(-2.16 ≤ Z ≤ 0.55) =
(A) 0.2758 (B) 0.6934 (C) 0.4846 (D) None of the above

Q15: Suppose that X:N(170, 900), then P(X >200) equals

(A) 0.1587 (B) 0.2138 (C) 0.8413 (D) None of the above

Q16: If the probability density function of a continuous random variable X is

1 
 x 0  x  2
f ( x)   2 
0 otherwise 
Then P (0  X  1) 
(A) 1/2 (B) 1/4 (C) 3/4 (D) None of the above
Q17: Consider the following probability density function
c(1  x 2 ) -1  x  1
f ( x)   
0 otherwise
Where c is a constant c>0, The value of the constant c equals
(A) 3/4 (B) 1 (C) 4/3 (D) None of the above

Q18: The time required to complete a final examination of MATH 235 is normally distributed,
with a mean of 80 minutes and a standard deviation of 10 minutes. Assume that the
examination period is 90 minutes in length, then the probability that a randomly selected
student will be unable to complete the exam in the allotted time is
(A) 0.3413 (B) 0.1587 (C) 0.8413 (D) one of the above

57
Question 2: Given the following probability density function
c 2x4
f ( x)   
0 otherwise 
a. Find the value of c?
b. Find P(X>1)?
c. Find E(X) and Var(x)?

Question 3: Assume that the test scores from a college admissions test are normally distributed,
with a mean of 450 and a standard deviation of 100.
a. What percentage of the people taking the test score between 400 and 500?
b. Suppose that someone receives a score of 630. What percentage of the people taking
the test score better? What percentage score worse?

Question 4: A population consists of N=4 numbers:

0, 1, 1, 2
If a random sample of size n =2 is selected without replacement.
a. Draw all possible samples of size n =2 then find the sampling distribution for the
sample mean X ?
b. Find E ( X ) and Var( X) using the sampling distributi on in part (a)

Question 5: A population of size N= 25, a random sample of size n=8 is selected,

given σ2 = 4. Find Var( X)?

58