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MAE 108 - Probability and Statistical Methods for Engineers - Spring 2015

Final Exam, June 10


Instructions
(i) Two (two-sided) cheat sheets, book tables, and a calculator with no communication capabilities are
allowed,
(ii) No cellphones, tablets, or laptops,
(iii) You have 170 minutes,
(iv) Do not get stuck! Move on and come back later if you have time,
(v) Justify all your answers,
(vi) Do not forget to write your name and student number in your exam.

Questions
1. (20 points) Before the distribution of a certain software, one out of four compact disks (CD) is tested
for accuracy. The testing process consists of running three independent programs and checking the
results. The failure rates for the three testing programs are, respectively, 0.01, 0.03, and 0.02. The outcomes of these three tests for any particular CD are statistically independent, and a CD is considered
defective if it fails any of the three tests.
(i) What is the probability that a given CD is tested and is defective?
(ii) Given that the CD is defective, what is the probability that it failed either program 2 or 3?
(iii) If a batch of 10 CDs is tested, what is the probability that 1 or more CDs are defective?

Solution:
(i) We define the following events:
T = a given CD is tested
Pi = the test on program i is passed (for i = 1, 2, 3)
D = the CD is defective
Since one out of four CDs is tested, we know that P (T ) = 0.25.
(+1 point)
From the problem definition, we also know that P (P1 ) = 0.99, P (P2 ) = 0.97, and P (P3 ) =
0.98.
(+1 point)
Since a CD is defective if it fails any of the tests, we have
D = P1 P2 P3

and using De Morgans rule:


D = P1 P2 P3
(+2 points)
Therefore,
P (D) = 1 P (D) = 1 P (P1 )P (P2 )P (P3 ) = 1 0.99 0.97 0.98 = 1 0.94 = 0.06,
where we have used the fact that the three tests are statistically independent.
(+4 points, -0.5 for a computational mistake from now on)
Now, since the events T and D are also statistically independent, the probability that a given
CD is tested and is defective is
P (T D) = P (T )P (D) = 0.25 0.06 = 0.015
(+2.5 points)
(ii) The probability of failing either program 2 or program 3 is
P (P2 P3 ) = 1 P (P2 P3 ) = 1 0.97 0.98 = 0.049.
(+3.5 points)
Therefore, the probability that a CD failed either test 2 or 3 given that it is defective is
P (P2 P3 |D) =

P (P2 P3 D)
P (P2 P3 )
0.049
=
=
= 0.82
P (D)
P (D)
0.06

Here, we have used the fact that P2 P3 D, and therefore P2 P3 D = P2 P3 .


(+4 points)
(iii) The probability of the number X of defective CDs in a set of n = 10 is given by the binomial
distribution:
 
n x
P (X = x) =
p (1 p)nx
x
where p = P (D) = 0.06.
(+2 points)
The probability that 1 or more CDs are defective in a batch of 10 is therefore given by
P (X 1) = 1 P (X < 1) = 1 P (X = 0)
Now,

 
10 0
P (X = 0) =
p (1 p)10 = (1 p)10 = 0.54
0

therefore,
P (X 1) = 1 0.54 = 0.46.
(+4 points)
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2. (17 points) The following measurements were recorded for the drying time, in hours, of a certain
brand of latex paint:
3.4
2.8

2.5
3.3

4.8
5.6

2.9
3.7

3.6
2.8

You may assume that these measurements represent a random sample from a normal distribution.
(i) Obtain point estimates for the mean and variance of the drying time.
(ii) Find the 95% confidence interval for the mean drying time.
(iii) According to the paint manufacturer, the true standard deviation of the drying time is = 0.9
hours. Obtain a new 95% confidence interval based on this information.

Solution:
(i) The sample mean is given by
n

x=

1X
1
(3.4 + 2.5 + 4.8 + 2.9 + 3.6 + 2.8 + 3.3 + 5.6 + 3.7 + 2.8)
xi =
n
10
i=1

i.e.,
x=

35.4
= 3.54
10

The sample variance is given by


n

s2 =

1 X
1
(xi x)2 = 0.142 + 1.042 + 1.262 + 0.642 + 0.062 + 0.742
n1
9
i=1

+0.242 + 2.062 + 0.162 + 0.742

i.e.,
s2 =

8.524
= 0.95
9
(+5 points)

