Download as ppt, pdf, or txt
Download as ppt, pdf, or txt
You are on page 1of 33

AS-Level Maths:

Statistics 1
for Edexcel

S1.6 The normal


distribution

These icons indicate that teacher’s notes or useful web addresses are available in the Notes Page.

This icon indicates the slide contains activities created in Flash. These activities are not editable.
For more detailed instructions, see the Getting Started presentation.
11 of
of 33
33 © Boardworks Ltd 2005
Contents Introduction: Normal distribution

Introduction: Normal distribution


The standard normal distribution
More general normal distributions
Solving problems by working backwards.

22 of
of 33
33 © Boardworks Ltd 2005
Introduction: Normal distribution

A sample of heights of 10,000 adult males gave rise to the


following histogram:
Histogram showing the heights of 10000 males
1400
1200
1000
Frequency

800
600
400
200
0
140 148 156 164 172 180 188 More
Height (cm )

Notice that this histogram is symmetrical


and bell-shaped. This is the characteristic
shape of a normal distribution.
3 of 33 © Boardworks Ltd 2005
Introduction: Normal distribution

If we were to draw a This is called the


smooth curve through the normal curve.
mid-points of the bars in
the histogram of these
heights, it would have the
following shape:

The normal distribution is an appropriate model for many


common continuous distributions, for example:
The masses of new-born babies;
The IQs of school students;
The hand span of adult females;
The heights of plants growing in a field;
etc.
4 of 33 © Boardworks Ltd 2005
Introduction: Normal distribution

All normal curves are symmetrical and bell-shaped but the


exact shape is governed by 2 parameters – the mean, μ, and
the standard deviation, σ.

5 of 33 © Boardworks Ltd 2005


Introduction: Normal distribution

If X has a normal distribution with mean μ, and variance σ2,


we write
X ~ N[μ, σ2]

μ–σ μ+σ

68% of the distribution lies within


1 standard deviation of the mean.

6 of 33 © Boardworks Ltd 2005


Introduction: Normal distribution

If X has a normal distribution with mean μ, and variance σ2,


we write
X ~ N[μ, σ2]

μ – 2σ μ + 2σ
95% of the distribution lies within 2
standard deviations of the mean.

7 of 33 © Boardworks Ltd 2005


Introduction: Normal distribution

If X has a normal distribution with mean μ, and variance σ2,


we write
X ~ N[μ, σ2]

μ – 3σ μ + 3σ

99.7% of the distribution lies within


3 standard deviations of the mean.

8 of 33 © Boardworks Ltd 2005


Introduction: Normal distribution

As normal distributions always represent continuous data, it


only makes sense to find the probability that X takes a value in
a particular interval. For example, we could find:

P(X ≥ 20);
P(–5 < X < 9);
P(X = 19 to the nearest whole number),
i.e. P(18.5 ≤ X < 19.5).
y

Probabilities correspond to areas


underneath the normal curve.
x

There is no simple formula that can be


used to find the probabilities. Instead, the
probabilities are found from tables.
9 of 33 © Boardworks Ltd 2005
Contents The standard normal distribution

Introduction: Normal distribution


The standard normal distribution
More general normal distributions
Solving problems by working backwards.

10 of 33 © Boardworks Ltd 2005


The standard normal distribution

x
-3 -2 -1 1 2 3

The normal distribution with mean 0 and standard deviation 1


is called the standard normal distribution – it is denoted Z.
So, Z ~ N[0, 1].

Probabilities for this distribution are given in tables.

11 of 33 © Boardworks Ltd 2005


The standard normal distribution

Here is an extract from a standard normal distribution table:


z 0 1 2 3 4 5 6 7 8 9
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133

This column gives


row gives the the
nextfirst part ofplace
decimal the zofvalue.
the z value.
The tables are cumulative, i.e. they give P(Z ≤ z).

12 of 33 © Boardworks Ltd 2005


The standard normal distribution

Extract from table:


z 0 1 2 3 4 5 6 7 8 9
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133

So, P(Z ≤ 0.54) = 0.7054.

13 of 33 © Boardworks Ltd 2005


The standard normal distribution

Extract from table:


z 0 1 2 3 4 5 6 7 8 9
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133

P(Z > 0.6) = 1 – P(Z ≤ 0.6)


= 1 – 0.7257
= 0 .2743
14 of 33 © Boardworks Ltd 2005
The standard normal distribution

Extract from table:


z 0 1 2 3 4 5 6 7 8 9
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133

P(0.25 ≤ Z < 0.78) = P(Z ≤ 0.78) – P(Z ≤ 0.25)


= 0.7823 – 0.5987
= 0.1836
15 of 33 © Boardworks Ltd 2005
The standard normal distribution

Extract from table:


z 0 1 2 3 4 5 6 7 8 9
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133

P(Z > –0.3) = P(Z < 0.3) Remember that the


standard normal distribution
= 0.6179 is symmetrical around 0.

16 of 33 © Boardworks Ltd 2005


The standard normal distribution

Extract from table:


z 0 1 2 3 4 5 6 7 8 9
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133

P(Z ≤ –0.28) = 1 – P(Z ≤ 0.28)


= 1 – 0.6103
= 0.3897
17 of 33 © Boardworks Ltd 2005
The standard normal distribution

Extract from table:


z 0 1 2 3 4 5 6 7 8 9
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133

P(–0.08 < Z ≤ 0.85) = P(Z ≤ 0.85) – P(Z ≤ –0.08)


= 0.8023 – (1 – 0.5319)
= 0.3342
18 of 33 © Boardworks Ltd 2005
The standard normal distribution

Extract from table:


z 0 1 2 3 4 5 6 7 8 9
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133

Find a such that P(Z < a) = 0.6950.


