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PNS Tuts

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shinysttuff
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© © All Rights Reserved
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BITS-PILANI, HYDERABAD CAMPUS

PROBABILITY AND STATISTICS (MATH F113)


TUTORIAL-2 (18.1.24)

1. A factory uses three production lines to manufacture cans of a certain type. The
accompanying table gives percentages of nonconforming cans, categorized by type
of nonconformance, for each of the three lines during a particular time period.

During this period, line 1 produced 500 nonconforming cans, line 2 produced 400
such cans, and line 3 was responsible for 600 nonconforming cans. Suppose that one
of these 1500 cans is randomly selected.
(a) What is the probability that the can was produced by line 1? That the reason
for nonconformance is a crack?
(b) If the selected can came from line 1, what is the probability that it had a
blemish?
(c) Given that the selected can had a surface defect, what is the probability that
it came from line 1?

2. One satellite is scheduled to be launched from Cape Canaveral in Florida, and


another launching is scheduled for Vandenberg Air Force Base in California. Let
A denote the event that the Vandenberg launch goes off on schedule, and let B
represent the event that the Cape Canaveral launch goes off on schedule. If A and B
are independent events with P (A) > P (B), P (A∪B) = 0.626, and P (A∩B) = 0.144,
determine the values of P (A) and P (B).

3. A chemical engineer is interested in determining whether a certain trace impurity


is present in a product. An experiment has a probability of 0.80 of detecting the
impurity if it is present. The probability of not detecting the impurity if it is absent
is 0.90. The prior probabilities of the impurity being present and being absent are
0.40 and 0.60, respectively. Three separate experiments result in only two detections.
What is the posterior probability that the impurity is present?
4. Fasteners used in aircraft manufacturing are slightly crimped so that they lock
enough to avoid loosening during vibration. Suppose that 95% of all fasteners pass
an initial inspection. Of the 5% that fail, 20% are so seriously defective that they
must be scrapped. The remaining fasteners are sent to a recrimping operation,
where 40% cannot be salvaged and are discarded. The other 60% of these fasteners
are corrected by the recrimping process and subsequently pass inspection.
(a) What is the probability that a randomly selected incoming fastener will pass
inspection either initially or after recrimping?
(b) Given that a fastener passed inspection, what is the probability that it passed
the initial inspection and did not need recrimping?

5. A system consists of two components. The probability that the second component
functions in a satisfactory manner during its design life is 0.9, the probability that
at least one of the two components does so is 0.96, and the probability that both
components do so is 0.75. Given that the first component functions in a satisfactory
manner throughout its design life, what is the probability that the second one does
also?

6. Disregarding the possibility of a February 29 birthday, suppose a randomly selected


individual is equally likely to have been born on any one of the other 365 days.
(a) If ten people are randomly selected, what is the probability that all have dif-
ferent birthdays? That at least two have the same birthday?
(b) With k replacing ten in part (a), what is the smallest k for which there is at
least a 50-50 chance that two or more people will have the same birthday?

Page 2
BITS-PILANI, HYDERABAD CAMPUS
PROBABILITY AND STATISTICS (MATH F113)
TUTORIAL-3 (01.02.24)

1. Consider a deck consisting of seven cards, marked 1, 2, . . . , 7. Three of these cards


are selected at random. Define an random variable W by W = the sum of the
resulting numbers, and compute the pmf of W . Then compute µ and σ 2 .

2. Of all customers purchasing automatic garage-door openers, 75% purchase a chain-


driven model. Let X = the number among the next 15 purchasers who select the
chain-driven model.
(a) What is the pmf of X?
(b) Compute P (X > 10).
(c) Compute P (6 ≤ X ≤ 10).
(d) Compute µ and σ 2 .
(e) If the store currently has in stock 10 chain-driven models and 8 shaft-driven
models, what is the probability that the requests of these 15 customers can all
be met from existing stock?

3. A k-out-of -n system is one that will function if and only if at least k of the n
individual components in the system function. If individual components function
independently of one another, each with probability 0.9, what is the probability that
a 3-out-of-5 system functions?

4. Let X have the distribution with pmf


λx −λ
f (x) = e , λ > 0, for x = 0, 1, ...
x!
(a) Find the moment generating function for X.
(b) Find E(X) & V ar(X) using the moment generating function.

