Edexcel A Level Maths: Statistics:复习笔记4.3.2 Normal Distribution - Calculations

Throughout this section we will use the random variable . For a normal distribution, X can take any real number. Therefore any values mentioned in this section will be assumed to be real numbers.

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
    • 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 use distribution functions on your calculator to find the probabilities when working with a normal distribution

How do I calculate, P(X = x) ,the probability of a single value for a normal distribution?

  • 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
  • P(X = x ) = 0
  • Your calculator is likely to have a "Normal Probability Density" function
    • This is sometimes shortened to NPD, Normal PD or Normal Pdf
    • IGNORE THIS FUNCTION for this course!
    • This calculates the probability density function at a point NOT the probability

How do I calculate, P(a < X < b)  the probability of a range of values for a normal distribution?

  • You need a calculator that can calculate cumulative normal probabilities
  • You want to use the "Normal Cumulative Distribution" function
    • This is sometimes shortened to NCD, Normal CD or Normal Cdf
  • You will need to enter:
    • The 'lower bound' - this is the value a
    • The 'upper bound' - this is the value b
    • The 'µ' value - this is the mean
    • The 'σ' value - this is the standard deviation
  • Check the order carefully as some calculators ask for standard deviation before mean
    • Remember it is the standard deviation (so if you have the variance then square root it)
  • Always sketch a quick diagram to visualise which area you are looking for

How do I calculate, P(X>a) or P(X<b) for a normal distribution?

  • You will still use the "Normal Cumulative Distribution" function
  • P(X > a) can be estimated using an upper bound that is sufficiently bigger than the mean
    • Using a value that is more than 4 standard deviations bigger than the mean is quite accurate
    • Or an easier option is just to input lots of 9's for the upper bound (99999999.. or 1099)
  • Similarly P(X < b) can be estimated using a lower bound that is sufficiently smaller than the mean
    • Using a value that is more than 4 standard deviations smaller than the mean is quite accurate
    • Or an easier option is just to input lots of 9's for the lower bound with a negative sign (-99999999... or -1099)
  • This works because the probability that X is more than 3 standard deviations bigger than the mean is less than 0.0015
    • This is the same for being 3 standard deviations less than the mean
    • This reduces to less than 0.000032 when using 4 standard deviations

Are there any useful identities?

  • As  you can use:
  • These are useful when:
    • The mean and/or standard deviation are unknown
    • You only have a diagram
    • You are working with the inverse distribution

Worked Example

The random variable . Calculate:

(a)
(b)
(c)

Inverse Normal Distribution

Given the value of P(X < a) how do I find the value of a ?

  • Your calculator will have a function called "Inverse Normal Distribution"
    • Some calculators call this InvN
  • Given that P(X < a) = p  you will need to enter:
    • The 'area' - this is the value p
      • Some calculators might ask for the 'tail' - this is the left tail as you know the area to the left of a
    • The 'μ' value - this is the mean
    • The 'σ' value - this is the standard deviation
  • Always check your answer makes sense
    • If P(X < a)  is less than 0.5 then a should be smaller than the mean
    • If P(X < a) is more than 0.5 then a should be bigger than the mean
    • A sketch will help you see this

Given the value of P(X > a) how do I find the value of a  ?

  • Given P(X > a) = p
  • Use P(X < a) = 1 - P(X > a)  to rewrite this as P(X < a) = 1 - p
  • Then use the method for (X < a) to find a
  • If your calculator does have the tail option (left, right or centre) then you can use the "Inverse Normal Distribution" function straightaway by:
    • Selecting 'right' for the tail
    • Entering the area as 'p'

Worked Example

The random variable .

Find the value of such that  .

Exam Tip

Always ask yourself two questions when using your calculator:

  • Have you entered the mean and the standard deviation in the correct order?
  • Have you entered the standard deviation correctly and not the variance?

转载自savemyexams

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