Central limit theorem + Linear combination of multiple independent NORMAL random variables: notes and practice questions
- For a single random variable `X` and constants `a, b`:
- For `n` independent random variables `X1, ..., Xn` and constants `a1, ..., an`:
- Variance is always added, even when variables are subtracted (e.g., `Var(X - Y) = Var(X) + Var(Y)`).
- The variance of the sample mean `X̄` from a population with variance `σ^2` and sample size `n` is:
- Central Limit Theorem (CLT): If `n > 30`, the sample mean `X̄` of any distribution with mean `μ` and variance `σ^2` is approximately normally distributed:
- When using a GDC for CLT, the standard deviation to input is ``.
- Distinguish between scaling one item and adding multiple independent items:
- Scaling one item by `k`: `E(kX) = kE(X)`, `Var(kX) = k^2Var(X)`.
- Adding `k` independent items (`X1 + ... + Xk`): `E(sum) = kE(X)`, `Var(sum) = kVar(X)`.
- Remember to square coefficients when calculating variance (e.g., `Var(4X) = 16Var(X)`).
- These topics are strictly HL only.
How it is examined
The threshold is a stated exam convention, so a question can rely on it and a student can cite it. The mechanical content is that the standard deviation of the sample mean is , and forgetting the square root is the usual error. This subtopic exists to make AHL 4.16 and AHL 4.18 work.
The distribution of the sample mean.
- The fact that a linear combination of independent normal random variables is normally distributed. In particular, .
- The central limit theorem.
Linking questions
- Links to other subjects: data from multiple samples in field studies (sciences, and individuals and societies).
- Aim 8: mathematics and the world. "Without the central limit theorem, there could be no statistics of any value within the human sciences".
Practice questions
16 questions · 8 medium · 8 hardQuestion 1
MediumPaper 1 · calculator6 marksA beverage company uses an automated machine to fill plastic bottles with water. The actual volume of water, , in a randomly chosen bottle is normally distributed with a mean of 500 mL and a standard deviation of 15 mL.
In a quality control check, if a randomly chosen bottle contains less than 485 mL of water, the company fails the check.
Find the probability that the company fails this quality control check.
A quality assurance manager suggests that a fairer check would be to pass if the mean volume of eight randomly chosen bottles is greater than 485 mL.
Find the probability of passing the quality control check if the manager's suggestion is followed.
Remember to standardize the variable using the Z-score formula or use your GDC's normal CDF function. Pay attention to whether you need P(X < x) or P(X > x).
When considering the mean of a sample, how do the mean and standard deviation of the distribution change? Recall the Central Limit Theorem for the mean of a sample.
Question 2
HardPaper 1 · calculator7 marksA beverage company produces bottles of orange juice. The volume of juice in each bottle, in mL, can be modelled by a normal distribution with a mean of 1005 mL and a standard deviation of 12 mL.
Find the probability that a randomly selected bottle contains less than its labelled volume of 1000 mL.
Find the upper quartile of the volumes of the bottles.
The bottles are packed into cartons, with 8 bottles in each carton. The volumes of juice in the bottles are independent of each other.
Find the probability that the total volume of juice in a carton exceeds 8050 mL.
Recall the properties of the normal distribution. You need to find the cumulative probability for a value below the mean.
The upper quartile corresponds to the 75th percentile. Use the inverse normal function on your GDC.
When summing independent normal random variables, the mean of the sum is the sum of the means, and the variance of the sum is the sum of the variances.
Question 3
MediumPaper 1 · calculator9 marksThe length of a newly manufactured "Micro-Resistor" () is normally distributed with a mean of mm and a standard deviation of mm. A circuit board requires five such resistors to be placed in series. Assume the lengths of the resistors are independent.
(a) Calculate the probability that the total length of these five resistors exceeds mm.
The time taken to assemble a "Control Unit" () is normally distributed with a mean of minutes and a standard deviation of minutes. The time taken to test a "Sensor Module" () is normally distributed with a mean of minutes and a standard deviation of minute. Assume the assembly time and testing time are independent.
