INDUSTRIAL STATISTICS

4th Semester

Group Assignment 2

Manufacturing System Class1

Group 6
1. Denartha Randhika (004201900057)

WA no. (089620280307)

2. Arum Nillam Ismudayani (004201900061)

3. Fina Dyah Setyaningrum (004201900028)

4. Hazmy Sultan (004201900068)

5. Najmia Latifarani (004201900033)

6. Siti Hasannah R.A (004201900007)

7. Sophia Margareth Tobing (004201900062)

8. Trisdiyanti (004201900038)

DATE : Saturday, October 18, 2020

Jababeka Education Park, Jl. Ki Hajar Dewantara, RT.2/RW.4, Mekarmukti, North Cikarang, Bekasi, West
Java 17530
Contribution Table

Name of Member Contribution/Responsibility

Denartha Randhika Resolving number 1
Trisdiyanti Resolving number 2
Fina Dyah Setyaningrum Resolving number 3
Siti Hasanah R.A Resolving number 4
Sophia Margareth Tobing Resolving number 5
Hazmy Sultan Resolving number 6
Arum Nillam Ismudayani Resolving number 7
Najmia Latifarani Resolving number 8
Chapter 4 : Mathematical Expectation - A
1. Find the covariance of random variables X and Y having the joint probability density function

Answer

Given

𝑥 + 𝑦, 0 < 𝑥 < 1 , 0 < 𝑦 < 1

𝑓(𝑥, 𝑦) = {
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

Solution

𝜎𝑥𝑦 = 𝐸(𝑋𝑌) − 𝐸(𝑋)𝐸(𝑌)

∞ ∞
𝐸(𝑋) = ∫ ∫ 𝑥 𝑓(𝑥, 𝑦)𝑑𝑦𝑑𝑥
𝑥 𝑦

1 1
𝐸(𝑋) = ∫ ∫ 𝑥 (𝑥 + 𝑦)𝑑𝑦𝑑𝑥
0 0

1 1
𝐸(𝑋) = ∫ ∫ (𝑥 2 + 𝑥𝑦)𝑑𝑦𝑑𝑥
0 0

1
1 1
𝐸(𝑋) = ∫ ( 𝑥 2 𝑦 + 𝑥𝑦 2 )| 𝑑𝑥
𝑥 2 0

1
1
𝐸(𝑋) = ∫ ( 𝑥 2 + 𝑥) 𝑑𝑥
𝑥 2

1 1 1
𝐸(𝑋) = ( 𝑥 3 + 𝑥 2 )|
3 4 0

1 1
𝐸(𝑋) = ( (1)3 + (1)2 ) − 0
3 4

1 1 7
𝐸(𝑋) = ( + ) =
3 4 12

Since the joint probability f is same, so the E(X) = E(Y)

∞ ∞
𝐸(𝑋𝑌) = ∫ ∫ 𝑥𝑦 (𝑥 + 𝑦)𝑑𝑦𝑑𝑥
0 0
 1 1
𝐸(𝑋𝑌) = ∫ ∫ 𝑥𝑦 (𝑥 + 𝑦)𝑑𝑦𝑑𝑥
0 0

1 1
𝐸(𝑋𝑌) = ∫ ∫ (𝑥 2 𝑦 + 𝑥𝑦 2 )𝑑𝑦𝑑𝑥
0 0

1
1 1 1
𝐸(𝑋𝑌) = ∫ ( 𝑥 2 𝑦 2 + 𝑥𝑦 3 )| 𝑑𝑥
𝑥 2 3 0

1
1 1
𝐸(𝑋𝑌) = ∫ ( 𝑥 2 + 𝑥) 𝑑𝑥
𝑥 2 3

1 1 1
𝐸(𝑋𝑌) = ( 𝑥 3 + 𝑥 2 )|
6 6 0

1 1 1
𝐸(𝑋𝑌) = ( + ) =
6 6 3

𝜎𝑥𝑦 = 𝐸(𝑋𝑌) − 𝐸(𝑋)𝐸(𝑌)

1 7 7
𝜎𝑥𝑦 = − .
3 12 12

1 49
𝜎𝑥𝑦 = −
3 144

48 49
𝜎𝑥𝑦 = −
144 144

𝟏
𝝈𝒙𝒚 = −
𝟏𝟒𝟒

2. Assume the length X, in minutes, of a particular type of telephone conversation is a random variable
with probability density function

a. Determine the mean length E(X) of this type of telephone conversation.

b. Find the variance and standard deviation of X.
c. Find E[(X + 5)2].

