HCMC UNIVERSITY OF TECHNOLOGY FINAL EXAM - SEMESTER 1

Faculty of Applied Science Subject: Probability and Engineering Appl.

Department of Applied Mathematics Duration: 100 minutes
Date: December 17th, 2019 (TT01)
Score
Department of Mathematics: Dr. Nguyen Tien Dung

Lecturer: Dr. Nguyen Tien Dung

Student’s full name: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Student Id: . . . . . . . . . . . . .

- You are allowed to use your OWN materials and calculator. Total available score: 100.
- You MUST fill in your full name and student ID on this question sheet. There are 5 questions on 4 pages.

Question 1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total: 25 points

The lifetime of a component follows a lognormal distribution with parameters µ and σ. Here is a
sample of some observations: 40, 40, 71, 46, 82, 37, 61, 76, 53, 65.
(a) [10 points] Approximate µ and σ.
(b) [10 points] What life time is exceeded by 97% of components?
(c) [5 points] Determine the values of the hazard function at x = 1.
Final Exam - Probability and Engineering Appl. Semester 1 - December 17th, 2019 (TT01)

Question 2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total: 30 points

The joint probability mass function of the lifetimes X and Y (in years) of two connected components
c
in a machine can be modeled by p(x, y) = x!(y−x)! for x = 0, 1, 2 and y = x + 1, x + 2, x + 3.
(a) [5 points] Find the probability that the first component lasts for at least one years. (Its
lifetime is X)
(b) [10 points] If the second component lasts for at least three years, what is the (conditional)
probability that the first component lasts for at least one years?
(c) [10 points] What is the correlation of X and Y .
(d) [5 points] Check eight independent machines. Find the probability that the first components
of at most three machines last for at least two years.

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Final Exam - Probability and Engineering Appl. Semester 1 - December 17th, 2019 (TT01)

Question 3. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total: 15 points

A manufacturer believes that unknown proportion X of produced parts that will be defective follows
a beta distribution Beta(α, β). She checks several packages and find the following proportions of
defective parts: 0.4759, 0.2818, 0.4862, 0.1717, 0.4752, 0.3532.
(a) [10 points] Find parameters α and β of the beta distribution.
(b) [5 points] What is the probability that the proportion of defective parts exceeds 20%?

Question 4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total: 10 points

A machine produces metal rods used in an automobile suspension system. A random sample of
some rods is selected, and the diameter is measured. The resulting data (in millimeters) are as
follows: 8.24, 8.25, 8.20, 8.23, 8.24. Calculate a 95% two-sided confidence interval on mean
rod diameter.

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Final Exam - Probability and Engineering Appl. Semester 1 - December 17th, 2019 (TT01)

Question 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total: 20 points

Regression methods were used to analyze the data from a study investigating the relationship
betweenP roadway surface P temperatureP(x) and pavement P deflection (y). Summary quantities were
n = 20, i yi = 12.75, i yi2 = 8.86, i xi = 1478, i x2i = 143215.8, and i xi yi = 1083.67.
P

(a) [15 points] Calculate the least squares estimates of the slope and intercept. Estimate σ 2 .
(b) [5 points] Use the equation of the fitted line to predict what pavement deflection would be
observed when the surface temperature is 80o F.

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