List of Objectives and Required Knowledge, Part I

By the rst mid-term exam, you should know the following concepts and be able to do the following types of problems: 1. Given a set of sample data, develop its frequency distribution and graph the data in various ways, e.g., histogram, stem-and-leaf plot, boxplot. 2. Calculate summary statistics for a given set of data, such as sample mean x , median x , sample 2 variance s , sample standard deviation s, and sample lower and upper quartiles Q1 and Q3 . 3. When provided with graphical display of data as in stem-and-leaf plot, interpret plots and extract information on sample characteristics (e.g., median, quartiles, percentiles). 4. Construct graphical displays, such as dot diagrams, boxplots, and Q Q plots, to compare two or more samples on a variable of interest (e.g., samples of the variable under two or more dierent experimental conditions). 5. Dene and be familiar with concepts of outcomes, sample space, and events for a random experiment, give examples. 6. Dene the complement of an event, and the union or intersection of two events. 7. Dene and recognize situations involving mutually exclusive events. 8. Calculate probability of the union, or intersection of two events, given enough information, e.g., using P (A B ) = P (A) + P (B ) P (A B ). Recognize probability situations properly. 9. Dene conditional probability, and calculate from given information, e.g., by denition P (A|B ) = P (A B ) P (B ), and the relation P (A B ) = P (A|B ) P (B ) is often useful. 10. Dene independent events, give examples, and know how this can be used to perform probability calculations, e.g., P (A B ) = P (A) P (B ) for independent events A and B . 11. Carry out probability calculations for reliability analysis of systems in parallel or series or a combination of both, involving components that behave independently. 12. Dene random variable, distinguish between discrete and continuous, and properly recognize appropriate random variable and determine its probability distribution for given situation. 13. Know basic properties of discrete and continuous probability distributions [e.g., in terms of p.d.f. f (x)]. 14. Evaluate the probability that a randomly selected observation from a given distribution with p.d.f. f (x) will be less than, or greater than a given value, or between two values. Specically, evaluate these probabilities for important particular distributions, especially the binomial, Poisson, normal, and exponential distribution, given information on values of the parameters of these distributions. This includes the use of the approximation of the binomial distribution probabilities by the normal or Poisson distribution, when appropriate. 15. Recognize situations in which it is appropriate to use the binomial, Poisson, normal, or exponential distributions, and be able to solve problems with these distributions. 16. Dene the mean and variance of the distribution of a r.v. X and, given the p.d.f. f (x) for the distribution, evaluate these quantities. For continuous distributions, also determine percentiles of the distribution. Also, be familiar with relations E (bX + c) = bE (X ) + c, Var(bX + c) = b2 Var(X ), E (b1 X1 + b2 X2 ) = b1 E (X1 ) + b2 E (X2 ), and so on. 1

Sample Exercises on Probability Distributions for Review

1. In testing a certain kind of truck tire over a rugged terrain, it is found that 25% of the trucks fail to complete the test run without a blowout. What is the probability that between 5 and 10 (inclusive) of the next 15 trucks tested have at tires? 2. A trac control engineer reports that 75% of the vehicles passing through a check point are from within the state. What is the probability that at least three of the next ve vehicles are from out of the state? 3. It is known that 80% of mice inoculated with a serum are protected from a certain disease. If four mice are inoculated, what is the probability that at most two of the mice contract the disease? 4. Suppose that airplane engines operate independently in ight and fail with probability 1/10. Assuming that a plane makes a safe ight if at least half of its engines run, determine whether a four-engine plane or a two-engine plane has the highest probability for a successful ight. 5. In Exercise 1 how many of the 15 trucks tested would you expect to have at tires? 6. According to the theory of genetics, a certain cross of guinea pigs will result in red, black, and white ospring in the ratio 8:4:4. Find the probability that among eight ospring, exactly two will be white. 7. A company is interested in evaluating its current inspection procedure on large shipments of identical items. The procedure is to take a sample of 5 items and pass the shipment if no more than 1 is found to be defective. If items are defective at a rate of 15%, what proportion of shipments will be accepted? 8. On the average a certain intersection results in 3 trac accidents per week. What is the probability that exactly 5 accidents will occur at this intersection in any given week? 9. On the average a secretary makes typing errors according to a Poisson process with two typing errors per page. What is the probability that he makes (a) Four or more errors on the next page he types? (b) No errors? (c) A total of 5 or less errors on the next 3 pages he types? (d) What is the probability that on the next 3 pages he types, only one of the pages has any errors (i.e., 2 pages have no errors)? 10. A certain area of the eastern United States is, on the average, hit by six hurricanes per year. Find the probability that in a given year (a) Anywhere from six to eight hurricanes (inclusive) will hit the area. (b) Fewer than six hurricanes will hit this area in the next two years. 11. In an inventory study it was determined that demands for a particular item at a warehouse followed a Poisson process and on average demands were made four times per day. What is the probability that on a given day this item is requested (a) More than four times? (b) Not at all? (c) What is probability that over a span of 2 days, the item is requested less than a total of 2

