F i n a l - E N G R 371 - A p r i l 1999

P e n s , p e n c i l s , erasers, and straight edges allowed. N o b o o k s . N o crib sheets. C a l c u -

lators allowed.
If y o u have a difficulty y o u m a y try making R E A S O N A B L E assumptions. State
t h e a s s u m p t i o n and h o w that a s s u m p t i o n limits y o u r answer. Show all your w o r k and
j u s t i f y all y o u r answers. Marks are given for h o w an answer is arrived at not j u s t t h e
answer itself.
D o A N Y 6 of the 7 questions given.
M a r k s : Six questions, 10 marks each. Total 60 m a r k s .
I n d i c a t e clearly w h i c h six q u e s t i o n s y o u want m a r k e d .

1. R a n d o m variable X is u n i f o r m l y distributed. Specifically:

0.2, x = 0,1,2,3,4
/(*) = 0. otherwise

(a) F i n d the m o m e n t generating function of X.

( b ) Using the m o m e n t generating f u n c t i o n find t h e first, second and third

m o m e n t s of X.

2. G i v e n the joint pdf:

( , j 2e~( + \
x y
0 < y < o o , 0 < x < oo, y<x
n X
' V )
~ \ 0, otherwise

and
Z = X + Y

F i n d the p d f of Z. N o t e X and Y are N O T i n d e p e n d e n t .

3. T w o r a n d o m variables X and Y have m e a n s E[X] — 2 and E[Y] = 0, variances

a\ — 1 and a\ — 4 and correlation coefficient pxy = 0.6.

A n e w r a n d o m variable is defined:

Z = X + Y + 4

F i n d the m e a n and variance of Z.

4. A c o n t r o l l e d satellite is k n o w n t o have an error (distance f r o m target) that

is n o r m a l l y distributed with m e a n zero and standard deviation 4 feet. The
m a n u f a c t u r e r of the satellite defines " s u c c e s s " as a firing in w h i c h the satellite
c o m e s within 10 feet of t h e target. C o m p u t e the p r o b a b i l i t y that the satellite
fails.
T h e m e a n breaking strength of a fabric A was f o u n d t o b e 25.2 p o u n d s per
square inch ( p s i ) , based o n a sample of 35 s p e c i m e n s . T h e standard deviation
of the s a m p l e was 5.2 psi.

30 s p e c i m e n s of fabric B were also tested. T h e m e a n breaking strength was

f o u n d to b e 28.5 psi and t h e sample standard deviation was 5.9 psi.

A s s u m e that the p o p u l a t i o n s for b o t h fabrics are n o r m a l .

(a) F i n d a 9 9 % confidence interval for the p o p u l a t i o n m e a n JJLA and p o p u l a t i o n

variance a\ for fabric A .

( b ) F i n d a 9 5 % confidence interval for the difference JJLA — I^B-

T w o r a n d o m variables X and Y have a joint distribution f(x,y) with region of

s u p p o r t given in the following figure:

F i g u r e 1: R e g i o n of Support

Call t h e region of support 71. T h e distribution is

_ / K, (x y)e1Z
:

0, otherwise

(a) D e t e r m i n e K.

( b ) D e t e r m i n e P(X > Y).

( c ) D e t e r m i n e the m a r g i n a l distributions of X and Y.

( d ) D e t e r m i n e the c o n d i t i o n a l distribution f(x\y) for any value of Y.

7. T h e n u m b e r of m a c h i n e failures per day in a certain plant has a Poisson dis-
t r i b u t i o n w i t h p a r a m e t e r Xt = 3. Present m a i n t e n a n c e facilities can repair 3
m a c h i n e s per day. Failures in excess of three are repaired b y a c o n t r a c t o r .

(a) O n a given day w h a t is t h e probability of having m a c h i n e ( s ) repaired by

a contractor?

( b ) If t h e m a i n t e n a n c e facilities c o u l d repair four m a c h i n e s a day, what would

b e the p r o b a b i l i t y of having m a c h i n e ( s ) repaired b y a c o n t r a c t o r ?

( c ) W h a t is t h e e x p e c t e d n u m b e r of machines that fail each d a y ?

( d ) W h a t is t h e e x p e c t e d n u m b e r of machines that are repaired in the plant

each d a y ? ( H i n t : B e careful).

(e) W h a t is t h e e x p e c t e d n u m b e r of machines that are repaired b y the c o n -

tractor each d a y ?
Some Useful Equations

Pi A I I?) P { B 1 A ) P { A )

P [ A 1 B )
~ P(B)

fix I v) = f [ X
' y )

n 1 y )
f(y)
a\ = E[{X ~ „ f) x

a X Y = E[(X - ix ){Y x - ixy))

PXY =
<7x<JY

P(fj, -kcr<X</j, + k a ) > l - - ^

n
= -n(n + 1)
1=1
N
1 _ r.n+1

fro 1-r
CO %

e x

1'

In

a; -
U 1
- 1

f(x) = pq ~ x l

e~ (Xt) M x

f{x) =
xl
f( ) x
- ~7^ e 2
°2

V Z7T<7

CO
a —1 ^ — a;
x~
a
e- dx l x
= (a-1)1

M (t) x = E{e ] tx

1 N

N . .
2=1

4
TV

5 2
= ~ -^0'
A' - !
 1*1 a\_
- < (X x - X) 2 + Z /21
a

pq
P ~ Z / \l — < P <P + Z /
a 2 a 2 TV
(N - 1) <? 2
(jV - 1)5 2

— ~ T < ^ X <
A Q/2 XI-CK/2