The normal distribution: properties, applications, approximations

Cambridge International AS & A Level Mathematics (9709) – Normal Distribution, Related Topics and Full Syllabus Overview

1. Syllabus Mapping – Where Each Topic Belongs

Paper Unit (Syllabus Code) Key Sub‑topics (Core)
Paper 1 Pure Mathematics 1 (P1)
  • Quadratics – completing the square, factor theorem, roots
  • Functions – domain, range, composition, inverse
  • Coordinate geometry – straight line, circle, parabola
  • Circular measure – radians, arc length, sector area
  • Trigonometry – identities, solving equations, sine/cosine rule
  • Series – arithmetic & geometric progressions
  • Differentiation – basic rules, tangent, normal
  • Integration – elementary antiderivatives, area under a curve
Paper 2 Pure Mathematics 2 (P2)
  • Algebra – simultaneous equations, factorisation, inequalities
  • Logarithms & exponentials – change of base, solving equations
  • Advanced trigonometry – multiple‑angle, sum‑to‑product, R‑formula
  • Differentiation – product, quotient, chain rule, optimisation
  • Integration – substitution, integration by parts (restricted), definite integrals
  • Numerical methods – Newton‑Raphson, iteration, trapezium rule
Paper 3 Pure Mathematics 3 (P3)
  • Vectors – notation, scalar product, vector product (2‑D), applications
  • Complex numbers – Cartesian & polar forms, De Moivre’s theorem
  • First‑order differential equations – separable, linear, modelling
  • Partial fractions – simple & repeated linear factors
  • Integration techniques – completing the square, trigonometric substitution (restricted)
  • Series – binomial expansion, Maclaurin series (up to x³ term)
Paper 4 Mechanics (M)
  • Forces & equilibrium – free‑body diagrams, resultant, moments
  • Kinematics – constant acceleration, projectile motion, relative velocity
  • Momentum – impulse, conservation, collisions (elastic & inelastic)
  • Newton’s laws – applications, friction, tension
  • Work, energy & power – kinetic & potential energy, work‑energy theorem
Paper 5 Probability & Statistics 1 (PS1)
  • Data representation – stem‑and‑leaf, histogram, box‑plot
  • Measures of central tendency & dispersion – mean, median, mode, range, IQR, standard deviation
  • Basic probability – sample spaces, complementary, addition & multiplication rules
  • Counting techniques – permutations, combinations, binomial coefficients
  • Discrete random variables – binomial distribution (definition, mean, variance)
  • Continuous random variables – normal distribution (definition, properties, standardisation, Z‑tables, Empirical rule, percentiles, normal approximation to the binomial with continuity correction)
Paper 6 Probability & Statistics 2 (PS2)
  • Poisson distribution – definition, mean = variance, applications
  • Linear combinations of independent normal variables
  • Sampling distribution of the mean – Central Limit Theorem (CLT)
  • Point & interval estimation – confidence intervals for a mean (known & unknown σ)
  • Hypothesis testing – one‑sample z‑test for a mean (two‑tailed and one‑tailed)

2. Pure Mathematics 1 (Paper 1)

2.1 Quadratics

  • Standard form: \(ax^{2}+bx+c=0\)
  • Completing the square: \(a\bigl(x+\tfrac{b}{2a}\bigr)^{2}= \tfrac{b^{2}-4ac}{4a}\)
  • Roots: \(x=\dfrac{-b\pm\sqrt{b^{2}-4ac}}{2a}\)
  • Factor theorem: if \(f(r)=0\) then \((x-r)\) is a factor.

2.2 Functions & Graphs

  • Domain / range, composition \((f\circ g)(x)=f(g(x))\), inverse \(f^{-1}(x)\).
  • Key shapes: linear, quadratic, cubic, reciprocal, absolute‑value.

2.3 Coordinate Geometry

  • Line: \(y=mx+c\) or \(ax+by+d=0\); slope \(m=\dfrac{y_{2}-y_{1}}{x_{2}-x_{1}}\).
  • Circle: \((x-h)^{2}+(y-k)^{2}=r^{2}\).
  • Parabola (standard): \(y=ax^{2}+bx+c\) or \((x-h)^{2}=4p(y-k)\).

