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Topic 4.16 · HL only

Central limit theorem + Linear combination of multiple independent NORMAL random variables: notes and practice questions

Summary
  • For a single random variable `X` and constants `a, b`:
  • E(aX+b)=aE(X)+b E(aX + b) = aE(X) + b
  • Var(aX+b)=a2Var(X) \text{Var}(aX + b) = a^2\text{Var}(X)
  • For `n` independent random variables `X1, ..., Xn` and constants `a1, ..., an`:
  • E(a1X1±⋯±anXn)=a1E(X1)±⋯±anE(Xn) E(a_1X_1 \pm \dots \pm a_nX_n) = a_1E(X_1) \pm \dots \pm a_nE(X_n)
  • Var(a1X1±⋯±anXn)=a12Var(X1)+⋯+an2Var(Xn) \text{Var}(a_1X_1 \pm \dots \pm a_nX_n) = a_1^2\text{Var}(X_1) + \dots + a_n^2\text{Var}(X_n)
  • 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:
  • Var(X‾)=σ2n \text{Var}(\overline{X}) = \frac{\sigma^2}{n}
  • 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:
  • X‾∼N(μ,σ2n) \overline{X} \sim N\left(\mu, \frac{\sigma^2}{n}\right)
  • When using a GDC for CLT, the standard deviation to input is `σn\frac{\sigma}{\sqrt{n}}`.
  • 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 n>30n > 30 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 σn\frac{\sigma}{\sqrt{n}}, and forgetting the square root is the usual error. This subtopic exists to make AHL 4.16 and AHL 4.18 work.

Given in the booklet

The distribution of the sample mean.

Key ideas
  • The fact that a linear combination of nn independent normal random variables is normally distributed. In particular, X∼N(μ, σ2)⇒Xˉ∼N ⁣(μ, σ2n)X \sim N(\mu,\ \sigma^2) \Rightarrow \bar{X} \sim N\!\left(\mu,\ \dfrac{\sigma^2}{n}\right).
  • 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 hard
Showing 16 of 16

Question 1

MediumPaper 1 · calculator6 marks
(a)

A beverage company uses an automated machine to fill plastic bottles with water. The actual volume of water, VV, 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.

[2]
(b)

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.

[4]

Question 2

HardPaper 1 · calculator7 marks
(a)

A 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.

[2]
(b)

Find the upper quartile of the volumes of the bottles.

[2]
(c)

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.

[3]

Question 3

MediumPaper 1 · calculator9 marks
(a)

The length of a newly manufactured "Micro-Resistor" (RR) is normally distributed with a mean of 12.012.0 mm and a standard deviation of 0.50.5 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 62.062.0 mm.

[4]
(b)

The time taken to assemble a "Control Unit" (CC) is normally distributed with a mean of 45.045.0 minutes and a standard deviation of 2.02.0 minutes. The time taken to test a "Sensor Module" (SS) is normally distributed with a mean of 14.014.0 minutes and a standard deviation of 1.01.0 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.

[5]

Question 4

HardPaper 2 · calculator12 marks
(a)

(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)

1.51.5

0.20.2

L (Large)

5.05.0

0.50.5

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.

[5]
(b)

(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.

[7]

Question 5

MediumPaper 2 · calculator13 marks
(a)(i)

A factory produces light bulbs. The probability that a randomly selected light bulb is defective is p=0.15p = 0.15. For a single light bulb, let the discrete random variable XX equal 11 if the bulb is defective, and 00 if it is not defective.

(a) For the random variable XX, write down

(i) the mean

[1]
(a)(ii)

(ii) the variance.

[1]
(b)(i)

A quality control manager inspects a random sample of n=120n = 120 light bulbs. Let the sample mean Xˉ=1n∑i=1120Xi\bar{X} = \frac{1}{n} \sum_{i=1}^{120} X_i be the proportion of defective bulbs in the sample. The Central Limit Theorem states that the distribution of Xˉ\bar{X} can be approximated by a normal distribution for a sufficiently large nn.

(b) Write down the

(i) mean

[1]
(b)(ii)

(ii) variance

of Xˉ\bar{X}, when approximated by a normal distribution.

[1]
(c)

(c) Use this normal approximation to estimate P(Xˉ>0.18)P(\bar{X} > 0.18).

[3]
(d)

(d) Hence, write down P(∑i=1120Xi>k)P\left(\sum_{i=1}^{120} X_i > k\right) for an appropriate value of kk, when using this normal approximation.

[2]
(e)(i)

(e) Let T=∑i=1120XiT = \sum_{i=1}^{120} X_i be the total number of defective light bulbs in the sample.

(i) State the true distribution that TT satisfies.

[1]
(e)(ii)

(ii) Find the exact value of P(T>21.5)P(T > 21.5), which can be construed as the probability that more than 2121 bulbs are defective.

