Normal Approximations to the Binomial Distribution

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Normal Approximations to the Binomial Distribution

In some cases, a binomial distribution can be approximated by a normal distribution. This can be useful as binomial distributions with large nn can be difficult to work with.

The approximation is:

XB(n,p)YN(np,np(1p))color{red}Xsim B(n,p)color{grey}approxcolor{blue}Ysim N(np,np(1-p))

Make sure you are happy with the following topics before continuing.

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Continuity Correction

An obvious problem with this approximation is that the binomial distribution is discrete while the normal distribution is continuous. This means that the binomial distribution takes fixed values with certain probabilities, but the normal distribution only takes values on ranges, i.e.

  • For discrete distributions, such as binomial, we can work out P(X=0),P(X=1)color{red}mathbb{P}(X=0),mathbb{P}(X=1) and so on.
  • For continuous distributions, such as normal, P(Y=0)=P(Y=1)=0color{blue}mathbb{P}(Y=0)=mathbb{P}(Y=1)=0, and we can only work out probabilities of ranges of values.

This means that, for our approximation, we need continuity correction, which works like this:

P(X=a)=P(a0.5<Y<a+0.5)color{red}mathbb{P}(X=a)color{grey}=color{blue}mathbb{P}(a-0.5<Y<a+0.5)

For example, P(X=1)=P(0.5<Y<1.5),P(X=2)=P(1.5<Y<2.5)color{red}mathbb{P}(X=1)color{grey}=color{blue}mathbb{P}(0.5<Y<1.5)color{grey},color{red}mathbb{P}(X=2)color{grey}=color{blue}mathbb{P}(1.5<Y<2.5) and so on.

This table shows continuity correction in practice:

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Conditions for the Approximation

You can only use the approximation under some circumstances. You must make sure the conditions hold before you use the approximation. You can use the approximation when:

p0.5papprox 0.5 and nn is large

OR

both np>5np>5 and n(1p)>5n(1-p)>5

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Example 1: When nn is Large

XB(250,0.55)Xsim B(250,0.55). Find P(X130)mathbb{P}(Xleq 130).

[2 marks]

n=250n=250 which is large, and p=0.55p=0.55 which is close to 0.50.5, so we can use the approximation.

YN(250×0.55,250×0.55×(10.55))Ysim N(250times 0.55,250times 0.55times (1-0.55))

YN(137.5,61.875)Ysim N(137.5,61.875)

P(X130)=P(Y<130.5)mathbb{P}(Xleq 130)=mathbb{P}(Y<130.5) (continuity correction)

P(X130)=0.1702mathbb{P}(Xleq 130)=0.1702

 

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Example 2: When npnp and n(1p)n(1-p) are greater than 55

XB(20,0.7)Xsim B(20,0.7). Find P(X<15)mathbb{P}(X<15).

[2 marks]

n=20n=20 and p=0.7p=0.7

20×0.7=14>520times 0.7=14>5 and 20×(10.7)=6>520times (1-0.7)=6>5, so we can use the approximation.

YN(20×0.7,20×0.7×(10.7))Ysim N(20times 0.7,20times 0.7times (1-0.7))

YN(14,4.2)Ysim N(14,4.2)

P(X<15)=P(Y<14.5)mathbb{P}(X<15)=mathbb{P}(Y<14.5) (continuity correction)

P(X<15)=0.5964mathbb{P}(X<15)=0.5964

 

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Normal Approximations to the Binomial Distribution Example Questions

Question 1: For which of these binomial distributions could we use a normal approximation?

i) XB(135,0.5)Xsim B(135,0.5)

ii) XB(6,0.3)Xsim B(6,0.3)

iii) XB(21,0.25)Xsim B(21,0.25)

iv) XB(2000,0.001)Xsim B(2000,0.001)

[5 marks]

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i) nn is large and p=0.5p=0.5, so we can use the approximation.

 

ii) nn is not large, and np=1.8<5np=1.8<5, so neither condition is met so we cannot use the approximation.

 

iii) nn is not large, but np=5.25>5np=5.25>5 and n(1p)=15.75>5n(1-p)=15.75>5, so we can use the approximation.

