PROBABILITY DISTRIBUTIONS

A random variable Observe that  P  X  x   1/ 4  1/ 2  1/ 4  1

A random variable, r.v., X is a numerical-valued all x

function which maps each point in the sample Generally

space S to exactly one numeric value.
e. g. Number of books on a students table
If X is a d.r.v then  P  X  x  1
all x
Discrete Random Variable D.R.V. Probability density function p.d.f or Probability
A D.r. v. can take only distinct or separate numeric mass function p.m.f
values in an interval. E.g. Score on die, Number of The p.d.f is a function f  x  that is used to
children in a family, Number of passengers in a
car, Shoe size, cost, number of coins allocate probabilities to the different values of the
Continuous Random Variable C.R.V. random variable f  x   P  x   P  X  x 
A c.r. v can take any value in a given interval e.g Example
Ages of people, weights, temperature, heights, 1
time, measurements. Show that f  x   2Cx   , x  0,1, 2 is a p.d.f. for
4
Notation:
the random variable in the example above.
A r.v. is represented by a capital leter and the value
Solution
it can take by the corresponding lower case letter.
1 1
R  r 0,1, 2,3 P  X  0   f  0   2C0   
4 4
Example
If the random variable X is the ‘‘the number of  1  1 Hence, f  x  is a p.d.f.
P  X  1  f 1  2C1   
heads obtained when two coins are tossed’’ , find  4  2 for the random variable
the set of possible values of X. in the example above
1 1
Solution P  X  2   f  2   C2   2

4 4
Sample space is S  TT,TH,HT,HH .
Expectation, Variance, Standard deviation,
X  TT   0, X  TH   1, X  HT   1, X  HH   2 Mode and Median
If X is a discrete random variable then
X
TT 0 1. Expectation, E  X  or Mean,  =  xP  X  x 
1 all x

TH 2 Expectation of a function E  g  x   =  g  x  P  X  x 
all x

HT 2. Variance, Var  X  or   E  X    
2
2
 
S = Domain
Var  X  or  2    x    P  X  x 
2
HH
of X X  x 0,1, 2 all x

It can be shown that Var  X  or  2  E  X 2    2

Probability Distribution or Probability Law Proof
= List or table showing the probability of each By definition
value occurring.
Var  X     x    P  X  x 
2
Example
all x
Construct the probability distribution for the r.v. in
the example above.    x 2  2 x   2  P  X  x 
all x
Solution
  x 2 P  x   2   xP  x    2  P  x 
P  X  0   P TT   1 / 2  1 / 2  1 / 4 all x all x all x

P  X  1  P TH or HT   P TH   P  HT   E  X   2 .   1

2 2

 1 / 2 1 / 2  1 / 2 1 / 2  1 / 4  1 / 4  1 / 2  E  X 2   2  2   2
P  X  2   P  HH   1 / 2  1 / 2  1 / 4
Var  X   E  X 2    2
The probability distribution or Probability law of
X is 3. Standard deviation,  = Var  X 
x 0 1 2 4. Mode  Value with highest probability
P  X  x  1/4 1/2 1/4 5. Median,m  Middle value when values are in order
P  X  m   0.5
NB: The mean, mode and median are measures of P  X  xn   F  xn   F  xn 1  , n 
central tendency while the variance and standard
deviation are measures of spread or variation e.g. P  X  2   F  2   F 1
Example Example
Find the mean, variance, standard deviation, mode Find the distribution function for the number of
and median of the data in the example above heads obtained when two coins are tossed in the
Solution example above and represent it graphically.
x 0 1 2 Solution
P  X  x 1/4 1/2 1/4 x 0 1 2
Mean,    xP  X  x   0 1/ 4   11/ 2   2 1/ 4   1
P  X  x 1/4 1/2 1/4
Distribution function, F  x   P  X  x 
all x

