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Chapter 4.7 PDF

Under certain conditions, the normal distribution can be used to approximate both the binomial and Poisson distributions. For a binomial random variable X with parameters n and p, the normal approximation involves calculating Z as (X - np)/sqrt(np(1-p)) and using continuity corrections. For a Poisson random variable X with mean λ, Z is approximated as (X - λ)/λ. Several examples demonstrate calculating probabilities using these normal approximations.

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575 views14 pages

Chapter 4.7 PDF

Under certain conditions, the normal distribution can be used to approximate both the binomial and Poisson distributions. For a binomial random variable X with parameters n and p, the normal approximation involves calculating Z as (X - np)/sqrt(np(1-p)) and using continuity corrections. For a Poisson random variable X with mean λ, Z is approximated as (X - λ)/λ. Several examples demonstrate calculating probabilities using these normal approximations.

Uploaded by

Rainie Su Ching
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Under certain conditions, the normal

distribution can be used to approximate the


binomial distribution and the Poisson
distribution.
Figure 4-13 Normal approximation
to the binomial distribution.

Normal
Approximation
to the Binomial
Distribution

If X is a binomial random variable with parameters n and p,

X np
np 1 p

is approximately a standard normal random variable. To


approximate a binomial probability with a normal
distribution, a continuity correction is applied as follows:

and

x 0.5 np

P X x P X x 0.5 P Z

np 1 p

x 0.5 np

P x X P x 0.5 X P
Z
np 1 p

Note: The approximation is good np 5 and n 1 p 5.

Example 1
In a digital communication channel, assume that the number of bits

received in error can be modeled by a Binomial random variable, and


5
assume that the probability that a bit is received in error is 110 . If

16 million bits are transmitted, what is the probability that 150 or


fewer errors occur?

Solution
Let the random variable X denote the number of errors. Then X is a
binomial random variable and since

np 16 106 1105 160 5


approximation is applied.

and n 1 p is much larger, the

P X 150 P X 150.5

X 160
150.5 160
P

160 1 105
160 1 105

P Z 0.75 0.227

Example 2
Again consider the transmission of bits in Example 1. To judge how well
the normal approximation works, assume only n = 50 bits are to be
transmitted and that the probability of and error is p = 0.1. The exact
probability that 2 or less errors occur is

50 50 50
50 2
48
49
P X 2 0.9 0.1 0.9 0.1 0.9 0.112
0
1
2
Based on the normal approximation,

X 5
2.5 5

P X 2 P

50 0.1 0.9

50
0.1
0.9

P Z 1.18 0.119

Example 3
The manufacturing of semiconductor chips produces 2% defective

ships. Assume the chips are independent and that a lot contains 1000
chips.
(a) Approximate the probability that more than 25 chips are defective?
(b) Approximate the probability that between 20 and 30 chips are
defective?

Solution
Let X denote the number of defective chips

np 1000 0.02 20
np 1 p 1000 0.02 0.98 4.43
(a)

P X 25 1 P X 25
25 0.5 20

1 P Z

4.43

1 P Z 1.24 1 0.89251 0.10749

Solution

(b)

P 20 X 30 P 21 X 29
29 0.5 20
21 0.5 20
P
Z

4.43
4.43

P 0.11 Z 2.14
P Z 2.14 P Z 0.11
0.98382 0.54379
0.44003

Normal Approximation to the Poisson Distribution

If X is a Poisson random variable with E X and V X

is approximately a standard normal random variable. The same


continuity correction used for the binomial distribution can also be
applied. The approximation is good for
5

Example 4
Assume that the number of asbestos particles in a squared meter of

dust on a surface follows a Poisson distribution with a mean of 1000. If


a squared meter of dust is analyzed, what is the probability that 950 or
fewer particles are found?
Solution
The probability can be approximated as

950.5 1000

P X 950 P X 950.5 P Z

1000

P Z 1.57 0.058

Example 5
A high-volume printer produces minor print-quality errors on a test

pattern of 1000 pages of text according to a Poisson distribution with a


mean of 0.4 per page.
(a)

What is the mean number of pages with errors (one or more)?

(b)

Approximate the probability that more 350 pages contain errors


(one or more).

Solution
Let X denote the number of minor errors on a test pattern of 1000
pages of text

X ~ Poisson 0.4
(a)

e0.4 0.40
P X 0
0.670
0!

P X 1 1 P X 0 1 0.670 0.330

The mean number of pages with one or more errors is


1000 0.330 330

Solution
(b)

Let Y denote the number of pages with errors

Y ~ Bin n 1000, p 0.330


P Y 350 1 P Y 350

350 0.5 330

1 P Z

1000 0.330 0.670

1 P Z 1.38
1 0.9162
0.0838

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