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  1. Home
  2. 12th grade
  3. Statistics & Probabilities
  4. Exercise : Determine P(a≤X≤b) when X follows any normal distribution and a and b are given

Determine P(a≤X≤b) when X follows any normal distribution and a and b are given Statistics & Probabilities

The following table is given:

-

X follows \mathcal{N}\left(2{,}3\right). Determine P\left(-3 \lt X \lt 7\right).

Step 1

Calculate the z-scores of a and b

In order to find P\left(a \lt X \lt b\right) when X doesn't follow the standard normal distribution, we need to calculate the z -scores of a and b.

When \mu is the mean and \sigma is the standard deviation, the z -score is the number of standard deviations an observation lies from the mean:

  • z_{a}=\dfrac{a-\mu}{\sigma}
  • z_{b}=\dfrac{b-\mu}{\sigma}

In our problem, the mean is \mu=2 and the standard deviation is \sigma=3. We calculate the z -scores for -3 and 7 as:

  • z_{-3}=\dfrac{-3-2}{3}\approx -1.67
  • z_{7}=\dfrac{7-2}{3}\approx 1.67
Step 2

Find the two probabilities

The table of standard normal probabilities gives the probability of observing an outcome below the given z -score:

  • P\left(X \lt a\right)\approx P\left(Z \lt z_{a}\right)
  • P\left(X \lt b\right)\approx P\left(Z \lt z_{b}\right)

Looking at the standard normal probabilities table, we find P\left(Z \lt -1.67\right) and P\left(Z \lt 1.67\right).

  • P\left(X \lt -3\right)\approx P\left(Z \lt -1.67\right)=1-P\left(Z \lt 1.67\right)\approx 1-0.9\ 525=0.475
  • P\left(X \lt 7\right)\approx P\left(Z \lt 1.67\right)\approx 0.9\ 525
Step 3

Calculate P\left(a \lt X \lt b\right)

We know that:

P\left(a \lt X \lt b\right)=P\left(X \lt b\right)-P\left(X \lt a\right)

Here we have:

P\left(-3 \lt X \lt 7\right)=P\left(X \lt 7\right)-P\left(X \lt -3\right)

P\left(-3 \lt X \lt 7\right)\approx 0.9\ 525-0.475

P\left(-3 \lt X \lt 7\right)\approx 0.905

X follows \mathcal{N}\left(4{,}7\right). Determine P\left(-10 \lt X \lt 15\right).

Step 1

Calculate the z-scores of a and b

In order to find P\left(a \lt X \lt b\right) when X doesn't follow the standard normal distribution, we need to calculate the z -scores of a and b.

When \mu is the mean and \sigma is the standard deviation, the z -score is the number of standard deviations an observation lies from the mean:

  • z_{a}=\dfrac{a-\mu}{\sigma}
  • z_{b}=\dfrac{b-\mu}{\sigma}

In our problem, the mean is \mu=4 and the standard deviation is \sigma=7. We calculate the z -scores for -10 and 15 as:

  • z_{-10}=\dfrac{-10-4}{7}=-2
  • z_{15}=\dfrac{15-4}{7}\approx 1.57
Step 2

Find the two probabilities

The table of standard normal probabilities gives the probability of observing an outcome below the given z -score:

  • P\left(X \lt a\right)\approx P\left(Z \lt z_{a}\right)
  • P\left(X \lt b\right)\approx P\left(Z \lt z_{b}\right)

Looking at the standard normal probabilities table, we find P\left(Z \lt -2\right) and P\left(Z \lt 1.57\right).

  • P\left(X \lt -10\right)\approx P\left(Z \lt -2\right)=1-P\left(Z \lt 2\right)=1-0.9\ 772=0.228
  • P\left(X \lt 15\right)\approx P\left(Z \lt 1.57\right)=0.9\ 418
Step 3

Calculate P\left(a \lt X \lt b\right)

We know that:

P\left(a \lt X \lt b\right)=P\left(X \lt b\right)-P\left(X \lt a\right)

Here we have:

P\left(-10 \lt X \lt 15\right)=P\left(X \lt 15\right)-P\left(X \lt -10\right)

P\left(-10 \lt X \lt 15\right)\approx 0.9\ 418-0.228

P\left(-10 \lt X \lt 15\right)\approx 0.919

X follows \mathcal{N}\left(8{,}3\right). Determine P\left(1 \lt X \lt 9\right).