E  X 2    x 2 P  X  x   02 1/ 4   12 1/ 2   22 1/ 4   3 / 2

all x

Var ( X )  E  X 2    2  3 / 2  12  1/ 2
x ,0 0,1 1, 2 2, 
Standard deviation,  = Var ( X )  1/ 2  0.71 F  x 0 1/4 3/4 1
Mode  1 Graphical Representation of the distribution
Median  1 function.
NB: For a symmetrical distribution
Mean  Mode  Median FX 
Properties of expectation and variance 1
If a and b are real numbers then
3/4
1. E  a   a and Var (a)  0
2/4
2. E  aX  b   aE  X   b
1/4
Var (aX  b)  a 2Var ( X ) x
3. If X and Y are independent 0 1 2 3
E  aX  bY   aE  X   bE Y  EXERCISE
Var (aX  bY )  a Var ( X )  b Var (Y )
2 2 1. The p.d.f. of a random variable R is
4. E  aX  bY   aE  X   bE Y 
k
f  r   r , r  1, 2,3,...
3
Var  aX  bY   a 2Var  X   b 2VarY Find
Example a) The value of k
Pg. 259. Ex. 9.3 No. 1 b) P  R  3 
Solution
E  X   2, E Y   3, Var  X   3,Var Y   4 c) P  2  R  4 

E  X 2   22  3  E  X 2   7
2. pg260 no. 2

E Y 2   32  4  E Y 2   13 CONTINUOUS RANDOM
VARIABLES
i.E  X  2Y 2  1  E  X   E Y 2   1 Probability Density Function
 2  13  1  16 If f  x  is the p.d.f of a continuous r.v. X defined
ii.E  2 X 2  3 X  2   2 E  X 2   3E  X   2 in a  x  b then
1. P  a  X  b   1   f  x  dx  1
b
 2  7   3  2   2  10 a

iii.Var  2 X  3Y  1  2 Var  X   3 Var Y 

2 2 2. If a  x1  x  x2  b then
 4  3  9  4   48 P  x1  x  x    f  x  dx  Shaded Area
x2

x1
 E  aX  bY   13 2a  3b  13 a  2 P a  X  b  P a  X  b  P a  X  b
iv.   2  
Var  aX  bY   48 3a  4b  48 b  3 3. P  X  x1   P  X  x2   0
2

4. Expectation or Mean
The Distribution function or Cumulative
distribution function is F  x   P  X  x  E  X  or    xf  x  dx
b

I.e. F  X  is the sum of all probabilities up to x.

Expectation of a continuous function Assignment
1. Pg. 353 no 13
E  g  x     g  x  f  x  dx
b

a 2. June 2014 P3 NO. 7

 E  X    x 2 f  x  dx
b
2
a SPECIAL DISCRETE RANDOM
VARIABLES
5. Variance, Var  X  or  2  E  X    
2
   Given a question involving a r.v.:
Hence  Define the random variable
 Identify the distribution and parameters
Var  X  or  2  E  X 2    2  Reason out each question to identify the
appropriate formula
Var  X  or  2   x 2 f  x  dx  2
b
A. THE DISCRETE UNIFORM OR
a
RECTANGULAR DISTRIBUTION
6. Standard deviation,   Var  X  If X is a d.r.v which is equally likely to take any
of its possible n values then
7. Mode  Value of x for which f  x  is greatest X Re c  n 
It can be obtaine by calculus or graphically 1
8. Median, m: P  x  m   0.5 P.d.f : P  X  x   , x  x1 , x2 ,..., xn
n
n 1 n2  1
 f  x  dx  0.5
m

a EX   Var  X  
2 12
Example
9. Cumulative Probability distribution or
A random variable X has p.d.f:
Distribution Function
1
0, xa P  X  x   , x  1, 2,3,..., n
 x n
F  x   P  X  x     f  x  dx, a  x  b Show that
 n 1
a

1, xb EX  

2
i. F  a   0, F  b   1 n2  1
Var  X  
ii. P  x1  x  x2   F  x2   F  x1  12
Example 2
iii. P  X  x   1  P  X  x   1  F  x 
X is the score on a fair 10 sided spinner. Define
iv. P.d.f, f  x   F '  x  Y  5 X  3 . Find the mean and variance of Y
10. Quartiles
1 B. THE GEOMETRIC DISTRIBUTION
f  x  dx 
Q1
Lower Quartile, Q1 : a 4
A r.v. X has a geometric distribution with
2 parameter p i.e X Geo  p  iff X is the number
Second Quartile, Q2 :  f  x  dx   Q2  Median
Q2

