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No of Pages : 3 Course Code : 15XD25
Roll No:
(To be filled in by the candidate)
PSG COLLEGE OF TECHNOLOGY, COIMBATORE - 641 004
SEMESTER EXAMINATIONS, MAY - 2016
MSc - DATA SCIENCE Semester: 2
15XD25 THEORY OF PROBABILITY
Time: 3 Hours Maximum Marks: 100
INSTRUCTIONS:
1. Answer ALL questions from GROUP – I.
2. Answer any 4 questions from GROUP – II.
3. Answer any ONE question from GROUP – III.
4. Ignore the box titled as “Answers for Group III” in the Main Answer Book.
5. Statistical tables may be permitted.
GROUP - I Marks : 10 x 3 = 30
1. If P(A)+P(B)+P(C)=1, then the events A, B and C are exclusive? Justify your answer with
an example.
2. Airline A has commuter flight every 45 minutes from San Francisco airport to Fresno. A
passenger who wants to take one of these flights arrives at the airport at a random time.
Suppose that X is the waiting time for this passenger; find the distribution function of X.
Assume that seats are always available for these flights
3. Comment on the statement and justify: Statistical independence of the variables X and
Y is sufficient to guarantee that they are uncorrelated.
4. Which of the following are binomial experiments? If binomial, find n,p,q,r. If not, what is it
that keeps from being so?
a. The intramural committee of a college consists of four women and six men. To
select a chairperson and recorder they put all the members’ names in a hat and draw
two names without replacing the first name drawn. The first name drawn will be
chairperson, the second will be recorder.
b. A television store owner figures that 50 percent of the customers entering his store
will purchase an ordinary television set, 20 percent will purchase a color television
set, and 30 percent will just be browsing. On a certain day, 5 persons enter his store.
5. Let X be a random variable. Is the statement X + X = 2X true? Justify.
6. A main and his friend went to a fine hotel for a Sunday lunch. They decided to meet
between 11:30 am to 12:00 noon. If they arrive at random time during this period, what is
the probability that they will meet within 5 minutes?
7. Let X1 and X2 be independent exponential random variables each having rate 𝜇. Find
the distribution function of max(X1,X2)
8. A jet engine consists of five modules each of which was found to have a Weibull failure
distribution with shape parameter of 1.5. Their scale parameters are (in operating
cycles) 3600,7200,5850,4780 and 9300. Find the MTTF.
9. Comment on the statement: “Reliability of the system is same as Availability of the
system”
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10. A critical communication relay has a constant failure rate of 0.1 per day. Once it has
failed, the mean time to repair is 2.5 days. Determine the steady state availability and
mission availability over a 2 day mission
GROUP - II Marks : 4 x 12.5 = 50
11. a) Suppose all n men at a party throw their hats in the center of the room. Each man
then randomly selects a hat. Show that the probability that none of the n men selects
1 1 1 −1 𝑛
his own hat is 2! − 3! + 4! − ⋯ + 𝑛!
.
b) The lifetime of a special type of battery is a random variable with mean 40 hours and
standard deviation 20 hours. A battery is used until it fails, at which point it is
replaced by a new one. Assuming a stockpile of 25 such batteries, the lifetimes of
which are independent, approximate the probability that over 1100 hours of use can
be obtained.
∞
12. a) Let X be a nonnegative discrete random variable. Prove that 𝐸 𝑋 = 𝑛=1 𝑃[𝑋 ≥ 𝑛]
b) A miner is trapped in a mine containing three doors. The first door leads to a tunnel
that takes him to safety after two hours of travel. The second door leads to a tunnel
that returns him to the mine after three hours of travel. The third door leads to a
tunnel that returns him to his mine after five hours. Assuming that the miner is at all
times equally likely to choose any one of the doors, what is that expected length of
time until the miner reaches safety?
13. a) An insurance company supposes that the number of accidents that each of its policy
holders will have in a year is Poisson distributed, with the mean of the Poisson
depending on the policyholder. If the Poisson mean of a randomly chosen
policyholder has a gamma distribution with density function 𝑔 𝜆 = 𝜆𝑒 −𝜆 ; 𝜆 ≥ 0 ,
what is the probability that a randomly chosen policyholder has exactly n accidents
next year?
b) A total of n people have been invited to a party honoring an important official. The
party begins at time 0. The arrival times of the n guests are independent exponential
random variables with mean 1, and the arrival time of the official is uniformly
distributed between 0 and 1. (i) Find the probability that exactly k of the guests arrive
before the official. (ii) Find the expected number of guests who arrive before the
official.
14. a) Consider a series system of three independent components each of which functions
for an amount of time (in hours) uniformly distributed over (0,10). Find the expected
system life.
b) Consider the four component system that functions when components 1 and 2 and at
least one of the components 3 and 4 functions. Compute the expected system life
when the life time of each component i is uniformly distributed over (0,i) i=1,2,3,4.
15. a) An application requires multiprocessor system with three independent processors
works correctly if at least one of the processors is functioning properly. Failure rates
of the individual processors are 0.01, 0.02 and 0.04 (assume exponential lifetimes).
a) Determine the probability that the system will work for 100 hours.
b) Determine the density function of the system’s lifetime
b) For a three-out-of four system, the minimal path sets are 𝐴1 = 1,2,3 , 𝐴2 = 1,2,4 ,
𝐴3 = 1,3,4 , and 𝐴4 = 2,3,4 ; and the minimal cut sets are 𝐶1 = 1,2 , 𝐶2 =
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1,3 , 𝐶3 = 1,4 , 𝐶4 = 2,3 , 𝐶5 = 2,4 , and 𝐶6 = 3,4 . Find the bounds of reliability
function.
GROUP - III Marks : 1 x 20 = 20
16. a) The reliability of a turbine blade can be represented by the following
𝑡 2
𝑅 𝑡 = 1−𝑡 0 ≤ 𝑡 ≤ 𝑡0
0
where t0 is the maximum life of the blade.
i) Show that the blades are experiencing wear out.
ii) Compute the MTTF as a function of the maximum life.
iii) If the maximum life is 2000 operating hours, what is the design life for a reliability
of 0.90?
b) A specially designed welding machine has non repairable motor with a constant
failure rate of 0.05 failures per year. The company has purchased two spare motors.
If the design life of the welding machine is 10 years, what is the probability that the
two spares will be adequate?
17. a) A space vehicle requires 3 out of 4 main engines to operate in order to achieve orbit.
If each engine has reliability of 0.97, determine the reliability of achieving orbit.
b) Show that the variance of the lifetime of a k-out-of-n system of components, each of
1
whose lifetimes is exponential with mean 𝜃, is given by 𝜃 2 𝑛𝑖=𝑘 𝑖 2
/END/
FD/RL
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