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Cardiff University School of Mathematics
Normal Approximations
Definition

It is sometimes possible to approximate the Binomial and Poisson distributions using the Normal Distribution. Note however that the Normal distribution is continuous but the Binomial and Poisson distributions are discrete. For this reason, we need to apply a continuity correction. If the distribution of a discrete random variable X is to be approximated by the distribution of a continuous random variable Y, then the continuity correction for any integer k is,

P(X = k) approx. equals  P(k-0.5 < Y < k+0.5)

P(X > k) approx. equals  P(Y > k-0.5)

P(X < k) approx. equals  P(Y < k+0.5)

Note!   Example   Test yourself