(b) Determine the probability that the assembly time of a randomly selected Control Unit is less than three times the testing time of a randomly selected Sensor Module.
For a sum of independent normal random variables, the mean of the sum is the sum of the means, and the variance of the sum is the sum of the variances. Remember that if are independent. Then use the normal distribution to find the probability.
Define a new random variable that represents the difference between the Control Unit assembly time and three times the Sensor Module testing time. For independent random variables and , and constants and , and . Then, find the probability that this new variable is less than zero.
Question 4
HardPaper 2 · calculator12 marks(a) A logistics company handles two types of packages: small (S) and large (L). The weight of each type of package follows a normal distribution with parameters as shown in this table:
Type of Package
Mean weight (kg)
Standard deviation (kg)
S (Small)
L (Large)
One package of each type is selected at random. Find the probability that the large package weighs less than four times the weight of the small package.
(b) One large package and three small packages are selected at random. Find the probability that the large package weighs more than the total weight of the three small packages.
Let be the weight of a large package and be the weight of a small package. You need to find . This can be rewritten as . Consider the properties of linear combinations of independent normal random variables to find the mean and variance of .
Let be the weight of a large package and be the weights of three independent small packages. You need to find . First, find the mean and variance of the sum of the three small packages. Then, consider the difference between the large package and this sum.
Question 5
MediumPaper 2 · calculator13 marksA factory produces light bulbs. The probability that a randomly selected light bulb is defective is . For a single light bulb, let the discrete random variable equal if the bulb is defective, and if it is not defective.
(a) For the random variable , write down
(i) the mean
(ii) the variance.
A quality control manager inspects a random sample of light bulbs. Let the sample mean be the proportion of defective bulbs in the sample. The Central Limit Theorem states that the distribution of can be approximated by a normal distribution for a sufficiently large .
(b) Write down the
(i) mean
(ii) variance
of , when approximated by a normal distribution.
(c) Use this normal approximation to estimate .
(d) Hence, write down for an appropriate value of , when using this normal approximation.
(e) Let be the total number of defective light bulbs in the sample.
(i) State the true distribution that satisfies.
(ii) Find the exact value of , which can be construed as the probability that more than bulbs are defective.
Recall the formula for the mean of a Bernoulli distribution. For a Bernoulli trial with probability of success , the mean is .
Recall the formula for the variance of a Bernoulli distribution. For a Bernoulli trial with probability of success , the variance is .
According to the Central Limit Theorem, the mean of the sample mean is equal to the mean of the population, .
According to the Central Limit Theorem, the variance of the sample mean is the population variance divided by the sample size, .
Use the mean and variance of found in part (b) to define the normal distribution. Then use your GDC's normalcdf function to find the probability.
The sample mean is related to the sum by . Use this relationship to find the value of . The probability will be the same as in part (c).
The sum of independent Bernoulli trials is a Binomial distribution. Identify the parameters and .
For a discrete random variable , is equivalent to . Use your GDC's binomialcdf function to calculate this probability. Remember that .
Question 6
HardPaper 2 · calculator16 marksA factory produces specialized electronic components. The total "quality score" of a component, , is a combination of scores from three independent inspection stages:
- Stage 1: Automated visual inspection. The score from this stage has an expectation of and a standard deviation of .
- Stage 2: Manual functional test. A batch of critical functions are tested, and the score is the number of functions that pass. Each function has a probability of passing, independently.
- Stage 3: Environmental stress test. The score from this stage, representing the number of successful stress cycles, follows a Poisson distribution with a mean of .
The overall quality score for a component is given by .
Calculate the expected value and variance of the total quality score .
Given that the distribution of can be approximated by a Normal distribution, find the probability that a randomly selected component has a total quality score between and (inclusive of , exclusive of ).