5. Let X have the distribution with pmf

f (x) = p(1 − p)x−1 for x = 1, 2, ...

(a) Obtain the moment generating function for

t < − ln(1 − p)

(b) Obtain E(X) and E(X 2 ) by differentiating the moment generating function.
BITS-PILANI, HYDERABAD CAMPUS
PROBABILITY AND STATISTICS (MATH F113)
TUTORIAL-4 (08.02.24)

1. A trial has just resulted in a hung jury because eight members of the jury were in
favor of a guilty verdict and the other four were for acquittal. If the jurors leave the
jury room in random order and each of the first four leaving the room is accosted
by a reporter in quest of an interview, what is the pmf of X = the number of jurors
favoring acquittal among those interviewed? How many of those favoring acquittal
do you expect to be interviewed?

2. Individuals A and B begin to play a sequence of chess games. Let S = {A wins a game},
and suppose that outcomes of successive games are independent with P (S) = p and
P (F ) = 1 − p (they never draw). They will play until one of them wins ten games.
Let X = the number of games played (with possible values 10, 11,. . . , 19).
(a) For x = 10, 11, . . . , 19, obtain an expression for p(x) = P (X = x) .
(b) If a draw is possible, with p = P (S), q = P (F ), 1 − p − q = P (draw), what are
the possible values of X? What is P (20 ≤ X)?

3. A test for the presence of a certain disease has probability 0.20 of giving a false-
positive reading (indicating that an individual has the disease when this is not
the case) and probability 0.10 of giving a false-negative result. Suppose that ten
individuals are tested, five of whom have the disease and five of whom do not. Let
X = the number of positive readings that result.
(a) Does X have a binomial distribution? Explain your reasoning.
(b) What is the probability that exactly three of the ten test results are positive?

4. Consider a communication source that transmits packets containing digitized speech.


After each transmission, the receiver sends a message indicating whether the trans-
mission was successful or unsuccessful. If a transmission is unsuccessful, the packet
is re-sent. Suppose a voice packet can be transmitted a maximum of 10 times. As-
suming that the results of successive transmissions are independent of one another
and that the probability of any particular transmission being successful is p, de-
termine the probability mass function of the random variable X = the number of
times a packet is transmitted. Then obtain an expression for the expected number
of times a packet is transmitted.
BITS-PILANI, HYDERABAD CAMPUS
PROBABILITY AND STATISTICS (MATH F113)
TUTORIAL-5 (22.2.24)

1. A reservation service employs five information operators who receive requests for
information independently of one another, each according to a Poisson process with
rate α = 2 per minute.
a. What is the probability that during a given 1-min period, the first operator
receives no requests?
b. What is the probability that during a given 1-min period, exactly four of the
five operators receive no requests?
c. Write an expression for the probability that during a given 1-min period, all of
the operators receive exactly the same number of requests.
2. Grasshoppers are distributed at random in a large field according to a Poisson pro-
cess with parameter α = 2 per square meter. How large should the radius R of a
circular sampling region be taken so that the probability of finding at least one in
the region equals 0.99?
3. A newsstand has ordered five copies of a certain issue of a photography magazine.
Let X = the number of individuals who come in to purchase this magazine. If X
has a Poisson distribution with parameter µ = 4, what is the expected number of
copies that are sold?
4. Let X = the time it takes a read/write head to locate a desired record on a computer
disk memory device once the head has been positioned over the correct track. If the
disks rotate once every 25 millisec, a reasonable assumption is that X is uniformly
distributed on the interval [0, 25].
a. Compute P (10 ≤ X ≤ 20).
b. Compute P (X ≥ 10).
c. Obtain the cdf F (X).
d. Compute E(X) and σX .
5. The completion time X for a certain task has cdf F (x) given by



 0 x<0





x3
0≤x<1


3

 1 7 7
− 34 x 7
 
1− −x 1≤x≤




 2 3 4 3




7

1 x> 3

a. Obtain the pdf f (x).


b. Compute P (0.5 ≤ X ≤ 2).
c. Compute E(X).
BITS-PILANI, HYDERABAD CAMPUS
PROBABILITY AND STATISTICS (MATH F113)
TUTORIAL-6 (29.02.24)

1. The article “Computer Assisted Net Weight Control” (Quality Progress, 1983: 22–25)
suggests a normal distribution with mean 137.2 oz and standard deviation 1.6 oz for
the actual contents of jars of a certain type. The stated contents was 135 oz (1 oz=
25 g).
(a) What is the probability that a single jar contains more than the stated contents?
(b) Among ten randomly selected jars, what is the probability that at least eight
contain more than the stated contents?
(c) Assuming that the mean remains at 137.2, to what value would the standard
deviation have to be changed so that 95% of all jars contain more than the
stated contents?

