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LearnYMA01WST02 · Statistics 2Continuous distributionsNormal approximations to the binomial and Poisson
Continuous distributions · Subtopic 2 of 2

Normal Approximations to the Binomial and Poisson

For large nn with pp near 0.50.5, B(n,p)B(n,p) is close to N(np, np(1−p))N(np,\,np(1-p)). For large λ\lambda, Po(λ)\text{Po}(\lambda) is close to N(λ,λ)N(\lambda,\lambda). Because you're replacing whole numbers with a continuous curve, widen each value to an interval of half a unit either side: the continuity correction.

Edexcel YMA01 WST02≈ 40 minRevision 5 · updated 2026-10-27
Section 1 of 14

Learning objectives

  • Know when a normal approximation is suitable.
  • Write down the approximating normal distribution.
  • Apply the continuity correction correctly.
  • Choose between a Poisson and a normal approximation for a binomial.
Pause and think

On a bar chart, the bar for X=20X=20 stretches from 19.519.5 to 20.520.5. If you replace the bars with a smooth curve, which interval of the curve should stand for "X≤20X\le20"?

Section 2 of 14

Core idea

Start hereBars into a curve

The bars of B(50,0.4)B(50,0.4) form a bell shape. A normal curve fits them closely, but bars are discrete: the bar for 15 covers 14.514.5 to 15.515.5. Remembering that half-unit is the continuity correction.

The big idea

B(n,p)≈N(np,np(1−p))B(n,p)\approx N(np,np(1-p)) (nn large, pp near 0.5); Po⁡(λ)≈N(λ,λ)\operatorname{Po}(\lambda)\approx N(\lambda,\lambda) (λ\lambda large); B(n,p)≈Po⁡(np)B(n,p)\approx\operatorname{Po}(np) (nn large, pp small). Normal approximations need ±0.5.

1. Continuity correction

Continuity correction: P(X ≤ 15) uses the area up to 15.5
10121416182022240.020.040.060.080.10.12xprobabilityN(16, 16)15.5
X∼Po(16)X\sim\text{Po}(16). The bar for 1515 runs from 14.514.5 to 15.515.5, so "X≤15X\le15" includes everything up to 15.515.5.
P(X≤k)≈P(Y<k+0.5)P(X≥k)≈P(Y>k−0.5)P(X\le k)\approx P(Y<k+0.5)\qquad P(X\ge k)\approx P(Y>k-0.5)
where
XX
discrete variable.
YY
approximating normal.
Worked exampleX∼Po⁡(16)X\sim\operatorname{Po}(16), P(X≤15)P(X\le15)

Approximate.

Goal
Probability.
Strategy
N(16,16)N(16,16) with correction.
  1. P(Y<15.5)P(Y<15.5)
    Include the whole bar for 15.
  2. z=15.5−164=−0.125z=\frac{15.5-16}4=-0.125
    SD 44.
  3. Φ(−0.125)=0.450\Phi(-0.125)=0.450
    Table.
Answer0.4500.450.
✓ CheckJust below 0.50.5 since 15 is just below the mean ✓.
Worked exampleX∼B(50,0.4)X\sim B(50,0.4), P(X>25)P(X>25)

Approximate.

Goal
Probability.
Strategy
N(20,12)N(20,12).
  1. X>25  ⟺  X≥26→P(Y>25.5)X>25\iff X\ge26\to P(Y>25.5)
    Strict inequality: start at 26.
  2. z=5.53.464=1.588z=\frac{5.5}{3.464}=1.588
    12=3.464\sqrt{12}=3.464.
  3. 1−0.9438=0.0561-0.9438=0.056
    Upper tail.
Answer0.0560.056.
✓ Checknp=20np=20, nq=30nq=30, both >5>5: approximation valid ✓.
Common misconceptionX<10X<10 Means X≤9X\le9: use P(Y<9.5)P(Y<9.5), not 10.510.5.
Pause and think

Continuity-correct P(X=12)P(X=12).

Summary

  • Match mean and variance.
  • ±0.5 correction.
Key words
Continuity correction
Adjusting discrete values to intervals.
HistoryDe Moivre's discovery. In 1733 Abraham de Moivre found that the binomial distribution for many coin tosses is closely approximated by a bell-shaped curve. It was the first appearance of the normal distribution, decades before Gauss used it for errors.
Fun factThe Galton board. Drop balls through rows of pegs, each bouncing left or right at random, and they pile up in a bell shape. Each ball's final position is binomial; with many rows the pile looks normal.
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