Probability & Statistics,

BITS Pilani Dr. Jajati Keshari Sahoo

Department of Mathematics
K K Birla Goa Campus

BITS Pilani, K K Birla Goa Campus

 Normal to binomial distribution

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 Normal to binomial distribution
Correction for continuity:
We take 0.5(half unit) for correction, i.e.,
Binomial  Normal
P( X  b)  P( X  b  0.5)
P( X  b)  P( X  b  0.5)
P( X  a)  P( X  a  0.5)
P( X  a)  P( X  a  0.5)
P(a  X  b)  P(a  0.5  X  b  0.5)
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Normal Approximation to the Binomial Distribution
The normal distribution can be used to approximate the
binomial distribution when n is large.

T heo rem : L et X b e b ino m ial w ith

param eter n an d p . For large n , X
is ap prox im ately n orm al w ith m ean
np and variance n p (1 - p ).

Question: How to define the largeness of n in practice ?

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Normal Approximation to the Binomial Distribution

A good rule of thumb for the normal approximation

For most practical purposes the approximation is

acceptable for values of n & p such that

Either p ≤ 0.5 & np > 5

Or p > 0.5 & n (1-p) > 5.

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Normal Approximation to the Binomial Distribution
Problem 1: If a random variable has the binomial distribution
with n = 30 and p = 0.60, use the normal approximation to
determine the probabilities that it will take on
(a) a value less than 12;
(b) the value 14;
(c) a value greater than 16.
Solution:  = np = 18; 2 = np(1 - p) = 7.2;  = 2.6833

(a ) P (X  12)  P ( X  11.5) (using continuity correction)

 11.5  18 
 F   F (2.42)  0.0078.
 2.6833  6
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Normal Approximation to the Binomial Distribution

(b) P( X  14)  P(13.5  X  14.5) (using continuity correction)

 14.5  18   13.5  18 
 F   F 
 2.6833   2.6833 
 F (1.3044)  F (1.677)
 0.0961 0.0468  0.0493.
(c ) P ( X  16 )  P ( X  16 .5) ( using continuity correction )
 16 .5  18 
 1  P ( X  16 .5)  1  F  
 2.6833 
 1  F ( 0.559 )  F (0.559 )  0.7120 .
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 Problem 2

Item produced by a certain

manufacturer is independently of acceptable
quality with probability 0.95. Find the
probability that at most 10 of the next 150
item produced are unacceptable.

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 Problem 3
One thousand independent rolls of a fair
die will be made. Compute an
approximation to the probability that
number 6 will appear between 150 and
200 times inclusively. If number 5 appears
exactly 200 times, find the probability that
number 6 will appear less than 150 times.

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 Problem 4
In 10,000 independent tosses of a coin, the
coin landed heads 5800 times. Is it
reasonable to assume that the coin is not
fair? Explain.

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 Normal Probability Rule
T heo rem : Let X be normally distributed
with mean  and variance  2 . Then for
any k  0, P (| X   | k )  2 F ( k )  1 .

Question: If X is not Normal, then how to get

information about these probabilities ?

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 Chebyshev’s Inequality
Statement: Let X be any random variable
2
with mean  and variance  . The n for
1
any k  0, P (| X   | k )  1  2 .
k
1
or P (| X   | k )  2 .
k
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 Chebyshev’s Inequality

Proof: (Case-I: If X is discrete r.v.)

 2   ( x  ) 2 f ( x )
x
 c  c
  ()   ()   ()
x  x1  c  c
 c
  ()   ()
x  x1  c
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3/9/2016 Dr J K Sahoo BITS Pilani, K K Birla Goa Campus
 Chebyshev’s Inequality
Proof: (Cont...)
 c
2
  c  f ( x)  c  f ( x)
x  x1  c

 c  P ( X    c )  P ( X    c ) 

 c 1  P (| X   | c ) 

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 Chebyshev’s Inequality

P r o o f : ( C o n t .. . )
2

P ( | X   | c )  1 
c
2 2
P u t c  k  , th e n
1
P ( | X   | k  )  1  2 .
k

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 Problem 5
If X is a random variable such that E(X)=3
and V(X)=13.
(a) Determine the lower bound for

P(2  X  8).
(b) Find the upper bound for
P ( X   2 and X  8).
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 Problem 6

Does there exist a random variable X

in which

P(  2  X    2 )  0.6.

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 Problem 7
A fair coin is tossed 1000 times. Find
a lower bound of the probability that
the proportion of head differs from
0.5 by less than 0.1.

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