0% found this document useful (0 votes)
429 views

Assignment 4 - Engineering Statistics - Spring 2018

This document contains 16 problems related to probability distributions and random variables. The problems involve finding probabilities, means, variances, and other properties of random variables with distributions such as exponential, uniform, and normal. They also involve calculating waiting times and probabilities for events occurring on random schedules.

Uploaded by

UBAID ULLAH
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
429 views

Assignment 4 - Engineering Statistics - Spring 2018

This document contains 16 problems related to probability distributions and random variables. The problems involve finding probabilities, means, variances, and other properties of random variables with distributions such as exponential, uniform, and normal. They also involve calculating waiting times and probabilities for events occurring on random schedules.

Uploaded by

UBAID ULLAH
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 7

ASSIGNMENT 4

SPRING SEMESTER 2018


ES 202 - ENGINEERING STATISTICS

1. Let the p.d.f. of a CRV Z be given by


( 2
kze−z , f or z > 0,
fZ (z) =
0, f or z ≤ 0.

Find

(a) the value of k;


(b) the distribution function of Z;
(c) P r(Z > 1);
(d) E(Z);
(e) V ar(Z).

R∞ −x2 π
Hint: 0
e dx =
2

1 π π
Answer: (a) k = 2 (c) = e−1 = 0.36788 (d) (e) 1 −
e 2 4
2. Let the p.d.f. of a CRV X be given by
 c
 √ , f or 0 < x < 4,
fX (x) = x
0, elsewhere.

Find

(a) the value of c;


(b) the distribution function of X;
(c) P r(X > 1);
(d) E(X);
(e) V ar(X).
1 1 4 64
Answer: (a) c = (c) (d) (e)
4 2 3 45
3. The tread wear (in thousands of kilometers) of a certain kind of tire is a random
variable whose probability density function is given by
( x
1 − 30
30
e f or x > 0
fX (x) =
0 elsewhere

Find the probabilities that the tire will last

1
(a) at most 19,000 kilometers;
(b) at least 19,000 kilometers;
(c) anywhere from 29,000 to 38,000 kilometers;
(d) at least 48,000 kilometers.

Answer: (a) 0.46918 (b) 0.53082 (c) 0.09858 (d) 0.20189

4. Continuation of Problem 3 above.

(a) Calculate the average life of the tire.


(b) Calculate the probability that the tire will wear out before its average life.
(c) Calculate the probability that the tire will last at least its average life.

Answer: (a) 30,000 km (b) 0.63212 (c) 0.36788

5. Let the density function of X be given by


(
6x(1 − x), f or 0 < x < 1,
fX (x) =
0, elsewhere.

Find

(a) the distribution function of X;


(b) P r(X > 21 );
(c) the Median of X (the value of m such that FX (m) = 0.5);
(d) first four moments of X;
(e) E(X);
(f) V ar(X).
1 1 1 3 1 1
Answer: (b) (c) (d) M1 = ; M2 = ; M3 = ; M4 =
2 2 2 10 5 7
1 1
(e) E(X) = (f) V ar(X) =
2 20
6. Let the distribution function of X be given by

0,
 f or x < −1,
x+1

FX (x) = , f or − 1 < x < 1,

 2
1, elsewhere.

Find

(a) the density function of X;


(b) P r(− 21 < X < 21 );
(c) the Median of X (the value of m such that FX (m) = 0.5);
(d) first two moments of X;
(e) E(X);

2
(f) V ar(X).
1 1
Answer: (b) (c) x = 0 (d) M1 = 0; M2 = (e) E(X) = 0
2 3
1
(f) V ar(X) =
3
7. A box is to be constructed so that its height is five inches and its base is Y inches
by Y inches, where Y is a random variable described by the pdf,
(
6y(1 − y), 0 < y < 1,
fY (y) =
0, otherwise.

Find the expected volume of the box.


3 3
Answer: E(V ) = 5 × E(Y 2 ) = 5 × =
10 2
8. The pdf of a random variable Y is given by

 2y , 0 ≤ y ≤ k,
fY (y) = k 2
0, otherwise.

