A LEVEL STATISTICS NOTES COMPILED BY MANYUVIRE D.

CELL 0783235483

NORMAL DISTRIBUTIONS
NORMAL DISTRIBUTION, STANDARD NORMAL TABLES, CONTINUITY
CORRECTION
Syllabus objectives

 Explain the characteristics of a normal distribution curve

 Standardize a random variable
 Use the standard normal tables to obtain probabilities
 Approximate the binomial using the normal distribution where n is large enough to
ensure that np > 5 and nq > 5 and apply continuity correction
 Use the normal distribution as a model to solve problems

 CHARACTERISTICS OF A NORMAL DISTRIBUTION

 A normal distribution is a continuous distribution which models many continuous
random variables.
 Each member of the family of normal distributions is characterised by two
parameters mean( ) and variance ( ) and we can write X N( )

 The probability density function is given by f(x) = ,

and it represents a family of bell shaped normal curves which are symmetrical
about the line x =

The maximum value of f(x) occurs when x = and is f( =

 The following are characteristics of a normal distribution:
o It is bell shaped
o Symmetrical about x =
o Mean, mode and median coincide.
o It extends from to +
o It never touches the x axis
o f(x) > 0 for all x

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o Total area under the curve is 1 ie

 STANDARD NORMAL DISTRIBUTION

 Each normal distribution has its own mean and variance and this gives
rise to varying shapes of the curves.
 The standard normal distribution is a normal distribution with a mean of 0
and a variance of 1.
 The standard normal distribution is represented by Z and we write it as Z N(0,1)

 All normally distributed variables can be transformed to standard normally

distributed variables by the formula z = Where Z N(0,1)
 Generally if X N( ) then z = Where Z N(0,1)
 The value is called a z score and is useful when comparing two or more
distributions.
EXAMPLES
If X N( ) find the z scores corresponding to the x values a)14 b) 9.
Solutions
a) z = = 0,8 This means 14 is 0,8 standard deviations to the right of the
mean.
b) z = = -0,2 This means that 9 is 0,2 standard deviations to the left of
the mean.

 STANDARD NORMAL TABLES AND PROBABILITIES

 Standard normal tables are used to give probabilities
 For a standard normal curve P(Z means the area under the standard curve to
the left of a.
 Standard normal tables give gives the probability under the curve up to a
particular value z and this is written . P(Z
 Since Z is continuous P(Z is the same as P(Z < a)
 P(Z > a) = 1−P(Z < a) since the area under the curve is 1.

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P(Z = P(Z > a)=

EXAMPLES ON USING TABLES

The following is an extract from a normal distribution table for Z N(0,1).

Use it to find a)P(Z<0,04) b) P(Z<0,172)

Solutions
a) Locate z = 0,0 on the left column. Move across the row to the column under 4 and then
read 0,5160
b) Locate z = 0,1 on the left column. Move across the row to the column under 7 and then
read 5675 move again across to the column under 2 and add the value 8 to get 5683. The
probability will be 0,5683

 PROBABILITIES OF NEGATIVE VALUES OF Z

 It is useful to have a sketch of the graph to indicate the area.
 For negative Z values P(Z < -z) is equal to P( Z > z) and P(Z >-z) is equal to
P( Z < z) on the diagrams below

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A LEVEL STATISTICS NOTES COMPILED BY MANYUVIRE D. CELL 0783235483

 Generally P(Z < -z) = and P(Z >-z) =

 PROBAILITIES BETWEEN TWO Z VALUES

 Probability between two values a an b is the difference in areas between the two
values a and b
 Generally P(a < Z < b) = (b) − (a)
EXAMPLES
For a standard normal distribution Z N(0,1)Find
a)P(0,3<Z<1,2) b) P(−0,3<Z<1,2)
Solutions
a)P(0,3<Z<1,2) = (1,2) − (0,3)
= 0,8849−0,6179
= 0,267
b)P(-0,3<Z<1,2) = (1,2) − (-0,3)
= (1,2) – (since )
= 0,8849−0,3821
= 0,5028

 PROBABILITY OF MODULUS OF Z ie P(|Z|<a) or P(|Z|>a)

P(|Z|<a) means P (− a < Z< a).
This is =
=
= =
P(|Z|>a) means P (Z< − a)+ P (Z>a)
=.
=

 USING NORMAL TABLES FOR ANY NORMAL DISTRIBUTION

 For any normal variable X the standard normal tables can also be used to calculate
its probabilities.