[3]

Question 6

HardPaper 2 · calculator16 marks
(a)

A factory produces specialized electronic components. The total "quality score" of a component, TT, is a combination of scores from three independent inspection stages:

  • Stage 1: Automated visual inspection. The score XX from this stage has an expectation of 2.52.5 and a standard deviation of 0.70.7.
  • Stage 2: Manual functional test. A batch of 88 critical functions are tested, and the score YY is the number of functions that pass. Each function has a 0.350.35 probability of passing, independently.
  • Stage 3: Environmental stress test. The score ZZ from this stage, representing the number of successful stress cycles, follows a Poisson distribution with a mean of 4.24.2.

The overall quality score for a component is given by T=X+2Y+ZT = X + 2Y + Z.

Calculate the expected value and variance of the total quality score TT.

[6]
(b)

Given that the distribution of TT can be approximated by a Normal distribution, find the probability that a randomly selected component has a total quality score between 1010 and 1414 (inclusive of 1010, exclusive of 1414).

[4]
(c)

The factory manager wants to ensure that the mean total quality score of a sample of nn components is within 0.80.8 units of the true mean, with a probability of at least 0.950.95. Find the minimum sample size nn required.

[6]

Question 7

MediumPaper 2 · calculator7 marks
(a)

(a) State the Central Limit Theorem, including the conditions under which it applies.

[3]
(b)

(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 σ2=9\sigma^2 = 9 minutes2^2. A random sample of 6464 employees reported their daily commute times, and the sample mean was xˉ=40\bar{x} = 40 minutes.

Calculate the 95%95\% confidence interval for the population mean commute time, μ\mu.

[4]

Question 8

HardPaper 2 · calculator21 marks
(a)

A company manufactures specialized medical devices. Each device consists of a main circuit board and a protective casing. The weight of the circuit board, CC, is normally distributed with a mean of 120120 g and a standard deviation of 55 g. The weight of the protective casing, PP, is normally distributed with a mean of 3030 g and a standard deviation of 22 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 145145 g.

[5]
(b)

A batch of 1010 such devices is to be packed into a container. The container has a maximum weight capacity of 15101510 g. The weight of each device is independent.

Find the probability that the total weight of the 1010 devices is greater than the capacity of the container.

[4]
(c)(i)

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:

19.65,19.65,19.79,20.75,20.97,21.15,22.28,22.3719.65, 19.65, 19.79, 20.75, 20.97, 21.15, 22.28, 22.37.

Find the

(i) mean response time for the sample from Supplier X.

[3]
(c)(ii)

Find the

(ii) unbiased estimate of the population variance for the sample from Supplier X.

[3]
(d)

The seven microchips in the sample from Supplier Y have a mean response time of 19.519.5 ms and an unbiased estimate of the population standard deviation (sn−1s_{n-1}) of 1.051.05 ms.

Perform a suitable test, at the 5%5\% 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.

[6]

Question 9

MediumPaper 1 · calculator8 marks
(a)

A company manufactures steel beams. The total length of these beams, LL, is normally distributed with a mean of 400400 cm and a standard deviation of 1.21.2 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.

[3]
(b)

These beams are designed to fit into pre-fabricated slots. The length of the slots, SS, is also normally distributed with a mean of 201.5201.5 cm and a standard deviation of 0.450.45 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, S−HS-H) is less than 0.50.5 cm.

[5]

Question 10

HardPaper 2 · calculator21 marks
(a)(i)

A 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 5.55.5. The number of emails received per hour can be modelled by a Poisson distribution with a mean of 3.83.8.

(a)(i) Find the probability that the department receives at most 2020 phone calls in a 33-hour period.

[5]
(a)(ii)

(a)(ii) Find the probability that the department receives a total of more than 1212 contacts (phone calls and emails combined) in one hour.

[5]
(b)(i)

Each phone call takes an average of 44 minutes to handle, and each email takes an average of 77 minutes to handle. Let MM be the total time (in minutes) spent handling contacts in one hour.

(b)(i) Find E(M)E(M).

[3]
(b)(ii)

(b)(ii) Find Var(M)Var(M).

[3]
(c)

(c) State one reason why the distribution of MM cannot be a Poisson distribution.

[1]
(d)

(d) The customer service department operates for an 88-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 4545 minutes.

[4]

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 120120 grams and a standard deviation of 88 grams. The weight of a 'Type B' component is also normally distributed, with a mean of 150150 grams and a standard deviation of 1010 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 285285 grams.

Clearly state any assumptions you have made.

Question 12

HardPaper 2 · calculator15 marks
(a)(i)

Tech 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, CC, already in the queue when a new customer's call arrives. The probability distribution of CC is shown in the following table.

Number of calls in queue, cc0123≥4\ge 4
P(C=cC = c)0.150.300.350.200

Find the probability that there are at least two calls in the queue when a new customer's call arrives.

