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Solved problems

Problem 3-6-1

The time between severe earthquakes at a given region follows a log-normal distribution with a coefficient of

variation of !"# The e$pected time between severe earthquakes is %! &ears#

'a( )etermine the parameters of this log-normall& distributed interval time T# 'ans# #3!%* !#3%+(

'b( )etermine the probabilit& that a severe earthquake will occur within ,! &ears from the previous one#

'ans# !#!!!33(

'c( Suppose the last severe earthquake in the region took place 1!! &ears ago# -hat is the probabilit& that a

severe earthquake will occur over the ne$t &ear. 'ans# !#!3(

Solution/

'a( The 0parameters0 and

and

as follows/

,

,

,

1

,

= +

=

ln' (

ln

Substituting the given values

T

T

T

T

= = ! %! # * * we find

,

3 !#1%, and 3 #3!4%14* hence

The importance of these parameters is that the& are the standard deviation and mean of the related variable

X ln'T(* while X is normal# Probabilit& calculations concerning T can be done through X* as follows/

'b( P'T ,!( 3 P'ln T ln ,!(

3 P'X - ln ,!(

3 P'

X

ln,!

(

3 P'Z -3#!+441434(

0.00033

'c( 0T 5 1!!0 is the given event* while 0a severe quake occurs over the ne$t &ear0 is the event 01!! 6 T 6 1!10*

hence we seek the conditional probabilit&

P'1!! 6 T 6 1!1 7 T 5 1!!(

3 P'1!! 6 T 6 1!1 and T 5 1!!( 8 P'T 5 1!!(

3 P'1!! 6 T 6 1!1( 8 P'T 5 1!!(

3 P'ln 1!! 6 ln T 6 ln 1!1( 8 P'ln T 5 ln 1!!(

3 P'

ln ln 1!! 1!1

<

<

X

( 8 P'

X

>

ln1!!

(

3 9P' Z <

ln1!1

( P'Z 6

ln1!!

( : 8 91 P'

1!! ln X

(:

3 '!#4%46% !#44;%;+( 8 '1 !#44;%;+(

0.034

Problem 3-6-,

The dail& average concentration of pollutants in a stream follows a log-normal distribution with a mean of 6!

mg8l and a c#o#v# of ,!"#

'a( -hat is the probabilit& that the average concentration of pollutant in the stream would e$ceed 1!! mg8l 'a

critical level( on a given da&. 'ans# !#!!3;%(

'b( Suppose the pollutant concentration between da&s are statisticall& independent# -hat is the probabilit& that

the critical level of pollutant concentration will not be reached during a given week. 'ans# !#;4,(

Solution/

'a( Let X be the dail& average pollutant concentration# The parameters of X are/

3 !#,*

ln 6! < !#,

,

8 , #!4

=ence

P'X 5 1!!( 3 1 < P'X 1!!(

3 1 < ' (

!#,

, #!43+6 1!! ln

3 1 < ',#6+1,%11;(

3 1 < !#;;6!,,46

0.00398

'b( Let Y be the total number of da&s on which critical level is reached during a given week# Y follows a

binomial distribution with parameters n 3 4* p 3 !#!!3;4+4, 'and 1 < p 3 !#;;6!,,46(* hence the required

probabilit& is

P'Y 3 !( 3 !#;;6!,,46

4

0.972

Problem 3-6-3

> student has submitted a concrete c&linder to the concrete c&linder strength contest at the ?ngineering @pen

=ouse# Arom her previous e$periences* she believes that her c&linder strength will be normall& distributed as

B'1!!!* ,!!( in pounds# She was scheduled to be the last contestant for load testing# 1ight before her c&linder is

tested* she observed that the two highest strengths in the contest up to that point are 1,!! and 11!! lbs#

respectivel&#

'a( -hat is her estimated probabilit& of being the first place winner. 'ans# !#1+;(

'b( -hat is her estimated probabilit& of being the second place winner. 'ans# !#1+!(

'c( =ow would the probabilit& in part 'a( change if she believes that her c&linder strength is log-normall&

distributed instead. The mean and standard deviation are still 1!!! and ,!! lbs# 'ans# !#1+6(

Solution/

Let X be the studentCs c&linder strength#

'a( To be the first place winner* her c&linder strength must beat the current highest* hence the required

probabilit& is

P'X 5 1,!!( 3 P'

X

5

,!