Answer
 a) 𝐸(𝑥) = ∫ 𝑥𝑓(𝑥)
∞ 1 𝑥⁄
= ∫0 𝑥. 3 𝑒 − 3 𝑑𝑥

𝑡 1
= lim ∫0 𝑥. 3 𝑒
𝑡→∞

Solve this integral by using the integration by parts method, the fact:

𝑏 𝑏
∫𝑎 𝑢(𝑥)𝑣 ′ (𝑥) 𝑑𝑥 = (𝑢(𝑥)𝑣(𝑥))𝑙𝑎𝑏 − ∫𝑎 𝑢′ (𝑥)𝑣(𝑥) 𝑑𝑥
In our case, we have

𝑢(𝑥) = 𝑥 → 𝑢′ (𝑥) = 1

1 −𝑥⁄ 𝑥
𝑣 ′ (𝑥) = 𝑒 3 → 𝑣(𝑥) = −𝑒 − ⁄3
3

𝑡
−𝑥⁄ 𝑥⁄
𝐸(𝑥) = lim [(−𝑥𝑒 3 )𝐼0𝑡 − ∫ −𝑒 − 3 𝑑𝑥 ]
𝑡→∞ 0

𝑡 𝑥⁄
= lim [−𝑡𝑒 − ⁄3 − (3𝑒 − 3 )𝐼0𝑡 ]
𝑡→∞

𝑡 𝑡
= lim (−𝑡𝑒 − ⁄3 − 3𝑒 − ⁄3 + 3)
𝑡→∞

𝑡
= lim (3 − (𝑡 + 3)𝑒 − ⁄3 )
𝑡→∞

=𝟑

𝟑 𝒎𝒊𝒏𝒖𝒕𝒆𝒔

b) Variance of (x) = 𝐸(𝑥 2 ) − (𝐸(𝑥))2

∞
2)
𝑥 −𝑥⁄
𝐸(𝑥 = ∫ 𝑒 3 𝑑𝑥
0 3

𝑥
∞
1 𝑒 − ⁄3 −2 −2𝑥
𝐸(𝑥 2 ) = 2 −( − 𝑥2) T
3 1 1 1
3 (3) 3 d
[ ( )] 0
𝐸(𝑥 2 ) = 30

𝑣(𝑥)= 𝐸(𝑥 2 ) − (𝐸(𝑥))2

= 30 − (3)2
= 21
 𝑎𝑛𝑑 𝜎(𝑥) = √𝑣(𝑥)
= 𝟒, 𝟓𝟖
c) 𝐸[(𝑥 + 3)2 ] = 𝐸[𝑥 2 + 6𝑥 + 9]
As we know that 𝐸(𝑎𝑥 + 𝑏) = 𝑎𝐸(𝑥) + 𝑏
𝐸(𝑥 + 3)2 → 𝐸[𝑥 2 + 6𝑥 + 9]
𝐸(𝑥 + 3)2 = 𝐸(𝑥 2 ) + 6𝐸(𝑥) + 9
= 30 + 6(3) + 9
= 57

3. A candy company distributes boxes of chocolates with a mixture of creams, toffees, and cordials.
Suppose that the weight of each box is 1 kilogram, but the individual weights of the creams, toffees,
and cordials vary from box to box. For a randomly selected box, let X and Y represent the weights of
the creams and the toffees, respectively, and suppose that the joint density function of these
variables is stated below. Find the expected weight for the sum of the creams and toffees if one
purchased a box of these chocolates.

Answer

24 𝑥𝑦 , 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1, 𝑥 + 𝑦 ≤ 1
f (x,y) = {
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

Summary of Chocolate = ( X+Y) Note : X = Represent weight of cream

Y = Represent weight of toffee

1 1−𝑦
E (X+Y) = ∫0 ∫0 24 𝑥𝑦 (𝑥 + 𝑦)𝑑𝑥 𝑑𝑦

1 (1−𝑦)3 (1−𝑦 )2 𝑦
= ∫0 24 𝑦 ( 3
+ 2
) 𝑑𝑦

2
1 𝑦 (1−𝑦)3 1 𝑦 2 (1−𝑦)
E (X+Y) = 24 ∫0 3
𝑑𝑦 + 24 ∫0 2
𝑑𝑦

Expand the (1 − 𝑦)2 and integrate each part individually, get E (X+Y) = 0.8

4. A fast-food restaurant operates both a drivethrough facility and a walk-in facility. On a randomly
selected day, let X and Y , respectively, be the proportions of the time that the drive-through and
walk-in facilities are in use, and suppose that the joint density function of these random variables is
 a. find μX and μY ;
b. find E[(X + Y )/2].

