TUTORIAL - 04

SYSTEM RELIABILITY
3. Ten steel specimens were tested for their yield strength. Determine the mean,
variance standard deviation, coefficient of variation for the tested steel based on the
following results.
{38, 36, 34, 37, 38, 39, 35, 38, 40, 36} ksi
2. Let X be the next value produced by a random number generator. It is modelled by
the following probability density function (pdf),
0 x 1
k (5 x),
otherwise
0,

f(x)=

Determine the mean, variance and standard deviation.

3. The following is a joint probability function for two continuous random variables,
X and Y :
fxy(x,y) = C x2y

for 0<x<2 and 0<y<3

Determine the conditional expected values E(X|y) and E(Y|x) for the random variable.
Determine the correlation coefficient XY for the random variables
4. X and Y are discrete random variables which are jointly distributed with the
following probability function:

Find [XY]. Find Cov[X,Y].

5. The coefficient of correlation between random variables X and Y is
and

and

The random variable Z is defined to be Z= 3x-4y and it is found that

. Find a.

6. Suppose that X and Y are random variables whose joint distribution has moment
generating functions M(t1,t2) =
covariance between X and Y.

)10 , for all real t1 , t2 . Find the