1!!! 1,!!

(

3 1 < '1(

0.159

'b( To be in second place* her c&linder strength must be somewhere in between the currentl& highest and second

highest strengths* hence the required probabilit& is

P'11!! 6 X 6 1,!!( 3 P'

,!

1!!! 11!!

6

X

6

,!

1!!! 1,!!

(

3 '1( < '!#+(

3 !#%134 < !#6;16,64

0.150

'c( Df X were log-normall& distributed with mean 1!!! and standard deviation ,!!* which gives a E@2 of !#,*

the parameters are 3 !#,* ln'1!!!( < !#,

,

8 , 3 6#%%44++,4;* hence the probabilit& becomes

P'X 5 1,!!( 3 P'

X ln

5

!#,

; 6#%%44++,4 1,!! ln

(

3 1 < '1#!116!44%(

0.156

?$ercises

?$ercise 3-6-1

The capacit& of a pile supporting a transmission tower is described b& a log-normal random variable with a

mean of 1!! tons a c#o#v# of ,!"#

'a( -hat is the probabilit& that the pile will survive a load of 1!! tons.

'b( Suppose the ma$imum load applied to this pile during an e$pected operation period of +! &ears is log-

normall& distributed with a mean of +! tons and a standard deviation of 1+ tons# -hat is the probabilit& of

failure of this pile.

'c( )uring the installation of the pile* pile driving record indicated that the pile can support at least a load of

4+ tons# -hat is now the probabilit& that the pile will survive a 1!!-ton load.

'd( Df the pile has survived a recent hurricane during which the load transmitted to the pile is estimated to be

;! tons* what is now the probabilit& that the pile will survive a 1!!-ton load.

?$ercise 3-6-,

The ma$imum wind velocit& in a tornado at a given cit& follows a log-normal distribution with a mean of ;!

mph and a c#o#v# of ,!"#

'a( -hat is the probabilit& that the ma$imum wind velocit& will e$ceed 1,! mph during the ne$t tornado.

'b( )etermine the design tornado wind velocit& whose return period is 1!! &ears# >ssume one tornado will

attack this cit& each &ear#

?$ercise 3-6-3

> water distribution network is shown as follows/

Aor a given rate of flow through the network* the performance at a given node is measured b& the head

pressure at the node# Satisfactor& performance at a node requires that its pressure be within a normal range*

>

F

City

sa& between 6 and 1 units# Suppose the pressure at node > is a log-normal random variable with a mean

value of 1! and a c#o#v# of ,!"#

'a( -hat is the probabilit& of satisfactor& performance at node >. 'ans# !#;++(

'b( Suppose a cit& is served b& nodes > and F# @rdinaril&* the pressure at F has a ;!" probabilit& of falling

within the normal range# =owever* the pressure at F is dependent on the pressure at ># Dn the event that

the pressure at > falls outside of the normal range* the pressure at F will fall outside of the normal range

with twice its ordinar& probabilit&# Satisfactor& water service to the cit& requires that at least one of the

nodes > or F has normal water pressure# -hat is the probabilit& of unsatisfactor& water service to the

cit&. 'ans# !#!!%;(

'c( Suppose resources are available to improve the water-distribution s&sems b& either one of the following

options/

'D( reduce the c#o#v# of pressure at > to 1+"* or

'DD( increase the ordinar& probabilit& of pressure at F within the normal range to ;+"#

-hich option is better in terms of minimiGing the probabilit& of unsatisfactor& water service to the cit&.

'ans# D(

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