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Inverse Normal
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Inverse Normal This is where you know the probability and have to find out either the value that X is ≥ < > ≤, σ or µ. Since it is working backwards to what we normally do we call it “inverse normal” Again we can use our GC: Stat Dist Norm INVN = inverse normal The x value given always has the shaded area to the left x
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Example 1 X is a normally distributed random variable with µ = 25 and σ = 4. P(X<x)= Find x. Step 1: Draw a diagram 0.982 x
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Step 2: 0.982 Use GC x GC select invn Area=.982 Answer: x=33.387
Example 1 X is a normally distributed random variable with µ = 25 and σ = 4. P(X<x)= Find x. 0.982 x Step 2: Use GC GC select invn Area=.982 Answer: x=33.387
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Check: Does answer make sense?
Example 1 X is a normally distributed random variable with µ = 25 and σ = 4. P(X<x)= Find k. 0.982 x Step 3: Check: Does answer make sense? x= is bigger than the µ and is on the right of the mean – so answer ok
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0.05 Step 1: Draw a diagram k Example 2
X is a normally distributed random variable with µ = 2500 and σ = 8. P(X>k)=0.05 Find k. Step 1: Draw a diagram 0.05 k
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0.05 Step 2: Use GC k GC select invn Area=1 - 0.05=0.95
Example 2 X is a normally distributed random variable with µ = 2500 and σ = 8. P(X>k)=0.05 Find k. 0.05 k Step 2: Use GC GC needs this area GC select invn Area= =0.95 Answer: k =
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Check: Does answer make sense?
Example 2 X is a normally distributed random variable with µ = 2500 and σ = 8. P(X>k)=0.05 Find k. 0.05 k Step 3: Check: Does answer make sense? k = is bigger than the µ and is on the right of the mean – so answer ok
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Note: If you need to find σ or µ then you need to use:
So first need to find z by using inverse for STANDARD normal
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X is a normally distributed random variable with µ = 32 Find σ if
Example 3 X is a normally distributed random variable with µ = 32 Find σ if P(X<40)=0.75 Step 1. Draw a diagram 0.75 µ=32 X
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Step 2. Find z: GC: Stat Dist Norm INVN Area = 0.75 σ = 1 µ = 0
Standard normal normal is the same as µ=0 z µ=32 X Step 2. Find z: GC: Stat Dist Norm INVN Area = σ = 1 µ = 0 This gives z =
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Example 3 Step 3. Find σ: Sub X=40 µ=32 and z= into: = 40 – 32 σ σ = 11.86
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