The factory manager wants to ensure that the mean total quality score of a sample of components is within units of the true mean, with a probability of at least . Find the minimum sample size required.
Recall the formulas for the expectation and variance of Binomial and Poisson distributions. For independent random variables and constants , and . Remember that .
When approximating a discrete distribution with a continuous Normal distribution, remember to apply a continuity correction. For , the continuous approximation would be .
The Central Limit Theorem states that for a sufficiently large sample size , the sample mean is approximately normally distributed with mean and variance . You will need to use the inverse normal function to find the critical Z-value for the given probability.
Question 7
MediumPaper 2 · calculator7 marks(a) State the Central Limit Theorem, including the conditions under which it applies.
(b) A logistics company is investigating the average commute time for its employees. It is known that the commute times have a population variance of minutes. A random sample of employees reported their daily commute times, and the sample mean was minutes.
Calculate the confidence interval for the population mean commute time, .
Recall the conditions regarding sample size and the distribution of the sample mean when the population distribution is unknown or not normal.
Use the formula for a confidence interval for the population mean when the population standard deviation is known: . Remember to find the correct -critical value for a confidence level.
Question 8
HardPaper 2 · calculator21 marksA company manufactures specialized medical devices. Each device consists of a main circuit board and a protective casing. The weight of the circuit board, , is normally distributed with a mean of g and a standard deviation of g. The weight of the protective casing, , is normally distributed with a mean of g and a standard deviation of g. The weights of the circuit board and the casing are independent.
Find the probability that a randomly chosen complete device has a total weight of less than g.
A batch of such devices is to be packed into a container. The container has a maximum weight capacity of g. The weight of each device is independent.
Find the probability that the total weight of the devices is greater than the capacity of the container.
The company sources a critical microchip component from two different suppliers, Supplier X and Supplier Y. An engineer claims that microchips from Supplier Y have a lower response time than those from Supplier X. To test this claim, a random sample is taken from each supplier.
The eight microchips in the sample from Supplier X have response times, in milliseconds (ms), of:
.
Find the
(i) mean response time for the sample from Supplier X.
Find the
(ii) unbiased estimate of the population variance for the sample from Supplier X.
The seven microchips in the sample from Supplier Y have a mean response time of ms and an unbiased estimate of the population standard deviation () of ms.
Perform a suitable test, at the significance level, to test the engineer's claim that microchips from Supplier Y have a lower response time than those from Supplier X. You may assume the response times of microchips from each supplier are normally distributed with equal population variance.
The total weight of the device is the sum of the circuit board weight and the casing weight. When combining independent normal random variables, their means add, and their variances add. Remember that the standard deviation is the square root of the variance. Once you have the mean and standard deviation of the total weight, you can use the normal distribution to find the required probability.
Let be the total weight of the devices. Since each device's weight is normally distributed and independent, the sum of such weights will also be normally distributed. The mean of the sum will be times the mean of a single device, and the variance of the sum will be times the variance of a single device. Use the mean and variance calculated in part (a).
To find the mean of a sample, sum all the values in the sample and divide by the number of values in the sample.
The unbiased estimate of the population variance, , is calculated using the formula , where is the sample size and is the sample mean. Be careful to use in the denominator.
This is a hypothesis test comparing the means of two independent samples. Since the population standard deviations are unknown but assumed equal, and the samples are from normally distributed populations, a two-sample t-test (pooled variance) is appropriate. Remember to state the null and alternative hypotheses, calculate the test statistic and p-value, and draw a conclusion in context based on the significance level.
Question 9
MediumPaper 1 · calculator8 marksA company manufactures steel beams. The total length of these beams, , is normally distributed with a mean of cm and a standard deviation of cm. For installation purposes, engineers often consider the 'effective half-length' of the beam, which is half of its total length.
(a) Find the distribution of the effective half-length of the beams.
These beams are designed to fit into pre-fabricated slots. The length of the slots, , is also normally distributed with a mean of cm and a standard deviation of cm. Assume that the length of a beam and the length of a slot are independent.
