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The Normal Approximation to the Binomial and

Poisson Distributions
INTRODUCTION
A probability distribution assigns a probability to each measurable subset of the
possible outcomes of a random experiment, survey, or procedure of statistical inference.
Well-known discrete probability distributions used in statistical modeling include the
Poisson distribution, the Bernoulli distribution, the binomial distribution, and the negative
binomial distribution.
A random variable, usually written

X , is a variable whose possible values are

numerical outcomes of a random phenomenon. In general, there are two types of random
variables, namely discrete and continuous. A discrete random variable may take on only a
countable number of distinct values such as 0, 1, 2, 3, ... Discrete random variables are
usually (but not necessarily) counts. If a random variable can take only a finite number of
distinct values, then it must be discrete. The probability distribution of a discrete random
X

variable is a list of probabilities associated with each of its possible values. If


discrete random variable, the function is given by
the range of

f ( x )=P( X=x )

is called the probability mass function of

the probability mass function of a discrete random variable


f ( x) , satisfy the conditions f ( x)0

for all value of

for each

is a
within

X . A function can serve as

and

if and only if its value,

f ( x)=1

A binomial random variable is a specific type of discrete random variable. It counts


the number of successes in a sequence of independent Bernoulli trials with fixed probability
of success. The probability distribution of a binomial random variable is called a binomial
distribution. For a variable to be binomial random variable, there are a few conditions to be
met, which are, there must be fixed number of trials, on each trial the event of interest either
occurs or not, the probability of occurrence is the same on each trial, trials are independent

of one another.

is used to denote the number of trials,

represents the probability

event of interest occurs in any one trial.


A Poisson random variable is also one of the discrete random variable. For a random
variable to be Poisson random variable, the number of successes in two disjoint time
intervals is independent, the probability of a success during a small time interval is
proportional to the entire length of the time interval. Apart from disjoint time intervals, the
Poisson random variable also applies to disjoint regions of space.
The most commonly encountered type of continuous random variable is a normal
random variable, which has a symmetric bell shaped density function. The normal equation
is the probability density function for the normal distribution. The center point of the
distribution is the mean value, denoted by
by the variance, denoted by

. The spread of the distribution is determined

or by the standard deviation, denoted by

. The total

area under the normal curve is 1.


It may be cumbersome and time consuming to determine the probability distributions
for binomial and Poisson random variables. Under certain circumstances, normal
distribution can be used to approximate these two discrete probability distributions. To use a
continuous probability distribution to approximate a discrete probability distribution,
continuity correction is necessary. In general, continuity correction is a method that reduces
the errors that appear when a discrete distribution is approximated by a continuous one.
There are two major reasons to employ a correction for continuity adjustment here.
First, a discrete random variable can take on only specified values while a continuous
random variable can take on any values within a continuum or interval around those
specified values. Hence, when using the normal distribution to approximate the binomial or
the Poisson distributions, more accurate approximations of the probabilities are likely to be
obtained if a correction for continuity adjustment is employed.
Second, with a continuous distribution (such as the normal), the probability of obtaining a
particular value of a random variable is zero. On the other hand, when the normal
distribution is used to approximate a discrete distribution, a correction for continuity
adjustment can be employed so that the probability of a specific value of the discrete
distribution can be approximated.

REFERENCE
Chin Siew Wui, Khoo Ee Sin, Khoo Seng Chye (2014), STPM Text Mathematics (M),
Pelangi Publisher Sdn. Bhd.
Jeffrey S. Simonoff (2010). The Normal Approximation to the Binomial,
http://people.stern.nyu.edu/jsimonof/classes/1305/pdf/contcorr.pdf
Normal Approximation, http://www.mathsrevision.net/advanced-level-mathsrevision/statistics/normal-approximations
Soon Chin Loong, Lau Too Kya, Pre-U Text STPM Mathematics (T) Third Term, Pearson
Sophie Goldie (2012). Cambridge International AS and A-level Mathematics Statistics,
United Kingdom: Hodder Education
The Normal Approximation to the Binomial and Poisson Distributions,
http://courses.wcupa.edu/rbove/Berenson/10th%20ed%20CDROM
%20topics/section6_5.pdf
Wikipedia: Binomial Distribution, http://en.wikipedia.org/wiki/Binomial_distribution