a 4 of independent trials upto and including the first

success, each trial being either a success with fixed
3
Upper Quartile, Q3 :  f  x  dx 
Q3
probability p or failure with fixed probabiliy q
a 4
where q  1  p
Example
1. June 2015 P3 No. 7 If X Geo  p  , q  1  p
The random variable X has p.d.f. defined by P.d . f : P  X  x   q x 1 p for x  1, 2,3,...
 1  x 2  , 0  x  1
f  x   EX  
1 q
Var  X   2 Mode = 1
0, elsewhere p p
a) Find the value of  . 2mks The distribution function:
Hence determine
F  x   P  X  x   1  q x Proof
b) the mean  , and variance  2 , of X. 8mks
c) the cumulative distribution of X. 1mk  P  X  x   q x (complementrary events)
d) P  X      giving your answer correct to 3
Example 1 Products produced by a machine has a
significant figures. 4mks
20% defective rate.
2. PAGE 300 NO 6
a) What is the probability that the first defective JUNE 2004 NO 6
occur in the fifth inspected?
b) What is the probability that the first defective Example
occur in the first five inspected? 𝑃(𝑋 ≤ 5) In a large city 1 person in 5 is left handed.
c) What is the minimum number of inspections that a. Find the probability that in a random sample of
would be necessary so that the probability of
10 people
observing a defective is at least 75%?
𝑃(𝑋 ≤ 𝑛) > 0.75
i. exactly 3 will be left handed
d) What is the average and the variance of the ii. Non will be left handed
number of inspections to obtain the first defective? iii. less than 3 will be left handed.
1
𝐸(𝑋) = 𝑝 = 5 b. Find the mean , variance and standard deviation
of left handed people in the a sample of 50
e) If the first 6 inspections have been found to be free d) How large most a random sample be if the
of defectives what is the probability that the first
probability that it contains at least one left handed
defective will occur in:
(i) the first 8 inspections? person is to be greater than 0.95.
𝑋≤8 𝑃[𝑋≤8∩𝑋>6] 𝑃(𝑋=7)+𝑃𝑋=8) JUNE 2010 NO 8
𝑃 [𝑋>6] = = 𝑞6
𝑃(𝑋>6) 1 ) The mean and variance of a binomial
(ii) the 8th inspection?
𝑋=8 𝑃[𝑋=8∩𝑋>6] 𝑃(𝑋=8) variate are 16 & 8. Find i) P (X= 0)
𝑃 [𝑋>6] = =
𝑃(𝑋>6) 𝑞6 ii) P( X ≥ 2)
Assignment 2) A basket contains 20 good oranges and 80
1. Example pg 352 NO 9
bad oranges . 3 oranges
2. A coin is biased so the probability of getting a
head is 0.6. If X is the number of flips up to and are drawn at random from this basket . Find
including the first head, find P(X=4), P(X4) and the probability that out of 3
P(X>5). i) exactly 2 ii) at least 2 iii) at most 2 are
good oranges.
C. THE BINOMIAL DISTRIBUTION
A random variable X follows a binomial D. THE POISSON DISTRIBUTION
distribution with parameters n and p iff X is the A discrete r.v X follows a Poisson distribution with
number of successes in n independent trials, each parameter  i.e X Po    iff X is the number of
trial being either a success with probability p or independent events occurring in a given interval with
failure with probability q where  q  1  p  . a constant mean of  .
If X Bin  n, p  then: If X Po    then
P.d . f : P  X  x   nCx q n  x p x , x  0,1, 2,3,..., n e   x
P.d . f : P  X  x   , x  0,1, 2,...
E  X   np Var  X   npq x!
EX    Var  X   
P  0  qn , P  n   pn
Mode
Example
Show that if X Bin  n, p  then   np    Mode    1 and 

