You are on page 1of 12

Faculty of Science and Engineering

Department of Mathematics and Statistics

END-OF-SEMESTER ASSESSMENT PAPER

MODULE TITLE: Engineering Mathematics 4

MODULE CODE: MA4004

SEMESTER: Spring 2022

LECTURER/EXAMINER: Dr. Kevin Burke

EXTERNAL EXAMINER: Prof. I.C. Gormley

DURATION OF EXAMINATION: 2 12 hours

PERCENTAGE OF TOTAL MARKS: 55%

INSTRUCTIONS TO CANDIDATES:

• This exam consists of two sections: (I) Probability and (II) Statistics.

• Answer two questions from each section, i.e., four questions in total.

• All questions carry equal marks.

• All work must be shown clearly and logically using appropriate symbols
and probability notation. Failure to do so will lose marks.

• Write down the formula you intend to use at each stage before filling it
in with numbers.

• Formula sheets are provided at the back of this exam paper.

• Statistical tables are available from the invigilators.


MA4004 Engineering Mathematics 4 Dr. Kevin Burke Spring 2022 Marks

Part I: Probability Question 1


a) Assume that A and B are independent events with Pr(A) = 0.65 and Pr(B) = 0.88.
Furthermore, let C be an event which is necessary for A, i.e., given that A has
occurred, C is certain to have occurred.
Calculate the following:

i) Pr(A ∪ B) ; 2

ii) Pr(Ac ∪ B c ) ; 2

iii) Pr(Ac | B) ; 2

iv) Pr(A ∩ C) ; 2

v) Pr(C) when Pr(A | C) = 0.8 . 2

b) Michelle inspects devices produced on a factory line. Assume that 20% of these
devices are faulty. Furthermore, if a device is faulty, Michelle classifies it as being
faulty 90% of the time, whereas, if a device is not faulty, she classifies it as being
faulty 5% of the time.

i) Define the following events


• F = “the device is faulty”, and
• C = “Michelle classifies the device as being faulty”.
and, hence, convert the above information into probability statements. 3

ii) What proportion of devices classified as not faulty are in fact faulty? 4

c) Let W ∈ [0, ∞) represent wind speed in miles per hour (mph). Assume that W has
the following density function:
2
f (w) = 2 λ w e−λ w

where λ > 0.
2
i) Show that Pr(W > w) = e−λw . 3

ii) If there is a 1% chance of wind speeds greater than 120mph, what is the value
of λ? 2

iii) A wind turbine only operates when the wind speed is between 10 mph and
60 mph. Calculate the probability that the wind turbine does not operate. Note:
use λ value from part (ii). 3

PAGE 1 of 11
MA4004 Engineering Mathematics 4 Dr. Kevin Burke Spring 2022 Marks

Part I: Probability Question 2


a) Let X ∼ Geometric(p).

i) Derive the moment generating function for X:

et p
M (t) = .
1 − et (1 − p) 4

ii) Use the result in part (i) to derive E(X). 4

b) Clearly state the appropriate distribution, and then answer the associated short
question, in each of the parts below.

i) Flaws occur independently on a glass surface a rate of one per m2 . Calculate


the probability that six flaws occur on a 4m2 sheet of glass. 3

ii) A manufacturing process yields components with weights contained in the in-
terval [1.15 kg, 1.28 kg] where all values are equally likely. What proportion of
components weigh less than 1.2 kg? 3

iii) Assume that 35% of people have the blood type A+. In a sample of 100 randomly
selected people, what is the probability that more than 30 of them have this
blood type? 3

c) Consider a game where a die is rolled and you win if a number divisible by three
appears. The game costs e10 to play and returns e25 (i.e., a profit of e15) if you win.

You are thinking of two possible strategies:


• play the game 10 times, or
• keep playing until you win once.

Let X be the number of times you win, and let N be the number of times you played
the game. Calculate the expected profit under both of the above strategies. 8

PAGE 2 of 11
MA4004 Engineering Mathematics 4 Dr. Kevin Burke Spring 2022 Marks

Part I: Probability Question 3

a) Let X ∼ Normal(µ = 20, σ = 3).