2. When circuit boards used in the manufacture of compact disc players are tested,
the long-run percentage of defectives is 5%. Suppose that a batch of 250 boards has
been received and that the condition of any particular board is independent of that
of any other board.
(a) What is the approximate probability that at least 10% of the boards in the
batch are defective?
(b) What is the approximate probability that there are exactly 10 defectives in the
batch?

3. An oocyte is a female germ cell involved in reproduction. Based on analyses of a


large sample, the article “Reproductive Traits of Pioneer Gastropod Species Col-
onizing Deep-Sea Hydrothermal Vents After an Eruption” (Marine Biology, 2011:
181–192) proposed the following mixture of normal distributions as a model for the
distribution of X = oocyte diameter (µm):

f (x) = pf1 (x; µ1 , σ) + (1 − p)f2 (x; µ2 , σ)

where f1 and f2 are normal pdfs. Suggested parameter values were p = 0.35, µ1 =
4.4, µ2 = 5.0, and σ = 0.27.
(a) What is the expected (i.e. mean) value of oocyte diameter?
(b) What is the probability that oocyte diameter is between 4.4 µm and 5.0 µm?
(c) What is the probability that oocyte diameter is smaller than its mean value?

4. The article “Error Distribution in Navigation” (J. of the Institute of Navigation,


1971: 429–442) suggests that the frequency distribution of positive errors (mag-
nitudes of errors) is well approximated by an exponential distribution. Let X =
the lateral position error (nautical miles), which can be either negative or positive.
Suppose the pdf of X is:

f (x) = (0.1)e−0.2|x| , −∞ < x < ∞

(a) Verify that f (x) is a legitimate pdf.


(b) Obtain the cdf of X.
(c) Compute P (X ≤ 0), P (X ≤ 2), P (−1 ≤ X ≤ 2), and the probability that an
error of more than 2 miles is made.

Page 2
BITS-PILANI, HYDERABAD CAMPUS
PROBABILITY AND STATISTICS (MATH F113)
TUTORIAL-7 (07.03.24)

1. Suppose a particular state allows individuals filing tax returns to itemize deductions
only if the total of all itemized deductions is at least $5000. Let X (in 1000s of
dollars) be the total of itemized deductions on a randomly chosen form. Assume
that X has the pdf
(
k/xα , x≥5
f (x; α) =
0 , otherwise
(a) Find the value of k. What restriction on α is necessary ?
(b) Show that ln(X/5) has an exponential distribution with parameter α − 1.

2. Let Z have a standard normal distribution and define a new random variable Y by
Y = σZ + µ. Show that Y has a normal distribution with parameters µ and σ.

3. (a) Suppose the lifetime X of a component, when measured in hours, has a gamma
distribution with parameters α and β. Let Y = the lifetime measured in min-
utes. Derive the pdf of Y .
(b) If X has a gamma distribution with parameters α and β, what is the probability
distribution of Y = cX ?

4. In questions 2 and 3, as well as many other situations, one has the pdf f (x) of X
and wishes to know the pdf of Y = h(X). Assume that h(·) is an invertible function,
so that y = h(x) can be solved for x to yield x = k(y). Then it can be shown that
the pdf of Y is

g(y) = f [k(y)] · |k 0 (y)|


(a) If X has a uniform distribution with A = 0 and B = 1, derive the pdf of
Y = − ln(X).
(b) Work question (2), using this result.
(c) Work question 3(b), using this result.

5. Let U have a uniform distribution on the interval [0,1]. Let X = −(1/λ)ln(1 − U ).


Show that X has an exponential distribution with parameter λ.

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