AQA Statistics 1 The normal distribution

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Section 2: Percentage points

Notes and Examples

These notes contain subsections on
- Working backwards
- Non-standardised variables
- Further examples


Working backwards

If you need to find the value of z associated with a particular probability, then
you need to work backwards.

To do this, you need to be confident using the tables giving percentage points
of the Normal distribution.

Since the inverse Normal tables start with a probability of 0.5, you must
always work with a probability of 0.5 or above. If you are given a probability of
less than 0.5, you need to use symmetry:

P(Z < a) = p P(Z < -a) = 1 p

Or, using the alternative notation:

u(a) = p u(-a) = 1 p

Note that this is only true for a standard Normal distribution, since the
mean is zero.

Example 1 Version 1
Find a and b where:
(i) P(Z < a) = 0.85
(ii) P(Z < b) = 0.15

Solution
Using the table for the percentage points of the Normal distribution:
(i) Looking up p = 0.85 gives z = 1.036
So a = 1.036

(ii) By symmetry P(Z < b) = 0.15 P(Z < -b) = 0.85
From part (i) you can see that -b = 1.036.
So b = -1.036

Example 1 Version 2
Find a and b where:
(i) u(a) = 0.85
(ii) u(b) = 0.15
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Solution
Using the table for the percentage points of the Normal distribution:
(i)
1
(0.85) 1.036

= u = a

(ii) By symmetry P(Z < b) = u(b) = 0.15 u(-b) = 0.85

1
(0.85) 1.036

= u = b
So b = -1.036


Non-standardised variables

Once you are confident using standardised normal variables you can apply
the same techniques to other normal distributions by standardising the
variables using
x
z

o

= .

To convert from standardised scores to the value in its original context, you
can use o = + x z .


Example 2 Version 1
Assume a test is normally distributed with a mean of 50 and a standard deviation of 6.
Let X be the distribution of test scores.
Find a and b where:
(i) P(X > a) = 0.39
(ii) P(X < c) = 0.15

Solution
X N (50, 6
2
)

(i) P(X > a) = 0.39 P(X < a) = 0.61
From tables: P(Z < 0.2793) = 0.61
So z = 0.2793
Using o = + x z : a = 50 + 6 0.2793 = 51.68

(ii) By symmetry P(Z < z) = 0.15 P(Z < -z) = 0.85
From the tables P(Z < 1.036) = 0.85
So z = -1.036
Using o = + x z : b = 50 + 6 1.036 = 43.78

Solution 2
X N (50, 6
2
)

(i) P(X > a) = 0.39 P(X < a) = 0.61
From tables
1
(0.612) 0.2793

u =
Using o = + x z : a = 50 + 6 0.2793 = 51.68

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(ii) P(X < b) = 0.15
By symmetry P(Z < z) = 0.15 P(Z < -z) = 0.85
1
(0.85) 1.036
1.036
z
z

= u =
=

Using o = + x z : b = 50 + 6 1.036 = 43.78


Further examples

A similar approach is undertaken if the value of or o is unknown and is
illustrated in the example below where o has to be found.


Example 3
Assume a test is normally distributed with a mean of 50 and a standard deviation of
o . Let X be the distribution of test scores.
Find o if the probability of getting a score above 66 is 0.11.

Solution 1
X N (50, o
2
)

P(X > 66) = 0.11 P(X < 66) = 0.89
From tables, P(Z < 1.227) = 0.89
So z = 1.227
Now when x = 66,
66 50 16
z
o o

= =
16
1.227
o
=
o =
16
13.04
1.227
= =

Solution 2
X N (50, o
2
)

P(X > 66) = 0.11 P(X < 66) = 0.89
1
( ) 0.89 (0.89) 1.227

u = = u = z z
Now when x = 66,
66 50 16
z
o o

= =
16
1.227
o
=
16
13.04
1.216
o = =


The final example looks at determining the limits where a percentage of the
distribution is expected to lie.

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Example 4
Consider a Normal variable with mean 70 and variance 25.
Find the limits within which the central 95% of the distribution lies.

Solution
X N(70, 25)

Let the limits within which the central 95% of the
distribution lies be a and b, where a < b. If 95% of the
values lie within a and b, then 2.5% of the values lie
either side of a and b.

P(X < b) = 0.975
From tables P(Z < 1.96) = 0.975 so z = 1.96
Using o = + x z : b = 70 + 5 1.96 = 79.8

EITHER: Now a and b must be symmetrical about the mean, which is 70.
a = 70 5 1.96 = 60.2

OR: P(X < a) = 0.025
From tables P(Z < -1.96) = 0.025 so z = -1.96
Using o = + x z : a = 70 5 1.96 = 60.2

Solution 2
X N (70, 25)

Let the limits within which the central 95% of the distribution lies be a and b, where
a < b. If 95% of the values lie within a and b, then 2.5% of the values lie either side of
a and b.
P(X < b) = 0.975
From tables
1
(0.975) 1.96

u =
Using o = + x z : b = 70 + 51.96 = 79.8

EITHER: Now a and b must be symmetrical about the mean, which is 70.
a = 70 51.96 = 60.2

OR: P(X < a) = 0.025
From tables
1
(0.025) 1.96

u =
Using o = + x z : a = 70 - 51.96 = 60.2


70
b
a
95%
2.5%
2.5%