The random variable XX has distribution N(μ,σ2)N(\mu,\sigma^{2}).

  1. (a)

    Given that P(X>k)=0.45P(X>k)=0.45, find the value of P(X>2μ−k)P(X>2\mu - k).

  2. (b)

    It is given that μ=4\mu=4 and P(1<X<4)=0.2475P(1<X<4)=0.2475. Find the value of σ\sigma.

  3. (c)

    Draw a sketch to show the distribution of XX for xx between −11-11 and 1919.

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Worked solution

9(a)

1. Identify the symmetry relationship between the given limit and the required limit with respect to the mean.

The normal distribution is symmetric about its mean μ\mu.
The distance of kk from the mean is k−μk - \mu.
The distance of 2μ−k2\mu - k from the mean is μ−(2μ−k)=k−μ\mu - (2\mu - k) = k - \mu.
By symmetry, the left tail from 2μ−k2\mu - k is equal in area to the right tail from kk:
P(X<2μ−k)=P(X>k)=0.45P(X < 2\mu - k) = P(X > k) = 0.45

2. Calculate the required probability.

P(X>2μ−k)=1−P(X<2μ−k)P(X > 2\mu - k) = 1 - P(X < 2\mu - k)
P(X>2μ−k)=1−0.45=0.55P(X > 2\mu - k) = 1 - 0.45 = 0.55

Answer

0.550.55

9(b)

1. Find the probability of $X < 1$.

P(1<X<4)=P(X<4)−P(X<1)P(1 < X < 4) = P(X < 4) - P(X < 1)
Since the mean is μ=4\mu = 4, P(X<4)=0.5P(X < 4) = 0.5.
0.5−P(X<1)=0.24750.5 - P(X < 1) = 0.2475
P(X<1)=0.5−0.2475=0.2525P(X < 1) = 0.5 - 0.2475 = 0.2525

2. Standardise the value and solve for $\sigma$.

P(Z<1−4σ)=0.2525P\left(Z < \frac{1 - 4}{\sigma}\right) = 0.2525
P(Z<−3σ)=0.2525P\left(Z < \frac{-3}{\sigma}\right) = 0.2525
Using the inverse normal distribution,
−3σ≈−0.66667\frac{-3}{\sigma} \approx -0.66667
σ=−3−0.66667=4.5\sigma = \frac{-3}{-0.66667} = 4.5

Answer

4.54.5

9(c)

1. Identify the centre of the normal distribution from the mean.

From part (b), the mean is μ=4\mu = 4. The peak of the normal distribution curve occurs at its mean.
Hence, the maximum point of the curve is located at x=4x = 4.

2. Sketch the bell-shaped curve over the specified domain.

The specified interval [−11,19][-11, 19] is symmetric about the mean x=4x=4, since 4−(−11)=154 - (-11) = 15 and 19−4=1519 - 4 = 15.
Draw a standard bell-shaped curve over this interval with the following properties:

  • Entirely above the horizontal xx-axis.
  • Maximum peak positioned exactly at x=4x=4.
  • Symmetrical about the vertical line x=4x=4.
  • The tails of the curve tapering off and asymptotically approaching the xx-axis at both ends (x=−11x=-11 and x=19x=19).
Answer

(A bell-shaped curve centred and peaking at x=4x=4, symmetric about x=4x=4, with tails asymptotically approaching the xx-axis towards x=−11x=-11 and x=19x=19.)

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