MAE108 Homework 6 Solutions - Spring 2015

June 7, 2015

Problem 3.48
Define X as the capacity of a pile with X = 100 tons and X = 0.2, so X = X X = 20 tons. Because X
follows a lognormal distribution,
"

2 #
1
1 ln(x)
fX (x) =
exp
,
2

2(x)
q

p
= ln 1 + X 2 = ln (1 + 0.22 ) = 0.198,
1
1
= ln(X ) 2 = ln(100) 0.1982 = 4.586.
2
2

a)
P (X > 100) = 1 P (X 100)


ln 100
=1



ln 100 4.586
=1
0.198
= 1 (0.097) = 0.46.

b)
P (X > 100)
P (X > 75)
0.46


=
ln(75)4.586
1
0.198

P (X > 100 | X > 75) =

0.46
1 (1.356)
0.46
=
= 0.504.
(1.356)

c)
P (X > 100)
P (X > 90)
0.46


=
ln(90)4.586
1
0.198

P (X > 100 | X > 90) =

0.46
1 (0.435)
0.46
=
= 0.687.
(0.435)

Problem 3.57
Define X, Y as the head pressure at nodes A, B, respectively. We know X = 10 units and X = 0.2, so
X = X X = 2 units. Because X follows a lognormal distribution,
"

2 #
1 ln(x)
1
exp
,
fX (x) =
2

2(x)
q

p
= ln 1 + X 2 = ln (1 + 0.22 ) = 0.198,
1
1
= ln(X ) 2 = ln(10) 0.1982 = 2.28.
2
2

a)





ln 14
ln 6





ln 14 2.28
ln 6 2.28
=

0.198
0.198

P (6 X 14) =

= (1.81) (2.47)
= (1.81) (1 (2.47))
= 0.965 (1 0.993) = 0.958.

b)
Define A as the event of 6 X 14 and B as the event of 6 Y 14. We know P (B) = 0.90,
P (B|A) = 0.80, and P (A) = 0.958.
P (A B) = P (B|A)P (A)
= (1 P (B|A))(1 P (A))
= (1 0.8)(1 0.958) = 0.0084.

cI)
Now X = 0.15 so our new values are

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(ln(1 + 0.152 )) = 0.149

1
= ln(10) 0.1492 = 2.29
2




ln 6 2.29
ln 14 2.29

= (2.34) (3.34) = 0.99

P (A) =
0.149
0.149
=

P (A B) = (1 0.8)(1 0.99) = 0.002.

cII)
Now P (B) = 0.95 and P (B|A) = 0.90, so
P (A B) = (1 0.90)(1 0.958)

= 0.0042.

Option I minimizes the probability of unsatisfactory water service.

Problem 4.7
Define R1 , R2 as the maximum annual flood peak for rivers 1,2, respectively. Define C = R1 + R2 , we know
R1 N (35, 10) and R2 N (25, 10).

a)
The mean and standard deviation of the sum of two distributions are given by
C = R1 + R2 = 35 + 25 = 60 m3 /sec.
p
p
C = R1 2 + R1 2 + 2Cov(R1 , R2 ) = 102 + 102 + 2 0.5 10 10 = 17.32 m3 /sec.

b)
P (C > 100) = 1 P (C 100)


100 60
=1
17.32
= 1 (2.31) = 1 0.9896 = 0.0104.
The return period is T =

1
0.0104

= 96 years.

c)
Define F as the event of flooding in a year. We model a 10 year period as a Bernouilli sequence, where
P (F10 1) = 1 P (F10 = 0)
 
10
=1
0.01040 (1 0.0104)10
0
= 1 1 1 0.901 = 0.10.

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d)
Now P (F10 1) = 0.05, we need to find P (F ).
 
10
0.05 = 1
P (F )0 (1 P (F ))10
0
0.05 = 1 (1 P (F ))10 = P (F ) = 1 0.950.1 = 0.0051.
P (C > C) = 1 P (C C)


C 60
0.0051 = 1
17.32
C 60
= 1 (0.995)
17.32
C = 104.69.
So the channel should be enlarged by 4.69 m3 /sec.

