Normal Approximation to Binomial
Imagine flipping a fair coin 400 times and asking: what's the probability of getting between 190 and 210 heads? The binomial formula would require summing 21 terms, each with a tricky combinatorial coefficient. There's a shortcut: when $n$ is large, the binomial distribution $\text{Bin}(n,p)$ looks remarkably like the bell curve of a normal distribution $N(np,\,npq)$. This lesson teaches you when that approximation is valid and how to apply continuity correction.
If $X \sim \text{Bin}(n, p)$, without using any formula sheet, write down the expected value $E(X)$ and the variance $\text{Var}(X)$ in terms of $n$ and $p$. Then guess: roughly how large does $n$ need to be before the binomial starts looking like a bell curve?
As $n$ grows, the probability bars of $\text{Bin}(n,p)$ pack more closely together and the shape becomes smooth and symmetric. The Central Limit Theorem guarantees this: a binomial random variable is the sum of $n$ independent Bernoulli trials, so its distribution tends toward normal as $n$ increases. The match is best when $p$ is near $0.5$ and worst when $p$ is near $0$ or $1$ (where the bars are skewed).
The rule of thumb used in NSW HSC Extension 1: the approximation $\text{Bin}(n,p) \approx N(np, npq)$ is reasonable when both $np \geq 10$ and $nq \geq 10$ (with $q = 1-p$). If $p$ is close to $\tfrac{1}{2}$, even $n = 30$ gives a good visual fit.
Mean: $\mu = np$ · Variance: $\sigma^2 = npq$ · SD: $\sigma = \sqrt{npq}$
Key facts
- If $X \sim \text{Bin}(n,p)$ then $\mu = np$ and $\sigma^2 = npq$
- For large $n$, $\text{Bin}(n,p) \approx N(np, npq)$
- Rule of thumb: $np \geq 10$ and $nq \geq 10$
Concepts
- Why the approximation works (Central Limit Theorem, sum of Bernoulli trials)
- Why continuity correction is needed (discrete → continuous)
- When the approximation fails (small $n$, $p$ near $0$ or $1$)
Skills
- State the matching normal distribution for any large-$n$ binomial
- Apply continuity correction to a probability statement
- Decide whether the approximation is reasonable for given $n$ and $p$
The three-step setup is identical every time:
- State the binomial. Identify $n$ and $p$, write $X \sim \text{Bin}(n,p)$.
- Compute parameters. Find $\mu = np$ and $\sigma^2 = npq$ (where $q = 1-p$); take the square root for $\sigma$.
- Write the matching normal. $X \approx Y$ where $Y \sim N(np, npq)$, applying continuity correction if a probability is requested.
Worked through the hook: Flip a fair coin $n = 100$ times. Let $X$ be the number of heads, $p = 0.5$.
- Distribution: $X \sim \text{Bin}(100, 0.5)$.
- $\mu = np = 100 \times 0.5 = 50$; $\sigma^2 = npq = 100 \times 0.5 \times 0.5 = 25$; $\sigma = 5$.
- Check rule of thumb: $np = 50 \geq 10$ and $nq = 50 \geq 10$, approximation is valid.
- So $X \approx Y$ where $Y \sim N(50, 25)$. For $P(X \leq 55)$, apply continuity correction: $P(X \leq 55) \approx P(Y \leq 55.5)$.
Normal approximation: if $np\geq5$ and $nq\geq5$, then $B(n,p)\approx N(np,npq)$. Apply continuity correction: $P(X=k)\approx P(k-0.5\leq Y\leq k+0.5)$.
Pause, copy the three-step normal approximation setup: state $X\sim B(n,p)$, compute $\mu=np$ and $\sigma=\sqrt{npq}$, write $X\approx N(\mu,\sigma^2)$ with the validity condition into your book.
Quick check: A die is rolled $n = 180$ times. Let $X$ be the number of sixes. Which normal distribution best approximates $X$?
