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Year 12 · Statistics and regression · 18 min

Normal probabilities and inverse-normal values

Calculate interval probabilities and work backwards from a normal percentile.

01 / LEARN

The idea, step by step

Turn the wording into an area

Sketch the situation or mark the requested interval before using technology. For P(X<a), calculate a lower-tail area; for P(X>a), use one minus the lower-tail area. For an interval, subtract two cumulative areas. Standardise with the model’s standard deviation, not its variance.

Give probabilities between zero and one, and distinguish a probability from an expected count. If n independent observations follow the same model, the expected count in an interval is n times its probability.

P⁢(a<X<b)=Φ⁢((b−μ)⁢/⁢σ)−Φ⁢((a−μ)⁢/⁢σ).

Inverse normal means work from area to value

For the pth lower-tail proportion, first find z=Φ⁻¹(p), then x=μ+zσ. “Top 10%” corresponds to lower-tail proportion 0.90, not 0.10. Check that an upper percentile lies above the mean.

Keep guard digits in z and round the final cutoff to sensible units. In a continuous model, including or excluding an endpoint does not change the probability. State any normal-model assumptions in the final conclusion.

A common trap

Use inverseNormal(0.10) for the top 10% cutoff.

Instead: The top 10% starts at the 90th percentile, so its lower-tail area is 0.90.

02 / WORKED EXAMPLES

See the thinking

Example 1

Between two masses

Mass X has mean 500 g and SD 4 g. Find P(496<X<506).

  1. The standardised limits are -1 and 1.5.
  2. Compute Φ(1.5)-Φ(-1)=0.7745.
  3. This is about 77.45% of packets under the model.
0.7745.
Example 2

An upper cutoff

Scores are normal with mean 70 and SD 8. Find the cutoff for the highest 10%.

  1. Use lower-tail area 0.90.
  2. z=Φ⁻¹(0.90)≈1.2816.
  3. x=70+8z≈80.25.
Approximately 80.25.

Check your understanding

For X normal with mean 20 and SD 2, find the median.

Show answer

20.

The median splits the symmetric normal area in half and equals the mean.

03 / WORKSHEET

Your turn

6 questions · 18 marks · Work at your own pace.

Read the questions online
  1. For Z standard normal, calculate P(Z<1.2).
    3 marks
  2. For Z standard normal, calculate P(Z>1.2).
    3 marks
  3. For X with mean 50 and SD 6, find P(44<X<62).
    3 marks
  4. For X with mean 100 and SD 12, find the 25th percentile.
    3 marks
  5. A normal quality model gives P(pass)=0.94. Out of 250 items, find the expected number passing.
    3 marks
  6. Find the upper 5% cutoff for a normal variable with mean 40 and SD 3.
    3 marks
Read the worked solutions

Equivalent correct methods earn the corresponding marks. Include units where asked.

  1. For Z standard normal, calculate P(Z<1.2).
    3 marks

    Use the standard normal lower-tail function at 1.2.

    0.8849.
  2. For Z standard normal, calculate P(Z>1.2).
    3 marks

    Use 1-Φ(1.2).

    0.1151.
  3. For X with mean 50 and SD 6, find P(44<X<62).
    3 marks

    The z-limits are -1 and 2.

    Subtract Φ(-1) from Φ(2).

    0.8186.
  4. For X with mean 100 and SD 12, find the 25th percentile.
    3 marks

    Use z=Φ⁻¹(0.25).

    Calculate 100+12z.

    91.91.
  5. A normal quality model gives P(pass)=0.94. Out of 250 items, find the expected number passing.
    3 marks

    Expected count=250×0.94.

    This is an expectation, not a guaranteed realised count.

    235.
  6. Find the upper 5% cutoff for a normal variable with mean 40 and SD 3.
    3 marks

    Top 5% means lower-tail area 0.95.

    Calculate 40+3Φ⁻¹(0.95).

    44.93.
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Curriculum reference & lesson scope

SACE Board of South Australia

Stage 2 General Mathematics: statistical models. Original lessons and assessment practice; not an official SACE assessment.

Official curriculum source ↗
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