Math Problem Statement

Soit X une gaussienne centrée réduite. Calculer à 10^{-4} près les probabilités suivantes : (1) P(X ≤ 1.85) (2) P(X ≤ -1.18) (3) P(X > 2.58) (4) P(|X| ≤ 1.96) (5) P(|X| ≤ 2.8).

Solution

The exercise asks for probabilities from a standard normal distribution (i.e., a Gaussian distribution with a mean of 0 and variance of 1) rounded to 10410^{-4}.

Let's calculate these probabilities using the properties of the standard normal distribution XN(0,1)X \sim N(0, 1):

  1. P(X1.85)P(X \leq 1.85)
  2. P(X1.18)P(X \leq -1.18)
  3. P(X>2.58)P(X > 2.58)
  4. P(X1.96)P(|X| \leq 1.96)
  5. P(X2.8)P(|X| \leq 2.8)

Standard normal distribution properties:

For this, we use the cumulative distribution function (CDF) and symmetry properties:

  • The CDF, Φ(x)\Phi(x), gives P(Xx)P(X \leq x).
  • To calculate P(X>x)P(X > x), we use: P(X>x)=1Φ(x)P(X > x) = 1 - \Phi(x).
  • For absolute values like P(Xx)P(|X| \leq x), we use: P(Xx)=2Φ(x)1P(|X| \leq x) = 2\Phi(x) - 1 due to the symmetry of the normal distribution.

I'll compute these probabilities.Here are the calculated probabilities, rounded to 10410^{-4}:

  1. P(X1.85)=0.9678P(X \leq 1.85) = 0.9678
  2. P(X1.18)=0.1190P(X \leq -1.18) = 0.1190
  3. P(X>2.58)=0.0049P(X > 2.58) = 0.0049
  4. P(X1.96)=0.9500P(|X| \leq 1.96) = 0.9500
  5. P(X2.8)=0.9949P(|X| \leq 2.8) = 0.9949

Let me know if you need more details or further explanation!

Here are some related questions:

  1. How is the standard normal distribution derived from any normal distribution?
  2. What is the difference between the CDF and the PDF of a normal distribution?
  3. How can you use Z-scores to compare different datasets?
  4. What is the significance of values like 1.96 in statistical hypothesis testing?
  5. How can you use a standard normal table to approximate probabilities?

Tip: In a standard normal distribution, about 68% of values lie within 1 standard deviation, 95% within 2, and 99.7% within 3.

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Math Problem Analysis

Mathematical Concepts

Probability
Normal Distribution
Gaussian Distribution

Formulas

P(X ≤ x) = Φ(x)
P(X > x) = 1 - Φ(x)
P(|X| ≤ x) = 2Φ(x) - 1

Theorems

Standard Normal Distribution CDF

Suitable Grade Level

University Level (Probability and Statistics)