2.4 Trigonometry

  • Fundamental identities: \(\sin^{2}\theta+\cos^{2}\theta=1\), \(\tan\theta=\dfrac{\sin\theta}{\cos\theta}\).
  • Solving equations: e.g. \(\sin\theta=0.6\) ⇒ \(\theta=36.87^{\circ}\) or \(180^{\circ}-36.87^{\circ}\).
  • R‑formula: \(a\sin\theta+b\cos\theta=R\sin(\theta+\alpha)\) where \(R=\sqrt{a^{2}+b^{2}}\).

2.5 Differentiation & Integration (Core)

Typical exam question: find the gradient of \(y=3x^{2}-5x+2\) at \(x=1\).

  • Derivative: \(\dfrac{dy}{dx}=6x-5\); at \(x=1\), gradient \(=1\).
  • Integral: \(\displaystyle\int (3x^{2}-5x+2)\,dx = x^{3}-\tfrac{5}{2}x^{2}+2x+C\).

3. Pure Mathematics 2 (Paper 2)

3.1 Algebraic Techniques

  • Simultaneous linear equations – substitution or elimination.
  • Inequalities – solving quadratic inequalities by sign chart.
  • Logarithms: \(\log_{a}b=c\iff a^{c}=b\); change of base \(\log_{a}b=\dfrac{\log b}{\log a}\).

3.2 Advanced Trigonometry

  • Multiple‑angle: \(\sin2\theta=2\sin\theta\cos\theta\), \(\cos3\theta=4\cos^{3}\theta-3\cos\theta\).
  • Sum‑to‑product: \(\sin A+\sin B=2\sin\frac{A+B}{2}\cos\frac{A-B}{2}\).

3.3 Differentiation – Chain, Product & Quotient Rules

\[ \frac{d}{dx}[u v]=u'v+uv',\qquad \frac{d}{dx}\!\left(\frac{u}{v}\right)=\frac{u'v-uv'}{v^{2}},\qquad \frac{d}{dx}[f(g(x))]=f'(g(x))\,g'(x) \]

3.4 Integration – Substitution & Definite Integrals

Example: \(\displaystyle\int 2x\sqrt{x^{2}+1}\,dx\).

  • Let \(u=x^{2}+1\), \(du=2x\,dx\).
  • Integral becomes \(\int \sqrt{u}\,du = \frac{2}{3}u^{3/2}+C = \frac{2}{3}(x^{2}+1)^{3/2}+C\).

3.5 Numerical Methods

  • Newton‑Raphson: \(x_{n+1}=x_{n}-\dfrac{f(x_{n})}{f'(x_{n})}\).
  • Trapezium rule for \(\displaystyle\int_{a}^{b}f(x)dx\): \(\approx\frac{b-a}{2}[f(a)+f(b)]\) (or with more sub‑intervals).

4. Pure Mathematics 3 (Paper 3)

4.1 Vectors (2‑D)

  • Position vector \(\mathbf{r}=x\mathbf{i}+y\mathbf{j}\).
  • Scalar product: \(\mathbf{a}\cdot\mathbf{b}=|a||b|\cos\theta = ax+by\).
  • Applications: finding angle between two lines, projection of a vector.

4.2 Complex Numbers

  • Cartesian form: \(z=a+bi\).
  • Polar form: \(z=r(\cos\theta+i\sin\theta)=re^{i\theta}\) where \(r=\sqrt{a^{2}+b^{2}}\), \(\theta=\tan^{-1}\frac{b}{a}\).
  • De Moivre: \((\cos\theta+i\sin\theta)^{n}=\cos n\theta+i\sin n\theta\).

4.3 First‑Order Differential Equations (Separable)

General form \(\dfrac{dy}{dx}=g(x)h(y)\).

  • Separate: \(\dfrac{1}{h(y)}dy=g(x)dx\).
  • Integrate both sides and apply the constant of integration.

