[Math] What percentage of a population that has survived one standard deviation will survive two

probabilitystatistics

This is a problem I had in school that I think I remember how to solve except my son does not agree with me.

Given a population with a life expectancy that fits a normal distribution, mean of 75 and a standard deviation of 5. What percentage of the people that live to age 80 will live to age 85?

As soon as I'll figure out how to produce suitable graphics to answer the question but I'll post it now in case anybody can come up with a good explanation.

Best Answer

If the random variable $X$ represents the age at which a randomly selected person died, you want to compute $P(X>\mu+2\sigma | X > \mu+\sigma)$ where $X$ follows a normal distribution of parameters $\mu=75$ and $\sigma=5$.

By definition of conditional probability, we have

$$ p=P(X>\mu+2\sigma | X> \mu+\sigma) = \frac{P(X> \mu+2\sigma \text{ and } X>\mu+\sigma)}{P(X> \mu+\sigma)} = \frac{P(X> \mu+2\sigma)}{P(X> \mu+\sigma)} $$

Now, if $f$ be the pdf of the normal distribution $\mathcal N(\mu,\sigma^2)$, that is

$$ f(x) = \frac{1}{\sigma\sqrt{2\pi}}e^{-\frac{(x-\mu)^2}{2\sigma^2}} = \frac{1}{5\sqrt{2\pi}}e^{-\frac{(x-75)^2}{50}} $$

we have

$$ p = \frac{\int_{\mu+2\sigma}^\infty f(x)\; dx}{\int_{\mu+\sigma}^\infty f(x)\; dx} $$

The function $f$ has no elementary antiderivative, so you will have to rely on computers or tables to find approximations. Using Maple, I got $\int_{\mu+2\sigma}^\infty f(x)\; dx\simeq 0.02275$, $\int_{\mu+\sigma}^\infty f(x)\; dx\simeq 0.15866$ so

$$ P(X>\mu+2\sigma | X> \mu+\sigma) \simeq 0.14339 \simeq 14.34\% $$