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150
X
x=0
Clearly, the probability above is difficult to compute. Fortunately, the normal distribution can be used to find an excellent approximation in this case.
x + 0.5 np
P (X x) = P (X x + 0.5) P Z q
np(1 p)
and
x 0.5 np
P (X x) = P (X x 0.5) P Z q
np(1 p)
n = 10, p = 0.5
n = 10, p = 0.25
600
600
400
400
200
200
0
5
10
n = 10, p = 0.75
10
n = 1000, p = 0.25
600
500
400
400
300
200
200
100
0
10
0
200
15
250
300
150.5 160
q
P (X 150) = P (X 150.5) = P q
160(1 105 )
160(1 105 )
X 160
P (Z 0.75)
= 0.227
Example 3 Again consider the transmission of bits as given in the previous examples. To judge how well the normal approximation works, assume only 50 bits are
to be transmitted and the probability of an error is p = 0.1. The exact probability
that two or less errors occur is
P (X 2) =
50
0
!
50
0.9 +
50
1
50
2
49
0.1(0.9) +
P (X 2) = P q
X 5
2.5 5
!=8
1500
1000
800
1000
600
400
500
200
0
5
0
10
10
! = 10
10
20
! = 20
800
600
600
400
400
200
200
0
10
15
20
10
20
30
40
950 1000
X
e
1000x
0
x!
P (X x) = P Z
1000
= P (Z 1.5653) = 0.058756
Assessing Normality
Whether or not the normal distribution is an adequate model for a given
data set is often assessed by
1. Comparing characteristics of the data with theoretical properties of
normal distribution
2. Frequency histogram
3. Box-plots
4. Normal probability plot
Standardized Poisson (! = 3)
2500
250
2000
200
1500
150
1000
100
500
50
10
0
5
15
Poisson (! = 20)
4000
250
200
3000
150
2000
100
1000
0
50
0
10
20
30
0
5
40
If we compute the estimated mean, median and IQR using the standardized
data (with = 3), we obtain values 0.0219, 0.0070, and 1.1570, respectively.
If we compute the estimated mean, median and IQR using the standardized
data (with = 20), we obtain values 0.0090, 0.0034, and 1.3421, respectively.
If we examine the box-plots given in Figure 4, we see that the normal distribution is not a very good approximation to the Poisson distribution with
= 3.
The same conclusion can be drawn by examining the normal probability plots
given in Figure 5.
Standardized Poisson (! = 3)
10
3
2
Poisson (! = 3)
1
4
0
2
1
0
Poisson (! = 20)
40
35
30
1
Z
25
20
15
10
0.999
0.999
0.997
0.997
0.99
0.99
0.98
0.98
0.95
0.95
0.90
0.90
0.75
0.75
Probability
Probability
Standardized Poisson (! = 3)
0.50
0.50
0.25
0.25
0.10
0.10
0.05
0.05
0.02
0.02
0.01
0.01
0.003
0.003
0.001
0.001
1
0
Z
(j 0.5)/10
0.05
0.15
0.25
0.35
0.45
0.55
0.65
0.75
0.85
0.95
zj
1.64
1.04
0.67
0.39
0.13
0.13
0.39
0.67
1.04
1.64
1.5
zj
0.5
0.5
1.5
2
175
180
185
190
195
200
205
210
215
220
X(j)
5/36
Probability
4/36
3/36
2/36
1/36
1.5
2.5
3.5
Xbar
4.5
5.5
Table 2: All possible outcomes for the average of two tosses of a fair die.
