Egypt-Japan University of Science and Technology

Industrial and Manufacturing Engineering

IME 441 - Simulation Modeling and Analysis

Sheet 1: Review of Basic Statistics

Random Variables and Probability Distributions

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- The Heart Association claims that only 10% of U.S. adults over 30 years of age meet the
minimum requirements established by the President’s Council on Fitness, Sports, and
Nutrition. Suppose four adults are randomly selected and each is given the fitness test and 𝑥
denotes the number of adults who pass the fitness test.
a. Find the probability that none of the four adults passes the test.
b. Find the probability that three of the four adults pass the test.
c. Find the probability distribution of 𝑥.
d. Graph the distribution.
e. Calculate 𝜇 and 𝜎, the mean and standard deviation, respectively.

3- Ecologists often use the number of reported sightings of a rare species of animal to estimate
the remaining population size. For example, suppose the number x of reported sightings per
week of blue whales is recorded. Assume that x has (approximately) a Poisson probability
distribution. Furthermore, assume that the average number of weekly sightings is 2.6.
a. Find the mean and standard deviation of 𝑥, the number of blue-whale sightings per
week.
b. Find the probability that exactly five sightings are made during a given week.
c. Find the probability that fewer than two sightings are made during a given week
d. Find the probability that more than five sightings are made during a given week.

4- A used-car dealer sells a car to a buyer, even though the dealer knows that the car will have a
major breakdown within the next 6 months. The dealer provides a warranty of 45 days on all
cars sold. Let 𝑥 represent the length of time until the breakdown occurs. Assume that 𝑥 is a
uniform random variable with values between 0 and 6 months.
a. Calculate the mean and standard deviation of 𝑥.
b. Graph the probability distribution of 𝑥, and show the mean on the horizontal axis.
c. Also show one- and two-standard-deviation intervals around the mean.
d. Calculate the probability that the breakdown occurs while the car is still under
warranty.

1 Fall 2024, Prof Amr Eltawil – Eng Rana Azab

Egypt-Japan University of Science and Technology
Industrial and Manufacturing Engineering
IME 441 - Simulation Modeling and Analysis

5- A manufacturer of microwave ovens is trying to determine the length of warranty period it

should attach to its magnetron tube, the most critical component in the oven. Preliminary
testing has shown that the length of life (in years), 𝑥 , of a magnetron tube has an exponential
probability distribution with 𝜃 = 6.25.
a. Find the mean and standard deviation of 𝑥.
b. Suppose a warranty period of five years is attached to the magnetron tube. What
fraction of tubes must the manufacturer plan to replace?
c. What should the warranty period be if the manufacturer wants to replace only 27.5%
of the tubes?

6- 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?

7- Suppose 𝑥 is a normally distributed random variable with a mean of 100 and a standard
deviation of 8.
a. Draw a rough graph of the distribution of 𝑥.
b. Locate 𝜇 and the interval 𝜇 ± 2𝜎 on the graph.
c. Find the following probabilities:
i. 𝑝 (𝜇 − 2 𝜎 ≤ 𝑥 ≤ 𝜇 + 2 𝜎 )
ii. 𝑝 (𝑥 ≥ 𝜇 + 2 𝜎 )
iii. 𝑝 (𝑥 ≤ 92)
iv. 𝑝 (92 ≤ 𝑥 ≤ 116 )
v. 𝑝 (92 ≤ 𝑥 ≤ 96)
vi. 𝑝 (76 ≤ 𝑥 ≤ 124 )

2 Fall 2024, Prof Amr Eltawil – Eng Rana Azab

Egypt-Japan University of Science and Technology
Industrial and Manufacturing Engineering
IME 441 - Simulation Modeling and Analysis

8- 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 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?

3 Fall 2024, Prof Amr Eltawil – Eng Rana Azab