Inverse normal problems
Objective. Recover values or parameters from probabilities.
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- 2. Worked example
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Learn: the key idea
Inverse normal problems work backwards from a known probability to find the corresponding x-value or an unknown parameter, using the inverse of Φ, written Φ⁻¹. Given P(X < x) = p, find z = Φ⁻¹(p) from tables, then convert back using x = μ + zσ. For X ~ N(100, 225) with P(X < x) = 0.95, z = 1.645, so x = 100 + 1.645(15) ≈ 124.7. When σ is unknown, rearrange the standardisation formula instead to solve for σ directly.
Worked example
Given X ~ N(40, 64) and P(X < x) = 0.9332, find x, an inverse normal problem, using Φ⁻¹(0.9332) = 1.5.
- 1Identify μ = 40 and σ = 8, since σ² = 64
- 2Read the z-score from the inverse normal value: z = 1.5
- 3Apply x = μ + zσ
- 4Compute x = 40 + 1.5(8) = 52
Answer: x = 52
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Start practisingCommon mistake. Students often apply Φ instead of Φ⁻¹ when a probability is already given and an x-value is required, reversing the correct direction of the lookup. Always use Φ⁻¹ to convert a probability into a z-score before finding x.
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