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CE204 Recitation06 Week07 Chapter3

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11 views2 pages

CE204 Recitation06 Week07 Chapter3

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ilkan man
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Recitation #6 METU Civil Engineering

CE204 Uncertainty and Data Analysis


Week #7 | Chapter #3 Spring Semester 2020-2021

Question 1:
An offshore oil extraction and processing platform has been operated out in North Sea for the last 36
years. It has been recorded that every two years on average 7 major disputes occur among the
workers ending with severe injuries of one or two workers. “The mean and the standard deviation of
the rental prices per m2 are given as: 𝛍 = 𝟏𝟑. 𝟔 𝐓𝐋⁄𝐦𝟐 , 𝛔 = 𝟒. 𝟓 𝐓𝐋⁄𝐦𝟐 The rental prices are
assumed to have a normal distribution.

a) Assume occurrence of such major disputes follows a Poisson process, then, what is the
probability of at least one such event will occur in every two months for a given year?

b) It has been also noticed that the occurrence of disputes among the workers is strongly
correlated with the communication network problems of the platform with the outer world
mostly due to severe weather conditions. Over the last 36 years, there have been 9 significant
storm events that have hourly average wind speeds exceeding 30 m/s at least once. The
probability of having a failure in the communication system during such an event is 50%. If the
occurrence of such a storm is assumed to follow a Poisson process, then, what is the
probability that there will be no failure in the communication system associated with such storms
within the next 2 years?

c) Given that no such significant storms occurred during past 5 years, what is the probability of
non-occurrence of any similar storms in the following 3 years?

Solution:

a)
Mean occurrence rate, ν = 7/2 = 3.5 events/year
(𝑣 ∗ 𝑡) 𝑋
P (𝑋1 ≥ 1) = 1 – P (𝑋1 = 0) = 1 − ∗ 𝑒 −𝑣∗𝑡
6
𝑦𝑒𝑎𝑟
6
𝑦𝑒𝑎𝑟 𝑋!
0
1
(3.5 ∗ (6)) 1
−3.5∗( )
1− ∗𝑒 6 = 1 − 1 ∗ 0.558 = 0.442
0!
Assume occurrence of above event is statistically independent among trials. Then, joint
probability:
P (occurrence in every two months over a year) = 0.4426 = 0.00745 = 0.745 %
b)
ν = 9/36 = 0.25 events/year
Probability of having the storm that will cause a failure in com systems = (0.25)*(0.5) = 0.125
/year

𝑃(𝑋 = 0) = 1 ∗ 𝑒 −0.125∗2 = 0.7788


c)

𝑃(𝑋 = 3) = 1 ∗ 𝑒 −0.25∗3 = 0.4724


_______________________________________________________________________________
Recitation #6 METU Civil Engineering
CE204 Uncertainty and Data Analysis
Week #7 | Chapter #3 Spring Semester 2020-2021

Question 2:
The inter-arrival times of heavy vehicles at a toll bridge are observed to be random variables
obeying exponential distribution with mean 1.5 minutes.

a) What is the probability of observing a heavy vehicle in 30 seconds?

b) If you have waited for 3 minutes and observed no heavy vehicles, what is the probability that
heavy vehicle will be observed in the next 30 seconds? Compare your results in part “a” and “b”.
State the lack of memory property of exponential distribution in general.

Solution:

𝑑𝐹
a) PDF of the distribution, 𝑓𝑇 (𝑡) = 𝑑𝑡
= 𝑣𝑒 −𝑣𝑡
where v is the mean occurence rate, mean occurence rate, E(T) = 1/v
1
𝑣= = 0.667 𝑝𝑒𝑟 𝑚𝑖𝑛.
1.5
𝑑𝐹
𝑓𝑇 (𝑡) = = 𝑣𝑒 −𝑣𝑡 = 0.667𝑒 −0.667𝑡
𝑑𝑡
0.5
1 0.5
𝑃(𝑡 < 30 𝑠𝑒𝑐. ) = 𝑃(𝑡 < 0.5 𝑚𝑖𝑛. ) = ∫ 0.667𝑒 −0.667𝑡 𝑑𝑡 = 0.667 ∙ ∙ 𝑒 −0.667𝑡 |
0 −0.667 0
= (−1 ∙ 𝑒 −0.667∙0.5 ) − (−1 ∙ 𝑒 −0.667∙0 ) = 𝟎. 𝟐𝟖𝟒

b)
𝑃(3 𝑚𝑖𝑛 < 𝑡 < 3.5 min | 𝑡 > 3 𝑚𝑖𝑛. ) =?
𝑃(𝐴 ∩ 𝐵)
𝐶𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛𝑎𝑙 𝑃𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦, 𝑃(𝐴 | 𝐵) =
𝑃(𝐵)
𝑃(3 𝑚𝑖𝑛 < 𝑡 < 3.5 min ) ∩ P( 𝑡 > 3 𝑚𝑖𝑛. ) = 𝑃(3 𝑚𝑖𝑛 < 𝑡 < 3.5 min)

3.5
𝑃(3 𝑚𝑖𝑛 < 𝑡 < 3.5 min) ∫ 0.667𝑒 −0.667𝑡 𝑑𝑡
𝑃(3 𝑚𝑖𝑛 < 𝑡 < 3.5 min | 𝑡 > 3 𝑚𝑖𝑛. ) = = 3 3
1 − 𝑃(𝑡 < 3 min) 1 − ∫ 0.667𝑒 −0.667𝑡 𝑑𝑡
0

(−1 ∙ 𝑒 −0.667∙3.5 ) −0.667∙3 )


− (−1 ∙ 𝑒
= −0.667∙3
1 − [(−1 ∙ 𝑒 ) − (−1 ∙ 𝑒 −0.667∙0 )]
(−0.0968) − (−0.1352) 0.0384
= = = 𝟎. 𝟐𝟖𝟒
1 − [(−0.1352 − (−1)] 0.1352

For an exponential random variable X, the memoryless property is the statement that
knowledge of what has occurred in the past has no effect on future probabilities. This means
that the probability that X exceeds x + k, given that it has exceeded x, is the same as the
probability that X would exceed k if we had no knowledge about it. In symbols we say that P(X
> x + k | X > x) = P(X > k).

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