Step 1

Calculate the z-scores of a and b

In order to find P\left(a \lt X \lt b\right) when X doesn't follow the standard normal distribution, we need to calculate the z -scores of a and b.

When \mu is the mean and \sigma is the standard deviation, the z -score is the number of standard deviations an observation lies from the mean:

  • z_{a}=\dfrac{a-\mu}{\sigma}
  • z_{b}=\dfrac{b-\mu}{\sigma}

In our problem, the mean is \mu=8 and the standard deviation is \sigma=3. We calculate the z -scores for 1 and 9 as:

  • z_{1}=\dfrac{1-8}{3}\approx -2.33
  • z_{9}=\dfrac{9-8}{3}\approx 0.33
Step 2

Find the two probabilities

The table of standard normal probabilities gives the probability of observing an outcome below the given z -score:

  • P\left(X \lt a\right)\approx P\left(Z \lt z_{a}\right)
  • P\left(X \lt b\right)\approx P\left(Z \lt z_{b}\right)

Looking at the standard normal probabilities table, we find P\left(Z \lt -2.33\right) and P\left(Z \lt 0.33\right).

  • P\left(X \lt 1\right)\approx P\left(Z \lt -2.33\right)=1-P\left(Z \lt 2.33\right)\approx 1-0.9\ 901\approx 0.99
  • P\left(X \lt 9\right)\approx P\left(Z \lt 0.33\right)\approx 0.6\ 293
Step 3

Calculate P\left(a \lt X \lt b\right)

We know that:

P\left(a \lt X \lt b\right)=P\left(X \lt b\right)-P\left(X \lt a\right)

Here we have:

P\left(1 \lt X \lt 9\right)=P\left(X \lt 9\right)-P\left(X \lt 1\right)

P\left(1 \lt X \lt 9\right)\approx 0.6\ 293-0.99=0.6\ 194

P\left(1 \lt X \lt 9\right)\approx 0.6\ 194

X follows \mathcal{N}\left(5{,}2\right). Determine P\left(3 \lt X \lt 7\right).

Step 1

Calculate the z-scores of a and b

In order to find P\left(a \lt X \lt b\right) when X doesn't follow the standard normal distribution, we need to calculate the z -scores of a and b.

When \mu is the mean and \sigma is the standard deviation, the z -score is the number of standard deviations an observation lies from the mean:

  • z_{a}=\dfrac{a-\mu}{\sigma}
  • z_{b}=\dfrac{b-\mu}{\sigma}

In our problem, the mean is \mu=5 and the standard deviation is \sigma=2. We calculate the z -scores for 3 and 7 as:

  • z_{3}=\dfrac{3-5}{2}=-1
  • z_{7}=\dfrac{7-5}{2}=1
Step 2

Find the two probabilities

The table of standard normal probabilities gives the probability of observing an outcome below the given z -score:

  • P\left(X \lt a\right)\approx P\left(Z \lt z_{a}\right)
  • P\left(X \lt b\right)\approx P\left(Z \lt z_{b}\right)

Looking at the standard normal probabilities table, we find P\left(Z \lt -1\right) and P\left(Z \lt 1\right).

  • P\left(X \lt 3\right)\approx P\left(Z \lt -1\right)=1-P\left(Z \lt 1\right)\approx 1-0.8\ 413=0.1\ 587
  • P\left(X \lt 7\right)\approx P\left(Z \lt 1\right)\approx 0.8\ 413
Step 3

Calculate P\left(a \lt X \lt b\right)

We know that:

P\left(a \lt X \lt b\right)=P\left(X \lt b\right)-P\left(X \lt a\right)

Here we have:

P\left(3 \lt X \lt 7\right)=P\left(X \lt 7\right)-P\left(X \lt 3\right)

P\left(3 \lt X \lt 7\right)\approx 0.8\ 413-0.1\ 587=0.6\ 826

P\left(3 \lt X \lt 7\right)\approx 0.6\ 826

X follows \mathcal{N}\left(10{,}3\right). Determine P\left(4 \lt X \lt 16\right).

