A-level Maths revision · Statistics

The Normal distribution

The idea

X∼N(μ,σ2)X \sim N(\mu, \sigma^2) is a symmetric bell-shaped distribution: about 68%68\% of values lie within one standard deviation of the mean and 95%95\% within two. Find probabilities with the calculator's Normal CD, or standardise with Z=X−μσZ = \frac{X - \mu}{\sigma}.

  1. Write μ\mu and σ\sigma; check whether you were given the variance σ2\sigma^2.
  2. Sketch the curve and shade the region you want.
  3. Use Normal CD with the bounds, or Z=X−μσZ = \frac{X - \mu}{\sigma} and tables.

Watch out In N(50,42)N(50, 4^2) the standard deviation is 44, not 1616.

See it worked

Worked example

X∼N(50,42)X \sim N(50, 4^2). Find P(X<55)P(X < 55).

  1. Z=55−504=1.25Z = \frac{55 - 50}{4} = 1.25.
  2. P(Z<1.25)P(Z < 1.25).
  3. =0.8944= 0.8944 (4 d.p.).

Answer 0.89440.8944

Your turn

Question 1Calculator allowed3 marks

IQ scores are modelled by N(100,152)N(100, 15^2). Find P(X>120)P(X > 120) to 4 decimal places.

Question 2Calculator allowed3 marks

X∼N(20,32)X \sim N(20, 3^2). Find P(17<X<26)P(17 < X < 26) to 4 decimal places.

Question 3Calculator allowed3 marks

X∼N(65,2.52)X \sim N(65, 2.5^2). Find P(X<60)P(X < 60) to 4 decimal places.

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