A small Normal Distribution problem
Hi Mr Koh,
Here is a problem from my tutorial which I experienced difficulty solving:
Given that X~N( -12, 6) , find k such that P( |X+12| < k) =0.85
Student X
I will offer two slightly different methods for your consideration.
1. The distribution of X+12 will have a different mean value; however its variance remains unchanged.
ie X+12~N( 0, 6)
P( |X+12| < k) =0.85 ====> P (-k < X+12 < k ) =0.85
If you were to sketch the normal distribution curve for X+12, and pencil in the limits -k/+k , you will notice that the area under the curve
between -k and +k is equal to 0.85. Since this curve is symmetrical about the y-axis, you can further reinterpret the probability structure
to arrive at P( X+12 < -k) = (1-0.85)/2 = 0.075.
Thereafter, using the Inverse Normal computation, you should arrive at k=3.5261 (shown)
2. P( |x+12| < k) =0.85 ====> P (-k < X+12 < k ) =0.85
or P (-k-12 < X < k -12 ) =0.85 ----------(1)
Consider standidization to the standard normal Z variable where Z~ N(0, 1),
(1) therefore becomes (-k/sqrt(6) < Z < k/sqrt(6) ) =0.85
Since the standard normal distribution curve is symmetrical about the y-axis, then it is also alternatively true to state that
P( Z< -k/sqrt(6) ) = (1-0.85)/2 =0.075
Thereafter, using the Inverse Normal computation, you shall obtain
-k/sqrt(6) = -1.4395 ===> k= 3.5261 (shown)
Hope this helps. Peace.
Best Regards,
Mr Koh