In: Statistics and Probability
1-For random variable X~N(3,0.752), what is P(X < 2.5)? Find the nearest answer.
2-For random variable X~N(3,0.75), what is the probability that X takes on a value within two standard deviations on either side of the mean?
3-For standard normal random variable Z, what is P(Z<0)? Answer to two decimal places.
1. X~N(3,0.752) ;
Z = (X-3.0)/0.752 follows a standard normal
P(X < 2.5) = P(Z < Z-score of 2.5)
Z-score for 2.5 = (2.5 - Mean)/Standard deviation = (2.5 - 3) / 0.752 = -0.5/0.752 = -0.66489 - 0.67
From Standard normal tables,
P(Z < Z-score of 2.5) = P(Z<-0.67) = 0.2514
P(X < 2.5) = P(Z < Z-score of 2.5) = 0.2514
P(X < 2.5) = 0.2514
2. X~N(3,0.75), probability that X takes on a value within two standard deviations on either side of the mean
Mean = 3
Standard deviation = 0.75
X2 : Mean + 2 standard deviation = 3 + 2 x 0.75 = 3+1.5 = 4.5
Z-score for X2 = (X2 - mean) / standard deviation = (4.5-3)/0.75 = 1.5/0.75 = 2
X1 :
Mean - 2 standard deviation = 3 - 2 x 0.75 = 3-1.5 = 1.5
Z-score for X1 = (X1 - mean) / standard deviation = (1.5-3)/0.75 = -1.5/0.75 =- 2
probability that X takes on a value within two standard deviations on either side of the mean = P(X1 < Z< X2)
P(X1 < X< X2) = P(X<X2) - P(X<X1)
P(X<X2) = P(Z < Z-score of X2) = P(Z < 2)
From Standard normal tables , P(Z<2) = 0.9772
P(X<X2) = 0.9772
P(X<X1) = P(Z < Z-score of X1) = P(Z < -2)
From Standard normal tables , P(Z<-2) = 0.0228
P(X < X1) = 0.228
P(X1 < X< X2) = P(X<X2) - P(X<X1) = 0.9772 - 0.0228 = 0.9544
probability that X takes on a value within two standard deviations on either side of the mean = 0.9544
(Also, empirical rule states that approximately 68%, 95% and 99% of values fall with 1,2 and 3 standard deviations of the mean By that rule Probability that X which follows a normal takes on a value with two standard deviations on either side of the mean = 0.95)
3.
For standard normal random variable Z , P(Z<0)
From standard normal tables,
P(Z< 0 ) = 0.5
Standard normal random variable Z, P(Z<0) =0.5
For Standard normal Mean = 0 and standard deviation =1.
It's well know fact that , For any normal distribution , P(X>Mean) = P(X<Mean) = 0.5
Therefore P(Z>0) = 0.5