Problem 4.9
Normal travel times are given by T1 N (30, 9), T2 N (20, 4), and T2 N (40, 12). In rush hour, time from
A to B is T2 N (30, 6).

a)
Define T = T1 + T2 + T3 as the round trip time under normal traffic conditions, we know the sum of normal
distributions gives a normal distribution.
T = T1 + T2 + T3 = 90
p
T = T1 + T2 + T3 = 15.52


120 90
P (T < 120) =
15.52
= (1.93) = 0.973.

b)
Define X = T2 + T3 as the time from town A to the shopiing center under normal traffic conditions.
X = T2 + T3 = 60
p
X = T2 + T3 = 12.65


60 60
P (X < 60) =
12.65
= (0) = 0.50.

c)
Define F as the fraction of passengers who arrive at the shopping center in less than one hour during rush
= T2 + T3 as the time from town A to the shopping center during rush hour.
hour, and X

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X = T2 + T3 = 70
p
X = T2 + T3 = 13.42
2
1
< 60)
F = P (T3 < 60) + P (X
3 
3



2
60 40
1
60 70
=
+
3
12
3
13.42
1
2
= (1.67) + (0.75)
3
3
2
1
= (1.67) + (1 (0.75)) = 0.711.
3
3

d)
P (45 < T3 < 60)
P (T3 > 45)




6040
4540
12
12


=
1 4540
12

P (T2 < 60 | T3 > 45) =

(1.67) (0.42)
= 0.86.
1 (0.42)

Problem 6.3
We know x = 10, 000 cfs, s2 = 9 106 cfs2 , and n = 10.

a)
The two-sided 90% confidence interval is given by


s
s
hi1 = x + t 2 ,n1 , x + t(1 2 ),n1
.
n
n
with = 0.1.


s
s
x + t0.05,9 , x + t0.95,9
n
n


3000
3000
= 10000 + 1.83 , 10000 1.83
10
10
= (8264, 11736).

hi0.9 =

b)
We now require
s
t 2 ,n1 1000
n
3000
t0.95,n1 1000
n

n
t0.95,n1
.
3
Using table A-3 we see that

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n = 15 = t0.95,14 = 1.76  1.24

n = 25 = t0.95,24 = 1.71  1.67
n = 27 = t0.95,26 = 1.71 1.73.
We need 17 additional years of observation.

Problem 6.7
The PDF of ocean wave height is
fH (h) =

2
1
h
e 2 (h/) ,
2

h 0.

Using the method of maximum likelihood,

L(h1 , . . . , h1 0; ) =

10
Y
2
1
hi
e 2 (hi /)
2

i=1

ln(L) = ln(20 ) +

10
X

ln(hi ) +

i=1

ln(L) = 20 ln() +

10
X

10
X

1
(hi /)2
2
i=1

ln(hi )

i=1

10
1 X 2
hi .
22 i=1

To maximize this likelihood function,

10
ln(L)
20
1 X 2
=
+ 3
hi = 0

i=1

202 +

10
X

hi 2 = 0

i=1

202 + 80.42 = 0
= 2.0.

Problem 6.8
We know n = 10, x =

1
n

P10

i=1

xi = 2.06, and s2 =

1
n1

P

10
i=1

a)
We perform a one-sided hypothesis test with
H0 : = 0
HA : > 0
where 0 = 2.0 mg/l. The test statistic is
x 0

s/ n
2.06 2.0

=
0.465/ 10
= 0.408.

t=

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xi 2 nx2 = 0.216, so s = 0.465.

From table A-3 we find t0.95,9 = 1.833. Because t > t0.95,9 , the test statistic is inside the region of
rejection, so the null hypothesis is rejected.

b)
If X N (, ) then from our data, we estimate = x = 2.06 and = s = 0.465.

c)


hi1
hi0.95

= x + k/2 , x + k(1/2)
n
n



= x + k0.025 , x + k0.975
n
n


0.465
0.465
= 2.06 (0.975) , x + (0.975)
10
10
= (1.94, 2.18).

Problem 6.13
We know n = 10.

a)
Estimates of the sample mean and sample standard devation are given by
10

x=

1X
xi
n i=1

= 37.4
and
1
s2 =
n1

10
X

!
xi 2 nx2

i=1

1
=
14136 10 37.42
10 1
= 16.489 = s = 4.06.

b)
We perform a one-sided hypothesis test with
H0 : = 0
HA : > 0
where 0 = 35 mpg. The test statistic is
x 0

s/ n
37.4 35

=
4.06/ 10
= 1.87.

t=

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From table A-3 we find t0.98,9 = 2.4. Because t < t0.98,9 , the test statistic is outside the region of rejection,
so the null hypothesis is accepted.

c)


s
s
x + t 2 ,n1 , x + t(1 alpha ),n1
2
n
n


s
s
= x + t0.025,9 , x + t0.975,9
n
n


4.06
4.06
= 37.4 2.26 , x + 2.26
10
10
= (34.5, 40.3).

hi1 =
hi0.95

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