Answer

A. use the definition marginal density of x:

∞
𝑔(𝑥) = ∫−∞ 𝑓(𝑥, 𝑦)𝑑𝑦

12
= ∫0 (𝑥 + 2𝑦)𝑑𝑦
3

2
= (𝑥𝑦 + 𝑦 2 )|10
3

2
= ((𝑥 + 12 ) − (0 . 𝑥 + 02 ))
3

𝟐
= 𝟑 (𝒙 = 𝟏)

Use the definition marginal density of y:

∞
ℎ(𝑦) = ∫−∞ 𝑓(𝑥, 𝑦)𝑑𝑥

1 2
= ∫0 (𝑥 + 2𝑦)𝑑𝑥
3

2 𝑥2
= ( + 2𝑥𝑦) |10
3 2

2 12 02
= 3
(( 2 + 2𝑦) − ( 2 + 2𝑦 . 0)

𝟏
= (𝟒𝒚 = 𝟏)
𝟑

B. Find the probability 𝑃 (𝑋 < 0.5)

𝑃(𝑋 < 0.5) = 𝑃 (0 ≤ 𝑋 ≤ 0.5,0 ≤ 𝑌 ≤ 1)

1 0.5
= ∫0 ∫0 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦

1 0.5 2
= ∫0 ∫0 (𝑥 = 2𝑦)𝑑𝑥𝑑𝑦
3

2 1 𝑥2
= 3 ∫0 ( 2 + 2𝑥𝑦)|0.5
0
𝑑𝑦
 2 1 0.52
= 3 ∫0 ( 2
+ 2 . 0.5 . 𝑦) 𝑑𝑦

2 1 1
= 3 ∫0 (𝑦 + 8) 𝑑𝑦

2 𝑦2 𝑦
= (
3 2
+ 8 ) |10

2 12 1
= 3 ( 2 + 8)

2 5
= 3 .8

𝟓
= = 𝟎. 𝟒𝟏
𝟏𝟐

5. Suppose it is known that the life X of a particular compressor, in hours, has the density function
below. Demonstrate that Chebyshev’s theorem holds for k = 2 and k = 3.

Answer

Known 𝜇 = 900

𝜎 = 900

𝑺𝒐𝒍𝒖𝒕𝒊𝒐𝒏

Demonstrate that Chebyshev’s theorem:

1
𝑃 (𝜇 − 𝑘𝜎 < 𝑋 < 𝜇 + 𝑘𝜎) ≥ 1 −
𝑘2

for k = 2,

1
𝑃 (𝜇 − 𝑘𝜎 < 𝑋 < 𝜇 + 𝑘𝜎) ≥ 1 −
𝑘2
1 3
P (900 – 2. 900 < 𝑋 < 900 + 2. 900) ≥ 1 − 22
=4

P (-900 < X < 2700) ≥ 0.75

and k = 3,
 1
𝑃 (𝜇 − 𝑘𝜎 < 𝑋 < 𝜇 + 𝑘𝜎) ≥ 1 −
𝑘2
1 8
P (900 – 3. 900 < 𝑋 < 900 + 3. 900) ≥ 1 − =
32 9

P (-1800 < X < 3600) ≥ 0.889

By using exact mehod of probability calculation,

Compute 𝑃 (𝜇 − 𝑘𝜎 < 𝑋 < 𝜇 + 𝑘𝜎) for k = 2,

𝑃 (𝜇 − 2𝜎 < 𝑋 < 𝜇 + 2𝜎) = P (900 – 2. 900 < 𝑋 < 900 + 2. 900)

2700
= P (-900 < X < 2700) = ∫−900 𝑓(𝑥)𝑑𝑥
−𝑥 −𝑥
2700 1 2700
= ∫0 𝑒 900 dx = ( −𝑒 900 )|
900 0

= -𝑒 −3 + 1

= 0.95

Compute 𝑃 (𝜇 − 𝑘𝜎 < 𝑋 < 𝜇 + 𝑘𝜎) for k = 3,

𝑃 (𝜇 − 2𝜎 < 𝑋 < 𝜇 + 2𝜎) = P (900 – 3. 900 < 𝑋 < 900 + 3. 900)
3600
= P (-1800 < X < 3600) = ∫−1800 𝑓(𝑥)𝑑𝑥
−𝑥 −𝑥
3600 1 3600
= ∫0 𝑒 900 dx = ( −𝑒 900 )|
900 0