Mean and Variance of a binomial distribution    Mode  Greatest integer less than 
Mean = = x p(x) For n units of interval X Po  n 
p(x) If X Po    and Y Po    are independent
But for Binomial distribution p(x) = 1 then X  Y Po     
= x p(x)
= x nCx p x q n – x Example June 2004 No 2 Pg 171 No 71
= 0. nC0 p 0 q n-0 +1. nC1 p1 q n- 1 +2. nC2 p2 q Prove that for the Poisson distribution, the mean is
n-2
+…..+ n.nCn pn q n-n equal to the variance.
= np1 q n- 1 +n(n-1)p2 q n-2 +…..+ n pn In a certain football league, it is noted after a long
= np(q n- 1 + (n-1)p q n-2 +…..+ p n-1) period of observation that the number of goals scored
per match has a Poisson distribution with mean 3.
= np( q + p ) n-1
Calculate to 2 significant figures, the probability that:
= np (i) More than five goals will be scored in a particular
Mean = = np match,
(ii) At least two out of three matches will be without any If np  5 OR n is large and p is small ( n>50 and
goals scored.
June 2017 P3 No 7 p<0.15) then X Bin  n, p   X Po  np 
The number of automobiles (cars and motorcycles) Example
passing a check point per unit time follow a Poisson A sample of seeds is taken from a large quantity of
distribution. Suppose on average 2 cars pass a given seeds of which 1% will not germinate. Find the prob.
check point every hour and on average 3 motorcycles That all the seeds in the sample will germinate if the
pass the same check point every hour. Find, leaving sample contains:
your answer in terms of e, the probability that in a a) 10 seeds (b) 500 seeds
given hour How many sees needs a sample contained if the
a) Two cares and three motorcycles pass by probability that at least one seed will not germinate is
b) Just three motorcycles pass by to be greater than 0.98
c) Nothing passes by
Example
d) A total of five cars or motorbikes pass by the check
point
It is known that 3% of the circuit boards from a
Solution production line are defective. If a random sample of
a) P  C  2 and M  3 120 circuit boards is taken from this production line.
Use the Poisson approximation to extimate the
b) P  C  0 and M  3 probability that the sample contains
c) P  C  0 and M  0 
(i) Exactly 2 defective boards 0.177
(ii) At least 2 defective boards 0.878
d ) P C  M  5  2. The probability that a component produced in a
Example 2: Pg 167 NO 43 factory is defective is 0.005. If a sample of 500
There are two factories, A and B in a certain town. components are tested, find the probability that
The number of accidents reported per week in factory (i) Exactly 2 components are defective 0.2565
(ii) More than 2 components are defective 0.4562
A follows a Poisson distribution with variance 3. On
average 2 accidents occur independently at factory B
each week. Assuming that the accidents occur SPECIAL CONTINUOUS RANDOM
randomly, find, in terms of e, the probability that: VARIABLES
(i) No accident shall be reported at any of the factories in A. The Uniform Rectangular Distribution
one week. If the random variable X is equally likely to
(ii) At most one accident shall be reported in one week at take any value in the interval a  x  b then X follows
either or both factories. a uniform rectangular distribution with parameters
(iii) At least one accident shall be reported at either or both a and b .
factories in 2 weeks. If X Re c  a, b  then
(iv) Both factories shall report exactly 2 accidents in
1
one week p.d . f : f  x   , a xb
(v) Less than 2 accidents in total shall be reported at ba
either or both factories
b  a 
2
ab
Find an expression for the probability that both EX   Var  X  
factories report the same number of accidents in 2 12
one week.
B. THE EXPONENTIAL DISTRIBUTION
Assignment Pg. 167 No 2 A continuous r.v X follows an exponential
The number of flaws in a fibre optic cable follows a distribution with parameter  iff X is the waiting time
Poisson distribution. The average number of flaws in between events that follow a Poisson distribution with
50m of cable is 1.2 parameter  .
(i) What is the probability of exactly three flaws in 150m If X Exp    then
of cable? 0.212
 e   x , x  0
(ii) What is the probability of at least two flaws in 100m
P.d.f. f  x  
of cable? 0.691
0, otherwise
(iii) What is the probability of exactly one flaw in the first
1 1
50m of cable and exactly one flaw in the second 50m E X   Var  X   2
of cable? (0.361) (0.361)=0.13  
Solution Mode  0

The Poisson Approximation to the Binomial Examples

Pg 168No 51, 52, 53, 50
 P  z  1.5 
C. THE NORMAL DISTRIBUTION  P  z  1.5 
If a c.r.v. has p.d.f
 X   2  1   1.5 
1 
f  x  e 2 , x  , 
2
0.0668
<-----------  1  0.9332  0.0668
 2 -1.50 0 Z
Then X follows a normal distribution with parameters
 and  2 i.e. X N   ,  2  P  z  1.75 

x  P  z  1.75 
The standard normal variable z  has
   1.75 
mean 0 and variance 1  Z N  0,1 0.0401
<-----------  0.0401
z2
1  -1.75 0 Z
e , z  , 
P.d . f :   z   2
2 <----------------------------------|
The normal distribution curve is symmetrical about
0.8413
P  0.50  z  1.00 
mean 0   1.00     0.5 
U(z)
 0.8413  0.6915
0.6915
<----------------------------
 0.1498
0 0.50 1.00 Z
P(Z<a)