4.4 Partial Fractions (Restricted)

Example: \(\displaystyle\frac{3x+5}{(x-1)(x+2)} = \frac{A}{x-1}+\frac{B}{x+2}\).

  • Solve for \(A,B\): \(3x+5=A(x+2)+B(x-1)\) ⇒ \(A=2,\;B=1\).

4.5 Series Expansions (Binomial, up to \(x^{3}\))

\[ (1+x)^{n}=1+nx+\frac{n(n-1)}{2!}x^{2}+\frac{n(n-1)(n-2)}{3!}x^{3}+O(x^{4}) \]

5. Mechanics (Paper 4)

5.1 Forces & Equilibrium

  • Resultant of concurrent forces: vector sum \(\mathbf{R}=\sum\mathbf{F}_{i}\).
  • Equilibrium conditions: \(\sum\mathbf{F}=0\) and \(\sum\text{moments}=0\).

5.2 Kinematics (Constant Acceleration)

\[ v = u+at,\qquad s = ut+\tfrac12 at^{2},\qquad v^{2}=u^{2}+2as \]

5.3 Momentum & Collisions

  • Momentum: \(\mathbf{p}=m\mathbf{v}\).
  • Impulse: \(\mathbf{J}=\Delta\mathbf{p}= \int \mathbf{F}\,dt\).
  • Conservation in isolated system: \(\sum\mathbf{p}_{\text{initial}}=\sum\mathbf{p}_{\text{final}}\).

5.4 Work, Energy & Power

  • Work done by a constant force: \(W=F\,s\cos\theta\).
  • Kinetic energy: \(KE=\frac12 mv^{2}\).
  • Work‑energy theorem: \(W_{\text{net}}=\Delta KE\).
  • Power: \(P=\frac{W}{t}=Fv\cos\theta\).

5.5 Example – Projectile Motion

Find the maximum height of a projectile launched with speed \(20\text{ m s}^{-1}\) at \(30^{\circ}\) to the horizontal.

  • Vertical component \(u_{y}=20\sin30^{\circ}=10\text{ m s}^{-1}\).
  • Maximum height \(h=\frac{u_{y}^{2}}{2g}= \frac{10^{2}}{2\times9.8}\approx5.10\text{ m}\).

6. Probability & Statistics 1 (Paper 5) – Core Concepts & Normal Distribution

6.1 Visualising Data

  • Stem‑and‑leaf plot – retains raw values, shows shape.
  • Histogram – class intervals, frequency density; symmetry hints at normality.
  • Box‑plot – median, quartiles, possible outliers.

6.2 Measures of Central Tendency & Dispersion

\[ \bar{x}=\frac{1}{n}\sum_{i=1}^{n}x_{i},\qquad s=\sqrt{\frac{\sum (x_{i}-\bar{x})^{2}}{n-1}} \]
  • Median – middle value (or average of two middle values).
  • Mode – most frequent value.
  • Range = max – min; IQR = Q3 – Q1.

6.3 Basic Probability Rules

  • Complementary: \(P(A^{c})=1-P(A)\).
  • Addition (mutually exclusive): \(P(A\cup B)=P(A)+P(B)\).
  • Multiplication (independent): \(P(A\cap B)=P(A)P(B)\).

6.4 Counting Techniques

  • Permutations: \({}^{n}P_{r}= \dfrac{n!}{(n-r)!}\).
  • Combinations: \(\displaystyle{n\choose r}= \dfrac{n!}{r!(n-r)!}\).

6.5 Binomial Distribution (Discrete Random Variable)

For \(n\) independent trials with success probability \(p\):

\[ P(B=k)=\binom{n}{k}p^{k}(1-p)^{\,n-k},\qquad k=0,1,\dots ,n \]

Mean \(\mu=np\), variance \(\sigma^{2}=np(1-p)\).