Calculate the following:

i) Pr(X < 25) ; 3

ii) Pr(23.5 < X < 28.4) ; 3

iii) the value x such that Pr(X > x) = 0.8 ; 3

iv) Pr(X > 20.8) where X is the sample mean for a group of size n = 45. 3

b) Let µ and σ denote the mean and standard deviation for the population, and let X
and S denote the mean and standard deviation for a sample of size n (where n is
reasonably large).
What information is provided by the two intervals below? (Answer using one sen-
tence for part (i) and one sentence for part (ii).)

i) µ ± 1.96 √σn 2

ii) X ± 1.96 √Sn 2

c) Consider the following joint distribution:


x
p(x, y) 1 2
1 0.0 0.6
y
2 0.3 0.1

i) Calculate E(X), E(X 2 ), E(Y ) and E(Y 2 ). 4


ii) Calculate Corr(X, Y ) and interpret its value. 5

PAGE 3 of 11
MA4004 Engineering Mathematics 4 Dr. Kevin Burke Spring 2022 Marks

Part II: Statistics Question 1


a) Consider the following sample of 50 measurements:

7 9 10 11 11 12 12 12 12 13
13 13 13 13 13 13 13 14 14 14
14 14 15 15 15 15 15 15 15 15
15 15 15 16 16 17 17 17 17 17
18 18 18 18 19 20 20 22 22 23

i) Construct a frequency table with 7 classes (note: let “5” be the lower limit of
the first interval). 4

ii) Draw the histogram. 3

b) Again consider the sample of data from part (a).

i) Find the values of the first, second and third quartiles. 3

ii) Identify any outliers. 2

iii) Draw a boxplot for this sample. Clearly label all components of the boxplot. 3

c) A large retail company wants to estimate the average amount an individual spends
in one of its shops. In order to achieve this, 100 transactions are randomly selected
and the amount spent is recorded. It is found that the average spend is e22.40 and
the variance is e18.20.

i) What is the parameter here? (provide symbol and value) 2

ii) What is the statistic here? (provide symbol and value) 2

iii) Calculate a 95% confidence interval for the parameter. 3

iv) How large a sample is required to reduce the margin of error in the previous
confidence interval to ± e0.30? 3

PAGE 4 of 11
MA4004 Engineering Mathematics 4 Dr. Kevin Burke Spring 2022 Marks

Part II: Statistics Question 2


a) A biomedical engineer was interested in the resting heart rates (in beats per minute)
for the adult population (individuals over eighteen years of age). Five players from a
women’s under 21 Gaelic football team were selected; their heart rates are recorded
in the table below.

52 62 50 47 54

i) Calculate the mean heart rate, and the standard deviation. 4

ii) Calculate and interpret a 90% confidence interval. 4

iii) Highlight the issues with the sample used here, and briefly explain how these
issues might impact the confidence interval. 3

b) An employer randomly selected graduates from two universities. Each student had
to complete a series of tasks, and the time to completion was recorded in each case.
The results are summarised in the table below.

University A University B
sample size 15 15
mean 12.5 hrs 11.1 hrs
variance 3 hrs2 1.5 hrs2

i) We wish to test the hypothesis that there is no difference in the mean completion
times for the two universities. State the null and alternative hypotheses for this
test. 2

ii) What are the appropriate critical values for a 5% level of significance? Do not
assume equal variances. 3

iii) Calculate the test statistic and, hence, provide your conclusion in both statistical
and non-statistical language. Again note that equal variances are not assumed
here. 4

iv) Between what two values does the p-value lie? 2

v) Equal variances were not assumed above. Carry out a formal hypothesis test to
assess whether or not this assumption was reasonable.
(Hint: F14,14 = 2.98. This value is not shown in the statistical tables.) 3

PAGE 5 of 11
MA4004 Engineering Mathematics 4 Dr. Kevin Burke Spring 2022 Marks

Part II: Statistics Question 3


A series of laboratory experiments were carried out to investigate the relationship be-
tween the voltage level applied to an electronic component, and the lifetime (in weeks)
of the component. In particular, voltages in the set {5, 6, 7, 8, 9, 10} were considered
and, for each voltage, six components were tested until failure. Thus, the total sample
size was n = 36 components.
We define the following:
• L = the lifetime of the component in weeks,
• Y = ln(L) the natural logarithm of the lifetime, and
• X = the voltage level.
Furthermore, the following quantities have been calculated for you:

Yi2 = 177.1
P P P
Yi = 4.6 Xi Yi = −99.4
Xi2 = 2130
P P
Xi = 270

Lifetime versus Voltage ln(Lifetime) versus Voltage


4
60
50

Y = ln(Lifetime)
2
L = Lifetime
40
30

0
20

−2
10
0

5 6 7 8 9 10 5 6 7 8 9 10
X = Voltage X = Voltage

a) Show that the correlation between X and Y is -0.98, and comment on this value.
Would you expect the magnitude of the correlation between X and L to be greater
than or less than this? Make reference to the above scatterplots in your answer. 4
b) Estimate the coefficients of the regression equation Y = β0 + β1 X, and interpret the
slope of this line. 5
c) Comment on how well the regression model fits the data based on its coefficient of
determination. 2
d) Show that, from the equation in part (b), one can obtain the equation L = L0 ω X .
Hence, or otherwise, predict the lifetime of the component when the voltage is 2V .
Explain whether or not you believe the prediction to be accurate, and why. 4
e) By computing a 95% confidence interval for β1 , test the hypothesis that there is no
relationship between log-lifetime and voltage level. Clearly state the hypotheses and
provide your conclusion in both statistical and non-statistical language. 7
f) Using the confidence interval from part (e), produce a confidence interval for ω (where
ω appears in the model in part (d)). 3

PAGE 6 of 11
MA4004 Engineering Mathematics 4 Dr. Kevin Burke Spring 2022 Marks

Formula Sheet 1 of 5
Histogram:
max(x) − min(x)
• class width =
number of classes

Numerical Summaries: P
xi
• x̄ =
n

x2i − n x̄2
P
2
• s =
n−1

n+1
• Position of Qk : ×k
4

• IQR = Q3 − Q1

• LF = Q1 − 1.5 × IQR

• U F = Q3 + 1.5 × IQR

Probability:
• Pr(Ac ) = 1 − Pr(A)

• Pr(A ∪ B) = Pr(A) + Pr(B) − Pr(A ∩ B)

• Pr(E1 ∪ E2 ∪ · · · ∪ Ek ) = Pr(E1 ) + Pr(E2 ) + · · · + Pr(Ek ) (if mutually exclusive)

• Pr(A ∩ B) = Pr(A) Pr(B | A) = Pr(B) Pr(A | B)

• Pr(E1 ∩ E2 ∩ · · · ∩ Ek ) = Pr(E1 ) Pr(E2 ) · · · Pr(Ek ) (if independent)

Pr(A ∩ B) Pr(A) Pr(B | A)


• Pr(A | B) = =
Pr(B) Pr(B)

• Pr(B) = Pr(B ∩ E1 ) + Pr(B ∩ E2 ) + · · · + Pr(B ∩ Ek )


= Pr(E1 ) Pr(B | E1 ) + Pr(E2 ) Pr(B | E2 ) + · · · + Pr(Ek ) Pr(B | Ek )
(if E1 , . . . , Ek are mutually exclusive & exhaustive)

PAGE 7 of 11
MA4004 Engineering Mathematics 4 Dr. Kevin Burke Spring 2022 Marks

Formula Sheet 2 of 5
Counting Techniques:
• n ! = n × (n − 1) × (n − 2) × · · · × 3 × 2 × 1
 
n n!
• =
k k ! (n − k) !

Random Variables: R
P
• E(X) = xi p(xi ) or x f (x) dx

• E(aX + b) = a E(X) + b

• E(X + Y ) = E(X) + E(Y )

• E(X 2 ) =
R
x2i p(xi ) or x2 f (x) dx
P

P P RR
• E(XY ) = i j xi yj p(xi , yj ) or x y f (x, y) dx dy

• E(XY ) = E(X)E(Y ) if X and Y are independent

• V ar(X) = E[ ( X − E(X) )2 ] = E(X 2 ) − [E(X)]2

• V ar(aX + b) = a2 V ar(X)
p
• Sd(X) = V ar(X)

• Cov(X, Y ) = E[ ( X − E(X) ) ( Y − E(Y ) ) ] = E(XY ) − E(X)E(Y )

Cov(X, Y )
• Corr(X, Y ) = p
V ar(X) V ar(Y )

Discrete Distributions:
• X ∼ Binomial(n, p) • X ∼ Geometric(p) • X ∼ Poisson(λ)

• x ∈ {0, 1, 2, . . . , n} • x ∈ {1, 2, . . . , ∞} • x ∈ {0, 1, 2, . . . , ∞}

n λx
e−λ

• p(x) = x
px (1 − p)n−x • p(x) = (1 − p)x−1 p • p(x) = x!

