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Finding Probabilities for Normal Distributions | 正态分布的概率计算

2026-08-02 19:24 · 本文部分内容由AI辅助创作

📚 Finding Probabilities for Normal Distributions | 正态分布的概率计算

The normal distribution is one of the most important continuous probability distributions in A-Level Mathematics. In this article, we will explore how to find probabilities for normally distributed variables using standardisation, the standard normal table, and inverse normal calculations. You will learn step-by-step methods suitable for the Edexcel specification, including the use of symmetry, calculator functions, and handling real-world problems. Mastering these skills is essential for tackling exam questions on statistical distributions.

正态分布是A-Level数学中最重要的连续型概率分布之一。本文将深入探讨如何通过标准化、标准正态分布表以及逆正态计算,求解正态分布变量的概率。你将逐步学会适用于爱德思考试大纲的方法,包括对称性的运用、计算器功能的使用,以及处理现实问题。掌握这些技能,对于应对统计分布相关的考题至关重要。

1. Understanding the Normal Distribution | 理解正态分布

The normal distribution is a bell-shaped, symmetric, continuous distribution defined by two parameters: the mean (μ) and the standard deviation (σ). The total area under the curve equals 1, representing total probability. Many natural phenomena, such as heights, weights, and measurement errors, can be modelled using a normal distribution. The random variable X ~ N(μ, σ²) indicates that X follows a normal distribution with mean μ and variance σ².

正态分布是一种钟形、对称的连续分布,由两个参数定义:均值(μ)和标准差(σ)。曲线下的总面积为1,代表总概率。许多自然现象,如身高、体重和测量误差,都可以用正态分布来建模。随机变量 X ~ N(μ, σ²) 表示 X 服从均值为 μ、方差为 σ² 的正态分布。

The probability density function (PDF) is not used directly for calculating probabilities; instead, we rely on cumulative distribution tables or calculator functions. The notation P(X < a) means the probability that the random variable X takes a value less than a, which corresponds to the area under the curve to the left of a.

概率密度函数(PDF)并不直接用于计算概率;我们依赖于累积分布表或计算器功能。符号 P(X < a) 表示随机变量 X 取值小于 a 的概率,它对应于曲线下 a 左侧的面积。


2. The Standard Normal Distribution | 标准正态分布

The standard normal distribution, denoted by Z ~ curve is symmetric about 0, we can derive probabilities for negative z-values using simple rules.

标准正态分布,记为 Z ~ N(0, 1²),具有均值为 0、标准差为 1 的特点。它的累积分布函数通常写为 Φ(z) = P(Z ≤ z)。分布表提供了不同 z 值对应的 Φ(z),通常针对 z ≥ 0。由于总面积为 1 且曲线关于 0 对称,我们可以利用简单规则推导出负 z 值的概率。

the area to the left of a positive z-score. For example, Φ(1.25) = 0.8944 means that 89.44% to read this table is the foundation of finding probabilities for any normal distribution.

标准正态分布表通常给出正 z 分数左侧的面积。例如,Φ(1.25) = 0.8944 意味着 89.44% 的数据位于均值以上 1.25 个标准差以下。理解如何读取这张表,是计算任何正态分布概率的基础。


3. Standardising a Normal Variable | 正态变量的标准化

To find probabilities for X ~ N(μ, σ²), we first convert X into the standard normal variable Z using the formula:

为了计算 X ~ N(μ, σ²) 的概率,我们首先使用以下公式将 X 转换为标准正态变量 Z:

Z = (X - μ) ÷ σ

ive Z values indicate X is above the mean, and negative values indicate X is below the mean. Standardisation allows us to use the standard normal table for any normal distribution.

这个过程称为标准化。得到的 Z 分数告诉我们 X 距离均值有多少个标准差。如果 X = μ,则 Z = 0。正的 Z 值表示 X 高于均值,负值表示 X 低于均值。标准化使我们能够对任何正态分布使用标准正态分布表。

For example, if X ~ .8413. Always ensure you use the standard deviation, not the variance, when standardising.

例如,若 X ~ N(100, 15²) 而我们需要求 P(X < 115),则计算 Z = (115 - 100) ÷ 15 = 1.00。然后 P(X < 115) = P(Z < 1.00) = Φ(1.00) = 0.8413。标准化时务必使用标准差,而不是方差。


4. Using the Standard Normal Table | 使用标准正态分布表

o find Φ(1.37), locate 1.3 on the left and 0.07 on the top; the intersection gives 0.9147.