We search in the table to find the probability 0.6950.
We see that a = 0.51.
19 of 33 © Boardworks Ltd 2005
The standard normal distribution

Extract from table:


z 0 1 2 3 4 5 6 7 8 9
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133

Find b such that P(Z > b) = 0.242.


i.e. such that P(Z ≤ b) = 1 – 0.242 = 0.758.
We see that b = 0.7.
20 of 33 © Boardworks Ltd 2005
The standard normal distribution

Extract from table:


z 0 1 2 3 4 5 6 7 8 9
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133

Find c such that P(Z < c) = 0.352.


c must be negative because P(Z < c) is less than 0.5000.
By symmetry, P(Z > |c|) = 0.352 and
P(Z ≤ |c|) = 0.648. Therefore c = –0.38.
21 of 33 © Boardworks Ltd 2005
Contents More general normal distributions

Introduction: Normal distribution


The standard normal distribution
More general normal distributions
Solving problems by working backwards.

22 of 33 © Boardworks Ltd 2005


More general normal distributions

It would of course be impractical to publish tables of


probabilities for every possible normal distribution.

Fortunately, it is possible and easy to transform any


normal distribution to a standard normal:

2 X 
If X ~ N[  ,  ] then Z  ~ N[0,1].

N[  ,  2 ] y N[0, 1]
y

Standardise
x
x -3 -2 -1 1 2 3

23 of 33 © Boardworks Ltd 2005


More general normal distributions

Example: If X ~ N[20, 16] , find


a) P(X < 23);
b) P(X > 14);
c) P(16 < X < 24.8).

a) If σ2 = 16, then σ = 4.
Standardise
y y
23  20
 0.75
4
x x
20 23 0 0.75

P( X  23)  P( Z  0.75) = 0.7734

24 of 33 © Boardworks Ltd 2005


More general normal distributions

Example: If X ~ N[20, 16] , find


a) P(X < 23);
b) P(X > 14);
c) P(16 < X < 24.8).

b)
Standardise
y y
14  20
 1.5
x
4
x
14 20 –1.5 0

P( X  14)  P( Z  1.5)  P( Z  1.5) = 0.9332

25 of 33 © Boardworks Ltd 2005


More general normal distributions

Example: If X ~ N[20, 16] , find


a) P(X < 23);
b) P(X > 14);
c) P(16 < X < 24.8).
16  20 24.8  20 
c) P 16  X  24.8   P  Z   P(1  Z  1.2)
 4 4 
y y
Standardise

x x
16 20 24.8 -1 0 1.2

P(Z < 1.2) = 0.8849


and P(Z < –1) = 1 – P(Z < 1) = 1 – 0.8413 = 0.1587.
So, P(–1 < Z < 1.2) = 0.8849 – 0.1587 = 0.7262
26 of 33 © Boardworks Ltd 2005
More general normal distributions

Examination style question: IQs are normally distributed


with mean 100 and standard deviation 15. What proportion
of the population have an IQ of at least 124?
Let X be the random variable for the IQ of an individual.
X ~ N[100, 225].

Standardise
y y
124  100
 1.6
15
x x
100 124 0 1.6
So, we want P(X > 124) = P(Z > 1.6)
= 1 – P(Z ≤ 1.6) = 1 – 0.9452
= 0.0548
27 of 33 © Boardworks Ltd 2005
Contents Working backwards

Introduction: Normal distribution


The standard normal distribution
More general normal distributions
Solving problems by working backwards.

28 of 33 © Boardworks Ltd 2005


Working backwards

Example: If X ~ N[4, 0.25], find the value of


x if P(X < x) = 0.67.
To find x, we start by finding the standardised value z such
that P(Z < z) = 0.67.
From tables we see that z = 0.44.
We therefore need to find the value that standardises to
make 0.44 by rearranging the formula.

Standardise
N[4, 0.25] y y N[0, 1]
x  4  0.44  0.5
x  4.22
x x
4 x 0 0.44

29 of 33 © Boardworks Ltd 2005


Working backwards

Example: Marks in an examination can be assumed to


follow a normal distribution with mean 62 and standard
deviation 16. The pass mark is to be chosen so that 86%
of candidates pass. Find the pass mark.

Let X represent the marks in the examination. X ~ N[62, 256].


We need to find x such that P(X ≥ x) = 0.86.
x  62
We need to solve:  1.08 . Therefore x = 44.72.
16

y Standardise y

x x
x -1.08

So, the pass mark is 44.


30 of 33 © Boardworks Ltd 2005
Working backwards

Examination style question: A machine is designed to fill jars


of coffee so that the contents, X, follow a normal distribution
with mean μ grams and standard deviation σ grams.
If P(X > 210) = 0.025 and P(X < 198) = 0.04, find μ and σ
correct to 3 significant figures.
We are given 2 pieces of information which we can
use to form equations:
Firstly: 210  
 1.96  210    1.96

0.975 0.025 0.975

μ 210 0 1.96

31 of 33 © Boardworks Ltd 2005


Working backwards

Secondly, we are told that P(X < 198) = 0.04.


This gives the equation:

198  
 1.75  198    1.75

0.04 0.96 0.96

198 μ -1.75 0

32 of 33 © Boardworks Ltd 2005


Working backwards

The two equations are:


210    1.96
198    1.75
Subtracting to eliminate μ:
12  3.71    3.2345g

This gives μ = 210 – 1.96 × 3.2345 = 203.66g

So the solutions to 3 s.f. are μ = 204g and σ = 3.23g.

33 of 33 © Boardworks Ltd 2005

You might also like