Binomial to normal
Press Play and n steps up from 5 to 200. Each binomial is drawn on the standardised scale, (k − np)/σ, with its bars' areas kept, so the standard normal curve stays where it is while the bars grow thinner and settle onto it. The question is the chance of at most k successes, with k a fixed share of n; the readout compares the exact answer with the normal's, with and without the continuity correction.
Goes with chapter 8. The standard normal and z-scores
Set-up
The question: P(X ≤ k), with k = 0.25 × n rounded down, for each n.
- Bars counted by P(X ≤ k)
- The other bars
- The standard normal curve, shaded to k + ½
At n = 200: P(X ≤ 50) is exactly 0.0695; the normal gives 0.0713 with the continuity correction and 0.0614 without it.
Every step in numbers
| n | k | Exact | Normal, corrected | Normal, not corrected | Error, corrected | Error, not corrected | np ≥ 5, n(1 − p) ≥ 5 | Explorer |
|---|---|---|---|---|---|---|---|---|
| 5 | 1 | 0.5282 | 0.5000 | 0.3128 | −0.0282 | −0.2154 | no | Explorer |
| 10 | 2 | 0.3828 | 0.3650 | 0.2451 | −0.0177 | −0.1377 | no | Explorer |
| 15 | 3 | 0.2969 | 0.2866 | 0.1990 | −0.0103 | −0.0979 | no | Explorer |
| 20 | 5 | 0.4164 | 0.4036 | 0.3128 | −0.0127 | −0.1036 | yes | Explorer |
| 25 | 6 | 0.3407 | 0.3313 | 0.2563 | −0.0094 | −0.0843 | yes | Explorer |
| 30 | 7 | 0.2814 | 0.2750 | 0.2128 | −0.0063 | −0.0686 | yes | Explorer |
| 40 | 10 | 0.3087 | 0.3024 | 0.2451 | −0.0064 | −0.0637 | yes | Explorer |
| 50 | 12 | 0.2229 | 0.2202 | 0.1773 | −0.0027 | −0.0456 | yes | Explorer |
| 60 | 15 | 0.2438 | 0.2406 | 0.1990 | −0.0032 | −0.0448 | yes | Explorer |
| 80 | 20 | 0.1978 | 0.1966 | 0.1646 | −0.0013 | −0.0333 | yes | Explorer |
| 100 | 25 | 0.1631 | 0.1631 | 0.1376 | −0.0001 | −0.0255 | yes | Explorer |
| 120 | 30 | 0.1359 | 0.1366 | 0.1160 | +0.0007 | −0.0199 | yes | Explorer |
| 150 | 37 | 0.0890 | 0.0907 | 0.0770 | +0.0017 | −0.0120 | yes | Explorer |
| 200 | 50 | 0.0695 | 0.0713 | 0.0614 | +0.0018 | −0.0081 | yes | Explorer |
What to look for
At n = 5 the bars are wide and the curve is a rough guide; by n = 200 the bars are thin slivers that follow the curve closely. The error of the corrected normal shrinks steadily as n grows. Without the correction the error shrinks more slowly, because it always leaves out half of the bar at k.
Set p to 0.05 and watch the early steps: the binomial is badly skewed, np is below 5, and the symmetric curve fits it poorly. That is what the rule of thumb in the table checks. Set p to 0.5 and the fit is good almost at once.