NAME: GTID: Spring 2012, MATH 3770D, Final Exam, 5/3/12

1. The automatic opening device of a military cargo parachute has been designed to open when the parachute is 200 m
above the ground. Suppose opening altitude actually has a normal distribution with mean value 200 m and standard
deviation 30 m. Equipment damage will occur if the parachute opens at an altitude of less than 100 m. What is the
probability that there is equipment damage to the payload of at least one of ve independently dropped parachutes?
(8 points)
Solution. Let X
i
be thte altitude where the ith parachute is open. Then we know X
i
i.i.d. N(200, 30
2
). Therefore
P(the ith device is damaged) = P(X
i
< 100) = P(200 + 30Z < 100)
= P(Z < 10/3) = 1 (10/3)
where Z N(0, 1) is standard normal random variable and is the cdf of Z. Furthermore, we know
P(the ith device is not damaged) = P(X
i
100) = 1 P(X
i
< 100) = (10/3).
Based on these, we have
P(at least one device is damaged)
=1 P(none of the devices is damaged)
=1 P(X
1
100, . . . , X
5
100)
=1 P(X
1
100) P(X
5
100) because X
i
s are independent
=1 ((10/3))
5
2. Two components of a minicomputer have the following joint pdf for their useful lifetimes X and Y :
f(x, y) =
_
xe
x(1+y)
x 0 and y 0
0 otherwise
(a) What is the probability that the lifetime X of the rst component exceeds 3?
(b) What are the marginal pdfs of X and Y ? Are the two lifetimes independent? Explain.
(c) What is the probability that the lifetime of at least one component exceeds 3?
(8 points)
Solution. (a) The marginal pdf of X is
f
X
(x) =
_

0
f(x, y)dy =
_

0
xe
x1+y)
dy = e
x
, (x 0).
So there is
P(X 3) =
_

3
f
X
(x)dx =
_

0
e
x
dx = e
3
(b) The marginal pdf of X is f
X
(x) = e
3
as given above. The marginal pdf of Y is
f
Y
(y) =
_

0
f(x, y)dx =
_

0
xe
x(1+y)
dx =
1
(1 +y)
2
, (y 0).
The two lifetimes X and Y are not independent because
f(x, y) = xe
x(1+y)
=
e
x
(1 +y)
2
= f
X
(x)f
Y
(y).
(c) The probability that at least one of X and Y exceeds 3 is
P(X 0 or Y 3) =1 P(X < 3, Y < 3) = 1
_
3
0
_
3
0
f(x, y)dydx
=1
_
3
0
_
3
0
xe
x1+y)
dydx =
1
4
(1 e
12
) +e
3
.
3. Annie and Alvie have agreed to meet for lunch between noon (12:00PM) and 1:00PM. Denote Annies arrival time
by X, Alvies by Y , and suppose X and Y are independent with pdfs
f
X
(x) =
_
3x
2
0 x 1
0 otherwise
and f
Y
(y) =
_
2y 0 y 1
0 otherwise
What is the expected amount of time that the one who arrived rst must wait for the other person? [Hint: h(X, Y ) =
|X Y |.] (6 points)
Solution. Since X and Y are independent, we know that the joint pdf is
f(x, y) = f
X
(x)f
Y
(y) = 6x
2
y, (0 x, y 1).
Let h(X, Y ) = |X Y |, the time that one waits for the other, then
E(h(X, Y )) =
_
1
0
_
1
0
|x y|6x
2
ydydx
=
_
1
0
_
x
0
(6x
3
y 6x
2
y
2
)dydx +
_
1
0
_
1
x
(6x
2
y
2
6x
3
y)dydx
=
1
4
.
4. Consider a random sample X
1
, X
2
, . . . , X
n
from the shifted exponential pdf
f(x; , ) =
_
e
(x)
x
0 otherwise
Taking = 0 gives the pdf of the exponential distribution considered previously (with positive density to the right
of zero). Obtain the maximum likelihood estimators of and . (6 points)
Solution. The likelihood function of and is
L(, ) =

i
f(x
i
; , ) =

i
e
(xi)
=
n
e
(
P
i
xin)
.
So the log-likelihood function is
l(, ) = ln(L(, )) = nln n( x ),
where x = (

x
x
i
)/n is the sample mean.
For any , we know x x min
i
{x
i
} because all x
i
s are no smaller than . Therefore, to maximize l(, ), we
need = min
i
{x
i
}. Futhermore, we have
l(, )

