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A Level · Cambridge (CIE) · 9709

Infer a normal mean from a probability condition

Translate a known tail into a signed quantile and solve the standardisation when standard deviation is supplied.

Statistics 1 · Normal distribution · 5.5
Exam scope and assessment notes

Probability & Statistics 1 (Paper 5, AS & A Level) · Mathematics 9709, 2026–2027, section 5.5. N(μ,σ²) uses variance as its second parameter, with σ > 0; probabilities are areas, not density heights. Show the full standardisation Z = (X − μ)/σ. The MF19 table gives Φ(z) = P(Z ≤ z), with negative values found by symmetry. Model sketches and shaded probabilities may be required. Probability answers use quoted four-decimal table values where supplied; calculations with non-tabulated z use unrounded standardisation and numerical normal probabilities, so table interpolation can differ slightly in the last digits. Inverse examples use the quoted three-decimal MF19 critical values and are approximate. A binomial normal approximation requires both np > 5 and n(1 − p) > 5, and a continuity correction. It remains approximate, including for integer probability thresholds. A continuous normal variable has zero probability at a single exact value; a discrete binomial count does not. Sample means, the Central Limit Theorem and hypothesis testing belong to Statistics 2 and are not covered here. Model assumptions need evidence in real applications. Written practice is self-checked; human subject-teacher review remains pending.

Before you begin

  • Find signed standard normal quantiles.
  • Rearrange a linear standardisation equation.

Work on paper. Try each question before revealing help, and explain why your method works.

Quick readiness check

A boundary leaves 10% above it. What sign does its standard normal quantile have?

What you will learn

  • Infer μ using a known σ and a stated cumulative or upper-tail probability.
  • Check the inferred centre against the required side of the boundary.

Write the event before the equation

Suppose X is normal with SD 5 and P(X > 74) = 0.10. The cumulative probability at 74 is 0.90, so (74 − μ)/5 ≈ 1.282 using the quoted critical value. Therefore μ ≈ 74 − 6.41 = 67.59. The mean lies below 74, as expected for a boundary leaving only a small upper tail.

A known σ gives the scale but not the centre. Keep the signed quantile in the equation before rearranging to μ = x − zσ. Substituting the resulting μ back should recover the same standardised boundary. The variance of this model is 25, not 5.

Large upper tails have negative z

If P(X < 30) = 0.10 and σ = 4, the boundary has z ≈ −1.282. Hence (30 − μ)/4 ≈ −1.282 and μ ≈ 35.128, approximately 35.13. A lower tenth-percentile value lies below the mean; a positive z would contradict that geometry.

If P(X > 50) = 0.90 and σ = 3, the cumulative probability at 50 is only 0.10. Use z ≈ −1.282 to get μ ≈ 53.846, approximately 53.85. The greater-than wording alone does not determine the quantile’s sign: convert the probability to the cumulative convention and then locate the boundary.

Pause and explain

With σ = 5 and P(X > 74) = 0.10, which equation uses the quoted critical value?

Put the idea to work

Worked example

X has a normal distribution with SD 5 and P(X > 74) = 0.10. Find its mean using z₀.₉₀ ≈ 1.282.

Show the worked solution
  1. Convert the upper tail to P(X ≤ 74) = 0.90.
  2. Show (74 − μ)/5 ≈ 1.282.
  3. Rearrange μ ≈ 74 − 5(1.282) = 67.59.

Answer μ ≈ 67.59.

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From guided practice to a new situation

Write your answer and reasoning first. Use a hint only if you are stuck. The model solution is for self-checking; your written work is not automatically marked.

1 · Guided

A normal variable has SD 5 and P(X > 74) = 0.10. Find μ using z₀.₉₀ ≈ 1.282.

Give me a hint

Convert to the cumulative ninetieth percentile, then rearrange.

Compare my reasoning
  1. P(X ≤ 74) = 0.90.
  2. (74 − μ)/5 ≈ 1.282.
  3. μ ≈ 74 − 6.41 = 67.59, below the boundary.

μ ≈ 67.59.

Look for these in your work

  • Show the signed standardisation equation.
  • Check the mean’s position relative to 74.
2 · Independent

A normal variable has SD 4 and P(X < 30) = 0.10. Find μ using the critical value 1.282.

Give me a hint

The lower tenth-percentile quantile is negative.

Compare my reasoning
  1. Use z ≈ −1.282.
  2. (30 − μ)/4 ≈ −1.282.
  3. μ ≈ 30 + 5.128 = 35.128, approximately 35.13.

μ ≈ 35.13.