(b) Calculate the probability that the clearance (the difference between the slot length and the beam's effective half-length, ) is less than cm.
Recall how the mean and standard deviation of a normal distribution are affected when the random variable is multiplied by a constant. If , then for a constant , .
If and are independent, then their difference is also normally distributed. The mean of the difference is , and the variance of the difference is . Use your GDC to find the probability once you have the mean and variance of the clearance.
Question 10
HardPaper 2 · calculator21 marksA customer service department receives contacts from two independent sources: phone calls and emails. The number of phone calls received per hour can be modelled by a Poisson distribution with a mean of . The number of emails received per hour can be modelled by a Poisson distribution with a mean of .
(a)(i) Find the probability that the department receives at most phone calls in a -hour period.
(a)(ii) Find the probability that the department receives a total of more than contacts (phone calls and emails combined) in one hour.
Each phone call takes an average of minutes to handle, and each email takes an average of minutes to handle. Let be the total time (in minutes) spent handling contacts in one hour.
(b)(i) Find .
(b)(ii) Find .
(c) State one reason why the distribution of cannot be a Poisson distribution.
(d) The customer service department operates for an -hour shift. Use the Central Limit Theorem to find the probability that the mean time spent per hour handling contacts during this shift is greater than minutes.
For a Poisson distribution, if the mean rate is per unit of time, then for units of time, the mean rate is . Use the cumulative distribution function for the Poisson distribution.
Since the two sources are independent, the sum of two independent Poisson variables is also a Poisson variable with a mean equal to the sum of their individual means. Remember that 'more than 12' means '13 or more'.
The expected value of a linear combination of random variables is .
For independent random variables and , . Remember that for a Poisson distribution, the variance is equal to its mean.
Consider the properties of a Poisson distribution, specifically regarding its mean, variance, and the types of values it can take.
The Central Limit Theorem states that for a large sample size , the sample mean is approximately normally distributed with mean and variance .
Question 11
MediumPaper 1 · calculator6 marks(a) In a manufacturing plant, the weight of a 'Type A' component is normally distributed with a mean of grams and a standard deviation of grams. The weight of a 'Type B' component is also normally distributed, with a mean of grams and a standard deviation of grams.
A single 'Type A' component and a single 'Type B' component are randomly selected to be assembled. Find the probability that their total combined weight will be less than grams.
Clearly state any assumptions you have made.
Let be the weight of Component A and be the weight of Component B. Consider the distribution of the sum . Remember the properties of the mean and variance of the sum of independent random variables. Also, recall that the sum of independent normal random variables is also a normal random variable.
Question 12
HardPaper 2 · calculator15 marksTech Solutions Inc. is a customer support company. They are analyzing their call center efficiency. Over a long period, they collect data on the number of calls, , already in the queue when a new customer's call arrives. The probability distribution of is shown in the following table.
| Number of calls in queue, | 0 | 1 | 2 | 3 | |
|---|---|---|---|---|---|
| P() | 0.15 | 0.30 | 0.35 | 0.20 | 0 |
Find the probability that there are at least two calls in the queue when a new customer's call arrives.
Find E().
The time in seconds, , taken to resolve a single customer's issue can be modelled by the normal distribution .
The company's management estimates that the expected total time a new customer will wait before their issue is resolved can be found by calculating E() E().
Find the value of E() E().
The company considers a service time to be 'long' if it takes more than three minutes to resolve a single customer's issue.
Using the distribution of given above, find the probability that it takes more than three minutes to resolve a randomly selected customer's issue.
Find the probability it takes more than four minutes in total to resolve two randomly selected customers' issues. You may assume all service times are independent of all other service times.
The company assumes that when a new customer's call arrives, the person at the front of the queue has only just reached a support agent. They also assume that if there are three or more customers already in the queue, the new customer will definitely wait more than three minutes before being served.
