Answer on Question #45522 - Math - Statistics and Probability
Normal distribution:
f ( x , μ , σ ) = 1 σ 2 π e − ( x − μ ) 2 2 σ 2 f(x, \mu, \sigma) = \frac{1}{\sigma \sqrt{2\pi}} e^{-\frac{(x - \mu)^2}{2\sigma^2}} f ( x , μ , σ ) = σ 2 π 1 e − 2 σ 2 ( x − μ ) 2
Where μ \mu μ — mean of the distribution, σ \sigma σ — standard deviation, f ( x , μ , σ ) f(x, \mu, \sigma) f ( x , μ , σ ) — probability density function, x x x — variable.
Input of the task: σ = 0.02 \sigma = 0.02 σ = 0.02 inch, P ( 3.5 < x ) ≤ 0.09 P(3.5 < x) \leq 0.09 P ( 3.5 < x ) ≤ 0.09 (9% corresponds to 9 100 = 0.09 \frac{9}{100} = 0.09 100 9 = 0.09 ), μ \mu μ — ?
P ( 3.5 < x ) P(3.5 < x) P ( 3.5 < x ) — probability of x x x to be greater than 3.5 inches; x x x — diameter of the "can tops".
P ( 3.5 < x ) = ∫ 3.5 ∞ f ( x , μ , σ ) d x = ∫ 3.5 ∞ 1 σ 2 π e − ( x − μ ) 2 2 σ 2 d x ≤ 0.09 P(3.5 < x) = \int_{3.5}^{\infty} f(x, \mu, \sigma) \, dx = \int_{3.5}^{\infty} \frac{1}{\sigma \sqrt{2\pi}} e^{-\frac{(x - \mu)^2}{2\sigma^2}} \, dx \leq 0.09 P ( 3.5 < x ) = ∫ 3.5 ∞ f ( x , μ , σ ) d x = ∫ 3.5 ∞ σ 2 π 1 e − 2 σ 2 ( x − μ ) 2 d x ≤ 0.09 σ = 0.02 \sigma = 0.02 σ = 0.02 (inch); σ 2 = 0.0 2 2 = 0.0004 \sigma^2 = 0.02^2 = 0.0004 σ 2 = 0.0 2 2 = 0.0004 (inch²);
∫ 3.5 ∞ 1 σ 2 π e − ( x − μ ) 2 2 σ 2 d x = ∫ 3.5 ∞ 1 0.02 2 π e − ( x − μ ) 2 2 × 0.0004 d x = 1 0.02 2 π ∫ 3.5 ∞ e − ( x − μ ) 2 0.0008 d x ≤ 0.09 ∫ 3.5 ∞ e − ( x − μ ) 2 0.0008 d x ≤ 0.09 × 0.02 2 π ≈ 0.004512 = 4.512 × 1 0 − 3 \begin{aligned}
& \int_{3.5}^{\infty} \frac{1}{\sigma \sqrt{2\pi}} e^{-\frac{(x - \mu)^2}{2\sigma^2}} \, dx = \int_{3.5}^{\infty} \frac{1}{0.02\sqrt{2\pi}} e^{-\frac{(x - \mu)^2}{2 \times 0.0004}} \, dx = \frac{1}{0.02\sqrt{2\pi}} \int_{3.5}^{\infty} e^{-\frac{(x - \mu)^2}{0.0008}} \, dx \leq 0.09 \\
& \int_{3.5}^{\infty} e^{-\frac{(x - \mu)^2}{0.0008}} \, dx \leq 0.09 \times 0.02\sqrt{2\pi} \approx 0.004512 = 4.512 \times 10^{-3}
\end{aligned} ∫ 3.5 ∞ σ 2 π 1 e − 2 σ 2 ( x − μ ) 2 d x = ∫ 3.5 ∞ 0.02 2 π 1 e − 2 × 0.0004 ( x − μ ) 2 d x = 0.02 2 π 1 ∫ 3.5 ∞ e − 0.0008 ( x − μ ) 2 d x ≤ 0.09 ∫ 3.5 ∞ e − 0.0008 ( x − μ ) 2 d x ≤ 0.09 × 0.02 2 π ≈ 0.004512 = 4.512 × 1 0 − 3
Consider t = x − μ 0.0008 t = \frac{x - \mu}{\sqrt{0.0008}} t = 0.0008 x − μ , d t = d x 0.0008 dt = \frac{dx}{\sqrt{0.0008}} d t = 0.0008 d x , d x = 0.0008 × d t ≈ 0.0283 d t dx = \sqrt{0.0008} \times dt \approx 0.0283 \, dt d x = 0.0008 × d t ≈ 0.0283 d t .