Look for these in your work

  • Use the negative lower-tail quantile.
  • Retain precision while solving the equation.
3 · Transfer

A normal variable has SD 3 and P(X > 50) = 0.90. Find μ and explain its position relative to 50.

Give me a hint

Ninety percent above means ten percent below.

Compare my reasoning
  1. The cumulative probability at 50 is 0.10, so z ≈ −1.282.
  2. (50 − μ)/3 ≈ −1.282 gives μ ≈ 53.846.
  3. Thus μ ≈ 53.85 lies above 50, making the required upper area large.

μ ≈ 53.85; the boundary 50 is below the mean.

Look for these in your work

  • Convert the large upper tail correctly.
  • Check the inferred centre against the sketch.

Common mistakes

  • Convert a tail into the cumulative probability before choosing z.
  • Retain a negative quantile for a boundary below the mean.
  • Substitute back and check the location of the inferred centre.
Recall without your notes

What can you explain now?

Can a 90% upper-tail boundary lie below the mean?

Compare with the explanation

Yes; its cumulative probability is only 10%.

The upper region includes most of the symmetric curve.

After trying it yourself, choose your next review. This is your self-assessment.

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Make it stick

Convert the probability to a signed cumulative quantile and solve x − μ = zσ, checking the boundary’s side of the mean.

If you needed the solution, close it and solve the problem again from a blank page. A correct answer is stronger when you can explain the reason for each step.

