Department of Engineering Mathematics EMAT10004: MATHEMATICS WITH MAPLE EXERCISE SHEET 9 PROBABILITY Basic Laws of Probability 1.

S is the set {bolt, nut, washer, screw, bracket, flange}, and A and B are the subsets {bracket, nut, flange} and {bolt, bracket} respectively. To what combinations of S, A and B do the following sets correspond: (a) (b) (c) (d) 2. {bracket}, {flange, bracket, bolt, nut}, {washer, bolt, screw}, {screw, flange, nut, bolt, washer}?

The sample space S and three events A, B and C are defined by S = {car, bus, train, bicycle, motorcycle, boat, aeroplane}, A = {bus, train, aeroplane}, B = {train, car, boat}, C = {bicycle}. List the elements of the sets corresponding to the following events: (a) ~A, (b) A B ~C, (c) (~A B) (~A ~C). The personnel manager of a manufacturing plant claims that among the 400 employees, 312 got a raise in 1981, 211 got increased pension benefits, 183 got both and only 23 got neither. Explain why her claim should be questioned. Hydraulic assemblies for landing gear coming from an aircraft components rework facility are inspected for defects. Records show that 8% have defects in the shafts alone, 6% have defects in the bushings alone and 2% have defects in both shafts and bushings. Find the probability that a randomly chosen assembly has (a) a bushing defect (regardless of whether shafting is defective), (b) a defect of either type, (c) only one defect (of either type) and (d) no defects at all. If A and B are mutually exclusive events and P(A) = 0.2 and P(B) = 0.5, find (a) P(A B), (b) P(~A), (c) P(~A B). (b) a 3, 4, 5 or 6, (c) a black card, (e) a red court card or a heart? If a card is drawn from a well-shuffled deck of 52 playing cards, what is the probability of drawing (a) a red king, (d) a red ace or a black queen,

3. 4.

5. 6.

7.

In a single throw of two dice, what is the probability of getting (a) a total of 5, (b) a total of at most 5, (c) a total of at least 5? From a deck of 52 cards a card is withdrawn at random and not replaced. A second card is then drawn. What is the probability that the first card is an ace and the second card a king? Three people work independently at deciphering a message in code. The probabilities that they will decipher it are 1/5, 1/4 and 1/3. What is the probability that the message will be deciphered?

8. 9.

10. Part of an electric circuit consists of three elements K, L and M in series. Probabilities of failure for elements K and M during operating time T are 0.1 and 0.2 respectively. Element L itself consists of three sub-elements L1, L2 and L3 in parallel, with failure probabilities 0.4, 0.7 and 0.5 respectively, during the same operating time T. Each of the sub-elements of L is designed to perform the same function and L will function correctly provided any one of its sub-elements is functioning (in other words L1, L2 and L3 are parallel redundant sub-systems). Find the probability of failure of the circuit during time T, assuming that all failures of elements and sub-elements are independent. Conditional Probability 11. If P(A) = 0.3, P(B) = 0.4 and P(B|A) = 0.5, find (a) P(A B), (b) P(A B), (c) P(B|~A).