For what value of k does V ar(Y ) = 2?

Answer: k = 36

9. Suppose that Y is an exponential random variable, so that


(
λe−λy , y ≥ 0,
fY (y) =
0, otherwise.

Show that the mean and the variance of Y are 1/λ and 1/λ2 respectively.

10. Suppose that Y has density function


(
ky(1 − y), 0 ≤ y ≤ 1,
fY (y) =
0, elsewhere.

(a) Find the value of k that makes fY (y) a probability density function.
(b) Find P r(0.4 ≤ Y ≤ 1).
(c) Find P r(Y ≤ 0.4|Y ≤ 0.8).

Answer:

(a) k = 6
(b) P r(0.4 ≤ Y ≤ 1) = 0.648
(c) P r(Y ≤ 0.4|Y ≤ 0.8) = 0.3928

3
11. The length of time required by students to complete a one-hour exam is a random
variable with a density function given by
(
cy 2 + y, 0 ≤ y ≤ 1,
fY (y) =
0, elsewhere.

(a) Find c.
(b) Find FY (y).
(c) Graph fY (y) and FY (y).
(d) Use FY (y) in part (b) to find F (−1), F (0), and F (1).
(e) Find the probability that a randomly selected student will finish in less than
half an hour.
(f) Given that a particular student needs at least 15 minutes to complete the
exam, find the probability that she will require at least 30 minutes to finish.

Answer:
3
(a) c =
2
(
1
(y 3 + y 2 ) ,
2
0 ≤ y ≤ 1,
(b) FY (y) =
0, elsewhere.
(d) F(-1) = 0 F(0) = 0 F(1) = 1
3
(e) P r(Y ≤ 12 ) = = 0.1875
16
104
(f) P r(Y ≥ 12 |Y ≥ 14 ) = = 0.8455
123
12. Suppose that the random variable Y is described by the pdf
(
cy −6 , y > 1,
fY (y) =
0, otherwise.
.

(a) Find c.
(b) What is the highest moment of Y that exists?

Answer: (a) c = 5 (b) Fourth moment

13. Jones figures that the total number of thousands of miles that a used auto can be
driven before it would need to be junked is an exponential random variable with
1
parameter 20 . Smith has a used car that he claims has been driven only 10,000
miles. If Jones purchases the car, what is the probability that she would get at
least 20,000 additional miles out of it? Repeat under the assumption that the life-
time mileage of the car is not exponentially distributed but rather is (in thousands
of miles) uniformly distributed over (0, 40).
1
Answer: e−1 = 0.3679 = 0.3333
3
4
14. Suppose that the number of miles that a car can run before its battery wears out
is exponentially distributed with an average value of 10,000 miles. If a person de-
sires to take a 5000-mile trip, what is the probability that he or she will be able to
complete the trip without having to replace the car battery?
1
Answer: e− 2 = 0.6065

15. Buses arrive at a specified stop at 15-minute intervals starting at 7 A.M. That is,
they arrive at 7:00, 7:15, 7:30, 7:45, and so on. If a passenger arrives at the stop
at a time that is uniformly distributed between 7:00 and 7:30, find the probability
that he waits

(a) less than 5 minutes for a bus;


(b) more than 10 minutes for a bus.
1 1
Answer: (a) (b)
3 3
16. Trains headed for destination A arrive at the train station at 15-minute intervals
starting at 7:00 A.M., whereas trains headed for destination B arrive at 15-minute
intervals starting at 7:05 A.M.

(a) If a certain passenger arrives at the station at a time uniformly distributed


between 7:00 A.M. and 8:00 A.M. and then gets on the first train that arrives,
what proportion of time does he or she go to destination A?
(b) What if the passenger arrives at a time uniformly distributed between 7:10
A.M. and 8:10 A.M.?
2 2
Answer: (a) (b)
3 3
17. A bus travels between the two cities A and B, which are 100 miles apart. If the
bus has a breakdown, the distance from the breakdown to city A has a uniform
distribution over (0, 100). There is a bus service station in city A, in city B, and
in the center of the route between A and B. It is suggested that it would be more
efficient to have the three stations located 25, 50, and 75 miles respectively from A.
Do you agree? Why?