Using these assumptions and the probabilities for given in the table above,
find the probability a customer just arriving at the call center will wait more than three minutes before being served.
The company has a policy to employ more staff if the probability that a customer has to wait more than three minutes before being served is greater than .
Hence state whether Tech Solutions Inc. will decide to employ more staff.
To find the probability of 'at least two calls', sum the probabilities for and .
The expected value E() is calculated as the sum of (each value of its corresponding probability ).
Recall that for a normal distribution , the expected value E() is simply . Then multiply this by E() found in part (a.ii).
Convert three minutes to seconds. Then use your GDC to find for the given normal distribution.
If and are independent normal random variables, then their sum is also a normal random variable. The mean of the sum is the sum of the means, and the variance of the sum is the sum of the variances.
Consider the different scenarios for the number of customers in the queue ().
If , the wait time is 0.
If , the wait time is .
If , the wait time is .
If , the wait time is assumed to be minutes.
Compare the probability calculated in part (e.i) with the threshold of .
Question 13
MediumPaper 2 · calculator17 marksThe scores of students on a standardized mathematics test are modelled by a normal distribution with a mean of marks and a standard deviation of marks.
If students are chosen independently and at random, find the probability that more than of them scored above marks.
A study group consists of students chosen independently and at random. Write down the probability distribution that models the total score of these students.
The total score of students in a study group exceeds marks on less than of all occasions. Find the value of .
A tutoring center claims that of students who take the standardized mathematics test achieve a distinction. A rival tutor believes that this is an underestimation of the true proportion. The rival tutor collects data from of their clients, finding that of them achieved a distinction.
The rival tutor decides to perform a test using the binomial distribution on their data for the population proportion, , that achieve a distinction.
(i) State two assumptions that the rival tutor makes in order to conduct the test.
(ii) Write down the null and the alternative hypotheses for the rival tutor's test, in terms of .
(iii) Using the data from the rival tutor's sample, perform the test at a significance level to determine whether the rival tutor's belief is reasonable.
First, calculate the probability that a single student scores above marks using the normal distribution. Then, use this probability in a binomial distribution to find the probability that more than out of students achieve this score.
When independent normal random variables are summed, the resulting distribution is also normal. The mean of the sum is the sum of the means, and the variance of the sum is the sum of the variances.
You need to use the inverse normal function. Remember that 'exceeds on less than of occasions' means .
Think about the conditions required for a binomial distribution and for a hypothesis test on a proportion. What must be true about the sample and the individual events?
The null hypothesis represents the status quo (the tutoring center's claim). The alternative hypothesis represents the rival tutor's belief.
Calculate the p-value for the observed number of distinctions (or more) given the null hypothesis. Compare this p-value to the significance level to draw a conclusion.
Question 14
HardPaper 2 · calculator18 marksThe battery life, in hours, of a particular smartphone model, , can be modelled by a normal distribution with a mean of 24 hours and a standard deviation of 2 hours.
(a) Find the probability that a randomly selected smartphone has a battery life greater than 27 hours.
Two smartphones are selected at random and independently of each other.
(b) (i) Find the probability that both smartphones have a battery life greater than 27 hours.
(b) (ii) Find the probability that their total battery life is greater than 52 hours.
A software update is released which is claimed to improve battery life. The manufacturer decides to take a random sample of 20 smartphones to test this claim at the 1% significance level, assuming the standard deviation of the battery life has not changed.
(c) Write down the null and alternative hypotheses for the test.
(d) Find the critical region for this test.
Unknown to the manufacturer, the software update has resulted in all smartphones having a 5% longer battery life than the original model.
(e) Find the mean and standard deviation of the battery life for smartphones with the update.
(f) Find the probability of a Type II error in the manufacturer’s test.
Use your GDC's normal distribution function to find the probability for a single smartphone. You are looking for P(L > 27).
The selections are independent. How do you combine probabilities of independent events?
Recall the rules for the mean and variance of the sum of two independent random variables: and . Remember that the standard deviation is the square root of the variance.
