Answer on Question #70841 – Math – Statistics and Probability
Question
For a normal distribution with mean, μ = 2 \mu = 2 μ = 2 , and standard deviation, σ = 4 \sigma = 4 σ = 4 what proportion of observations take values greater than 4?
Solution
P ( ξ < t ) = ∫ − ∞ t e − ( x − μ ) 2 2 σ 2 2 π σ d x P(\xi < t) = \int_{-\infty}^{t} \frac{e^{-\frac{(x - \mu)^2}{2\sigma^2}}}{\sqrt{2\pi}\sigma} dx P ( ξ < t ) = ∫ − ∞ t 2 π σ e − 2 σ 2 ( x − μ ) 2 d x P ( ξ > t ) = 1 − P ( ξ < t ) = 1 − ∫ − ∞ t e − ( x − μ ) 2 2 σ 2 2 π σ d x P(\xi > t) = 1 - P(\xi < t) = 1 - \int_{-\infty}^{t} \frac{e^{-\frac{(x - \mu)^2}{2\sigma^2}}}{\sqrt{2\pi}\sigma} dx P ( ξ > t ) = 1 − P ( ξ < t ) = 1 − ∫ − ∞ t 2 π σ e − 2 σ 2 ( x − μ ) 2 d x
Let substitute the given values μ = 2 , σ = 4 , t = 4 \mu = 2, \sigma = 4, t = 4 μ = 2 , σ = 4 , t = 4 :
P ( ξ > 4 ) = 1 − ∫ − ∞ 4 e − ( x − 2 ) 2 2 σ 2 2 π 4 d x ≈ 0.3085 P(\xi > 4) = 1 - \int_{-\infty}^{4} \frac{e^{-\frac{(x - 2)^2}{2\sigma^2}}}{\sqrt{2\pi}4} dx \approx 0.3085 P ( ξ > 4 ) = 1 − ∫ − ∞ 4 2 π 4 e − 2 σ 2 ( x − 2 ) 2 d x ≈ 0.3085
Answer: 0.3085.
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