爱德思公式手册提供了正 z 值的标准正态分布表。该表通常列出两位小数的 z 值:左列是第一位小数,顶行是第二位小数。交叉单元格给出 Φ(z) = P(Z ≤ z)。例如,要查找 Φ(1.37),在左侧找到 1.3,在顶部找到 0.07;交叉处为 0.9147。

= 0.0853. Many questions will require you to handle both positive and negative boundaries.

由于正态曲线是对称的,我们可以利用 Φ(-z) = 1 - Φ(z) 来求得负 z 分数的概率。这是一条关键性质。例如,Φ(-1.37) = 1 - 0.9147 = 0.0853。许多题目都会要求你同时处理正负边界。


5. Finding Probabilities: Less Than a Value | 计算概率:小于某值的概率

To find P(X < a) for X ~ f z is negative, use the symmetry rule or the table directly if your table includes negatives. Most Edexcel tables only give positive z, so you will typically transform the event accordingly.

要求解 X ~ N(μ, σ²) 的 P(X < a),先将 a 标准化为 z = (a - μ) ÷ σ。如果 z 为正,则 P(X < a) = Φ(z);如果 z 为负,可利用对称规则,或直接使用包含负值的表。爱德思的表格通常只给出正 z 值,所以你一般需要相应地转换事件。

Example: X ~ 4. Always sketch a bell curve and shade the required area to avoid errors in sign or direction.

示例:X ~ N(50, 4²)。求 P(X < 53)。这里 z = (53 - 50) ÷ 4 = 0.75。查表得 Φ(0.75) = 0.7734。因此概率为 0.7734。务必画出钟形曲线并涂鸦所需区域,以避免符号或方向错误。


6. Finding Probabilities: Greater Than a Value | 计算概率:大于某值的概率

ising a to z, we find P(Z < z) from the table and subtract from 1. This gives the area in the right tail. This method works regardless of whether a is above or below the mean.

对于 P(X > a),我们使用补集规则:P(X > a) = 1 - P(X < a)。将 a 标准化为 z 后,从表中查出 P(Z < z),再用 1 减去。这样即可得到右侧尾部的面积。无论 a 在均值的上方还是下方,该方法均适用。

Example: X ~ 1 - 0.7734 = 0.2266. Then P(X > 47) = 1 - 0.2266 = 0.7734. Notice how the symmetry works.

示例:X ~ N(50, 4²)。求 P(X > 53)。z = 0.75,Φ(0.75) = 0.7734。因此 P(X > 53) = 1 - 0.7734 = 0.2266。类似地,如果 a 为 47,z = -0.75,Φ(-0.75) = 1 - 0.7734 = 0.2266。那么 P(X > 47) = 1 - 0.2266 = 0.7734。注意对称性的运用。


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7. Finding Probabilities: Between Two Values | 计算概率:介于两个值之间的概率

- μ) ÷ σ. The probability is Φ(z₂) - Φ(z₁). This represents the central area under the curve between the two points.

对于 P(a < X < b),我们需求解两个累积概率之差:P(X < b) - P(X < a)。将两个边界分别标准化为 z₁ = (a - μ) ÷ σ 和 z₂ = (b - μ) ÷ σ。概率即为 Φ(z₂) - Φ(z₁)。这代表了曲线上两点之间的中心区域面积。

Example: X ~ 3) = 1 - Φ(0.3333) ≈ 1 - 0.6306 = 0.3694. Thus the probability = 0.7475 - 0.3694 = 0.3781.

示例:X ~ N(100, 15²)。求 P(95 < X < 110)。z₁ = (95 - 100)/15 = -0.3333...,z₂ = (110 - 100)/15 = 0.6667。查表得 Φ(0.6667) ≈ 0.7475,而 Φ(-0.3333) = 1 - Φ(0.3333) ≈ 1 - 0.6306 = 0.3694。因此概率 = 0.7475 - 0.3694 = 0.3781。


8. Symmetry and the Standard Normal Distribution | 对称性与标准正态分布

ams. For example, to find P(-1.5 < Z < 1.5), compute 2Φ(1.5) - 1 = 2(0.9332) - 1 = 0.8664.

正态曲线的对称性衍生出几条有用的恒等式:P(Z ≤ -z) = P(Z ≥ z),以及 P(-z < Z < z) = 2Φ(z) - 1。这些捷径在考试中可以节省时间。例如,要求 P(-1.5 < Z < 1.5),计算 2Φ(1.5) - 1 = 2(0.9332) - 1 = 0.8664。

on-strict inequalities when using continuous distributions. P(X ≤ a) = P(X < a) and so on.