[1]
(a)(ii)

Find E(CC).

[2]
(b)

The time in seconds, TT, taken to resolve a single customer's issue can be modelled by the normal distribution T∼N(130,252)T \sim \text{N}(130, 25^2).

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(CC) ×\times E(TT).

Find the value of E(CC) ×\times E(TT).

[2]
(c)

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 TT given above, find the probability that it takes more than three minutes to resolve a randomly selected customer's issue.

[2]
(d)

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.

[4]
(e)(i)

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 CC 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.

[3]
(e)(ii)

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 0.350.35.

Hence state whether Tech Solutions Inc. will decide to employ more staff.

[1]

Question 13

MediumPaper 2 · calculator17 marks
(a)

The scores of students on a standardized mathematics test are modelled by a normal distribution with a mean of 6868 marks and a standard deviation of 1212 marks.

If 1515 students are chosen independently and at random, find the probability that more than 55 of them scored above 8080 marks.

[4]
(b)

A study group consists of 1010 students chosen independently and at random. Write down the probability distribution that models the total score of these 1010 students.

[3]
(c)

The total score of 1010 students in a study group exceeds ss marks on less than 2.5%2.5\% of all occasions. Find the value of ss.

[2]
(d)(i)

A tutoring center claims that 35%35\% 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 180180 of their clients, finding that 7272 of them achieved a distinction.

The rival tutor decides to perform a test using the binomial distribution on their data for the population proportion, pp, that achieve a distinction.

(i) State two assumptions that the rival tutor makes in order to conduct the test.

[2]
(d)(ii)

(ii) Write down the null and the alternative hypotheses for the rival tutor's test, in terms of pp.

[2]
(d)(iii)

(iii) Using the data from the rival tutor's sample, perform the test at a 5%5\% significance level to determine whether the rival tutor's belief is reasonable.

[4]

Question 14

HardPaper 2 · calculator18 marks
(a)

The battery life, in hours, of a particular smartphone model, LL, 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.

[2]
(b)(i)

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.

[2]
(b)(ii)

(b) (ii) Find the probability that their total battery life is greater than 52 hours.

[4]
(c)

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.

[1]
(d)

(d) Find the critical region for this test.

[4]
(e)

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.

[3]
(f)

(f) Find the probability of a Type II error in the manufacturer’s test.

[2]

Question 15

MediumPaper 2 · calculator22 marks
(a)

(a) The length of an aluminum segment for a custom telescope tube is modelled by a normal distribution with mean 220220 cm and standard deviation 77 cm.

Find the probability that a randomly chosen aluminum segment is less than 210210 cm in length.

[2]
(b)

(b) Find the endpoints of the interval, symmetric about the mean, such that 90%90\% of the aluminum segments have a length that lies in this interval.

[3]
(c)(i)

(c) The total length of the telescope tube assembly, TT, is formed by two independent aluminum segments (A1,A2A_1, A_2) and one central optical housing (HH). The length of the optical housing is modelled by a normal distribution with mean 120120 cm and standard deviation 55 cm, and is independent of the lengths of the aluminum segments.

(i) Calculate the mean and standard deviation of TT.

[6]
(c)(ii)

(ii) Hence find P(545<T<570)P(545 < T < 570).

[3]
(d)(i)

(d) Due to a design change, the total length of the telescope tube assembly is now normally distributed with a mean of 565565 cm and a standard deviation of 1111 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.

[3]
(d)(ii)

(ii) Find the standard deviation of the revised optical housing length.

[3]
(e)

(e) Under this revised model, 85%85\% of the optical housings have a length less than kk cm. Calculate the value of kk.

[2]

Question 16

HardPaper 3 · calculator12 marks
(a)

A 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, AA, is modelled as A∼N(500,102)A \sim N(500, 10^2).
The volume of a "Refresh" bottle, BB, is modelled as B∼N(330,82)B \sim N(330, 8^2).

(a) Find the probability that a randomly chosen "Energize" bottle contains between 495 ml and 510 ml of liquid.

[2]
(b)

(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.

[6]
(c)

(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.

[4]

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What does Central limit theorem + Linear combination of multiple independent NORMAL random variables cover in IB Maths AI?

For a single random variable `X` and constants `a, b`:. E(aX + b) = aE(X) + b. Var(aX + b) = a^2Var(X).

Is Central limit theorem + Linear combination of multiple independent NORMAL random variables SL or HL?

Central limit theorem + Linear combination of multiple independent NORMAL random variables is HL only. SL students are not examined on it.

How do I revise Central limit theorem + Linear combination of multiple independent NORMAL random variables for IB Maths AI?

Start from the core idea: for a single random variable `X` and constants `a, b`:. In the exam: the n > 30 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 fracσ√n, and forgetting the square root is the usual error. Then practise exam-style questions, easiest first, writing out every step of your working before you check it.

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