0 a P  3.00  z  1.00 
Shaded area is P  Z  a     a      z  dz which
a


<--------------|
0.1587    3.00    1.00 
is obtained using the normal distribution table.
 0.9987  0.8413
NB The total area under the normal curve is 1 and
half of the area is 0.5. 0.0013
<--------
 0.1574
Examples -3.00 -1.00 0 Z
U
<--------------------------------| P  1.20  z  1.95 
0.9744

P(Z>0)=1-P(Z<0) 
  1.95   0.5 
  1.20   0.5

=1-0.5=0.5

P(Z<0)=0.5
0.1151
  1.95    1.20   1
<-----------
0 a -1.20 0 1.95 Z  0.9744  0.8849  1
 8593
P  z  1.23 <--------------------------------|
0.9999

  1.23 P  2.50  z  5.00 

 0.8907    5.00     2.5   1

0.8907
<--------------------------------  0.9999  0.9938  1
0.0062

0 1.23
<-----------  0.9937
Z -2.50 0 5.00 Z
P  z  1.96 
<--------------------------------|
0.9750
 P  1.96  z  1.96 
P(z>2.22)  2   1.96   0.5
= 1 – P(z<2.22)  2 1.96   1
0.9868
<--------------------------------
=1- 0.9868  2  0.975   1
0.0250
= 0.0132 <-----------  0.95
0 2.22 Z
-1.96 0 1.96 Z
 <--------------------------------| Let x be the lowest average. We need to find x such
0.9950
P z  2.575 
that P(X  x) = 0.15. The corresponding z value is
 P  Z  2.575  1.04 (approximately).
 P  z  2.575  Thus, we have (x - 72)/5 = 1.04, from which x =
 2 1    2.575  77.2. The top 15% of the students will have
0.0050
<-----------  0.010 an average 77.2 or more and will receive an
-2.575 0 2.575 Z A.

Given X N   ,  2  to find a probability: The Normal Distribution of sums, differences and

products
x
1. Standardize X using Z  in 3 d.p. If X and Y are independent normal variables and a
 and b are real constants then
X N   X ,  X2  and Y N  Y ,  Y2 
2. Use the normal table.
Example
Work book Pg. 168 No 56 1. X+Y N   X  Y ,  X2   Y2 
Example 2
The weight, X grams, of the contents of a tin of baked 2. X  Y N   X  Y ,  X2   Y2 
N  2  X , 2 X2 
beans can be modelled by a normal random variable
3. X+X
with mean of 421 and standard deviation of 2.3.
a) Find 4. 2X N  2  X , 22  X2 
i. P  X  423 ii. P  X  425 iii. P  X  413
5. aX+bY N  a X  bY , a 2 X2  b 2 Y2 
iv. P  418  X  424  v. P  X  425 vi. P  Z  427 
6.5. aX  bY N  a  X  bY , a 2 X2  b 2 Y2 
b) Determine the value of X such that P  X  x   0.98
Example
c) The weight, Y grams, of the contents of a tin of
JUNE 2006 N0 6
milk can be modelled by a normal random variable
Work book Pg 169 No 64
with a mean of  such that P Y  410  0.01 .
Solution Normal Approximations to discrete distributions
X N  421, 2.32     421,   2.3 Discrete Condition Approximation
X Bin  n, p  n is large and p X Bin  n, p 
X  X  421
Z Z  is small
 2.3   np,  2  npq n  10  p  0.5  X N  np, npq 
Find the mean or standard deviation
OR n  30
Example
The lengths of cucumbers from a certain greenhouse
are normally distributed. If 10% of the cucumbers are X Po      20 X Po   
longer than 35cm and 10% are shorter than 25cm find   ,  2   X N ,  
the mean and standard deviation of the lengths
ANS: 30cm, 3.90cm
Continuity Correction
To compensate for the change from the discrete to the
June 2016 P3 No 4
continuous scale the continuity correction is as
ASS JUNE 2005 NO 6
follows
Discrete scale Continuous scale
EXAMPLE 4: Final Averages in Statistics.
x 3 2.5  x  3.5
A professor has determined that the final averages in
x3 x  2.5
his statistics course are normally distributed with a x3 x  3.5
mean of 72 and a standard deviation of 5. He decides x3 x  2.5
to assign his grades for his current course such that x 3 x  3.5
the top 15% of the students receive an A. What is the
lowest average a student must receive to earn an A? Example
Solution JUNE 2013 NO 8
Work book Pg 166 No 39
Wk Bk pg 169 No 60
 (a) Within 2 minutes, what is the probability
1. Let X be a random variable with E(X) = 100 and that there are 3 customers?
Var(X) = 15. What are… (b) What is the probability density function for
a. E ( X2 ) (Not 10000) the time between the arrival of the next
Var(X) = E(X2) – E(X)2, so 15 = customer?
E(X ) – 10000, so E(X2) = 10015.
2
Y: the number of customers arriving within 2
b. E ( 3X + 10 )
=3 E(X) + 10 = 310 minutes.
c. E (-X)
Then,
= –100
d. Standard deviation of –X ?
E (Y )  u  2  4  8 (customers /two minutes)
= 15  3.9, NOT –3.9
2. The probability density function for a and
continuous random variable X is
f ( x )  a  bx 2 , 0  x  1 euu i e8 8i
0, otherwise.
P(Y  i)   , i  0,1,2,
i! i!
where a, b are some constants. Please find e 8 83
(a) a, b if E ( X ) 
3
(b) Var( X ) .
P(Y  3)   0.0286 .
5 3!
[solution:]
(b)
(a)
 a  bx dx  1 
1 1
b 3 1 X: the time between the arrival of the next
 f ( x)dx  1  ax  x |0  1
2

