Sheet 2-Simulation Probability Statistics

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Alexandria University

Faculty of Engineering
Production Engineering Department
Fourth year 2015/2016
Simulation Modeling and Analysis

Sheet #2 - Review of Probability and Statistics


1- Suppose that X is a discrete random variable with probability mass function given by:
p(1)=0.1 p(2)=0.3 p(3)=0.2 p(4)=0.3 and p(5)=0.1

a. Plot the probability density function p(x)


b. Compute and plot the cumulative density function F(x)
c. Compute P(1.4< X<4.2), E(X), and Var(X).

2- Mastering a computer program. The number of training units that must be passed
before a complex computer software program is mastered varies from one to five
depending on the student .After much experience, the software manufacturer has
determined the probability distribution that described the fraction of users mastering
the software after each number of training units:

Number of units 1 2 3 4 5
Probability of Mastery .1 .25 .4 .15 .1

a. Calculate the mean number of training units necessary to master the program.
Calculate the median. Interpret each.
b. If the firm wants to ensure that at least 75% of the students master program,
what is the minimum number of training units that must be administered? At
least 90%?
c. Suppose the firm develops a new training program that increases the
probability that only one unit of training is needed from .1 to .25, increases the
probability that only two units are needed to .35, leaves the probability that
three units are needed at .4, and completely eliminates the need for four or five
units. How do your answers to parts a and b change for this new program?

3- Suppose x is a normally distributed random variable with mean 100 and standard
deviation 8. Draw a rough graph of the distribution of x. Locate μ and the interval μ ±
2σ on the graph. Find the following probabilities:
a. p (μ - 2 σ ≤ x ≤ μ + 2 σ )
b. p (x ≥ μ + 2 σ )
c. p (x ≤ 92)
d. p (92 ≤ x ≤ 116 )
e. p (92 ≤ x ≤ 96)
f. p (76 ≤ x ≤ 124 )

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4- Crash safety tests. The National High-Way Traffic Safety Administration (NHTSA)
crash test data for new cars are regularly recorded. One of the variables measured is
the severity of a driver's head injury when the car is in a head -on collision with fixed
barrier while travelling at 35 miles per hour. The more severe the injury. The head
injury ratings can be shown to be approximately normally distributed with a mean of
605 points and a standard deviation of 185 points. One of the crash-tested cars is
randomly selected from the data and the driver's head injury rating is observed.
a. Find the probability that the rating will fall between 500 and 700 points.
b. Find the probability that the rating will fall between 400 and 500 points.
c. Find the probability that the rating will be less than 850 points.
d. Find the probability that the rating will exceed 1,000 points.
e. For what rating will only 10% of the crash-tested cars exceed?

5- The following data represent the inter arrival times at a local bank teller in minutes.

Develop a histogram for the data given. Test the hypothesis that the data represent an
exponential distribution using the chi square test with confidence interval 95%.

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