We just saw that when $np\geq5$ and $nq\geq5$, a binomial $B(n,p)$ is approximated by $N(np,npq)$ in three steps: state the binomial, compute $\mu=np$ and $\sigma^2=npq$, write the matching normal. That raises a question: since the binomial is discrete but the normal is continuous, exactly how do you apply the continuity correction so that $P(X=k)$ maps to $P(k-0.5\leq Y\leq k+0.5)$? This card answers it → each integer value $k$ is replaced by the interval $[k-0.5, k+0.5]$ on the continuous scale.
A binomial random variable is discrete: it only takes integer values $0, 1, 2, \dots, n$. A normal random variable is continuous: it takes any real value, and $P(Y = \text{any single value}) = 0$. To bridge this gap, we expand each integer to a half-unit interval around it.
The translations:
- $P(X = k) \approx P(k - 0.5 \leq Y \leq k + 0.5)$
- $P(X \leq k) \approx P(Y \leq k + 0.5)$
- $P(X < k) \approx P(Y \leq k - 0.5)$ (strict inequality, so exclude $k$ itself)
- $P(X \geq k) \approx P(Y \geq k - 0.5)$
- $P(X > k) \approx P(Y \geq k + 0.5)$ (strict inequality, so exclude $k$ itself)
- $P(a \leq X \leq b) \approx P(a - 0.5 \leq Y \leq b + 0.5)$
A binomial random variable is discrete : it only takes integer values $0, 1, 2, \dots, n$. A normal random variable is continuous : it takes any real value, and $P(Y = \text{any single value}) = 0$. To bridge this...
Pause, copy the continuity correction rule: discrete $P(X=k)\to$ continuous $P(k-0.5\leq Y\leq k+0.5)$; $P(X\leq k)\to P(Y\leq k+0.5)$; $P(X\geq k)\to P(Y\geq k-0.5)$ into your book.
Did you get this? True or false: $P(X \geq 12)$ for a binomial $X$ is approximated by $P(Y \geq 12.5)$ where $Y$ is the matching normal distribution.
Worked examples · 3 in a row, reveal as you go
A biased coin shows heads with probability $0.4$. It is flipped $n = 250$ times. Let $X$ be the number of heads. State the binomial distribution, check that the normal approximation is valid, and write down the matching normal distribution.
A factory produces components, $8\%$ of which are defective. In a sample of $n = 400$, let $X$ be the number of defectives. Write the continuity-corrected normal expression for (a) $P(X \leq 40)$ and (b) $P(X = 35)$.
For each scenario, decide whether the normal approximation $\text{Bin}(n,p) \approx N(np,npq)$ is reasonable. Justify using the rule of thumb. (i) $n = 50$, $p = 0.5$. (ii) $n = 200$, $p = 0.02$. (iii) $n = 1000$, $p = 0.1$.
Fill the gap: If $X \sim \text{Bin}(400, 0.5)$ then the matching normal distribution is $N(,\,)$ (state the mean and the variance, in that order).
Misconceptions to fix · the 3 traps that cost marks
Did you get this? True or false: for $X \sim \text{Bin}(60, 0.1)$ it is appropriate to use the normal approximation because $n = 60$ is fairly large.
Activities · practice with the ideas
A fair die is rolled $300$ times. Let $X$ be the number of times a $6$ appears. State the binomial distribution, compute $\mu$ and $\sigma^2$, and write the matching normal distribution.
A multiple-choice exam has $100$ questions, each with $4$ options. A student guesses every answer. Let $X$ be the number of correct guesses. Find $\mu$ and $\sigma$, and state the approximating normal distribution.
For $X \sim \text{Bin}(500, 0.3)$, write down the continuity-corrected normal expressions for (a) $P(X \leq 160)$, (b) $P(X > 140)$, (c) $P(X = 150)$.
For each case decide whether the normal approximation is reasonable, justifying with the rule of thumb: (i) $n=20$, $p=0.5$; (ii) $n=500$, $p=0.01$; (iii) $n=80$, $p=0.4$.
$15\%$ of voters in a large electorate support party Z. In a sample of $1000$ voters, let $X$ be the number who support Z. Without computing the actual probability, write the continuity-corrected normal expression for $P(130 \leq X \leq 170)$.