 

iv) nn is large but pp is not close to 0.50.5 so we must check npnp and n(1p)n(1-p). np=2000×0.001=2<5np=2000times 0.001=2<5. Hence, we cannot use the approximation.

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Question 2: XB(150,0.4)Xsim B(150,0.4). Find:

i) P(X<60)mathbb{P}(X<60)

ii) P(X66)mathbb{P}(Xleq 66)

iii) P(40X75)mathbb{P}(40leq Xleq 75)

[4 marks]

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n=150,p=0.4n=150,p=0.4

 

nn is large and pp is close to 0.50.5 so we can use the approximation.

 

YN(np,np(1p))Ysim N(np,np(1-p))

 

YN(150×0.4,150×0.4×(10.4))Ysim N(150times 0.4,150times 0.4times (1-0.4))

 

YN(60,36)Ysim N(60,36)

 

i) P(X<60)=P(Y<59.5)=0.4668mathbb{P}(X<60)=mathbb{P}(Y<59.5)=0.4668

 

ii) P(X66)=P(Y<66.5)=0.8606mathbb{P}(Xleq 66)=mathbb{P}(Y<66.5)=0.8606

 

i) P(40X75)=P(39.5<Y<75.5)=0.9947mathbb{P}(40leq Xleq 75)=mathbb{P}(39.5<Y<75.5)=0.9947

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Question 3: Every day, the probability that John buys a chocolate bar is 1225dfrac{12}{25}. What is the probability that he buys more than 200200 chocolate bars in a (non-leap) year?

[3 marks]

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We can model this with XB(365,1225)Xsim Bleft(365,dfrac{12}{25}right).

 

n=365n=365 which is large and p=1225=0.48p=dfrac{12}{25}=0.48 which is close to 0.50.5, so we can use the approximation.

 

YN(np,np(1p))Ysim N(np,np(1-p))

 

YN(365×0.48,365×0.48×0.52)Ysim N(365times 0.48,365times 0.48times 0.52)

 

YN(175.2,91.104)Ysim N(175.2,91.104)

 

P(X>200)=P(Y>200.5)mathbb{P}(X>200)=mathbb{P}(Y>200.5)

 

P(X>200)=0.004mathbb{P}(X>200)=0.004

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Question 4: (Harder) Find the largest value of xx such that P(X<x)<0.1mathbb{P}(X<x)<0.1 where XB(1000,0.6)Xsim B(1000,0.6)

(Hint: you will need to use the standard normal distribution.)

[4 marks]

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n=1000n=1000 which is large and p=0.6p=0.6 which is close to 0.50.5 so we can use the normal approximation.

 

YN(np,np(1p))Ysim N(np,np(1-p))

 

YN(1000×0.6,1000×0.6×0.4)Ysim N(1000times 0.6,1000times 0.6times 0.4)

 

YN(600,240)Ysim N(600,240)

 

P(X<x)<0.1mathbb{P}(X<x)<0.1

 

P(Y<x0.5)=0.1mathbb{P}(Y<x-0.5)=0.1

 

Convert to standard normal ZZ:

 

P(Z<x0.5600240)=0.1mathbb{P}left(Z<dfrac{x-0.5-600}{sqrt{240}}right)=0.1

 

Use percentage points table:

 

x0.5600240=1.2816dfrac{x-0.5-600}{sqrt{240}}=-1.2816

 

x0.5600=1.2816240x-0.5-600=-1.2816sqrt{240}

 

x600.5=1.2816240x-600.5=-1.2816sqrt{240}

 

x=600.51.2816240x=600.5-1.2816sqrt{240}

 

x=580.65x=580.65

 

Hence, the highest whole number xx such that P(X<x)<0.1mathbb{P}(X<x)<0.1 is 580580

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Additional Resources

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Exam Tips Cheat Sheet

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Formula Booklet

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Specification Points Covered

N1 – Understand and use simple, discrete probability distributions (calculation of mean and variance of discrete random variables is excluded), including the binomial distribution, as a model; calculate probabilities using the binomial distribution
N2 – Understand and use the Normal distribution as a model; find probabilities using the Normal distribution Link to histograms, mean, standard deviation, points of inflection and the binomial distribution

Related Topics

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The Binomial Distribution

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The Normal Distribution

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