=
n

n( x ) = 0,
which yields
=
1
x
=
1
x min
i
{x
i
}
that maximizes l(, ). Therefore, the maximum likelihood estimators are
= min
i
{X
i
} and =
1

X min
i
{X
i
}
.
5. A sample of 25 pieces of laminate used in the manufacture of circuit boards was selected and the amount of warpage
(in.) under particular conditions was determined for each piece, resulting in a sample mean warpage of 0.06 and a
sample variance of 0.05
2
. For simplicity the measurements are assumed to be normally distributed with pdf N(,
2
).
Refer to the tables in the end of this test for critical values. (6 points)
(a) Calculate the 95% condence interval of .
(b) Calculate the 95% condence intervals of
2
and .
[Hint: refer to the critical values tables in the last two pages.]
Solution. (a) We know that (

X )/(S/

25) follows students t

24
distribution with degrees of freedom 24. Given
that

X = 0.06 and S = 0.05. Therefore,
P
_
0.06 t
0.025,24
0.05

25
< < 0.06 +t
0.025,24
0.05

25
_
= 0.95. (1)
Find out that t
0.025,24
= 2.064 in the critical values table of students t distribution. So the 95% CI of is
(0.06 0.02064, 0.06 + 0.02064, )
(b) We know that (n 1)S
2
/
2

2
24
, therefore
P
_

2
0.975,24
<
(n 1)S
2

2
<
2
0.025,24
_
= 0.95. (2)
Note that n = 25, S
2
= 0.05
2
, and nd out
2
0.975,24
= 12.401 and
2
0.025,24
= 39.364 from the critical values table
of the
2
distribution. Then
P
_
24 0.05
2
39.364
<
2
<
24 0.05
2
12.401
_
= 0.95.
Hence the 95% CI of
2
is
_
24 0.05
2
39.364
,
24 0.05
2
12.401
_
and the 95% CI of is
__
24 0.05
2
39.364
,
_
24 0.05
2
12.401
_
.
6. The article Reliability-Based Service-Life Assessment of Aging Concrete Structures (J. Structural Engr., 1993:1600
1621) suggests that a Poisson process can be used to represent the occurrence of structural loads over time. Suppose
the mean time between occurrences of loads is .5 year. [Hint: Recall that a Poisson process is parameterized by
> 0, the number of occurances during a unit time period. Then during any time period t > 0, the number of
occurances, X
t
, follows the Poisson(t) distribution.] (6 points)
(a) What is the value of ? [Hint: Let T be the time between occurrences, then E(T) is known to be .5. On the
other hand, the cdf of T is F
T
(t) = P(T t) = P(X
t
1) (Why?). Use this to derive the pdf of T and hence
the expression of E(T) in terms of .]
(b) How many loads can be expected to occur during a 2-year period? Use the result of (a) to obtain this value.
(c) How long must a time period be so that the probability of no loads occurring during that period is at most .1?
Solution. (a) We let T be the time between occurrences. Then the cdf of T is
F
T
(t) = P(T t) = P(X
t
1) = 1 e
t
where X
t
Poisson(t). Therefore the pdf of T is
f
T
(t) = F

T
(t) = e
t
, (t > 0)
So T exp() and E(T) = 1/ = .5. Therefore = 2.
(b) Let Y be the number of occurrences during a 2-year period, then t = 4 and Y = X
2
Poisson(4). So E(Y ) = 4.
(c) We have that
P(X
t
= 0) = e
2t
0.1
Therefore, t
1
2
ln0.1 =
ln 10
2
.