Statistics · real student question

Find P(X < 40.851) where X follows a normal distribution with mean 55 and standard deviation 10.

Question

Find P(X<40.851)P(X<40.851) where XN(μ=55, σ=10)X\sim N\left(\mu=55,\ \sigma=10\right).

Step-by-step solution

  1. Standardise the value into a zz-score. The zz-score measures how many standard deviations the value sits from the mean:

    z=xμσ=40.8515510=14.14910=1.4149z=\frac{x-\mu}{\sigma}=\frac{40.851-55}{10}=\frac{-14.149}{10}=-1.4149

    The negative sign says 40.85140.851 is below the mean, so the probability must come out below 0.50.5 — an immediate check on the final answer.

  2. Translate the question into a standard-normal area. Because standardising preserves probabilities,

    P(X<40.851)=P(Z<1.4149)=Φ(1.4149)P(X<40.851)=P(Z<-1.4149)=\Phi(-1.4149)

    where Φ\Phi is the standard normal cumulative distribution function.

  3. Evaluate the cumulative probability. Using the error function, Φ(z)=12[1+erf ⁣(z2)]\Phi(z)=\tfrac12\left[1+\operatorname{erf}\!\left(\tfrac{z}{\sqrt2}\right)\right]:

    Φ(1.4149)=0.078549\Phi(-1.4149)=0.078549

    From a printed table you would interpolate between Φ(1.41)=0.0793\Phi(-1.41)=0.0793 and Φ(1.42)=0.0778\Phi(-1.42)=0.0778, giving 0.07930.49(0.0015)=0.078570.0793-0.49(0.0015)=0.07857 — close to the exact value, with the difference due to table rounding.

  4. State the answer.

    P(X<40.851)0.0785(about 7.85%)P(X<40.851)\approx 0.0785\quad\text{(about }7.85\%\text{)}

  5. Check the result for plausibility. A zz of 1.41-1.41 lies just inside the classic 1.645-1.645 cut-off for the bottom 5%5\% and outside the 1.28-1.28 cut-off for the bottom 10%10\%, so the tail area must fall between 5%5\% and 10%10\% — and 7.85%7.85\% does \checkmark. By symmetry, P(X>69.149)P(X>69.149) has exactly the same value.

Answer

P(X<40.851)=Φ(1.4149)0.0785P(X<40.851)=\Phi(-1.4149)\approx 0.0785

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