CAIE A-Level · Mathematics 9709 · The Normal Distribution

Solving Normal Distribution Problems — 9709 Statistics 1 (5.5)

7 min readSyllabus 5.5PreviewBy Uzair Khan

Syllabus objective

Solve problems concerning a variable X, where X ~ N(μ, σ²), including finding the value of P(X > x₁), or a related probability, given the values of x₁, μ, σ, and finding a relationship between x₁, μ and σ given the value of P(X > x₁) or a related probability. For calculations involving standardisation, full details of the working should be shown, e.g. Z = (X − μ)/σ.

Introduction

The Normal distribution is one of the most frequently examined topics in 9709 Statistics 1. Once you understand its shape and symmetry, the key skill is translating between the original variable XX and the standard Normal variable ZZ — a process called standardisation. This note covers both directions of problem:

  1. Given x1x_1, μ\mu, σ\sigma → find a probability such as P(X>x1)P(X > x_1).
  2. Given a probability → find a relationship between x1x_1, μ\mu, and σ\sigma, or determine the unknown parameter(s).

CAIE examiners explicitly require full standardisation working to be shown; omitting the Z=XμσZ = \dfrac{X - \mu}{\sigma} step will cost marks even if the final answer is correct.


Core Concept

If XN(μ,σ2)X \sim N(\mu, \sigma^2), the standardisation formula converts any value x1x_1 of XX into a value z1z_1 of the standard Normal variable ZN(0,1)Z \sim N(0,1):

Z=XμσZ = \frac{X - \mu}{\sigma}

All probability lookups are then made using the Φ(z)\Phi(z) table, which gives P(Zz)P(Z \leq z) for z0z \geq 0.

Key symmetry results (essential for the exam):

Probability formRewritten using Φ\Phi
P(Zz)P(Z \leq z)Φ(z)\Phi(z)
P(Zz)P(Z \geq z) for z>0z > 01Φ(z)1 - \Phi(z)
P(Zz)P(Z \leq -z) for z>0z > 01Φ(z)1 - \Phi(z)
P(Zz)P(Z \geq -z) for z>0z > 0Φ(z)\Phi(z)
P(z1Zz2)P(z_1 \leq Z \leq z_2)Φ(z2)Φ(z1)\Phi(z_2) - \Phi(z_1)

Finding unknown parameters: When a probability is given, you reverse-engineer zz from the tables (using the percentage-point column or inverse lookup), then set up an equation using z=x1μσz = \dfrac{x_1 - \mu}{\sigma} and solve for the unknown.


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