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Summary: Normal Distribution: MUST Know

This document provides information about the normal distribution for students. It defines key terms like the normal distribution formula, standardized normal distribution, and inverse normal. It also discusses important properties and how to calculate the mean and variance for sums of observations from the same variable.

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77 views

Summary: Normal Distribution: MUST Know

This document provides information about the normal distribution for students. It defines key terms like the normal distribution formula, standardized normal distribution, and inverse normal. It also discusses important properties and how to calculate the mean and variance for sums of observations from the same variable.

Uploaded by

focus16hoursgmailcom
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Summary: NORMAL DISTRIBUTION

For H1 and H2 Students

Note: Students are advised to pay close attention to points 5 and 6.


MUST know:
1) Normal distribution is a continuous random variable which implies that the probability is
defined within a range of real numbers e.g. P(5<X<8.9). It generally defines the area below the
Normal curve.
Note: Recall that Binomial (and Poisson) distribution(s) are both discrete, meaning the probabilities
are defined at integers e.g. P(X=2). Refer to Summary on Binomial distribution point (3).
Special Note: Examiners will always define the variable as normal, hence spotting a Normal
distribution problem is least of your concern. Alternatively, once the question states a mean and a
variance (or standard deviation), it is a Normal distribution, however some assumptions need to be
stated and verified, though. Refer to Central Limit theorem under Sampling.

2) Normal distribution is defined as X ~ N (, 2), where X is the variable. Use GC to determine the
probability required i.e. normalcdf(lower limit, upper limit, , ).
Note: Students are reminded that the last entry for normalcdf() is the Standard deviation (i.e. ) not
the variance (i.e. 2).
Special Note: GC contains an operation called normalpdf(). Students must be careful not to use
this to evaluate the probability of a Normal distribution.

1 2009 Mr Teo | www.teachmejcmath-sg.webs.com

For H1 and H2 Students

Summary: NORMAL DISTRIBUTION


3) Standardized Normal distribution i.e. Z ~ N(0, 1)
The formula for standardization is Z =

Note: When using GC to evaluate a standardized normal distribution, the last two entries can be
ignored e.g. normalcdf(X) where X is a real number.
Special Note: Avoid using Z when defining variables in your solution. Use other alphabets like X,
Y, W etc.

4) Inverse Normal i.e. invNorm(probability, , )


This must be used when there are unknowns in the probability or the distribution. These
unknowns can be , and/or a where a is the constant e.g. P(X< a) = 0.05.
Note: If or is unknown, you must standardized the normal distribution, then apply
invNorm(probability) where the last two entries can be ignored. When both and are unknown,
you are required to form and solve a simultaneous equation. This is a very common question.
Special Note: When using invNorm(), the inequality symbol in the expression must be < e.g. P(X<
a) = 0.05. For expressions involving P(X> a), students are required to apply P(X> a) = 1- P(X< a)
and rearrange the expression to make P(X<a) the subject before computing invNorm(). This is
important as that is how GC operates.

2 2009 Mr Teo | www.teachmejcmath-sg.webs.com

For H1 and H2 Students

Summary: NORMAL DISTRIBUTION


5) Important properties:
i)

E(aXbY) = aE(X) bE(Y)

ii)

E(aXb) = aE(X) b

iii)

Var(aXbY) = a2Var(X) + b2Var(Y)

iv)

Var(aXb) = a2Var(X)

where a and b are constants

Note: Remember and understand these properties as they are very useful in solving problems. Please
also take note of the addition/subtraction on both sides of the expressions. For point (iv), do note
that the Variance of a constant i.e. Var(b) is always zero.
Special Note: Examiners like to test students on these properties especially on properties (iii) and
(iv). Students are advised to pay close attention to the sentence structure.
For instance, when a comparison is made between two variables such as find the probability
that X is two times greater than Y, which translates to P(X>2Y), the probability will change to P(X2Y> 0). If we let W = X 2Y, the mean and variance of W should be:
E(W) = E(X-2Y) = E(X) 2E(Y) and
Var(W) = Var(X-2Y) = Var(X) + 22Var(Y) = Var(X) + 4Var(Y) respectively.

3 2009 Mr Teo | www.teachmejcmath-sg.webs.com

For H1 and H2 Students

Summary: NORMAL DISTRIBUTION


6) Sum of n-observations

Students must identify between this and the section mentioned under Special Note in point (5).
When n-observations are made i.e. from the same variable, they are usually defined by X1 + X2 + .
+ Xn, the mean and variance are calculated as follows:
i)

Mean = E(X1 + X2 + . + Xn) = nE(X)

ii)

Variance = Var(X1 + X2 + . + Xn) = nVar(X)

or

n
or

n2

Notice for the variance in (ii), the expression is nVar(X) and NOT n2Var(X).
A typical sentence that fits this scenario is find the probability that the total mass of 3 apples
from X is greater than two apples from Y. Here, your final mean and variance should look like:
Mean = E(X1 + X2 + X3 Y1 Y2) = 3E(X) 2E(Y) and
Variance = Var(X1 + X2 + X3 Y1 Y2) = 3Var(X) + 2Var(Y).

4 2009 Mr Teo | www.teachmejcmath-sg.webs.com

Summary: NORMAL DISTRIBUTION

For H1 and H2 Students

Other observations:

Sometimes, examiners like to set questions involving a price, for example $5 per kg, where the
variable refers to mass (in kg) of a particular object. There are two approaches to these
questions:
o Firstly, students can convert all prices (in $) to mass (in kg) by dividing throughout by
the factor involved. For example, supposed the question states P(X>$15) and the price is
$5 per kg, the probability will thus be P(X>3) where X is in terms of kg.
o Secondly, students can factor in the price to the variable i.e. change kg to $. Students
must treat the price as a constant and thus these properties must be applied:
E(aX) = aE(X) and Var(aX) = a2Var(X) where a is the price

5 2009 Mr Teo | www.teachmejcmath-sg.webs.com

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