If X N( ) it can be transformed into Z N(0,1) by Z =

EXAMPLE
Given that a normal variable X N( ) Find a) P(X<53) b) P(X<45) c) P(45<X<55)
Solutions
a) P(X<53)= P = P(Z< 0,75) = (0,75)=0,7734 (From the z tables)
b) P(X<45)= P = P(Z< -1,25)
= (-1,25)=1− (1,25) (since )
= 1−0,8944
=0,1056
c) P(45<X<55) = P
=P(−1,25<Z<1,25)

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=
=2
= 1,7888 -1
= 0,7888

 FINDING Z VALUESWHEN GIVEN PROBABILITIES (

 A normal distribution can also be used to find specific data values for given
probabilities.
 We can use the tables to find the z values when we are given the probabilities.
 This is done by looking for the probability inside the main part of the table and
finding the z value that correspond to it.
EXAMPLES
Find z given that a) 0,5478 b) 0,5240
Solution

 FINDING a VALUES WHEN GIVEN P(Z < a) ie AND P(Z > a) ie

 Care must be taken to ensure the correct sign for a.
 If then a is positive and if then a is negative
 If then a is negative and if then a is positive
EXAMPLES
Find the value of a given that: a)P(Z < a) = 0,1112 b) P(Z < a) = 0,9131
c) P(Z > a) = 0,0157 d) P(Z > a) = 0,6331
Solutions
a) P(Z < a) = 0,1112 Since 0,1112 is not in the main table use symmetry.
Find = 1− 0,1112 = 0,8888. Find the value of z such that
= 0,8888. Look for 0,8888 in the main table to get 1,22. Since
then a is negative. Therefore a is −1,22

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b) P(Z < a) = 0,9131

Look for 0,9131in the main table to get 1,36. Since then a is positive
Therefore a is 1,36.

c) P(Z > a) = 0,0157 = 0,0157

. Look for 0,9843 in the main table to get 2,12 since

then a is positive therefore our a =2,12
d)P(Z > a) = 0,6331 = 0,6331
Look for 0,6331 in the main table to get 0,34 since then a is
negative therefore our a =−0,34

 FINDING MEAN,VARIANCE OR BOTH

 If X N( ) and P(X < a) = then the statement can be written as
P
 The equation will allow us to calculate values of the parameters or both when
they are missing by substituting the given values into the equation and solve for
the missing parameters.
 Sometimes when both and are not given, you will end up solving
simultaneous equations to get them.
EXAMPLES
1. If X N( ) and P(X < 18) = 0,9032 find
Solution
P =0,9032. Let a = . (Since then a is positive)
= 0,9032
=
= 1,30
= 6,5
= 11,5

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A LEVEL STATISTICS NOTES COMPILED BY MANYUVIRE D. CELL 0783235483

2. If X N( ) and P(X < 25) = 0,15 find

Solution
P =0,15. Let a = . (Since then a is negative)

= 0,85 (by symmetry because 0,15 is not in the main table)

= )
= 1,037
= 1,037
= 31,6 to 3 s.f

3. If X N( ) and P(X > 20) = 0,01 find

Solution
P =0,01. Let a = . (Since then a is positive)
= 0,99(since 0,01 is not in the main table use 0,99 by symmetry )
=
= 2,326
= 3,87 to 3 s.f

4. If X N( ) and P(X > 40) = 0,6554 find

Solution
P =0,6554. Let a = . (Since then a is negative)
= 0,6554
=
= 0,40
= 25

5. X N( ) .P(X < 25) = 0,1 and P(X > 35) = 0,005 find and
Solution
P =0,10. Let a = . (Since then a is negative)
= 0,9 (by symmetry because 0,1 is not in the main table)
= )
= 1,282
= 1,282
= 1,282 - - - - - - - - -(1)
P =0,005. Let a = . (Since then a is positive)