MMpl (EMAT10004) 2007-08

Exercise Sheet 9

12. Two fair coins are tossed once. Find the conditional probability that both coins show heads given that (a) the first coin shows a head, (b) at least one coin shows a head. 13. During the repair of a large number of car engines it was found that part number 100 was changed in 36% and part number 101 in 42% of the cases, and that both parts were changed in 30% of cases. Is the replacement of part 100 connected with that of part 101? Find the probability that in repairing an engine for which part 100 has been changed it will also be necessary to replace part 101. 14. An insurance company classifies potential policy holders into three categories - good risks, average risks and bad risks. Records show that the probabilities that good, average and bad risks will be involved in particular types of accident in a year are 0.05, 0.15 and 0.30 respectively. If 20% of the population are good risks, 50% average and 30% bad risks what proportion of the whole population have an accident in a typical year? If potential policy holder A has had no accidents in the last year what is the probability that she is a good risk. 15. In each round of the game of zoggle a player is allowed five attempts to score a 'pig'. In these five attempts alternate hands must be used so there are two possible strategies - left/right/left/right/left and right/left/right/left/right. The player scores a 'bag of pigs' if, out of the five attempts, pigs are scored on at least four successive attempts. If the probability of scoring a pig with the left hand is p and with the right hand is q what is the optimal strategy for achieving a 'bag' and how does it depend on the values of p and q? 16. It is known that 0.1% of the citizens of Alphaville suffer from hypocaustia. Medical science has developed a new diagnostic test for hypocaustia with the following properties : if a person is suffering from hypocaustia the test will give a correct positive indication in 99.9% of cases whereas if a person does not have the disease it will give an erroneous positive indication in 0.2% of cases. What is the probability that, if the test indicates that a randomly chosen citizen suffers from hypocaustia, that citizen does truly have the disease? 17. A spectroscopic oil test technique is used to detect premature incipient failure in aero engine bearings. If the bearings are in premature incipient failure the test will reveal this with a probability 0.95. On the other hand the test has a probability of 0.005 of diagnosing premature incipient failure when the bearings are still serviceable. The incidence of premature incipient failure in the engine bearings of Redland Airways' B373 fleet is roughly 1 in 400. If this test is used for routine screening of the fleet to detect premature incipient failure what is the probability that an engine which yields a positive test result actually has fully serviceable bearings (i.e. the probability of a false positive)? Do you think Redland Airways will find this acceptable? Some of Redland Airways pilots claim that they can detect premature incipient failure from the way that the engines respond to throttle movements. A check of records by the chief service engineer suggests that the probability of actual premature incipient bearing failure in an engine thus identified by the pilots is 0.30. If the test is used to screen only engines identified by the pilots what will be the probability of a false positive test result? Random Variables, Mean, Standard Deviation, pdfs and cdfs 18. Find the distribution of the sum of the numbers when a pair of dice is rolled. 19. Suppose that a coin is tossed three times and that the random variable W represents the number of heads minus the number of tails. (a) List the elements of the sample space S for the three tosses of the coin and to each sample point assign a value w of W. (b) Write down the sample space of the random variable W. (c) Find the probability distribution of W, assuming that the coin is fair. (d) Find the probability distribution of W, assuming that the coin is biased so that a head is twice as likely to occur as a tail. 20. The random variable X represents the difference between the number of heads and the number of tails obtained when a coin is tossed n times. What is the sample space of X? Give the probability distribution for the case n = 4. 21. The distribution of the daily number of malfunctions of a certain computer is given by the following table: number of malfunctions probability 0 0.17 1 0.29 2 0.27 3 0.16 4 0.07 5 0.03 6 0.01

Find the mean and standard deviation of this distribution. 22. For a random variable X we have E[X] = 2 and E[X2] = 8. The random variables Y and Z are defined by Y = (4X 2)2 and Z = X2 + (X + 1)2. Find E[Y] and E[Z].

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Exercise Sheet 9

23. If the probability density function of a random variable X is given by

where c is a constant, find (a) the value of c, (d) the median of X, (b) the cumulative distribution function, (e) the inter-quartile range of X. (c) P[X > 2],

24. Suppose the tread wear (in thousands of km) which car owners get from a tyre is a random variable with density function
1 x e 30 f X ( x) = 30 0 x0 x<0

Find the probability that one of these tyres will last at most 19000 km, and also the mean, standard deviation, median and inter-decile range of X. 25. If the probability density of the random variable X is
630x 4 (1 x) 4 f X ( x) = 0 0 x 1 otherwise

find the probability that X will take a value within two standard deviations of its mean and the values of the second and eighth decile points. (To find the deciles will require the use of either a graphical methods or a method for the numerical solution of a non-linear equation). 26. The lifetime of an engineering component (measured in units of 105 hr) is a random variable L with pdf
ce 2 t f L ( t) = 0 t0 t<0

What must be the value of the constant c for this to be a valid pdf? Find the expected lifetime of the component and the variance of the lifetime. Find the cumulative distribution function and hence deduce the median life, the interquartile and the inter-decile intervals. 27. The time taken to repair a PC (measured in hr) is a random variable T with pdf
0.5 0 t 2 fT ( t) = 0 otherwise

The cost of the repair is (40 + 30 t). Compute the expected cost to repair a PC. 28. The weight (in ounces) of an article of product is a random variable W whose pdf is
w 8 8 w 9 f W ( w ) = 10 w 9 < w 10 0 otherwise

Calculate the mean and variance of the weight. The manufacturer sells the articles for 2-00 each and guarantees to refund the purchase money to any customer who finds the weight of the article purchased to be below 8.25 oz. The cost of production is (w/15 + 0.35) where w is the weight of the article. Find the manufacturer's expected profit per article. 29. An urn contains three balls numbered 1, 2 and 3. The rv X is the total number of heads obtained in the following experiment :- a ball is drawn at random from the urn and a fair coin is tossed a number of times equal to the number on the ball drawn from the urn. What is the probability distribution of X and its mean and standard deviation? 30. If the distribution of the rv Q is P[Q = 0] = P[Q = 2] = a and P[Q = 1] = 1 - 2a, for what value of a is var(Q) a maximum?