6.6 The Normal Distribution (Continuous Random Variable)

6.6.1 Definition & Key Properties
\[ f(x)=\frac{1}{\sigma\sqrt{2\pi}}\; \exp\!\left[-\frac{(x-\mu)^{2}}{2\sigma^{2}}\right],\qquad -\infty
  • \(\mu\) = mean = median = mode.
  • \(\sigma>0\) = standard deviation.
  • Symmetric about \(x=\mu\); total area = 1.
  • Empirical (68‑95‑99.7) rule – see §6.6.3.
  • 6.6.2 Standard Normal Distribution

    When \(\mu=0,\;\sigma=1\) we write \(Z\sim N(0,1)\) with density

    \[ f_{Z}(z)=\frac{1}{\sqrt{2\pi}}e^{-z^{2}/2}. \]

    Standardisation:

    \[ Z=\frac{X-\mu}{\sigma}\qquad\text{so that }X=\mu+\sigma Z. \]
    6.6.3 Using a Z‑Table (Cambridge format)
    z\(P(Z\le z)\)
    0.000.5000
    0.500.6915
    1.000.8413
    1.280.8997
    1.640.9495
    1.960.9750
    2.330.9901
    2.580.9950
    • Upper tail: \(P(Z>z)=1-P(Z\le z)\).
    • Negative \(z\): \(P(Z\le -z)=1-P(Z\le z)\) (symmetry).
    • Two‑tailed: \(P(|Z|>z)=2[1-P(Z\le z)]\).
    6.6.4 Empirical (68‑95‑99.7) Rule
    • \(P(\mu-\sigma
    • \(P(\mu-2\sigma
    • \(P(\mu-3\sigma
    6.6.5 Example – Finding a Probability

    Let \(X\sim N(120,10^{2})\). Find \(P(115

    1. Standardise: \(z_{1}=\frac{115-120}{10}=-0.5,\;z_{2}=\frac{130-120}{10}=1.0.\)
    2. From the table: \(P(Z\le0.5)=0.6915,\;P(Z\le1.0)=0.8413.\)
    3. Use symmetry: \(P(Z\le-0.5)=1-0.6915=0.3085.\)
    4. Probability required: \(0.8413-0.3085=0.5328.\)
    6.6.6 Finding Percentiles (Inverse Normal)
    1. Locate the required cumulative probability \(p\) in the Z‑table to obtain \(z_{p}\).
    2. Transform back: \(x=\mu+\sigma z_{p}\).

    Example: 90th percentile of \(N(50,4^{2})\).
    \(z_{0.90}=1.28\) ⇒ \(x=50+4(1.28)=55.12.\)

    6.6.7 Normal Approximation to the Binomial (with Continuity Correction)
    1. Check validity: \(np\ge5\) and \(n(1-p)\ge5\).
    2. Compute \(\mu=np,\;\sigma=\sqrt{np(1-p)}\).
    3. Replace the discrete bound by a continuous one (±0.5). Example: \(P(B\ge k)=P(B\ge k-0.5).\)
    4. Standardise and use the Z‑table.

    Worked Example: \(B\sim\text{Bin}(40,0.30)\), find \(P(B\ge12)\).

    1. Validity: \(np=12,\;n(1-p)=28\) – both ≥ 5.
    2. \(\mu=12,\;\sigma=\sqrt{40\cdot0.3\cdot0.7}=2.90.\)
    3. Continuity correction: \(P(B\ge12)=P(B\ge11.5).\)
    4. Standardise: \(z=\dfrac{11.5-12}{2.90}=-0.17.\)
    5. From table \(P(Z\le0.17)=0.5675\); because the z‑value is negative, \(P(B\ge12)=P(Z\ge-0.17)=0.5675.\)
    6. Result ≈ 0.57 (to 2 d.p.).

    7. Probability & Statistics 2 (Paper 6) – Advanced Topics

    7.1 Poisson Distribution

    \[ P(P=k)=\frac{e^{-\lambda}\lambda^{k}}{k!},\qquad k=0,1,2,\dots \]
    • Mean = Variance = \(\lambda\).
    • Good approximation to \(\text{Bin}(n,p)\) when \(n\) large, \(p\) small, \(np=\lambda\le5\).