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= 0,995(since 0,005 is not in the main table use 0,99 by symmetry )

=
= 2,576
= 2,576 - - - - - - - -(2)
Solving (1) and (2) simultaneously = 28,3 and = 2,59to 3 s.f

 QUARTILES AND INTER-QUARTILE RANGE

 Lower quartile (q1) is such that P(X < q1) = 0,25 and upper quartile (q3) is such
that P(X < q3) = 0,75 or P(X >q3) = 0,25

P P

 Inter-quartile range is the difference between the upper quartile and the lower
quartile ie Upper quartile – Lower quartile.
EXAMPLE
The weights of steel sheets produced by a factory are known to be normally
distributed with mean 32,5kg and standard deviation 2,2kg Find the inter-quartile
range of the weights.

Solution
let the weights be W and W N( )
P . Let a = . (Since then a is negative)

= 0,75 (by symmetry because 0,25 is not in the main table)

= )
=0,674
=1,4828
q1=31,0172

P . Let a = . (Since then a is positive)

= 0,75
= )
=0,674
=1,4828

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q3=33,9828

Inter-quartile range =
= 33,9828−31,0172
= 2,97 to 3 s.f

 NORMAL APPROXIMATION TO THE BINOMIAL AND CONTINUITY

CORRECTION
 The normal distribution can be applied to discrete distributions like the binomial
distribution.

The conditions under which the normal distribution can be used to approximate are:
-n is large
-p is not too close to 0 or 1.
-np >5 and nq >5 where q = 1 – p.
 If X Bin(n,p) and n is large and np >5 and nq >5 where q = 1 – p then X can be
approximated by Y N(np, npq)
 When the conditions are satisfied apply continuity correction on the given value of
X whose probability is to be calculated.
 Continuity correction
EXAMPLES
1. P(X = P(X < 4,5). The whole rectangle for four should be included and its
upper boundary is 4,5

2. P(X = P(X < 3,5). The whole rectangle for four should not be included and
we start from its lower boundary is 3,5

3. P(X = 4) = P(3,5<X<4,5) in order to cover the whole rectangle for 4.

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4. P(2 ) =P(1,5<X<4,5) Include the whole rectangles for 2 and 4

5. P(X ) = P(X > 3,5) to include the whole rectangle for 4.

6. P(X > 4) = P(X > 4,5) to exclude the whole rectangle for 4.

 WORKED EXAM QUESTIONS

1. Biscuits are produced with weight W grams where W N(10;4) and are packed
at random into boxes of 25 biscuits. Find the probability that
a) a biscuit chosen at random weighs less than 9,5 g. [2]
b) the contents of the box weigh between 247g and 253 g [3]
nov 2003 NO 9
Solution
a) P(W<9,5) = P
= P(Z <-0,25)
=1–
= 1 – 0,5987
= 0,4013
b) Let contents of a box = B
E(B) = 25 × 10=250

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Var(B)=25 ×4 = 100
B
P(247<B<253)= P = P(−0,3<Z<0,3)
=2
= 2(0,6179) – 1
= 1,238−1
= 0,2358
2. The difference between the actual and the scheduled arrival time for a
commuter train is normally distributed with a mean of 5 minutes (i.e. on the
average, it is 5 minutes late) and a standard deviation of 11 minutes. On a
randomly chosen day, calculate the probability that the train will be
(i) more than 5 minutes late, [2] (ii) late, [3]
(iii) at least 10 minutes late. [2]JUNE 2004 NO 5
Solution
i) Let X be a random variable the difference between the actual and the
scheduled arrival time for a commuter train and X (5 ; 112)
P(X>5) =1−P
= 1−P
=1−P(Z<0)
= 1−0,5
= 0,5
ii) P(X>0) =1−P
= 1−P
=1−P(Z<-0,455)
= 1−1 + ,5
= 0,6754
iii) P(X ) =1−P
= 1−P
=1−P(Z<0,455)
= 1−0,6754
= 0,3246
3. Oranges are sold in pockets which are normally distributed with mean weight
and variance 2 . The probability that a random chosen pocket weighs more
than 3.2 kg is 0.01 and that a random chosen pocket weighs less than 2.4 kg is
0.2.
a) Calculate and show that 2 = 0.06 correct to 2 decimal places. [5]
Solution
a) X ( ; 2) P = 0,99
P(X>3,2) = 0,01
1−P(Z<3,2) = 0,01 = 0,99

