ASSIGNMENT 5

SPRING SEMESTER 2018

ES 202 - ENGINEERING STATISTICS

1. Suppose that Y is a continuous random variable with density f (y) that is positive
only if y ≥ 0. If F (y) is the distribution function, show that
Z ∞ Z ∞
E(Y ) = yf (y)dy = [1 − F (y)]dy
0 0
Ry R∞ R∞ Ry
Hint: If y > 0, then y = 0 dt, and E(Y ) = 0 yf (y)dy = 0 { 0 dt}f (y)dy.
Exchange the order of integration to obtain the desired result.

2. Prove that Z ∞ √
−x2 π
e dx =
0 2
Hint: Use double integral in polar coordinate system.

3. An examination is frequently regarded as being good (in the sense of determining

a valid grade spread for those taking it) if the test scores of those taking the ex-
amination can be approximated by a normal density function. (In other words, a
graph of the frequency of grade scores should have approximately the bell-shaped
form of the normal density.) The instructor often uses the test scores to estimate
the normal parameters µ and σ 2 and then assigns the letter grade A to those whose
test score is greater than µ + σ, B to those whose score is between µ and µ + σ, C to
those whose score is between µ − σ and µ, D to those whose score is between µ − 2σ
and µ − σ, and F to those getting a score below µ − 2σ. (This strategy is sometimes
referred to as grading “on the curve.”) Under this grading scheme, approximately
what percentage of students are granted grades A, B, C, D, and F respectively.

Answer: A = 0.1587 B = 0.3413 C = 0.3413 D = 0.1359 F = 0.0228

4. It is estimated that 80% of all eighteen-year old women have weights ranging from
103.5 to 144.5 lb. Assuming the weight distribution can be adequately modeled by
a normal curve and that 103.5 and 144.5 are equidistant from the average weight
µ, calculate σ.

Answer: σ = 17.0833

5. The ideal size of a first-year class at a particular college is 150 students. The col-
lege, knowing from past experience that, on the average, only 30 percent of those
accepted for admission will actually attend, uses a policy of approving the appli-
cations of 450 students. Compute the probability that more than 150 first-year
students attend this college.

Answer: 0.0554

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 6. Suppose that X is a normal random variable with mean 5. If P r(X > 9) = 0.2,
approximately what is Var(X)?

Answer: (4.7619)2 = 22.6757

7. The width of a slot of a forging is (in inches) normally distributed with µ = 0.9000
and σ = 0.0030. The specification limits were given as 0.9000 ± 0.0050.

(a) What percentage of forgings will be defective?

(b) What is the maximum allowable value of σ that will permit no more than 1 in
100 defectives when the widths are normally distributed with µ = 0.9000 and
σ?

Answer: (a) 0.0956 (b) σ = 0.0021

8. One thousand independent rolls of a fair die will be made.

(a) Compute an approximation to the probability that the number 6 will appear
between 150 and 200 times inclusively.
(b) If the number 6 appears exactly 200 times, find the probability that the number
5 will appear less than 150 times.

Answer: (a) 0.9258 (b) 0.1767

9. Each item produced by a certain manufacturer is, independently, of acceptable

quality with probability 0.95. Approximate the probability that at most 10 of the
next 150 items produced are unacceptable.

Answer: Approximate = 0.8695, Exact = 0.8678

10. If Z is a standard normal random variable and x > 0, then show that

(a) P r(Z > x) = P r(Z < −x);

(b) P r(|Z| > x) = 2P r(Z > x);
(c) P r(|Z| < x) = 2P r(Z < x) − 1.

Interpret these relations graphically.

11. The grade point averages (GPAs) of GIKI students are approximately normally
distributed with mean 2.7 and standard deviation 0.8.

(a) What fraction of the students possess a GPA in excess of 3.0?

(b) If students possessing a GPA less than 2.0 are dropped from the rolls, what
percentage of the students will be dropped?
(c) Suppose that three students are randomly selected from the student body.
What is the probability that all three will possess a GPA in excess of 3.0?

Answer: (a) 0.3538 (b) 0.1908 (c) 0.0443

12. A soft-drink machine can be regulated so that it discharges an average of µ ounces

per cup.

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 (a) If the ounces of fill are normally distributed with standard deviation 0.3 ounce,
give the setting for µ so that 8-ounce cups will overflow only 1% of the time.
(b) The standard deviation σ of the machine can be fixed at certain levels by
carefully adjusting the machine. What is the largest value of σ that will allow
the actual amount dispensed to fall within 1 ounce of the mean with probability
at least 0.95.
Answer: (a) µ = 7.613 (b) σ ≤ 0.5102
13. Assume that Y is normally distributed with mean µ and standard deviation σ.
After observing a value of Y , a mathematician constructs a rectangle with length
L = |Y | and width W = 3|Y |. Let A denote the area of the resulting rectangle.
What is E(A)?

Answer: 3 (µ2 + σ 2 )
14. The cross-sectional area of plastic tubing for use in pulmonary resuscitators is nor-
mally distributed with µ = 12.5 mm2 and σ = 0.2 mm2 . When the area is less
than 12.0 mm2 or greater than 13.0 mm2 , the tube does not fit properly. If the
tubes are shipped in boxes of one thousand, how many wrong-sized tubes per box
can doctors expect to find?

Answer: Approximately 12 per Box.