Answer: Yes, it would be more efficient.

18. The number of years a radio functions is exponentially distributed with parameter
λ = 18 . If Jones buys a used radio, what is the probability that it will be working
after an additional 8 years?

Answer: e−1 = 0.3679

19. If Y is uniformly distributed over (0, 5), what is the probability that the roots of
the equation 4x2 + 4xY + Y + 2 = 0 are both real?
3
Answer:
5

5
20. If X is an exponential random variable with parameter λ, and c > 0, show that cX
is exponential with parameter λ/c.

21. Beginning at 12:00 midnight, a computer center is up for one hour and then down
for two hours on a regular cycle. A person who is unaware of this schedule dials
the center at a random time between 12:00 midnight and 5:00 A.M. What is the
probability that the center is up when the person’s call comes in?
2
Answer:
5
22. We say that a nonnegative random variable X is memoryless if

P r(X > s + t|X > t) = P r(X > s) for all s, t ≥ 0.

Show that exponentially distributed random variables are memoryless and pro-
vide a physical interpretation recalling that inter-arrival times are exponentially
distributed.

23. Suppose that the length of a phone call in minutes is an exponential random variable
1
with parameter λ = 10 . If someone arrives immediately ahead of you at a public
telephone booth, find the probability that you will have to wait

(a) more than 10 minutes;


(b) between 10 and 20 minutes.

Answer: (a) e−1 = 0.3679 (b) e−1 − e−2 = 0.2325

24. A point is chosen at random on a line segment of length L. Interpret this statement,
and find the probability that the ratio of the shorter to the longer segment is less
than 41 .
2
Answer:
5
25. You arrive at a bus stop at 10 o’clock, knowing that the bus will arrive at some
time uniformly distributed between 10:00 and 10:30.

(a) What is the probability that you will have to wait longer than 10 minutes?
(b) If, at 10:15, the bus has not yet arrived, what is the probability that you will
have to wait at least an additional 10 minutes?
2 1
Answer: (a) (b)
3 3
26. The time (in hours) required to repair a machine is an exponentially distributed
random variable with parameter λ = 12 . What is

(a) the probability that a repair time exceeds 2 hours?


(b) the conditional probability that a repair takes at least 10 hours, given that its
duration exceeds 9 hours?

Answer: (a) 0.3679 (b) 0.6065

6
27. The failure of a circuit board interrupts work that utilizes a computing system until
a new board is delivered. The delivery time, Y , is uniformly distributed on the
interval one to five days. The cost of a board failure and interruption includes the
fixed cost c0 of a new board and a cost that increases proportionally to Y 2 . If C is
the cost incurred, C = c0 + c1 Y 2 .

(a) Find the probability that the delivery time exceeds two days.
(b) In terms of c0 and c1 , find the expected cost associated with a single failed
circuit board.
3 31
Answer: (a) (b) c0 + 3 1
c
4
28. If X is uniformly distributed over (-1, 1), find

(a) P r(|X| > 21 )


(b) the density function of the random variable |X|?
1
Answer: (a) (b) |X| is uniformly distributed over (0, 1)
2
29. The median of a continuous random variable having distribution function F is that
value m such that F (m) = 12 . That is, a random variable is just as likely to be
larger than its median as it is to be smaller. Find the median of X if X is

(a) uniformly distributed over (a, b);


(b) normal with parameters µ and σ 2 ;
(c) exponential with rate λ.
a+b 1
Answer: (a) (b) µ (c) m = ln 2
2 λ
30. The mode of a continuous random variable having density f is the value of x for
which f (x) attains its maximum. Compute the mode of X if X is

(a) uniformly distributed over (a, b);


(b) normal with parameters µ and σ 2 ;
(c) exponential with rate λ.

Answer: (a) All values in (a, b) (b) µ (c) 0

You might also like