1−P = 0,01 = (0,99)

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= 2,326 2,4 – = − 0,842 - - -- --2

Solve 1 and 2
3,2 – = 2,326 - - -- - - 1
simultaneously to get
P(X<2,4) = 0,2
= 0,2525 and = 2,6
P = 0,2 =
= 0,8 = 0,06375625
= 0,06 to 2 d.p
= (0,8)
= − 0,842

4. The random variable X is normally distributed with mean and standard

deviation . Given that P(X>3.6) = 0.5 and P(X>2.8) = 0.6554, find the value
of and the value of . [5]NOV 2017 NO4

Solution
P(X > 3,6) = 0,5 a= and is negative
P = 0,5 because > 0,5
1−P = 0,5 = 0,6554

= 0,5 = (0,6554)

= (0,5) = − 0,4
2,8 – = −0,4 - - - - - - - 2
=0
Solving 1 and 2
= 3,6 - - - - - - - 1 simultaneously:
P(X > 2,8) = 0,6554 = 3,6 and 2
P = 0,6554

5. The random variable X is normally distributed with mean and variance 2 .

Given that P(X>65)=0.01 and P(X<20) = 0.02, find and . [7]
JUNE 2017 NO 5
Solution
P(X > 65) = 0,01 = 2,326
P = 0,01 65 – = 2,326 - - - - - - -1
a= and is positive P(X <20) = 0,02
Since P = 0,02
1− P = 0,01 a = and is negative

= 0,99 because < 0,5

P = 0,02
= (0,99)

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= 0,98 20 – =− 2,054 - - - - --2

Solving 1 and 2
= (0,98) simultaneously = 41,1
= −2,054 and = 10,3 to 3 s.f

 EXAM QUESTIONS FOR PRACTICE

1. It is given that about 95% of values of a standard normal distribution lies

between a and b, where a < b and P(a< x< b) = 0,95
i) Show that b = and a = [5]
ii) Hence show that [2] [NOV 2003 NO3]
2. An Examination board determined that the amount of time spent by a
candidate reading instructions is normally distributed with mean 9.3 minutes
and standard deviation 2.5 minutes. Find the probability that for a randomly
chosen candidate, the amount of time spent reading instructions will be taken
between 8 and 15 minutes. [5] NOV 2007 NO 2
3. Legal requirements specify that a pie manufacturer may only produce 0,3% of
pies below a mass of 80g. The pie producing machine operates with a standard
deviation of 0.8g. The weekly output is 500 000 pies. Pies with masses in
excess of 83 g require additional packaging at a cost of $10 per pie. Assuming
the weights are normally distributed, find the firm’s weekly cost of extra
packaging. [7]JUNE 2008 NO 5
4. A random variable X is normally distributed with mean 15 and standard
deviation 6. If a random sample of 40 is chosen and found to have a mean ,
find
i) P( > 16) [4] ii) the sample size n such that P ( >
15.5)=0.05. [5] JUNE 2014NO 8
5. The masses of letters posted by a certain school are normally distributed with
mean 15 g. It is found that the masses of 92% of the letters are within 10 g of
the mean. Find,
a) the standard deviation of the masses of the letters. [3]
b) the probability that at least 2 out of a random sample of 8 letters have
masses within 10 g of the mean. [3] JUNE 2015 NO 4
6. The Diameter of washers produced by a particular machine follow a normal
distribution with a standard deviation of 0,1mm. Find the mean diameter if
there is to be a probability of only 3% that the diameter exceeds 2.0mm. [4]
JUNE 2016 NO 1
7. The random variable X is normally distributed with mean and variance 2 .
Given that P(X>65)=0.01 and P(X<20) = 0.02, find and . [7]
JUNE 2017 NO 5

