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Title: Math 3680


1
Math 3680 Lecture 10 Normal Random Variables
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  • Many distributions follow the bell curve rather
    well. For example, according to studies, the
    height of U.S. women has the following data m
    63.5 inches and s 2.5 inches
  • Accordingly, about 68 of women have heights
  • between 61 and 66 inches.

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  • However, the bell curve does not model all data
    sets well.

4
  • Example What percentage of women has heights
    between 60 and 68 inches?

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  • Example What percentage of women has heights
    between 60 and 68 inches?
  • Is this answer exact or an approximation?

6
  • Example For a certain population of high school
    students, the SAT-M scores are normally
    distributed with m 500 and s 100. A
    certain engineering college will accept only high
    school seniors with SAT-M scores in the top 5.
    What is the minimum SAT-M score for this program?
  • Note Before, the kind of question that was
    posed was What percentage of students score
    above 700 on the SAT-M? Now, the percentage is
    specified.

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  • Approximating a Binomial(n, p) distribution with
    a normal curve

9
  • Example From a heterozygous cross of two pea
    plants, 192 seeds are planted. According to the
    laws of genetics, there is a 25 chance that any
    one offspring will be recessive homozygous,
    independently of all other offspring.
  • Find the probability that between 44 and 55
    (inclusive) of the seeds are recessive homozygous.

10
  • Solution 1 (Exact). Let X denote the number
    of recessive homozygous offspring. Then
  • X Binomial(192, 0.25)
  • Therefore,

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In terms of the probability histogram
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  • Solution 2 (Approximate). Note that the
    probability histogram of the Binomial(192, 0.25)
    distribution is approximated well by a bell
    curve. Since
  • X Binomial(192, 0.25),
  • we have
  • We convert 43.5 and 55.5 to standard units

13
  • Solution 2 (continued)
  • Therefore,
  • Question Why did we standardize 43.5 and 55.5?
  • This subtlety is called continuity correction.

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BBinomial(n, 0.5) distribution
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BBinomial(n, 0.5) distribution
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BBinomial(100, p) distribution
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BBinomial(100, p) distribution
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BBinomial(n,p) distribution with p small
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  • Limitations On Normal Approximation
  • The normal approximation is reasonable if n is
    large and both p and 1 - p are not small.
    More precisely, the approximation is good if
  • n p ? 5 and n (1 - p) ? 5.
  • What happens if n is large and p is small?
  • What if instead p is close to 1?

20
  • Continuity Correction
  • The primary difficulty with using the continuity
    correction is deciding whether to add or subtract
    0.5 from the endpoints. This decision may be
    facilitated by drawing a rough histogram and then
    deciding which rectangles are to be included.
  • Example In the previous problem, what should be
    converted to standard units to find
  • P(24 ? X ? 30)
  • P(31 lt X ? 38)
  • P(X gt 25)
  • P(X ? 37)

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  • Continuity Correction
  • Theres nothing particularly special about the
    binomial distribution for this procedure.
  • The continuity correction can be used whenever a
    discrete random variable is being approximated by
    a continuous one.

22
  • Example A gambler repeatedly bets on red in
    roulette. The chance of winning on one play is p
    9/19. Suppose the gambler plays 100 times. Use
    the normal approximation to estimate the
    probability that the gambler wins more than 50
    times.
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