(ii) Since the true variance of the distribution is not known, we need to use the students t
distribution together with the sample variance. The number of degrees of freedom is f =
n 1 = 9. According the table A.3, the critical values are
t 2 ,n1 = t0.025,9 = 2.262

and t1 2 ,n1 = t0.975,9 = +2.262


(+3 points)

The 95% confidence interval is given by




s
s
hi95% = x + t 2 ,n1 , x + t1 2 ,n1
,
n
n
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(+1 point)
i.e.,
hi95%



0.975
0.975
= (2.84, 4.24)
= 3.54 2.262 , 3.54 + 2.262
10
10
(+2 points)

(iii) Knowing the true standard deviation, we can use the normal distribution to find the critical
values. According the table A.1, the critical values are
k/2 = 1 (0.975) = 1.96 and k1/2 = 1 (0.975) = 1.96
(+3 points)
The new confidence interval is given by



hi95% = x + k 2 , x + k1 2
,
n
n
i.e.,
hi95%



0.9
0.9
= 3.54 1.96 , 3.54 + 1.96
= (2.98, 4.10)
10
10
(+3 points)

3. (12 points) The mean waiting time for a surgical procedure at a public hospital is claimed to be 180
days. However, patients complain that the mean waiting time is much higher than this. A townhall
representative has decided to test this belief, and so has asked the hospital to release the data of 36
patients at random. From this, the sample mean of the waiting time is computed to be 188 days with a
sample standard deviation of 24 days. Does the data provide enough evidence that the mean waiting
time is higher than the claimed one with a 99% confidence level? What if the confidence level is 95%?
Solution: We set up a one-sided hypothesis test for the population mean to verify whether the
mean waiting time is higher than the claimed one. In this way,
(
H0 : = 180
HA : > 180
(+3 points)
We do not know the true standard deviation of the population, but it is computed that s = 24
days. Then, we choose the sample mean as a test statistic with the t-Students distribution with
n 1 = 35 d.o.f. to accept or reject the null hypothesis.
(+3 points)
We consider

180
180
X
X
X
=

=
t- Students distribution with 35 d.o.f.
4
s/ n
24/ 36
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(+2 points)
From the data we have, we compute the value
t=

188 180
8
= = 2.0
4
4
(+1 point)

For this one-sided test, we need to consider an upper region of rejection, with a critical value
t0.99,35 such that (t0.99,35 ) = 0.99. Note that from the table, we obtain that t0.99,35 = 2.4377.
(+1 point)
We have that 2.4377 > 2.0, so we do not have enough evidence to reject the null hypothesis with
a 99% confidence.
(+1 point)
However, if we reduce our confidence level to 95%, then t0.95,35 = 1.6896 < 2. Because of this,
most probably the patients are right in their evaluation.
(+2 points)

4. (15 points) For a certain type of copper wire, it is known that, on average, 1.5 flaws occur per centimeter. The number of flaws on a given wire is assumed to be a Poisson random variable.
(i) What is the probability that no flaws occur in a certain portion of wire of length 5 cm?
(ii) What is the probability that two successive flaws are separated by a distance of less than 1 mm?
(iii) A wire of length 1 cm is considered of poor quality if it has three or more flaws. Given 5 wires of
length 1 cm, what is the probability that all of them are of poor quality?

Solution:
(i) The mean occurrence rate of flaws is = 1.5 cm1 . The probability of zero flaw in 5 cm is
given by the Poisson distribution:
P (X5 = 0) =

(1.5 5)0 1.55


e
= e7.5 = 5.5 104
0!
(+3 points)

(ii) Given one flaw, the probability that the next flaw along the wire is at a distance of less than
1 mm is:
P (D 0.1 cm) = 1 P (D 0.1 cm) = 1 P (X0.1 = 0)
i.e.,
P (D 0.1 cm) = 1

(1.5 0.1)0 1.50.1


e
= 1 e0.15 = 0.14
0!
(+4 points)
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(iii) For a single wire of length 1 cm, the probability p of being of poor quality is
p = P (X1 3) = 1 P (X1 < 3) = 1 [P (X1 = 0) + P (X1 = 1) + P (X1 = 2)].
From the Poisson distribution,
(1.5 1)0 1.51
e
= 0.223
0!
(1.5 1)1 1.51
P (X1 = 1) =
e
= 0.335
1!
(1.5 1)2 1.51
P (X1 = 2) =
e
= 0.251
2!
P (X1 = 0) =

(1)
(2)
(3)

Therefore, p = 1 0.223 0.335 0.251 = 0.191.


