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Topic 3-6 Log-normal distribution

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

of a log-normal 1#2# are related to its mean and standard deviation

and
as follows/



,
,
,
1
,
= +

=
ln' (
ln
Substituting the given values


T
T
T
T
= = ! %! # * * we find

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

0.385 and 4.308


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(