此外,由于该分布是连续的,P(X = a) = 0。这意味着在使用连续分布时,我们无需纠结严格不等式与非严格不等式的区别。P(X ≤ a) = P(X < a),依此类推。


9. Inverse Normal: Finding Values Given a Probability | 逆正态:已知概率求值

the z-score corresponding to probability p in the table. Many questions provide a right-tail probability, so you must first convert to a left-tail probability.

有时我们已知概率,需要求出对应的 X 值。这就是逆正态问题。对于标准正态分布,若已知 P(Z < z) = p,我们可以在表中查找概率 p 对应的 z 分数。许多题目提供的是右侧尾部概率,因此你必须先将其转换为左侧尾部概率。

Once the z-score is obtained, use the unstandardising formula:

一旦得到 z 分数,使用去标准化公式:

X = μ + z × σ

Example: X ~ 449 (from table, between 1.64 and 1.65). Then k = 200 + 1.6449 × 30 ≈ 249.35. Therefore, 5% of the distribution lies above 249.35.

示例:X ~ N(200, 30²)。求 k 的值,使得 P(X > k) = 0.05。首先,P(X < k) = 0.95。左侧面积为 0.95 的 z 分数约为 1.6449(查表,介于 1.64 与 1.65 之间)。然后 k = 200 + 1.6449 × 30 ≈ 249.35。因此,该分布中有 5% 的取值高于 249.35。


10. Using a Calculator for Normal Probabilities | 使用计算器计算正态概率

In the Edexcel exam, you may use a scientific calculator with statistical functions to find normal probabilities directly, bypassing standardisation. Typical functions include 'Normal CD' for cumulative probabilities (lower, upper, σ, μ) and 'Inverse Normal' for finding a value given a tail probability. However, you must still show method marks by writing the standardisation and stating the parameters.

在爱德思考试中,你可以使用具有统计功能的科学计算器直接求正态概率,无需手动标准化。典型功能包括用于累积概率的“Normal CD”(输入下限、上限、σ、μ),以及用于根据尾部概率求值的“Inverse Normal”。然而,你仍须写出标准化步骤并声明参数,以获得方法分。

When using calculator, always check whether you need to input σ or the variance. Edexcel notation uses N(μ, σ²), but calculator inputs are mean and standard deviation. Double-check the tail direction for inverse normal: some calculators expect the area to the left, others to the right.

使用计算器时,务必核实需要输入的是 σ 还是方差。爱德思标记法使用 N(μ, σ²),但计算器的输入是均值与标准差。对于逆正态,还需仔细检查尾部方向:有些计算器期望输入左侧面积,另一些则是右侧面积。


11. Real-World Applications | 实际应用

Normal distributions appear frequently in real-world contexts such as quality control, examination scores, and natural measurements. For instance, a manufacturer may state that the diameter of a bolt is normally distributed with mean 10 mm and standard deviation 0.2 mm. To find the proportion of bolts with diameter less than 9.7 mm, standardise and find the probability.

正态分布频繁出现在现实世界中,例如质量控制、考试成绩以及自然测量。例如,某制造商可能声称螺栓直径服从均值为 10 mm、标准差为 0.2 mm 的正态分布。欲求直径小于 9.7 mm 的螺栓比例,只需标准化并计算概率。

Another common application is setting pass marks in exams. If scores are ~N(60, 8²) and only the top 10% receive an A grade, the cut-off score is found via inverse normal: z for 0.90 is ~1.2816, so score = 60 + 1.2816×8 ≈ 70.25. Thus, students need about 70.3 to achieve an A.

另一个常见应用是设定考试通过分数线。若考试分数 ~N(60, 8²) 且只有前 10% 能获得 A 等级,则可通过逆正态求得分数线:对应 0.90 的 z 值约为 1.2816,因此分数线 = 60 + 1.2816×8 ≈ 70.25。因此,学生需考到约 70.3 分才能获得 A。


12. Common Mistakes and Tips | 常见错误与技巧

Practising a variety of problems, including those with unknown means or standard deviations, will build confidence. Always draw a diagram to visualise the required area.

练习各类问题,包括均值或标准差未知的情形,将有助于建立信心。始终画出示意图以直观呈现所求区域。


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