Assignment 6 Question 1 A probabilistic model for cars passing through an intersection is needed to determine the timing of traffic signals. It is believed that the Poisson distribution is a good model for the number of cars passing during a time interval 𝑡𝑡. We have observed the number of cars passing through the intersection during each of the last n cycles (each with interval 𝑡𝑡).
a) Determine the method of moments estimator of the Poisson distribution
parameter 𝜆𝜆 in terms of the 𝑛𝑛 observations 𝑥𝑥1 , 𝑥𝑥2 , … , 𝑥𝑥𝑛𝑛 . b) Determine the maximum likelihood estimator of the Poisson distribution parameter 𝜆𝜆 in in terms of the 𝑛𝑛 observations 𝑥𝑥1 , 𝑥𝑥2 , … , 𝑥𝑥𝑛𝑛 . c) We make the following observations of the number of cars passing through the intersection in one minute time intervals:
Using the observations and the maximum likelihood estimate of 𝜆𝜆, compute the probability that less than 3 cars pass through the intersection a given minute.
Question 2 Cone penetration tests were used to test the liquefaction susceptibility of a soil layer at a site. We have observed the following cone tip resistances (in units of MPa). Assume the tip resistances are normally distributed.
a) Fit a probability distribution to these data using the method of moments.
Given this fitted distribution, what is the probability that the next test will produce a tip resistance of less than 4.25? b) What fraction of the original observations have a tip resistance of less than 4.25? c) What advantage can you see for using the method from part (a) instead of using directly the observed fraction of tip resistance values less than 4.25 (e.g., method in part b)? What disadvantage?
1 CE 5504 Assignment 6 Fall 2018 Due Tuesday Dec. 4th
Question 3 The National Oceanic and Atmospheric Administration posts the peak wind speeds of past U.S. hurricanes from 1851 to 2007 at http://www.aoml.noaa.gov/hrd/hurdat/Data Storm.html. The data is formatted (I also removed the two events classified as tropical storms rather than hurricanes) in an Excel spreadsheet named \Hurricane wind speeds.xls," posted on the Canvas website.
a) Propose a probability distribution to represent the peak wind speeds of
future hurricanes,based on this data. Include the following in your analysis:
• Make an initial visual examination of the data, think about the physical phenomenon you are studying, and then list several probability distributions that might reasonably represent this data. • Consider two potential distributions for the following analyses:
- Discuss any features of the chosen distribution that makes it appropriate
for this particular dataset - Estimate the parameter(s) for the chosen distribution - Compare the histogram to the theoretical PDF - Compare the empirical and theoretical CDFs - Produce a Quantile-Quantile plot for the chosen distribution - Based on your observations, propose a distribution type for the peak wind speeds of future hurricanes.
b) Using your proposed distribution, what is the probability that a future
hurricane will have a peak wind speed greater than 100 knots? Greater than 150 knots c) The data we used go back more than 150 years (although there are some gaps in this range). It is helpful to have so much data, but can you imagine any problems that you might encounter when using old measurements? How might you test to see if this is a problem? (Just describe in words)