Odd one out: Three of these statements about the normal approximation to $\text{Bin}(n,p)$ are correct. Which one is NOT?
Earlier you wrote down $E(X)$ and $\text{Var}(X)$ for $X \sim \text{Bin}(n,p)$ and guessed how large $n$ needs to be.
The exact results are $E(X) = np$ and $\text{Var}(X) = npq$. The normal approximation $\text{Bin}(n,p) \approx N(np, npq)$ is reasonable when both $np \geq 10$ and $nq \geq 10$. The most common error is writing the second parameter as the SD instead of the variance, be precise.
Pick your answer, then rate your confidencethat tells the system what to drill next. Each retry pulls a fresh mix from the bank.
Q1. A fair coin is tossed $400$ times. Let $X$ be the number of heads. State the normal distribution that approximates $X$, and check that the approximation is valid. (2 marks)
Q2. $20\%$ of light bulbs from a production line are faulty. In a sample of $n = 400$, let $X$ be the number of faulty bulbs. Write continuity-corrected normal expressions for (a) $P(X \leq 90)$, (b) $P(X > 85)$, and (c) $P(X = 80)$. (3 marks)
Q3. A coin is biased so that $P(\text{head}) = 0.7$. It is flipped $n$ times. (a) For what minimum value of $n$ is the normal approximation $N(np, npq)$ valid by the standard rule of thumb? (b) For that minimum $n$, write down the matching normal distribution. (3 marks)
Comprehensive answers (click to reveal)
Activity answers:
1. $X \sim \text{Bin}(300, 1/6)$. $\mu = 50$; $\sigma^2 = 300 \cdot \tfrac{1}{6} \cdot \tfrac{5}{6} = \tfrac{125}{3} \approx 41.67$. $X \approx N(50, 125/3)$. Check: $np = 50$, $nq = 250$, both $\geq 10$.
2. $X \sim \text{Bin}(100, 0.25)$. $\mu = 25$; $\sigma^2 = 100 \cdot 0.25 \cdot 0.75 = 18.75$; $\sigma \approx 4.33$. $X \approx N(25, 18.75)$.
3. $X \sim \text{Bin}(500, 0.3)$; $\mu = 150$, $\sigma^2 = 105$. (a) $P(Y \leq 160.5)$. (b) $P(Y \geq 140.5)$. (c) $P(149.5 \leq Y \leq 150.5)$.
4. (i) $np = nq = 10$, borderline acceptable. (ii) $np = 5 < 10$, fails; normal not appropriate. (iii) $np = 32$, $nq = 48$, both $\geq 10$, approximation valid.
5. $X \sim \text{Bin}(1000, 0.15)$. $\mu = 150$, $\sigma^2 = 127.5$. $P(130 \leq X \leq 170) \approx P(129.5 \leq Y \leq 170.5)$ where $Y \sim N(150, 127.5)$.
Q1 (2 marks): $X \sim \text{Bin}(400, 0.5)$ [implied]. $\mu = 200$, $\sigma^2 = 100$ [1]. Both $np = 200$ and $nq = 200$ are $\geq 10$, so $X \approx Y \sim N(200, 100)$ [1].
Q2 (3 marks): $\mu = 80$, $\sigma^2 = 64$ [1]. (a) $P(Y \leq 90.5)$ [1]. (b) $P(Y \geq 85.5)$ and (c) $P(79.5 \leq Y \leq 80.5)$ [1].
Q3 (3 marks): Conditions: $0.7n \geq 10$ and $0.3n \geq 10$, the second is tighter, giving $n \geq 33.33$ so $n_{\min} = 34$ [1]. (b) At $n=34$: $\mu = 0.7 \times 34 = 23.8$ [1]; $\sigma^2 = 34 \times 0.7 \times 0.3 = 7.14$, so $N(23.8, 7.14)$ [1].
Five timed questions on setting up the normal approximation and applying continuity correction. Beat the boss to bank a tier, gold (90% + speed), silver (75%), or bronze (50%). Replays welcome.
⚔ Enter the arenaClimb platforms by answering normal-approximation questions. Lighter alternative to the boss.
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