Keep learning Mathematics

Course scope and assessment

312 sequenced lessons provide 936 guided, independent and application problems covering the 160 objectives in sections 1.1–1.8, 2.1–2.6, 3.1–3.9, 4.1–4.5, 5.1–5.5 and 6.1–6.5. The map lists all 38 sections across six alternative components; all eight Pure Mathematics 1 sections and all six Pure Mathematics 2 sections, from Paper 2 Algebra through Numerical solution of equations, currently have full teaching sequences. Paper 3 Algebra, section 3.1, links the six shared foundation lessons plus six lessons on partial fractions and rational binomial expansions; Paper 3 logarithms, trigonometry and numerical equations use the shared lessons, with the Paper 1 graph foundation linked into trigonometry. Paper 3 differentiation combines the shared methods with its inverse-tangent derivative lesson. Paper 3 Integration links four shared standard and identity lessons plus seven advanced lessons, covering all six section 3.5 requirements. Eight Vectors lessons cover all six section 3.7 requirements, with 2D and 3D line and solid applications. Nine Differential equations lessons cover all four section 3.8 requirements, including Paper 3 integration techniques, initial conditions, equilibrium solutions and conditional model interpretations. Eleven Complex numbers lessons cover all eight section 3.9 requirements, with seven Argand diagrams and explicit argument and boundary checks. All nine Pure Mathematics 3 sections now have teaching linked to every mapped requirement. Nine Forces and equilibrium lessons cover all seven section 4.1 requirements, with six force diagrams, signed incline-friction intervals, reaction-dependent pull and push limits and separate-body third-law checks. Nine Kinematics lessons cover the four official section 4.2 requirements, with the graph requirement mapped to three relationships. Six motion diagrams support directed quantities, graph slopes and signed areas, Paper 1 time-calculus methods, reversal distances, constant-acceleration stages and shared-clock particle meetings. Six Momentum lessons cover both section 4.3 requirements, including signed system totals, conservation assumptions, outgoing velocities, coalescence, unknown masses and successive impacts. Four diagrams show system momentum through the stipulated events, and supplied kinetic-energy checks distinguish conservation of momentum from changes in kinetic energy. Twelve Newton’s laws lessons cover all four section 4.4 requirements, with vertical support and release stages, rough horizontal and incline motion, inferred parameters, hanging and surface pulley systems, rigid tow-bar thrust and slack-string transitions. Seven force diagrams support the separate-particle balances. Nine Energy, work and power lessons cover all five section 4.5 requirements, with angle-dependent work, kinetic and reference potential energy, signed net-work balances, smooth curved slides, rough and driven slopes, ideal connected-system energy and instantaneous power on hills. Five diagrams distinguish the energy inputs, losses and valid positive-speed force model. All five Mechanics sections now have teaching and staged practice linked to their mapped requirements. Thirteen Representation of data lessons cover all five section 5.1 requirements, including choice and limitations of displays, ordered and back-to-back stems, raw summaries and box plots, unequal-width density histograms, cumulative-frequency interpolation, descriptive moment calculations, grouped estimates, coding, combining two datasets and correcting totals. Six accessible diagrams retain repeated observations and distinguish numerical spread, frequency area and estimated readings. Ten Permutations and combinations lessons cover both official section 5.2 requirements, with selection and ordered roles, repeated objects, adjacency blocks, non-adjacency gaps, leading-zero cases, labelled multi-row seating and mixed restrictions. Six accessible diagrams show outcome trees, ordered versus unordered choices, repeated copies, blocks, gaps and distinct row seats. Eleven Probability lessons cover all four section 5.3 requirements, with equiprobable elementary outcomes, selection-based probabilities, complements and disjoint regions, independence tests, restricted sample spaces, two-way tables, replacement and removal trees, reversed conditions and unknown parameters. Seven accessible diagrams show dice outcomes, random subsets, event regions, a conditioned grid, a count table and two probability trees. Twelve Discrete random variables lessons cover all three official section 5.4 requirements, with complete probability tables, moment and parameter checks, binomial assumptions, exact probabilities and moments, geometric first-success probabilities, tails, expectation and integer reliability thresholds. Six accessible diagrams distinguish outcome grouping, weighted moments, fixed trials, discrete probability bars, waiting conventions and integer tail deadlines. Twelve Normal distribution lessons cover all three official section 5.5 requirements, with continuous-area interpretation, MF19 cumulative tables, full standardisation, tail and interval regions, conditional probabilities, percentiles, one- and two-parameter inference, binomial suitability, continuity corrections and approximate integer thresholds. Seven accessible diagrams show model areas, table reading, aligned scales, intervals, quantiles, matched binomial and normal shapes and whole integer cells. All five Statistics 1 sections now have teaching and staged practice linked to their mapped requirements. Fourteen Poisson distribution lessons cover all five official section 6.1 requirements, with homogeneous event-count assumptions, exposure scaling, exact masses and tails, conditional count events, moments, parameter inference, probability duration targets, disjoint and overlapping windows, rare-count binomial approximations, matched normal approximations and continuity corrections. Nine accessible diagrams show event exposures, unit conversions, discrete bars, complete tail complements, population moments, shared windows, approximate count models and integer cells. Exact checks distinguish approximate and exact close-target decisions. Fourteen Linear combinations lessons cover the six listed results in official section 6.2, with affine moments, signed scales and constant cases, expectation without independence, independent squared variance contributions, fixed and random fees, independent copies versus reused values, affine normal events, independent normal sums and differences, weighted and conditional areas, coefficient inference, exact independent Poisson sums and overlapping exposure limits. Nine accessible diagrams distinguish scale changes, variance contributions, component costs, copy mechanisms, aligned normal scales, summed areas, Poisson count pairs and unsupported distribution claims. Fourteen Continuous random variables lessons cover both official section 6.3 requirements, with density validity and units, support-aware intervals, complements and conditional regions, first and second moments, percentiles by direct density areas, symmetry checks, parameter inference, infinite-support power and exponential integrals, divergent-moment limits and combined applications. Nine accessible diagrams distinguish density height from probability, normalisation, negative-density failures, central and conditional areas, mean versus median, percentile locations and partial infinite tails. Explicit cumulative distribution function knowledge is not required. Eighteen Sampling and estimation lessons cover all eight official section 6.4 requirements, with population and frame definitions, random-number selection, sampling-quality limits, independent sample-mean moments, normal means, CLT conditions, SE scaling, raw, summarised and coded unbiased estimates, known-variance and large-sample mean intervals, repeated-sampling interpretation, precision planning, proportion intervals, sparse-outcome limits and contextual applications. Ten accessible diagrams distinguish selection frames, number rejection, repeated sample means, population versus mean density, CLT models, variance divisors, interval targets, illustrative coverage, integer size checks and proportion margins. Eighteen Hypothesis tests lessons cover all five official section 6.5 requirements, with pre-specified alternatives, inclusive count tails, explicit equal-tail conventions, integer critical regions and actual significance, exposure-aware Poisson tests, continuity-corrected count approximations, normal and large-sample mean tests, confidence-interval connections, error classifications, fixed-region binomial, Poisson and normal error probabilities and sample-size power comparisons. Nine accessible diagrams show the testing procedure, exact count regions, unequal Poisson tails, discrete significance jumps, corrected count boundaries, matching mean intervals and alternative error distributions. All shared lessons are counted once in the course total. All 38 sections now link teaching and practice. Eight earlier overview lessons remain available, but do not count as full section coverage. This is a content-availability measure, not full programme completion or exam readiness. Written practice is self-checked, not officially marked. Check the 2028–2030 syllabus separately if sitting an examination from 2028; this teaching map uses 2026–2027 requirements.

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