(+4 points)
Now, given five wires, each with a probability p of being of poor quality, the probability that
all of them are of poor quality is given by the binomial distribution:
 
5 5
P (X = 5) =
p (1 p)55 = p5 = 2.5 104
5
(+4 points)

5. (14 points) The density of a particle type A in a fluid volume is distributed as a Gaussian random
variable with a mean of 15 kg/m3 and standard deviation of 3 kg/m3 , while the density of a particle
type B follows a Gaussian distribution with mean 20 kg/m3 and standard deviation of 4 kg/m3 .
Assume that the presence of these particles in the fluid is independent.
(i) After an hour, the density of particles A and B produce a density of particle C following the
chemical reaction law C = 2A + B . What is the distribution of the density of particles C in the
fluid volume after an hour?
(ii) Suppose that another chemical reaction takes place when the density of particles C is at least 61
kg/m3 . What is the probability of having this reaction in the fluid volume after an hour?
(iii) What density of C particles will be produced after an hour with 99% probability?
Solution:
(i) We have that C = 2A + B and A , B are independent random variables. Since A
N (15, 3) and B N (20, 4), then the density C is distributed as a Gaussian random variable.
(+ 2 points)
In particular, this has a mean
C = 2 A + B = 2 15 + 20 = 30 + 20 = 50
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(+ 1.5 points)
and standard deviation
q

2 =
36 + 16 = 52 = 7.211
C = (2 A )2 + B
(+ 1.5 points)
(ii) The probability that another chemical reaction takes place is given by P (C 61). This is
computed as




61 C
61 50
P (C 61) = 1 P (C 61) = 1
=1
C
7.211
= 1 (1.5254) = 1 (1.53) = 1 0.9369 = 0.0631
(+ 4.5 points)
(iii) We produce a density of particles C with 99% confidence for a critical value c such that the
following holds:


c 50
P (C c) = 0.99 0.01 =
7.211
(this is one possible answer with a lower critical value, alternative answers using an upper
critical value, or both an upper and lower critical values are acceptable too.) From the table,
we have that
c 50
= 0.5039
7.211

= c = 50 + 7.211 0.5039 = 53.6336

So we can produce a density of C c = 53.6336 with a 99% confidence.


(+ 4.5 points)

6. (9 points) The body of a woman is found stabbed to death in her home. A DNA analysis on skin cells
found under the victims nails leads to a Caucasian suspect found through an FBI database search.
Assume that this only means that the suspect is guilty (G) with a 1/2 probability. The probability that
the suspect is guilty (G) or not guilty (NG) is updated based on the following new evidence:
(i) The victims blood type is A, and an analysis test of blood stains found close to the body is
performed. Consider the event E1 = the blood type of stains is O. The suspect has a blood
type O. What is the probability of E1 if the suspect is guilty? It is known that any (not-guilty)
Caucasian has a blood type O with 0.3 probability. What is the probability of E1 ?
(ii) If it is found that the blood type of the stains is O, how can the probability that the suspect is
guilty be updated? What is the updated probability that the suspect is innocent?

Page 7

Solution:
(i) Denote the events
G = The suspect is guilty,
N G = The suspect is not guilty or innocent,
E1 = The blood type is O,
From the statement we have that P (G) = 0.5 = 1P (N G), so P (N G) = 0.5.
where N G = G.
(+ 1 point)
Since the blood type of the suspect is O, then we have that P (E1 |G) = 1.
(+ 1 point)
However, for any innocent person, P (E1 |N G) = 0.3.
(+ 1 point)
The probability of event E1 can be computed using the theorem of total probability, and
using that G, N G are mutually exclusive and collectively exhaustive events (because G =
N G).
Then:
P (E1 ) = P (E1 |G)P (G) + P (E1 |N G)P (N G) = 1 0.5 + 0.3 0.5 = 0.65
(+ 2 points)
(ii) We update the probability of being guilty as P (G|E1 ), and we compute it using a Bayes rule:
P (E1 |G)P (G)
P (E1 |G)P (G)
=
=
P (E1 )
P (E1 |G)P (G) + P (E1 |N G)P (N G)
1 0.5
0.5
=
= 0.7692
1 0.5 + 0.3 0.5
0.65

P (G|E1 ) =

(+ 3 points)
we have P (N G|E1 ) = 1 0.7692 = 0.2308
Since N G = G,
(+ 1 point)

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