Step 1

Calculate the z-scores of a and b

In order to find P\left(a \lt X \lt b\right) when X doesn't follow the standard normal distribution, we need to calculate the z -scores of a and b.

When \mu is the mean and \sigma is the standard deviation, the z -score is the number of standard deviations an observation lies from the mean:

  • z_{a}=\dfrac{a-\mu}{\sigma}
  • z_{b}=\dfrac{b-\mu}{\sigma}

In our problem, the mean is \mu=10 and the standard deviation is \sigma=3. We calculate the z -scores for 4 and 16 as:

  • z_{4}=\dfrac{4-10}{3}=-2
  • z_{16}=\dfrac{16-10}{3}=2
Step 2

Find the two probabilities

The table of standard normal probabilities gives the probability of observing an outcome below the given z -score:

  • P\left(X \lt a\right)\approx P\left(Z \lt z_{a}\right)
  • P\left(X \lt b\right)\approx P\left(Z \lt z_{b}\right)

Looking at the standard normal probabilities table, we find P\left(Z \lt -2\right) and P\left(Z \lt 2\right).

  • P\left(X \lt 4\right)\approx P\left(Z \lt -2\right)=1-P\left(Z \lt 2\right)\approx 1-0.9\ 772=0.228
  • P\left(X \lt 16\right)\approx P\left(Z \lt 2\right)\approx 0.9\ 772
Step 3

Calculate P\left(a \lt X \lt b\right)

We know that:

P\left(a \lt X \lt b\right)=P\left(X \lt b\right)-P\left(X \lt a\right)

Here we have:

P\left(4 \lt X \lt 16\right)=P\left(X \lt 16\right)-P\left(X \lt 4\right)

P\left(4 \lt X \lt 16\right)\approx 0.9\ 772-0.228=0.9\ 544

P\left(4 \lt X \lt 16\right)\approx 0.9\ 544

X follows \mathcal{N}\left(6{,}4\right). Determine P\left(-3 \lt X \lt 7\right).

Step 1

Calculate the z-scores of a and b

In order to find P\left(a \lt X \lt b\right) when X doesn't follow the standard normal distribution, we need to calculate the z -scores of a and b.

When \mu is the mean and \sigma is the standard deviation, the z -score is the number of standard deviations an observation lies from the mean:

  • z_{a}=\dfrac{a-\mu}{\sigma}
  • z_{b}=\dfrac{b-\mu}{\sigma}

In our problem, the mean is \mu=6 and the standard deviation is \sigma=4. We calculate the z -scores for -3 and 7 as:

  • z_{-3}=\dfrac{-3-6}{4}=-2.25
  • z_{7}=\dfrac{7-6}{4}=0.25
Step 2

Find the two probabilities

The table of standard normal probabilities gives the probability of observing an outcome below the given z -score:

  • P\left(X \lt a\right)\approx P\left(Z \lt z_{a}\right)
  • P\left(X \lt b\right)\approx P\left(Z \lt z_{b}\right)

Looking at the standard normal probabilities table, we find P\left(Z \lt -2.25\right) and P\left(Z \lt 0.25\right).

  • P\left(X \lt -3\right)\approx P\left(Z \lt -2.25\right)=1-P\left(Z \lt 2.25\right)\approx 1-0.9\ 878=0.122
  • P\left(X \lt 7\right)\approx P\left(Z \lt 0.25\right)\approx 0.5\ 987
Step 3

Calculate P\left(a \lt X \lt b\right)

We know that:

P\left(a \lt X \lt b\right)=P\left(X \lt b\right)-P\left(X \lt a\right)

Here we have:

P\left(-3 \lt X \lt 7\right)=P\left(X \lt 7\right)-P\left(X \lt -3\right)

P\left(-3 \lt X \lt 7\right)\approx 0.5\ 987-0.122=0.5\ 865

P\left(-3 \lt X \lt 7\right)\approx 0.5\ 865

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See also
  • Course : Probability distributions
  • Exercise : Determine the expected value for a game of chance
  • Exercise : Identify situations that fit the binomial distribution model
  • Exercise : Determine P(X=k) for a certain k and for X following a given binomial distribution, using the formula
  • Exercise : Determine P(-k≤X≤k) when X follows the standard normal distribution
  • Exercise : Determine a such that P(-a≤X≤a)=b, when X follows the standard normal distribution and b is given
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