    Example: Average of 3 calls per minute; probability of exactly 5 calls in a minute.

    \[ P(P=5)=\frac{e^{-3}3^{5}}{5!}\approx0.1008. \]

    7.2 Linear Combinations of Independent Normal Variables

    If \(X\sim N(\mu_{X},\sigma_{X}^{2})\) and \(Y\sim N(\mu_{Y},\sigma_{Y}^{2})\) are independent, then for constants \(a,b\):

    \[ Z=aX+bY\;\sim\;N\bigl(a\mu_{X}+b\mu_{Y},\;a^{2}\sigma_{X}^{2}+b^{2}\sigma_{Y}^{2}\bigr). \]

    Useful for questions involving sums or differences of measurements (e.g. total weight of two independent items).

    7.3 Sampling Distribution of the Mean – Central Limit Theorem (CLT)

    • If a population has mean \(\mu\) and standard deviation \(\sigma\), the sample mean \(\bar{X}\) from a random sample of size \(n\) satisfies
    \[ \bar{X}\;\approx\;N\!\left(\mu,\;\frac{\sigma^{2}}{n}\right)\qquad\text{(for sufficiently large }n\text{).} \]

    7.4 Point & Interval Estimation

    • Point estimate of a population mean: \(\hat{\mu}=\bar{x}\).
    • 95 % confidence interval (known \(\sigma\)): \[ \bar{x}\;\pm\;z_{0.975}\frac{\sigma}{\sqrt{n}},\qquad z_{0.975}=1.96. \]
    • If \(\sigma\) is unknown, replace \(z\) by the appropriate \(t\)-value (not required for the core 9709 syllabus but appears in extensions).

    Example: \(n=36,\;\bar{x}=78,\;\sigma=12\).
    Margin of error \(=1.96\frac{12}{\sqrt{36}}=3.92\).
    95 % CI: \((74.08,\;81.92)\).

    7.5 Hypothesis Testing – One‑Sample z‑Test for a Mean

    1. State hypotheses (e.g. \(H_{0}:\mu=50\), \(H_{A}:\mueq50\)).
    2. Compute test statistic: \[ z=\frac{\bar{x}-\mu_{0}}{\sigma/\sqrt{n}}. \]
    3. Determine critical region from the Z‑table (e.g. two‑tailed 5 % ⇒ reject if \(|z|>1.96\)).
    4. Conclusion – “reject \(H_{0}\)” or “fail to reject \(H_{0}\)”.

    Worked Example: Sample of 64 observations, \(\bar{x}=102\), known \(\sigma=15\). Test \(H_{0}:\mu=100\) at 5 % two‑tailed.

    • \(z=\dfrac{102-100}{15/\sqrt{64}}=\dfrac{2}{1.875}=1.07.\)
    • \(|z|=1.07<1.96\) ⇒ fail to reject \(H_{0}\).

    8. Summary Checklist for Exam Questions

    • Read the question carefully – identify the paper and the required variable type (discrete vs continuous).
    • Check which syllabus block the question belongs to (Pure 1‑3, Mechanics, PS 1, PS 2).
    • For normal‑distribution problems:
      • Write down \(\mu\) and \(\sigma\); standardise to a Z‑score.
      • Apply continuity correction when approximating a binomial.
      • Use the Empirical rule for quick estimates, otherwise read the exact value from the Z‑table.
    • For binomial questions:
      • Check the \(np\) and \(n(1-p)\) criteria.
      • Compute \(\mu\) and \(\sigma\), apply continuity correction, then use the Z‑table.
    • For Poisson questions:
      • Identify the mean rate \(\lambda\) and use the Poisson formula.
    • For confidence‑interval or hypothesis‑testing items:
      • Confirm whether \(\sigma\) is known.
      • Choose the correct critical value (z or t) and compute the statistic.
    • Mechanics:
      • Draw a clear free‑body diagram.
      • Write down equilibrium or motion equations before substituting numbers.
    • Pure‑math algebra/trigonometry:
      • State the relevant identity or theorem before manipulation.
      • Check units and significant figures in the final answer.

    Keep this checklist handy during the exam – it helps ensure that no step is missed and that the answer is presented in the format expected by Cambridge assessors.

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