Sample
1, 1
1, 2
1, 3
1, 4
1, 5
1, 6
2, 1
2, 2
2, 3
2, 4
2, 5
2, 6
3, 1
3, 2
3, 3
3, 4
3, 5
3, 6
4, 1
4, 2
4, 3
4, 4
4, 5
4, 6
5, 1
5, 2
5, 3
5, 4
5, 5
5, 6
6, 1
6, 2
6, 3
6, 4
6, 5
6, 6
10
X
1.0
1.5
2.0
2.5
3.0
3.5
1.5
2.0
2.5
3.0
3.5
4.0
2.0
2.5
3.0
3.5
4.0
4.5
2.5
3.0
3.5
4.0
4.5
5.0
3.0
3.5
4.0
4.5
5.0
5.5
3.5
4.0
4.5
5.0
5.5
6.0
Probability
1/6
5/36
Probability
4/36
3/36
2/36
1/36
1.5
2.5
3.5
4
Xbar (n = 2)
4.5
5.5
11
X
X
X / n
12
Example 9 The Dean of the College of Business claims that the average salary
of the schools graduates one year after graduation is $800 per week (X ) with a
standard deviation of $100 (X ). A second-year student would like to check whether
the claim about the mean is correct. He takes a random sample of 25 people who
graduated one year ago and determines their weekly salary. He discovers the sample
mean to be $750. Is this consistent with the Deans claim?
1
np
E(X) =
=p
n
n
and
1
1
p(1 p)
V ar(P ) = V ar(X/n) = 2 V ar(X) = 2 np(1 p) =
n
n
n
Assuming the normal approximation to the binomial distribution is adequate,
we can standardize the sample proportion P and reference the standard
normal distribution, i.e.,
Z=q
P p
p(1 p)/n
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N (0, 1)
Example 10 Suppose that bottle caps are manufactured for a local brewery.
Suppose you take a random sample of 100 bottle caps from the process and
determine the count of non-conforming bottle caps contained in the sample.
If the true process fraction nonconforming is p = 0.05, what is the probability
that the proportion of non-conforming bottle caps in the sample is greater than
0.10?
We are interested in the probability
0.1 0.05
0.05(0.95)/100
= P (Z > 2.2942)
= 1 P (Z < 2.2942)
= 1 (2.2942)
= 0.0109
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Note that X1 X2 = n11 + n22 is also called the standard error of the
difference between two means.
Example 11 Starting salaries for MBA graduates at two universities are
normally distributed with the means and standard deviations given in Table
11. If graduates are selected at random from each university, what is the
1 X
2?
sampling distribution of X
Mean ()
Std. Dev. ()
Sample Size (n)
University 1
$62,000/yr
$14,500/yr
50
University 2
$60,000/yr
$18,300/yr
60
Note that if both of the populations are NOT normally distributed, but
the sample sizes are large (> 30), then by the central limit theorem the
1 X
2 is approximately normal.
sampling distribution of X
15
Practice Problems
1. A machine is used to fill containers with a liquid product. Assume the fill
volume is normally distributed. A random sample of 10 containers is selected
and the net contents (oz) are as follows: 12.03, 12.01, 12.04, 12.02, 12.05,
11.98, 11.96, 12.02, 12.05, and 11.99, where x = 12.0150.
(a) If fill volume is known to have a mean of 12 oz and a standard deviation
of 0.03 oz, what is the probability that you will see a sample average
greater than x?
(b) Does the assumption of normality seem appropriate for the fill volume
data? (Note: you must justify your answer by assessing the normality
of the data.)
2. The inside diameters of bearings used in an aircraft landing gear assembly
are known to have a mean of 8.25 cm and standard deviation of 0.005 cm.
Suppose you take a random sample of 15 bearings and compute x = 8.2535.
What is the probability that you will see a sample mean greater than x?
3. A random sample of 200 printed circuit boards contains 18 defective or nonconforming units.
(a) What is the sample process fraction nonconforming?
(b) If the true process fraction nonconforming is p = 0.10, what is the
probability you will observe a sample process fraction nonconforming
less than 0.09.
4. Suppose you take take random samples of sizes n1 = 10 and n2 = 5 from
two different normal populations. Suppose the first population has mean
1 = 25 and variance 12 = 5, and the second population has mean 2 = 32
and variance 22 = 7. Suppose that you compute the sample means of each
sample and obtain x1 = 24.75 and x2 = 29.2. What is the probability of
observing a difference in the sample means less than that observed? (i.e.,
1 X
2 < 4.45))
you are looking for P (X
16