Chapter 4: Problem 54
Assume \(X\) is normally distributed with a mean of 10 and a standard deviation
of 2 . Determine the value for \(x\) that solves each of the following:
(a) \(P(X>x)=0.5\)
(b) \(P(X>x)=0.95\)
(c) \(P(x
Short Answer
Expert verified
(a) 10, (b) 6.71, (c) 8.95, (d) 3.92, (e) 5.152.
Step by step solution
01
Understanding the Problem
We have a normally distributed variable, \( X \), with a mean (\( \mu \)) of 10 and a standard deviation (\( \sigma \)) of 2. We need to find the value of \( x \) for different probability conditions.
02
Solving Part (a): Finding 50th Percentile
Given \( P(X>x)=0.5 \), it means we need the median of the distribution. For a normal distribution, the median is the same as the mean. Hence, \( x=10 \).
03
Solving Part (b): Finding 95th Percentile
Given \( P(X>x)=0.95 \), we need to find the 5th percentile because \( P(X \leq x)=0.05 \). Using standard normal distribution tables or a calculator, the z-score corresponding to 0.05 probability is \( z = -1.645 \). Transform this to our distribution: \( x = 10 + (-1.645)(2) = 6.71 \).
04
Solving Part (c): Finding Probability Range
Given \( P(x < X < 10) = 0.2 \), it implies \( P(X < 10) - P(X < x) = 0.2 \). Since \( P(X < 10) = 0.5 \), it follows that \( 0.5 - P(X < x) = 0.2 \), so \( P(X < x) = 0.3 \). The z-score for 0.3 is approximately \( z = -0.524 \), which gives \( x = 10 + (-0.524)(2) = 8.95 \).
05
Solving Part (d): Symmetric Interval Within 95%
Given \( P(-x < X-10 < x) = 0.95 \), which means the interval \( (10-x, 10+x) \) should cover 95% of the distribution. The z-score for the middle 95% is approximately \( z = 1.96 \). Therefore, \( x = 1.96(2) = 3.92 \).
06
Solving Part (e): Symmetric Interval Within 99%
Given \( P(-x < X-10 < x) = 0.99 \), which means the interval \( (10-x, 10+x) \) should cover 99% of the distribution. The z-score for the middle 99% is approximately \( z = 2.576 \). Thus, \( x = 2.576(2) = 5.152 \).
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Probability
Probability is a mathematical concept used to quantify the likelihood of an event occurring. In the context of normal distribution, probability helps us determine the chance that a random variable will fall within a certain range. For a variable like \( X \) that is normally distributed, probabilities correspond to the area under the bell curve.
Here are some important aspects to remember:
Here are some important aspects to remember:
- The total probability of all events in a sample space is 1.
- In a standard normal distribution, the mean is located at the center, where \( P(X > \mu) = 0.5 \).
- Finding probabilities often involves using z-scores, which map probabilities to specific values under the curve.
Z-score
A Z-score is a statistical measure that describes a value's position relative to the mean of a group of values. It is calculated by subtracting the mean from the data point and then dividing by the standard deviation. Z-scores are useful because they allow us to compare values from different normal distributions, or calculate how far (in terms of standard deviations) a value is from the mean.
The formula for calculating a z-score is: \[ z = \frac{X - \mu}{\sigma} \] where:
The formula for calculating a z-score is: \[ z = \frac{X - \mu}{\sigma} \] where:
- \( X \) is the value you are looking at.
- \( \mu \) is the mean of the distribution.
- \( \sigma \) is the standard deviation.
Percentile
A percentile is a measure used to express a particular value's position within a dataset, showing the percentage of data below that specific value. In a normal distribution, percentiles can help us understand how a value compares to the rest of the data. For instance, the 50th percentile is equivalent to the median, and in a normal distribution, it coincides with the mean.
Important points about percentiles include:
Important points about percentiles include:
- The 5th percentile indicates that 5% of the data falls below this value.
- The 95th percentile is commonly used to identify values within the top 5% of a distribution.
- Percentiles are useful in interpreting z-scores, as they translate a z-score into a percentage of data below a given score.
Standard Deviation
Standard Deviation is a measure of the dispersion or spread of a set of values. In a normal distribution, it determines the relative width of the curve, indicating how much individual data points typically deviate from the mean.
The formula for standard deviation (\( \sigma \)) is:\[ \sigma = \sqrt{\frac{\sum (X_i - \mu)^2}{N}} \] where:
The formula for standard deviation (\( \sigma \)) is:\[ \sigma = \sqrt{\frac{\sum (X_i - \mu)^2}{N}} \] where:
- \( X_i \) represents each value in the dataset.
- \( \mu \) is the mean of the dataset.
- \( N \) is the number of values in the dataset.