3
0 0 customer
b
 a 1
3 The average time between arrival of the next
and customer is
 
1 1
a b a b 3
E ( X )   xf ( x)dx   x a  bx 2 dx  x 2  x 4 |10   
2 4 2 4 5 t 2 1
0 0
   .
Solve for the two equations, we have u 8 4
3 6
a , b . X has the exponential density function with
5 5 1
3 6 2 mean ,
4
f ( x)   x , 0  x 1
(b) 5 5
x x
0, otherwise. 1  1 1 / 4
f ( x)  e 
 e  4e  4 x .
Thus,
2
 1/ 4
 3
Var ( X )  EX  E ( X )  E ( X )  E ( X )  E ( X )   
2 2 2 2

5
3 6 
1 1
9 9
  x 2 f ( x)dx    x 2   x 2 dx 
0
25 0  5 5  25
1 6 9 1 6 9 2
 x 3  x 5 |10     
5 25 25 5 25 25 25
The number of customers arriving at Taiwan
Bank is Poisson distributed with a mean, 4
customers/per minute.
 The Normal distribution: values of (z) = p The Inverse Normal function: values of –1(p) = z

The table gives the probability, p, of a p .000 .001 .002 .003 .004 .005 .006 .007 .008 .009
random variable distributed as N(0, 1) .50 .0000 .0025 .0050 .0075 .0100 .0125 .0150 .0175 .0201 .0226
.51 .0251 .0276 .0301 .0326 .0351 .0376 .0401 .0426 .0451 .0476
being less than z. N(0, 1) .52 .0502 .0527 .0552 .0577 .0602 .0627 .0652 .0677 .0702 .0728
p .53 .0753 .0778 .0803 .0828 .0853 .0878 .0904 .0929 .0954 .0979
.54 .1004 .1030 .1055 .1080 .1105 .1130 .1156 .1181 .1206 .1231
.55 .1257 .1282 .1307 .1332 .1358 .1383 .1408 .1434 .1459 .1484
z .56 .1510 .1535 .1560 .1586 .1611 .1637 .1662 .1687 .1713 .1738
(add) .57 .1764 .1789 .1815 .1840 .1866 .1891 .1917 .1942 .1968 .1993
.58 .2019 .2045 .2070 .2096 .2121 .2147 .2173 .2198 .2224 .2250
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09 1 2 3 4 5 6 7 8 9 .59 .2275 .2301 .2327 .2353 .2378 .2404 .2430 .2456 .2482 .2508