Upper boundary: lim x → ∞ x − μ 0.0008 = ∞ \lim_{x \to \infty} \frac{x - \mu}{\sqrt{0.0008}} = \infty lim x → ∞ 0.0008 x − μ = ∞ ; lower boundary: x − μ 0.0008 ∣ 3.5 ≈ 3.5 − μ 0.0283 ≈ 35.36 ( 3.5 − μ ) \left. \frac{x - \mu}{\sqrt{0.0008}} \right|_{3.5} \approx \frac{3.5 - \mu}{0.0283} \approx 35.36(3.5 - \mu) 0.0008 x − μ ∣ ∣ 3.5 ≈ 0.0283 3.5 − μ ≈ 35.36 ( 3.5 − μ ) ;
Thus, ∫ 3.5 ∞ e − ( x − μ ) 2 0.0008 d x = 0.0283 ∫ 35.36 ( 3.5 − μ ) ∞ e − t 2 d t ≤ 4.512 × 1 0 − 3 \int_{3.5}^{\infty} e^{-\frac{(x - \mu)^2}{0.0008}} \, dx = 0.0283 \int_{35.36(3.5 - \mu)}^{\infty} e^{-t^2} \, dt \leq 4.512 \times 10^{-3} ∫ 3.5 ∞ e − 0.0008 ( x − μ ) 2 d x = 0.0283 ∫ 35.36 ( 3.5 − μ ) ∞ e − t 2 d t ≤ 4.512 × 1 0 − 3 ;
Consider a = 35.36 ( 3.5 − μ ) a = 35.36(3.5 - \mu) a = 35.36 ( 3.5 − μ ) .
0.0283 ∫ a ∞ e − t 2 d t ≤ 4.512 × 1 0 − 3 ∫ a ∞ e − t 2 d t ≤ 159.435 × 1 0 − 3 ≈ 0.1594 \begin{aligned}
& 0.0283 \int_{a}^{\infty} e^{-t^2} \, dt \leq 4.512 \times 10^{-3} \\
& \int_{a}^{\infty} e^{-t^2} \, dt \leq 159.435 \times 10^{-3} \approx 0.1594
\end{aligned} 0.0283 ∫ a ∞ e − t 2 d t ≤ 4.512 × 1 0 − 3 ∫ a ∞ e − t 2 d t ≤ 159.435 × 1 0 − 3 ≈ 0.1594
There is no elementary indefinite integral for ∫ e − t 2 d t \int e^{-t^2} \, dt ∫ e − t 2 d t , hence the only way is to use methods of numerical integration. Result: a ≥ 0.94836 a \geq 0.94836 a ≥ 0.94836 .
Thus, a = 35.36 ( 3.5 − μ ) ≥ 0.94836 a = 35.36(3.5 - \mu) \geq 0.94836 a = 35.36 ( 3.5 − μ ) ≥ 0.94836 ; − μ ≥ 0.94836 35.36 − 3.5 -\mu \geq \frac{0.94836}{35.36} - 3.5 − μ ≥ 35.36 0.94836 − 3.5 ; μ ≤ 3.5 − 0.94836 35.36 \mu \leq 3.5 - \frac{0.94836}{35.36} μ ≤ 3.5 − 35.36 0.94836 ;
μ ≤ 3.5 − 0.02682 \mu \leq 3.5 - 0.02682 μ ≤ 3.5 − 0.02682 ; μ ≤ 3.47318 \mu \leq 3.47318 μ ≤ 3.47318 ;
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