15. A college professor teaches Statistics 101 each fall to a large class of freshmen. For
tests, he uses standardized exams that he knows from past experience produce bell-
shaped grade distributions with a mean of 70 and a standard deviation of 12. His
philosophy of grading is to impose standards that will yield, in the long run, 20%
A’s, 26% B’s, 38% C’s, 12% D’s, and 4% F’s. Where should the cutoff be between
the A’s and the B’s? Between the B’s and the C’s?

Answer: Cutoff for A is minimum 80.08 & cutoff for B is minimum 71.20 points.
16. Suppose the random variable Y can be described by a normal curve with µ = 40.
For what value of σ is P (20 ≤ Y ≤ 60) = 0.50?

Answer: σ = 29.85
17. Let X be the number of times that a fair coin that is flipped 40 times lands on
heads. Find the probability that X = 20. Use the normal approximation and then
compare it with the exact solution.

Answer: Approximate = 0.1256 Exact = 0.1254

18. Let X be a normal random variable with mean 12 and variance 4. Find the value
of c such that P r(X > c) = 0.10.

Answer: c = 14.56
19. The lifetimes of interactive computer chips produced by a certain semiconductor
manufacturer are normally distributed with parameters µ = 1.4 × 106 hours and

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 σ = 3 × 105 hours. What is the approximate probability that a batch of 100 chips
will contain at least 20 whose lifetimes are less than 1.8 × 106 ?

Answer: 0.99923 = Almost 1

20. Suppose that the travel time from your home to your office is normally distributed
with mean 40 minutes and standard deviation 7 minutes. If you want to be 95
percent certain that you will not be late for an office appointment at 1 P.M., what
is the latest time that you should leave home?

Answer: Leave home at least 51.48 minutes before 1:00 P.M.

21. A circle of radius r has area A = πr2 . If a random circle has a radius that is
uniformly distributed on the interval (0, 1), what are the mean and variance of the
area of the circle?
π 4 2
Answer: Mean = Variance = π
3 45
22. Scores on an examination are assumed to be normally distributed with mean 78
and variance 36.

(a) What is the probability that a person taking the examination scores higher
than 72?
(b) Suppose that students scoring in the top 10 % of this distribution are to receive
an A grade. What is the minimum score a student must achieve to earn an A
grade?
(c) What must be the cutoff point for passing the examination if the examiner
wants only the top 28.1 % of all scores to be passing?
(d) Approximately what proportion of students have scores 5 or more points above
the score that cuts off the lowest 25 %?
(e) If it is known that a student’s score exceeds 72, what is the probability that
his or her score exceeds 84?

Answer: (a) 0.8413 (b) 85.68 (c) 81.48 (d) 43.644 % (e) 0.1840

23. A machining operation produces bearings with diameters that are normally dis-
tributed with mean 3.0005 inches and standard deviation 0.0010 inch. Specifica-
tions require the bearing diameters to lie in the interval 3.000±0.0020 inches. Those
outside the interval are considered scrap and must be re-machined.

(a) With the existing machine setting, what fraction of total production will be
scrap?
(b) What should the mean diameter be in order that the fraction of bearings
scrapped be minimized?

Answer: (a) 0.0730 = 7.3 % (b) µ = 3.000 in

24. Show that the normal density with parameters µ and σ has inflection points at the
values µ − σ and µ + σ.

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25. A random variable X is said to have a lognormal distribution if log X is normally
distributed. If X is lognormal with E[logX] = µ and V ar(logX) = σ 2 , determine
the distribution function of X. That is, what is P r(X ≤ x)?

Answer: P r(X ≤ x) = P r(logX ≤ logx) = φ([logx − µ]/σ)

26. The salaries of pediatric physicians are approximately normally distributed. If 25

percent of these physicians earn below $180, 000 and 25 percent earn above $320,
000, what fraction earn

(a) below $250, 000;

(b) between $260, 00 and $300, 000?

Answer: (a) P r(X < 250) = 0.5 (b) P r(260 < X < 300) = 0.147

27. The sample mean and sample standard deviation on your mathematics 102 ex-
amination were 60 and 20, respectively; the sample mean and sample standard
deviation on your statistics examination were 55 and 10, respectively. You scored
70 on the mathematics exam and 62 on the statistics exam. Assuming that the two
histograms of test scores are approximately normal histograms,

(a) on which exam was your percentile score highest?

(b) approximate the percentage of the scores on the mathematics exam that were
below your score.
(c) approximate the percentage of the scores on the statistics exam that were
below your score.

Answer: (a) Statistics (b) 0.6915 (c) 0.7580

28. Value at risk (VAR) has become a key concept in financial calculations. The VAR
of an investment is defined as that value v such that there is only a 1 percent chance
that the loss from the investment will exceed v.

(a) If the gain from an investment is a normal random variable with mean 10 and
variance 49, determine the value at risk. (If X is the gain, then -X is the loss.)
(b) Among a set of investments whose gains are all normally distributed show
that the one having the smallest VAR is the one having the largest value of
µ − 2.33σ, where µ and σ 2 are the mean and variance of the gain from the
investment.

Answer: (a) 6.31

29. The annual rainfall in Cincinnati is normally distributed with mean 40.14 inches
and standard deviation 8.7 inches.

(a) What is the probability this year’s rainfall will exceed 42 inches?
(b) What is the probability that the sum of the next 2 years’ rainfall will exceed
84 inches?
(c) What is the probability that the sum of the next 3 years’ rainfall will exceed
126 inches?

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 Answer: (a) 0.415 (b) 0.381 (c) 0.356

30. An IQ test produces scores that are normally distributed with mean value 100 and
standard deviation 14.2. The top 1 percent of all scores are in what range?

Answer: X > 136.64