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Exercise Sheet 9

31. A fair coin is tossed four times. The rv X is the number of times a head is followed immediately by a tail. Find the distribution, mean and standard deviation of X. 32. Show that E[(X - b)2], where X is any continuous rv, is minimised when b = E[X]. Standard Distributions 33. Assume that (a) an aircraft can land safely if at least half of its engines are working, (b) the probability of an engine failing is 0.1, and (c) engine failures are independent. Which is safer, a four-engine plane or a two-engine plane? 34. If on average one in 20 of a certain type of column will fail under a given axial load, what are the probabilities that among 16 such columns, (a) at most two, (b) at least four will fail? 35. A machine makes components and the probability that a component is defective is p. If components are packed in cartons of 20, what value of p will ensure that 90% of cartons contain at most one defective component? 36. A town has five fire engines operating independently, each of which spends 94% of the time in its station awaiting a call. Find the probability that at least three fire engines are available when needed. 37. The probability of issuing a drill of high brittleness (a reject) is 0.02. Drills are packed in boxes of 100 each. What is the probability that the number of defective drills is no greater than two? 38. A communications channel transmits the digits 0 and 1. Due to interference the digit transmitted will be incorrectly received with probability 0.2. An important message consisting of one binary digit is to be transmitted. To reduce the chance of error the message is coded - for a message 0 the sequence 00000 is transmitted and for a message 1 the sequence 11111 is transmitted. Decoding at the receiving end is done by voting, ie if the message received has 3 or more 1s it is read as 1 and if it has 3 or more 0s it is read as 0. What is the probability that the message is correctly received? 39. A fleet car operator has n cars, each of which has probability 8% of being broken down on any particular day. Find the smallest value of n which gives probability 90% that at least 40 cars will be available for use on any one day. 40. A Geiger counter and a source of radioactive particles are so situated that the probability that a particle emanating from the radioactive source is registered by the counter is 1/1000. Assume that during the time of observation, 3000 particles emanated from the source. What is the probability that the number of particles registered was (a) zero, (b) three, (c) more than five? 41. a) X ~ B(25,0.21). What is P[ X < X 2 X ] ? b) X ~ P() with such that P[X = 0] = P[X = 1]. What is E[X]? c) X ~ B(100,0.09). What is P[ X < X 2.5 X ] ? d) X ~ P() with such that P[X = 0] = 0.5. What is E[X]? e) X ~ B(n,p). For what value of p is var(X) greatest if n is fixed? 42. If Z is a random variable having the standard normal distribution, find the probabilities that Z will have a value (a) greater than 1.14, (c) between -0.46 and -0.09, (b) less than -0.36, (d) between -0.58 and 1.12.

43. The width (in inches) of a slot in a duralumin forging is a normally distributed random quantity with = 0.9000 and = 0.0030. The specification calls for a slot width 0.9000 0.0050. What percentage of forgings fall outside specification? What is the largest value of which would ensure that no more than 1% of forgings fell outside specification? 44. The lifetimes of microprocessor chips made at the Alpha plant are normally distributed with = 3.8 x 106 hr and = 3 x 105 hr. Bravo plc, a PC manufacturer, requires that at least 90% of microprocessor chips supplied have a lifetime exceeding 3.4 x 106 hr. Will Bravo be prepared to purchase microprocessors from the Alpha plant? 45. Suppose that the actual amount of cement which a filling machine puts into "six kilogram" bags is a normal random variable with standard deviation = 0.05 kg. If only 3% of bags are to contain less than 6 kg, what must be the mean fill of the bags? 46. The diameter of ball bearings produced by a machine is a random variable having a normal distribution with mean 6.00 mm and standard deviation 0.02 mm. If the diameter tolerance is 1%, find the proportion of ball bearings produced which are out of tolerance. After several years use, machine wear has the effect of increasing the standard deviation although the mean diameter remains constant. The manufacturer decides to replace the machine when 2% of its output is out of tolerance. What is the standard deviation when this happens?