The null hypothesis represents 'no change' from the original mean, while the alternative hypothesis represents the manufacturer's claim that the battery life has improved.
The critical region is the set of sample mean values that would lead you to reject the null hypothesis. Find the value `c` such that the probability of the sample mean being greater than `c` is equal to the significance level, under the null hypothesis.
A 5% increase means the new value is 105% of the old value. How does multiplying a random variable by a constant `k` affect its mean and standard deviation?
A Type II error is failing to reject the null hypothesis when it is false. This means the sample mean falls outside the critical region found in part (d). You need to calculate this probability using the true (new) distribution parameters found in part (e).
Question 15
MediumPaper 2 · calculator22 marks(a) The length of an aluminum segment for a custom telescope tube is modelled by a normal distribution with mean cm and standard deviation cm.
Find the probability that a randomly chosen aluminum segment is less than cm in length.
(b) Find the endpoints of the interval, symmetric about the mean, such that of the aluminum segments have a length that lies in this interval.
(c) The total length of the telescope tube assembly, , is formed by two independent aluminum segments () and one central optical housing (). The length of the optical housing is modelled by a normal distribution with mean cm and standard deviation cm, and is independent of the lengths of the aluminum segments.
(i) Calculate the mean and standard deviation of .
(ii) Hence find .
(d) Due to a design change, the total length of the telescope tube assembly is now normally distributed with a mean of cm and a standard deviation of cm. The model for the length of an aluminum segment does not change.
(i) Use the results for the sum of independent random variables to find a revised value for the mean of the optical housing length.
(ii) Find the standard deviation of the revised optical housing length.
(e) Under this revised model, of the optical housings have a length less than cm. Calculate the value of .
Use the normal cumulative distribution function (CDF) with the given mean and standard deviation for the aluminum segment. Remember the notation .
For a symmetric interval containing of the data, of the data will be in each tail. Use the inverse normal function (PPF) to find the values corresponding to the and percentiles.
For independent random variables, the mean of their sum is the sum of their means, i.e., . The variance of their sum is the sum of their variances, i.e., . Remember that standard deviation is the square root of variance.
Use the mean and standard deviation of calculated in part (c)(i). is also normally distributed since it's a sum of independent normal variables. Use the normal CDF.
The formula for the mean of the sum of independent random variables still applies: . You are given the new and the original .
The formula for the variance of the sum of independent random variables still applies: . You are given the new , so calculate . You know . Then find and finally .
Use the revised mean and standard deviation for the optical housing length found in part (d). Use the inverse normal function (PPF) to find the value such that .
Question 16
HardPaper 3 · calculator12 marksA factory produces two types of bottled drinks, "Energize" and "Refresh". The volumes of liquid, in ml, are modelled as independent normal distributions.
The volume of an "Energize" bottle, , is modelled as .
The volume of a "Refresh" bottle, , is modelled as .
(a) Find the probability that a randomly chosen "Energize" bottle contains between 495 ml and 510 ml of liquid.
(b) Find the probability that the volume of a randomly chosen "Energize" bottle is more than 1.5 times the volume of a randomly chosen "Refresh" bottle.
(c) Three "Energize" bottles and two "Refresh" bottles are emptied into a large jug with a capacity of 2.2 litres (2200 ml). Find the probability that the total volume of liquid overflows the jug.
Use your GDC's normal distribution function (normal cdf). You need to input the lower bound, upper bound, mean, and standard deviation for the 'Energize' bottle.
Define a new random variable representing the difference, for example W = A - 1.5B. Find the mean and variance of W using the rules for linear combinations of random variables. Remember that Var(aX + bY) = a^2Var(X) + b^2Var(Y). Then find P(W > 0).
Define a new random variable for the total volume, T = A1 + A2 + A3 + B1 + B2. Find the mean and variance of T using the rules for linear combinations of independent random variables. Then calculate the probability that T is greater than the jug's capacity.
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