1.

CSE39300 Analytical and Quantitative Methods for Civil Engineers

Assignment 1 (Due: 21 October 2016)
A production facility contains two machines that are used to repair items that are initially defective. Let X be
the number of hours that 1st machine is in use, and Y be the number of hours that the 2nd machine is in use, on
a randomly chosen day. Assume that X and Y have joint probability density function given by

(a)
(b)
(c)
(d)
(e)
(f)
2.

3
2

What is the probability that both machines are in operation for more than half an hour?
Find the marginal probability density functions
.
Are X and Y independent? Explain.
Determine Cov(X,Y) and , .
|0.5 .
Determine the conditional probability density function |
|
Determine the conditional expectation
0.5 .

The number of flaws in a certain type of lumber follows a Poisson distribution with a rate of 0.45 per linear
metre.
(a) Determine the probability that a board of 3m in length has no flaw.
(b) How long must a board be so that the probability of having no flaw is 0.5?

3. (a) Let X be a continuous random variable whose probability density function is normal with mean and
variance 2. That is,
. Show that a random variable is
/ with a standard normal
,
distribution. That is, Z
0,1 .
Hint:

(b) Specification for a steel bolt require that the ultimate tensile strength be at 18kN. It is known that 10% of the
bolts have strengths less than 18.3kN and 5% of the bolts have strengths greater than 19.76kN. It is also
known that the strength of these bolts is normally distributed. Determine the mean and the standard deviation
of the strengths.
(c ) What proportion of the bolts meet the strength specification?
4.

Consider a random sample of size n which is drawn from a population. The sample variance is

2
1 n
Xi X

n 1 i =1
Prove that S2 is an unbiased estimator of 2. That is,
E (S 2 ) = 2

S2 =

Hint:
1
1
;