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Exercise Sheet 9

47. The City Engineer's department install 10000 fluorescent lamp bulbs in street lamp standards. The bulbs have an average life of 7000 operating hours with a standard deviation of 400 hours. Assuming that the life of the bulbs, L, is a Normal rv what number of bulbs might be expected to have failed after 6000 operating hours? If the Engineer wishes to adopt a routine replacement policy which ensures that no more than 5% of the bulbs fail before their routine replacement, after how long should bulbs be replaced? 48. The times of first failure of a unit of JR ink jet printers are approximately normally distributed with a mean of 1500 hr and a standard deviation of 200 hr. What fraction of the printers will fail before 1200 hr? What guarantee period should the JR company offer if they wish no more than 5% of printers to fail within the guarantee period? 49. The yield force of a steel reinforcing bar of a certain type is known to be normally distributed with a mean of 8500 N and a standard deviation of 80 N. Three such bars are to be used in a particular structure; find the probability that all three have a yield force less than 8400 N. 50. Let X be the life in hours of a radio tube. Assume that X ~ N(200,2). A purchaser of such tubes requires at least 90% of the tubes to have lives exceeding 150 hours. What is the largest value can have and still leave the purchaser satisfied? 51. If 23% of all patients with high blood pressure have adverse side effects from a certain kind of medicine, use the normal approximation to the binomial to find the probability that among 120 patients with high blood pressure treated with this medicine, more than 32 will have adverse side effects. 52. A small business with 30 employees runs a canteen. It is estimated that there is a 40% chance that any given employee will choose to bring sandwiches, a 25% chance that they will go out to the pub for lunch and a 35% chance that they will lunch in the canteen. How many places must the Canteen Manager provide in order to be 95% sure that all employees who wish to lunch in the canteen will be able to do so? 53. A scientific research satellite is gathering data on meteorite particles. Xi denotes the number of meteorites gathered by the satellite during its ith orbit. Sn = X1 + X2 + ... + Xn, the number of meteorites gathered up to the nth orbit. Assuming that the Xi depend on the number of meteorites which pass within gathering distance during each orbit and are independent random variables with Poisson distributions of mean , find a) E[Sn] and var(Sn), b) P[S100 > 440] if = 4. 54. A major airline operates 350 flights a day throughout the world. The probability that a flight will be delayed for more than one hour, for any reason, is 0.7%. If more than four flights suffer such delays in any one day, the implications for route-organisation and crewing become serious. Call such a day a "flap-day". Using approximations as appropriate, find the probabilities that (a) any particular day is a flap-day, (b) two flap-days (not more) occur in one week, (c) more than 50 flap-days occur in a year of 365 days. 55. In firing at a target, a marksman scores at each shot either 10, 9, 8, 7, or 6, with respective probabilities 0.5, 0.3, 0.1, 0.05, 0.05. If she fires 100 shots, what is the approximate probability that her aggregate score exceeds 940? Within what limits will her score be on 90% of the occasions on which she fires 100 shots? 56. In sedimentation experiments in a hydraulics research laboratory it is important to measure the size and variability of the sediment particles used. Some researchers believe that particle size distributions follow a uniform distribution. In a certain sediment the particle diameter D ~ U(0.1,0.5) (measured in mm). Find the mean and variance of the particle diameter and also the mean and variance of the particle volume V. 57. a) X ~ U(1,2). Find z such that P[ X > z + X ] = 0.25. b) X ~ U(a,b) with a,b such that X = 1 and X = 1.25. What is P[X < 0]? 58. A contractor has found through experience that the low bid for a job (excluding her own bid) is a random variable that is uniformly distributed over the interval (0.75C,2C) where C is the contractor's cost estimate (no profit or loss) of the job. If profit is defined as 0 if the contractor does not get the job (her bid is greater than the low bid) and as the difference between her bid and her cost estimate C if she gets the job, what should she bid (in terms of C) in order to maximize her expected profit? 59. A construction site manager orders some supplies On past experience he knows the delivery delay D will be a uniformly distributed random variable over the interval 1 to 4 days. If the delivery delay is 2 days or less other work can be rescheduled and the delay cost is 1500. After 2 days additional delay costs of 800 per day are incurred. What is the expected delay cost?