THENORMALDISTRIBUTIONANDITSINVERSE
0.0 .5000 5040 5080 5120 5160 5199 5239 5279 5319 5359 4 8 12 16 20 24 28 32 36 .60 .2533 .2559 .2585 .2611 .2637 .2663 .2689 .2715 .2741 .2767
0.1 .5398 5438 5478 5517 5557 5596 5636 5675 5714 5753 4 8 12 16 20 24 28 32 35 .61 .2793 .2819 .2845 .2871 .2898 .2924 .2950 .2976 .3002 .3029
0.2 .5793 5832 5871 5910 5948 5987 6026 6064 6103 6141 4 8 12 15 19 23 27 31 35 .62 .3055 .3081 .3107 .3134 .3160 .3186 .3213 .3239 .3266 .3292
0.3 .6179 6217 6255 6293 6331 6368 6406 6443 6480 6517 4 8 11 15 19 23 26 30 34 .63 .3319 .3345 .3372 .3398 .3425 .3451 .3478 .3505 .3531 .3558
0.4 .6554 6591 6628 6664 6700 6736 6772 6808 6844 6879 4 7 11 14 18 22 25 29 32 .64 .3585 .3611 .3638 .3665 .3692 .3719 .3745 .3772 .3799 .3826
.65 .3853 .3880 .3907 .3934 .3961 .3989 .4016 .4043 .4070 .4097
0.5 .6915 6950 6985 7019 7054 7088 7123 7157 7190 7224 3 7 10 14 17 21 24 27 31 .66 .4125 .4152 .4179 .4207 .4234 .4261 .4289 .4316 .4344 .4372
0.6 .7257 7291 7324 7357 7389 7422 7454 7486 7517 7549 3 6 10 13 16 19 23 26 29 .67 .4399 .4427 .4454 .4482 .4510 .4538 .4565 .4593 .4621 .4649
0.7 .7580 7611 7642 7673 7704 7734 7764 7794 7823 7852 3 6 9 12 15 18 21 24 27 .68 .4677 .4705 .4733 .4761 .4789 .4817 .4845 .4874 .4902 .4930
0.8 .7881 7910 7939 7967 7995 8023 8051 8078 8106 8133 3 6 8 11 14 17 19 22 25 .69 .4959 .4987 .5015 .5044 .5072 .5101 .5129 .5158 .5187 .5215
0.9 .8159 8186 8212 8238 8264 8289 8315 8340 8365 8389 3 5 8 10 13 15 18 20 23 .70 .5244 .5273 .5302 .5330 .5359 .5388 .5417 .5446 .5476 .5505
1.0 .8413 8438 8461 8485 8508 8531 8554 8577 8599 8621 2 5 7 9 12 14 16 18 21 .71 .5534 .5563 .5592 .5622 .5651 .5681 .5710 .5740 .5769 .5799
.72 .5828 .5858 .5888 .5918 .5948 .5978 .6008 .6038 .6068 .6098
22