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8. a) Given that E(X) = 1,2 and Var(X) = 0,6 and that the random variable Y is
defined by Y = 10X + 50, find
i) E(Y), [1] ii) Var(Y). [2]
b) A random sample consist of 160 independent observations of Y. Find the
probability that the sample mean ) lies between 61 and 62,5. [5] 2018
P1 NO 7
9. In a normal distribution with mean and standard deviation , P(X>5.6) = 0.5
and P(X>4.8) = 0.6554.
a) Calculate the value of and [4]
b) If 4 observations of X are taken at random from the distribution, find the
probability that at least 2 observations are greater than 4.8. [4] 2018 P1NO
8
10. The height in cm of a certain type of plant is modelled by the random variable
X with mean 68 cm and standard deviation 8. A random sample of 38 plants is
selected. Find the probability that that the mean height is
a) less than 66 cm, [3]
b) between 67cm and 71cm. [3] 2019 P1 NO 5
11. The continuous random variable X is normally distributed with mean and
variance 2. Given that P(X>34) = 0.0238 and P(X < 25) = 0.0163. Find the
value of and variance . [7] 2019 P1 NO 7
12. The heights of people h metres in a community are normally distributed with
mean and standard deviation . It is given that P(h < 1.2) = 0.15 and P( h >
1.6) = 0.10. Calculate the
a) mean and standard deviation of the heights of the people. [7]
b) lower quartiles and upper quartiles, [4]
c) inter-quartile range [2]
d) P(|h- |) < 0.1. [3]
2019 P2 NO 10
13. The life span, in years of a randomly chosen car battery is normally distributed
with mean 2 and standard deviation 0.4.
(a) Show that a randomly chosen car battery has a life span less than a year is
0.0062. Correct to 4 decimal places. [2]
(b) A car battery dealer, buys 500 randomly chosen car batteries. Using a
suitable approximation. Find the probability that at most three batteries have a
life span less than a year. [4] SPMN P1NO 3

 SOLUTIONS TO EXAM QUESTIONS

1. i) P(a<x<b) = 0,95 = 1,96
P b− = 1,96
P(X<b) = 0,975 b = + 1,96 shown
P =0,975 P(X > a) = 0,975
P =0,975
= 0,975
= 0,975
= (0,975)

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− = (0,975) = 0,146
= −1,96 ii)If ( ; )
a− = −1,96 then P( >15,5) = 0,05
a = − 1,95 shown
ii) a + b = − 1,96 + + 1,96 P = 0,05
a+b=
= shown
1−P = 0,05
2. Let X be the amount of time spent by a
candidate reading instructions and X
(9,3 ; 2,52)
= 0,95
P(8<X<15) = P
= P(-0,52<Z<2,88) =0,95
= (2,28) − (−0,52)
= 0,9887 – 1 + 0,6955 = (0,95)
= 0,6872. = 1,645
3. P(X<80) = 0,003
0,5 = 9,87
P = 0,003
= 19,74
z = and is negative because P(Z <z) n = 389,6676
< 0,5 n= 390
5. a) X N(15; 2)
= 0,997
P(5 25) = 0,92
= (0,997) P = 0,92
=−2,75 P = 0,92
80 – = − 2,2
2 – 1 = 0,92
= 82,2
Therefore X ( 0,82) 2 = 1,92
Probability of pies that require additional
=0,96
packaging
= P(X>83) = (0,96)
= 1−P = 1,751
= 1−P = 5,711
=1−P(Z<1) b) Y (8 ; 0,92)
= 1− (1) P(Y = 1−P(Y=0 or 1)
= 1 − 0,8413 =1 –[8C0(0,08)8+8C1(0,08)7(0,92)]
= 0,1587 =1− 0,000000156
Expected number of pies in excess of 83g = 0,999999844
per week = 500 000 × 0,1587 6. Let D be the diameter of washers
= 79350 produced by a particular machine and
Weekly cost of extra packaging D ( ; 0,12)
= 79 350 × $10 P(D > 2) = 0,03
= $793 500 P = 0,03
4. i) If X ( ; )
1−P = 0,03
then ( ; )
= 0,97
P( >16) = 1−P = (0,97)

