The random variable XX is normally distributed with mean μ\mu and variance σ2\sigma^2.

  1. (a)

    Find P(X>μ+0.05σ)\mathrm{P}(X > \mu + 0.05\sigma).

  2. (b)

    The mean of a random sample of nn independent observations of XX is denoted by X‾\overline{X}.

    Find the least value of nn such that the probability that X‾\overline{X} differs from μ\mu by at least 0.05σ0.05\sigma is less than 0.4.

  3. (c)

    In another random sample of mm independent observations of XX, the probability that at least 4 of these observations exceeds μ+0.05σ\mu + 0.05\sigma each is at most 0.95. Find the greatest value of mm.

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Worked solution

6(a)

1. Standardise the variable $X$ to the standard normal variable $Z$.

P(X>μ+0.05σ)=P(X−μσ>0.05)\mathrm{P}(X > \mu + 0.05\sigma) = \mathrm{P}\left(\frac{X - \mu}{\sigma} > 0.05\right)
=P(Z>0.05)= \mathrm{P}(Z > 0.05)

2. Evaluate the probability.

P(Z>0.05)≈0.48006\mathrm{P}(Z > 0.05) \approx 0.48006
≈0.480 (to 3 s.f.)\approx 0.480 \text{ (to 3 s.f.)}

Answer

0.4800.480

6(b)

1. State the distribution of the sample mean $\overline{X}$.

Since X∼N(μ,σ2)X \sim \mathrm{N}(\mu, \sigma^2), the sample mean of nn independent observations is distributed as:
X‾∼N(μ,σ2n)\overline{X} \sim \mathrm{N}\left(\mu, \frac{\sigma^2}{n}\right)

2. Formulate the condition given in the question and use symmetry.

The probability that X‾\overline{X} differs from μ\mu by at least 0.05σ0.05\sigma is less than 0.4:
P(∣X‾−μ∣≥0.05σ)<0.4\mathrm{P}(|\overline{X} - \mu| \ge 0.05\sigma) < 0.4
By the symmetry of the normal distribution,
P(X‾−μ≥0.05σ)<0.2\mathrm{P}(\overline{X} - \mu \ge 0.05\sigma) < 0.2

3. Standardise the variable and form an inequality for $n$.

Standardising using Z=X‾−μσ/nZ = \frac{\overline{X} - \mu}{\sigma/\sqrt{n}}:
P(Z≥0.05σσ/n)<0.2\mathrm{P}\left( Z \ge \frac{0.05\sigma}{\sigma / \sqrt{n}} \right) < 0.2
P(Z≥0.05n)<0.2\mathrm{P}(Z \ge 0.05\sqrt{n}) < 0.2

4. Solve the inequality to find the least integer $n$.

Using the graphing calculator, the value of zz such that P(Z≥z)=0.2\mathrm{P}(Z \ge z) = 0.2 is approximately 0.841620.84162.
Because P(Z≥z)\mathrm{P}(Z \ge z) is a strictly decreasing function of zz, we require:
0.05n>0.841620.05\sqrt{n} > 0.84162
n>16.8324\sqrt{n} > 16.8324
n>283.33n > 283.33
Since nn must be an integer, the least value of nn is 284284.

Answer

284284

6(c)

1. Identify the success probability from part (a) and define the binomial distribution model.

From part (a), the probability that a single observation exceeds μ+0.05σ\mu + 0.05\sigma is:
p=P(Z>μ+0.05σ−μσ)=P(Z>0.05)≈0.48006p = \mathrm{P}\left(Z > \frac{\mu + 0.05\sigma - \mu}{\sigma}\right) = \mathrm{P}(Z > 0.05) \approx 0.48006
Let YY be the number of observations out of mm that exceed μ+0.05σ\mu + 0.05\sigma.
Y∼B(m,0.48006)Y \sim \mathrm{B}(m, 0.48006)

2. Formulate the probability inequality for the required condition.

We are given that the probability of at least 4 such observations is at most 0.950.95:
P(Y≥4)≤0.95\mathrm{P}(Y \ge 4) \le 0.95
Rewriting this using the complement:
1−P(Y≤3)≤0.951 - \mathrm{P}(Y \le 3) \le 0.95
P(Y≤3)≥0.05\mathrm{P}(Y \le 3) \ge 0.05

3. Solve for the greatest value of $m$ using a graphing calculator.

Using the table function on a graphing calculator to test integer values of mm:
When m=13m = 13, P(Y≤3)≈0.0526≥0.05\mathrm{P}(Y \le 3) \approx 0.0526 \ge 0.05
When m=14m = 14, P(Y≤3)≈0.0337<0.05\mathrm{P}(Y \le 3) \approx 0.0337 < 0.05
Hence, the greatest integer value of mm satisfying the condition is 13.

Answer

13

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