1.1 .8643 8665 8686 8708 8729 8749 8770 8790 8810 8830 2 4 6 8 10 12 14 16 19 .73 .6128 .6158 .6189 .6219 .6250 .6280 .6311 .6341 .6372 .6403
1.2 .8849 8869 8888 8907 8925 8944 8962 8980 8997 9015 2 4 6 7 9 11 13 15 16 .74 .6433 .6464 .6495 .6526 .6557 .6588 .6620 .6651 .6682 .6713
1.3 .9032 9049 9066 9082 9099 9115 9131 9147 9162 9177 2 3 5 6 8 10 11 13 14 .75 .6745 .6776 .6808 .6840 .6871 .6903 .6935 .6967 .6999 .7031
1.4 .9192 9207 9222 9236 9251 9265 9279 9292 9306 9319 1 3 4 6 7 8 10 11 13 .76 .7063 .7095 .7128 .7160 .7192 .7225 .7257 .7290 .7323 .7356
1.5 .9332 9345 9357 9370 9382 9394 9406 9418 9429 9441 1 2 4 5 6 7 8 10 11 .77 .7388 .7421 .7454 .7488 .7521 .7554 .7588 .7621 .7655 .7688
1.6 .9452 9463 9474 9484 9495 9505 9515 9525 9535 9545 1 2 3 4 5 6 7 8 9 .78 .7722 .7756 .7790 .7824 .7858 .7892 .7926 .7961 .7995 .8030
1.7 .9554 9564 9573 9582 9591 9599 9608 9616 9625 9633 1 2 3 3 4 5 6 7 8 .79 .8064 .8099 .8134 .8169 .8204 .8239 .8274 .8310 .8345 .838l
1.8 .9641 9649 9656 9664 9671 9678 9686 9693 9699 9706 1 1 2 3 4 4 5 6 6 .80 .8416 .8452 .8488 .8524 .8560 .8596 .8633 .8669 .8705 .8742
1.9 .9713 9719 9726 9732 9738 9744 9750 9756 9761 9767 1 1 2 2 3 4 4 5 5 .81 .8779 .8816 .8853 .8890 .8927 .8965 .9002 .9040 .9078 .9116
.82 .9154 .9192 .9230 .9269 .9307 .9346 .9385 .9424 .9463 .9502
2.0 .9772 9778 9783 9788 9793 9798 9803 9808 9812 9817 0 1 1 2 2 3 3 4 4 .83 .9542 .9581 .9621 .9661 .9701 .9741 .9782 .9822 .9863 .9904
2.1 .9821 9826 9830 9834 9838 9842 9846 9850 9854 9857 0 1 1 2 2 2 3 3 4 .84 .9945 .9986 1.003 1.007 1.011 1.015 1.019 1.024 1.028 1.032
2.2 .9861 9864 9868 9871 9875 9878 9881 9884 9887 9890 0 1 1 1 2 2 2 3 3 .85 1.036 1.041 1.045 1.049 1.054 1.058 1.063 1.067 1.071 1.076
2.3 .9893 9896 9898 9901 9904 9906 9909 9911 9913 9916 0 1 1 1 1 2 2 2 2 .86 1.080 1.085 1.089 1.094 1.099 1.103 1.108 1.112 1.117 1.122
2.4 .9918 9920 9922 9925 9927 9929 9931 9932 9934 9936 0 0 1 1 1 1 1 2 2 .87 1.126 1.131 1.136 1.141 1.146 1.150 1.155 1.160 1.165 1.170
.88 1.175 1.180 1.185 1.190 1.195 1.200 1.206 1.211 1.216 1.221
2.5 .9938 9940 9941 9943 9945 9946 9948 9949 9951 9952 .89 1.227 1.232 1.237 1.243 1.248 l.254 1.259 1.265 1.270 1.276
2.6 .9953 9955 9956 9957 9959 9960 9961 9962 9963 9964 .90 1.282 1.287 1.293 1.299 1.305 1.311 1.317 1.323 1.329 1.335
2.7 .9965 9966 9967 9968 9969 9970 9971 9972 9973 9974 .91 1.341 1.347 1.353 1.360 1.366 1.372 1.379 1.385 1.392 1.398
2.8 .9974 9975 9976 9977 9977 9978 9979 9979 9980 9981 .92 1.405 1.412 1.419 1.426 1.433 1.440 1.447 1.454 1.461 1.468
2.9 .9981 9982 9982 9983 9984 9984 9985 9985 9986 9986 differences .93 1.476 1.483 1.491 1.499 1.506 1.514 1.522 1.530 1.538 1.546
untrustworthy .94 1.555 1.563 1.572 1.581 l.589 1.598 1.607 1.616 1.626 1.635
3.0 .9987 9987 9987 9988 9988 9989 9989 9989 9990 9990
.95 1.645 1.655 1.665 1.675 1.685 1.695 1.706 1.717 1.728 1.739
3.1 .9990 9991 9991 9991 9992 9992 9992 9992 9993 9993
.96 1.751 1.762 1.774 1.787 1.799 1.812 1.825 1.838 1.852 1.866
3.2 .9993 9993 9994 9994 9994 9994 9994 9995 9995 9995 .97 1.881 1.896 1.911 1.927 1.943 1.960 1.977 1.995 2.014 2.034
3.3 .9995 9995 9996 9996 9996 9996 9996 9996 9996 9997 .98 2.054 2.075 2.097 2.120 2.144 2.170 2.197 2.226 2.257 2.290
3.4 .9997 9997 9997 9997 9997 9997 9997 9997 9997 9998 .99 2.326 2.366 2.409 2.457 2.512 2.576 2.652 2.748 2.878 3.090
The normal distribution: values of 𝜙(𝑧)