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Applied Prob - Final-Long

This document appears to be a final exam for a probability and engineering applications course. It consists of 5 questions assessing students' understanding of topics like lognormal distributions, joint probability mass functions, beta distributions, confidence intervals, and linear regression. Students are asked to calculate parameters, probabilities, estimates, predictions, and fit lines to datasets provided in the questions.

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74 views4 pages

Applied Prob - Final-Long

This document appears to be a final exam for a probability and engineering applications course. It consists of 5 questions assessing students' understanding of topics like lognormal distributions, joint probability mass functions, beta distributions, confidence intervals, and linear regression. Students are asked to calculate parameters, probabilities, estimates, predictions, and fit lines to datasets provided in the questions.

Uploaded by

Cho Con
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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HCMC UNIVERSITY OF TECHNOLOGY FINAL EXAM - SEMESTER 1

Faculty of Applied Science Subject: Probability and Engineering Appl.


Department of Applied Mathematics Duration: 100 minutes
Date: December 17th, 2019 (TT01)
Score
Department of Mathematics: Dr. Nguyen Tien Dung

Lecturer: Dr. Nguyen Tien Dung

Student’s full name: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Student Id: . . . . . . . . . . . . .

- You are allowed to use your OWN materials and calculator. Total available score: 100.
- You MUST fill in your full name and student ID on this question sheet. There are 5 questions on 4 pages.

Question 1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total: 25 points


The lifetime of a component follows a lognormal distribution with parameters µ and σ. Here is a
sample of some observations: 40, 40, 71, 46, 82, 37, 61, 76, 53, 65.
(a) [10 points] Approximate µ and σ.
(b) [10 points] What life time is exceeded by 97% of components?
(c) [5 points] Determine the values of the hazard function at x = 1.
Final Exam - Probability and Engineering Appl. Semester 1 - December 17th, 2019 (TT01)

Question 2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total: 30 points


The joint probability mass function of the lifetimes X and Y (in years) of two connected components
c
in a machine can be modeled by p(x, y) = x!(y−x)! for x = 0, 1, 2 and y = x + 1, x + 2, x + 3.
(a) [5 points] Find the probability that the first component lasts for at least one years. (Its
lifetime is X)
(b) [10 points] If the second component lasts for at least three years, what is the (conditional)
probability that the first component lasts for at least one years?
(c) [10 points] What is the correlation of X and Y .
(d) [5 points] Check eight independent machines. Find the probability that the first components
of at most three machines last for at least two years.

University of Technology - VNU-HCM Page 2 of 4


Final Exam - Probability and Engineering Appl. Semester 1 - December 17th, 2019 (TT01)

Question 3. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total: 15 points


A manufacturer believes that unknown proportion X of produced parts that will be defective follows
a beta distribution Beta(α, β). She checks several packages and find the following proportions of
defective parts: 0.4759, 0.2818, 0.4862, 0.1717, 0.4752, 0.3532.
(a) [10 points] Find parameters α and β of the beta distribution.
(b) [5 points] What is the probability that the proportion of defective parts exceeds 20%?

Question 4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total: 10 points


A machine produces metal rods used in an automobile suspension system. A random sample of
some rods is selected, and the diameter is measured. The resulting data (in millimeters) are as
follows: 8.24, 8.25, 8.20, 8.23, 8.24. Calculate a 95% two-sided confidence interval on mean
rod diameter.

University of Technology - VNU-HCM Page 3 of 4


Final Exam - Probability and Engineering Appl. Semester 1 - December 17th, 2019 (TT01)

Question 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total: 20 points


Regression methods were used to analyze the data from a study investigating the relationship
betweenP roadway surface P temperatureP(x) and pavement P deflection (y). Summary quantities were
n = 20, i yi = 12.75, i yi2 = 8.86, i xi = 1478, i x2i = 143215.8, and i xi yi = 1083.67.
P

(a) [15 points] Calculate the least squares estimates of the slope and intercept. Estimate σ 2 .
(b) [5 points] Use the equation of the fitted line to predict what pavement deflection would be
observed when the surface temperature is 80o F.

University of Technology - VNU-HCM Page 4 of 4

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