7 times? (d) What is the probability that the item will not be requested at all on exactly 1 out of 5 dierent days? 12. The probability that a person dies from a certain respiratory infection is 0.002. Find the probability that fewer than 5 of the next 2000 so infected will die. 13. Suppose that on the average 1 person in 1000 makes a numerical error in preparing their income tax returns. If 10,000 forms are selected at random and examined, nd the probability that 6, 7, or 8 of the forms will be in error. 14. A scientist inoculates several mice, one at a time, with a disease germ until he nds one that has contracted the disease. If the probability of contracting the disease is 1/6, what is the probability that ve mice are required? 15. The probability that a student pilot passes the written test for his private pilots license is 0.7. Find the probability that a person passes the test (a) On the second try. (b) Before the fourth try. 16. The average life of a certain type of small motor is 10 years with a standard deviation of 2 years. The manufacturer replaces free all motors that fail while under guarantee. If he is willing to replace only 3% of the motors that fail, how long a guarantee (how many years) should he oer? Assume that the lives of the motors follow a normal distribution. 17. A machine produces cylindrical metal pieces whose diameters are normally distribution with a mean diameter of 2 cm and a standard deviation of 0.05 cm. (a) Find d such that 80% of pieces have diameters within the range 2.0 d. (b) Suppose the standard deviation is not 0.05. What must the standard deviation be if it is required that 90% of diameters are between 1.95 and 2.05? 18. The probability that a patient recovers from a delicate heart operation is 0.9. What is the probability that between 84 and 95 inclusive of the next 100 patients having this operation survive? 19. A drug manufacturer claims that a certain drug cures a blood disease on the average 80% of the time. To check the claim, government testers used the drug on a sample of 100 individuals and decided to accept the claim if 75 or more of the individuals are cured. (a) What is the probability that the claim will be rejected when the cure probability is, in fact, 0.8? (b) What is the probability that the claim will be accepted by the government when the cure probability is as low as 0.7? 20. A certain pharmaceutical company knows that, on the average, 5% of a certain type of pill has an ingredient that is below the minimum strength and thus unacceptable. What is the probability that fewer than 8 in a sample of 200 pills will be unacceptable? 21. The life in years of a certain type of electrical switch has an exponential distribution with a mean failure of 1/2 year, and p.d.f. f (x) = 2e2x , x > 0. If 100 of these switches are installed in dierent systems, what is the probability that at most 30 fail during the rst year?

22. The lives of a certain automobile seal have a Weibull distribution with p.d.f. f (x) = (1/2) x1/2 exp[x1/2 ], x > 0. Find the probability that such a seal is still in use after 2 years. Also, if a double seal is used such that the automobile will still operate adequately if at least one of the 2 seals holds, what is the probability of adequate operation after 2 years. Assume the 2 seals perform independently.

SOLUTIONS TO A FEW SELECTED EXERCISES

2. Let Y denote the number of vehicles that are from out of state among the next 5 vehicles that pass the check point. Then Y is distributed as binomial with n = 5 and p = .25, the probability that any single vehicle is from out of state. Hence, we want
2

P (Y 3) = 1 P (Y 2) = 1
y =0

5! (.25)y (.75)5y y !(5 y )!

= 1 0.2373 + 0.3955 + 0.2637 = 1 B (2) = 1 0.8965 = 0.1035. 5. E (Y ) = np = 15 0.25 = 3.75 10. Assume hurricanes occur in this area at random over time according to a Poisson process, with an average of = 6 hurricanes per year. Then if Y denotes the number of hurricanes that occur in a given year, Y is distributed as Poisson with = 6. So we want 6 y (a) P (6 Y 8) = 8 y =6 e 6 /y ! = P (Y 8) P (Y 5) = F (8) F (5) = 0.847 0.446 = 0.401 . (b) the number X of hurricanes in 2 years is Poisson with parameter = 2 6 = 12, so 12 12x /x! = F (6) = 0.046. P (X 6) = 6 x=0 e 18. Letting X denote number of patients who recover out of random sample of n = 100, X is binomial with p = 0.9. Use normal approximation, with E (X ) = 90, St.Dev.(X ) = 100(0.9)(0.1) = 3, so P (84 X 95) = P (83.5 X 95.5) = P (83.5 90)/3 Z (95.5 90)/3 = P 2.167 Z 1.833 = (1.833) (2.167) = 0.9666 0.0151 = 0.9515

ANSWERS TO EXERCISES
1. 0.3134; 2. 0.1035; 3. 0.9728;

4. 2-engine plane, 0.99, 4-engine plane, 0.9963; 5. 3.75; 6. 0.3114; 7. 0.9421; 8. 0.1008;

9. (a) 0.143; (b) 0.1353; (c) 0.446; (d) 0.0475; 10. (a) 0.401; (b) 0.046 11. (a) 0.371; (b) 0.0183; (c) 0.313; (d) 0.0850; 12. 0.629; 13. 0.266; 14. 0.0804;

15. (a) 0.21; (b) 0.973; 16. 6.24 years; 17. (a) d = 0.064; (b) = 0.0304 18. 0.9515; 20. 0.2087.