= -𝑒 −4 + 1

= 0.98

6. If X and Y are independent random variables with variances σ2 X = 5 and σ2 Y = 3, find the variance of
the random variable Z = −2X + 4Y − 3. What about variance if X and Y are not independent and σXY =
1? Compute ρXY.
Answer

Given :

- Koef X = -2² - variance X = 5 - koef Y = 4²

- Variance Y = 3
Solution :
Variance Z = (-2)² x 5 + 4² x 3 + 2 x (-2) x 4 x co variance (X,Y)

= (-2)² x 5 + 4² x 3 + 2 x (-2) x 4 x 1

= 52

7. Two tire-quality experts examine stacks of tires and assign a quality rating to each tire on a 3-point
scale. Let X denote the rating given by expert A and Y denote the rating given by B. The following
table gives the joint distribution for X and Y .

a. Find μX and μY .
b. Can it be said that the ratings given by the two experts are independent? Explain why or
why not.

Answer

 Let x be the grade given by A and Y be the grade given by B. The joint distribution of X and Y is….

𝑓 (𝑥, 𝑦) 1 2 3 Row Total

1 0.10 0.05 0.02 0.17
𝑓𝑥 (x) ↓
2 0.10 0.35 0.05 0.50
3 0.03 0.10 0.20 0.33

Column Totals 0.23 0.50 0.27 1

𝑓𝑦 (y) ⟶

We have determine 𝝁𝒙 and 𝝁𝒚

 The marginal probability mass function of X is….

0.17, 𝑥 = 1
0.50, 𝑥 = 2
𝑓𝑥 (𝒙) = {
0.33, 𝑥 = 3
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

 The marginal probability mass function of Y is

 0.23, 𝑦 = 1
0.50, 𝑦 = 2
𝑓𝑥 (y) = {
0.27, 𝑦 = 3
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

 The mean of the random variable X is given by :

𝝁𝒙 = E (x)

= ∑ 𝑥 𝑓𝑥 (x)

= [ 1 x 𝑓𝑥 (1) ] + [2 x 𝑓𝑥 (2)] + [3 x 𝑓𝑥 (3)]

= [1 x 0.17] + [2 x 0.50] + [3 x 0.33]

= 0.17 + 1.00 + 0.99

= 2.16

 The mean of random variable Y is given by :

𝝁𝒚 = E (Y)

= ∑ 𝑦 𝑓𝑦 (y)

= [ 1 x 𝑓𝑦 (1) ] + [2 x 𝑓𝑦 (2)] + [3 x 𝑓𝑦 (3)]

= [1 x 0.23] + [2 x 0.50] + [3 x 0.27]

= 0.23 + 1.00 + 0.81

= 2.04

8. In a support system in the U.S. space program, a single crucial component works only 85% of the
time. In order to enhance the reliability of the system, it is decided that 3 components will be
installed in parallel such that the system fails only if they all fail. Assume the components act
independently and that they are equivalent in the sense that all 3 of them have an 85% success rate.
Consider the random variable X as the number of components out of 3 that fail.
a. Write out a probability function for the random variable X.
b. What is E(X) (i.e., the mean number of components out of 3 that fail)?
c. What is Var(X)?
d. What is the probability that the entire system is successful?
 e. What is the probability that the system fails?
f. If the desire is to have the system be successful with probability 0.99, are three components
sufficient? If not, how many are required?
Answer
a) since the failure happens with 15% chance, we conclude that the probability function for X is :
𝑓 (𝑥) = (𝑥3) (0,15)𝑥 (0,85)3−𝑥

Get the probability distribution table

x 0 1 2 3
F(x) 0,6141 0,3251 0,0574 0,0034

b) 𝐸 (𝑋) = ∑𝑥 𝑥 𝑓(𝑥) = ∑3𝑥=0 𝑥 . (3𝑥) (0,15)𝑥 (0,85)3−𝑥

= 0 . 0,6141 + 1 . 0,3251 + 2 . 0,0574 + 3 . 0,0034

= 0,4501
3
c) 𝐸 (𝑋) = ∑𝑥 𝑥 2 𝑓(𝑥) = ∑3𝑥=0 𝑥 2 . (𝑥)(0,15)𝑥 (0,85)3−𝑥

= 02 . 0,6141 + 12 . 0,3251 + 22 . 0,0574 + 32. 0,0034

= 0,5853
2
𝑉 𝑎𝑟 (𝑋) = 𝐸 (𝑋 2 ) − (𝐸(𝑋)) = 0,5853 − 0,45012 = 0,3827

d) 𝑃 (𝑋 = 0) = 𝑓(0) = 0,6141

e) 𝑃(𝑋 = 3) = 0,0034

f) Yes, 3 components are sufficient.