= 1−P(Z<1,054) = 1,881
= 1− 0,8540

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2 – = 0,1881 = (0,6554)
= 1,8119
= 0,4
7. = = =4
4,8 – = −0,4 - - - - - -(2)
s= Solving (1) and (2) simultaneously
Substitute for in (2):
s= ) 4,8 −5,6 = −0,4
−0,8 = −0,4
s = 2,357
=2
N(4 ; ) b)Let the 4 observations = Y then
N(4 ;0,1543) Y Bin(4 ; 0,6554)
P(3,8< <4,1) = P P(Y = 1−P(X= 0 or 1)
= 1 –[4C0(0,3446)4 +
= P(−0,509< Z <1.273) 4
C1(0,6554)(0,3446)3]
= (1,273) − (−0,509) = 1 – 0.121379753
= 0,8986 – 1 + 0,6946 = 0,878620246
= 0,5932 = 0,8786
8. a) E(Y) = E(10X + 50)
10. N(68 ; )
= 10E(X) + 50
=10(1,2) + 50
= 62 P( < 66) =P
Var(Y) = Var(10X + 50)
= 100Var(X) = P( Z< −1,541)
=100(0,6) =
= 60 = 1− 0,9383
= 0,0617
b) N
b)P(67 < X < 71)
N
P(61 < < 62,5) = P =P
= P(−1,633< Z <0,816)
= P(−0,771< Z <2,312)
= (0,816) − (−1,633) = (2,312) − (−0,771)
= 0,7926 – 1 + 0,9487 = 0,9897 – 1 + 0,7777
= 0,7413 = 0,7694
9. P(X > 5,6) = 0,5 11. P(X > 34) = 0,0238
P = 0,5 P = 0,0238
z = and is positive z = and is positive
because P(Z >z) = 0,5 because P(Z >z) < 0,5
1− P = 0,5 1− P = 0,0238
= 0,5 = 0,9726
= (0,5) = (0,9726)
=0 = 1,981
5,6 – = 0 34 – = 1,981 - - - - - - -(1)
= 5,6 - - - - - - - - (1) P(X < 25) = 0,0163
P(X > 4,8) = 0,6554
P = 0,0163
P = 0,6554
z = and is negative because P(Z < z)
z = and is negative
< 0,5
because P(Z >z) > 0,5
= 0,9837
= 0,6554

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= (0,9837) d) P(|h− | < 0,1)

= P(−0,1< h− <0,1)
= −2,137
= P(−0,1 + < h− <0,1+ )
25 – = −2,137 - - - - - - -(2)
=P
Solving (1) and (2) simultaneously :
(1) – (2) 9 =4,118 = P
= 2,185526955 = P
Sub for in (2) 25 – = −4,670471103 = 1
= 29,6704711 = 2(0,7188) −1
= 29,670 and = 2,186 = 0,4376
12. P(h < 1,2) = 0,15 13. a) X ( 0,42)
P = 0,15 P(X< 1) = P
z = and is negative =P
because P(Z < z) < 0,5 =
= 0,85 =1−
= 1 – 0,9938
= (0,85) = 0,0062
= −1,036 b) X Bin(500 ; 0,0062) np = 3,1p < 0,1 so
1,2 – = −1,036 - - - - - - -(1) use Poisson approximation. X Po(3,1)
P(h > 1,6) = 0,10 P(X = P(X=0 or 1 or 2 or 3)

P = 0,10 = +3,1( )+ + =

z = and is positive [ 1 + 3,1 + + ]

because P(Z > z) < 0,5 = [ 13,8701667]
= 0,90 = 0,624839946 = 0,6248

= (0,90)
= 1,281
1,6 – = 1,281 - - - - - - -(2)
Solving (1) and (2) simultaneously :
(1) – (2) −0,4 = −2,317
= 0,17263703
Sub for in (2) 1,6 – = 0,221148035
= 1,378851965
= 1,3789 and = 0,1726
b) = ± 0,674
Lower quartile
= −0,674
= −0,1163324
= 1,26255676
= 1,2626
Upper quartile
= 0,674
= 0,1163324
= 1,4952324
= 1,4952
c) Inter-quartile range = Upper quartile –
Lower quartile
= 1,4952 −1,2626
= 0,2326

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