MMpl (EMAT10004) 2007-08

Exercise Sheet 9

Answers 1) (a) A B (b) A B (c) S \ A (d) S \ (A B) 2) (a) {car,bicycle,motorcycle,boat} (b) {train} (c) {car,motorcycle,boat} 3) In order for all the claims to be true there would have to be 363 employees at the plant. 4) (a) 0.08 (b) 0.16 (c) 0.14 (d) 0.84 5) (a) 0.7 (b) 0.8 (c) 0.5 6) (a) 1/26 (b) 4/13 (c) 1/2 (d) 1/13 (e) 17/52 7) (a) 1/9 (b) 5/18 (c) 5/6 8) 0.00603 9) 0.6 10) 0.381 11) (a) 0.15 (b) 0.55 (c) 0.357 12) (a) 1/2 (b) 1/3 13) Yes, 5/6 14) P[accident] = 0.175 P[good risk|no accident] = 0.23 15) If p<q then lrlrl is optimal strategy otherwise rlrlr is optimal. 16) 1/3 17) P[false positive] = 0.677 P[false positive] = 0.012 18) P[X = n] = (n - 1)/36 for n=2,3,4,5,6,7, P[X = n] = (13 - n)/36 for n=8,9,10,11,12 P[X = n] = 0 for n < 2 or n > 12 19) (a) S = {HHH,HHT,HTH,HTT,THH,THT,TTH,TTT}, W = 3, 1, 1, -1, 1, -1, -1, -3 respectively (b) S = {3,1,-1,-3} (c) P[W = 3] = 1/8, P[W = 1] = 3/8, P[W = -1] = 3/8, P[W = -3] = 1/8 (d) P[W = 3] = 8/27, P[W = 1] = 12/27, P[W = -1] = 6/27, P[W = -3] = 1/27 20) P[X = 4] = 0.0625, P[X = 2] = 0.25, P[X = 0] = 0.375, P[X = -2] = 0.25, P[X = -4] = 0.0625 21) 1.8 and 1.34 22) E[Y] = 100 E[Z] = 21 23) (a) 0.25 (c) 0.293 (d) 1 (e) 2 24) P[X < 19] = 0.47, = 30, = 30, median = 20.79, inter-decile range = 65.92 25) P = 0.962, 2nd decile = 0.366, 8th decile = 0.634 26) L = 0.5 L2 = 0.25 median = 0.347 ranges are 0.549 and 1.099 27) 68-28 28) W = 9 W2 = 1/6 E[profit] = 0-99 29) P[X = 0] = 7/24, P[X = 1] = 11/24, P[X = 2] = 5/24, P[X =3 ] = 1/24 X = 1, X = (2/3) 30) p = 31) P[X = 0] = 5/16, P[X = 1] = 10/16, P[X = 2] = 1/16, X = 3/4, X = 5/4 33) 4 engines is safer 34) (a) 0.957 (b) 0.007 35) 0.027 36) 0.998 37) 0.677 38) 0.942 39) 46 40) (a) 0.050 (b) 0.224 (c) 0.084 41) (a) 0.021 (b) 1 (c) 0.00087 (d) 0.693 (e) 0.5 42) (a) 0.127 (b) 0.359 (c) 0.141 (d) 0.588 43) 9.6% = 0.0019 44) P[life of Alpha chips > 3.4x106] = 0.909 45) 6.094 Kg 46) Proportion out of tolerance = 0.3%, 2% out of tolerance when = 0.0258 mm 47) 60 will have failed after 6000 hrs, replace at 6342 hrs 48) 6.7% fail before 1200 hr. Could offer guarantee to no more than 1171 hr. 49) 0.00118 50) = 39.06 hrs 51) 0.144 52) 15 seats 53) (a) = n, = n (b) 0.023 54) (a) 0.102 (b) 0.128 (c) 0.011 55) (a) 0.012 (b) 897 < score < 933 56) D = 0.3 D2 0.0133 V = 0.0204 V2 = 3.48x10-4 57) (a) z = 0.25 (b) 0.269 58) To maximise profit, bid 3C/2 59) 2033-33

MMpl (EMAT10004) 2007-08

Exercise Sheet 9