• Pr(X ≥ x) = tables • Pr(X ≥ x) = (1 − p)x−1 • Pr(X ≥ x) = tables

1
• E(X) = n p • E(X) = p
• E(X) = λ
1−p
• V ar(X) = n p (1 − p) • V ar(T ) = p2
• V ar(X) = λ

PAGE 8 of 11
MA4004 Engineering Mathematics 4 Dr. Kevin Burke Spring 2022 Marks

Formula Sheet 3 of 5
Continuous Distributions:

• T ∼ Exponential(λ) • X ∼ Uniform(a, b) • X ∼ Normal(µ, σ)

• t ∈ [0, ∞) • x ∈ [a, b] • x ∈ (−∞, ∞)

• f (t) = λ e−λ t • f (x) = 1


b−a
• f (x) = not needed

• Pr(T > t) = e−λ t • Pr(X > x) = b−x


b−a
• Pr(X > x) = tables

1 b+a
• E(T ) = λ
• E(X) = 2
• E(X) = µ
1 (b−a)2
• V ar(T ) = λ2
• V ar(X) = 12
• V ar(X) = σ 2

Properties of Normal Distribution:


• (1 − α)100% of the Normal(µ, σ) distribution lies in µ ± z α/2 σ
 
x−µ
• Pr(X > x) = Pr Z >
σ

• Z ∼ Normal(µ = 0, σ = 1)

• Pr(Z < −z) = Pr(Z > z)

• Pr(Z > −z) = Pr(Z < z) = 1 − Pr(Z > z)

• If X1 ∼ Normal(µ1 , σ1 ) and X2 ∼ Normal(µ2 , σ2 )


 q 
2 2
⇒ Sum: X1 + X2 ∼ Normal µ1 + µ2 , σ1 + σ2

 q 
2 2
⇒ Difference: X1 − X2 ∼ Normal µ1 − µ2 , σ1 + σ2

p
• For X1 , . . . , Xn ∼ any distribution with µ = E(X) and σ = Sd(X) = V ar(X)
 
σ
⇒ Sample mean: X ∼ Normal µ, √ if n > 30
n

PAGE 9 of 11
MA4004 Engineering Mathematics 4 Dr. Kevin Burke Spring 2022 Marks

Formula Sheet 4 of 5
Statistics and Standard Errors:

Parameter Statistic Standard Error Samples Details

s
µ x̄ √ large / small ν =n−1
n
r
p p̂ p̂ (1 − p̂) large confidence
interval
n
r
p0 (1 − p0 ) large hypothesis
test
n

(a + b)2
µ1 − µ2 x̄1 − x̄2 s large / small ν = a2 2
s21 s2 + n2b−1
+ 2 n1 −1
n1 n2
s21 s2
a= , b= 2
n1 n2
s
s2p s2p
+ small ν = n1 + n2 − 2
n1 n2
assuming
(n1 − 1) s21 + (n2 − 1) s22
where s2p = σ12 = σ22
n1 + n2 − 2
s
p1 − p2 p̂1 − p̂2 p̂1 (1 − p̂1 ) p̂2 (1 − p̂2 ) large confidence
+ interval
n1 n2
s
p̂c (1 − p̂c ) p̂c (1 − p̂c )
+ large hypothesis
n1 n2 test
x1 + x2
where p̂c =
n1 + n2

Confidence Intervals:

• Large sample: statistic ± z α/2 × standard error

• Small sample: statistic ± t ν, α/2 × standard error

PAGE 10 of 11
MA4004 Engineering Mathematics 4 Dr. Kevin Burke Spring 2022 Marks

Formula Sheet 5 of 5
Hypothesis Testing:
statistic − hypothesised value
• z=
standard error


 2 × Pr(Z > |z|) if Ha : µ 6= µ0


• p-value = Pr(Z < z) if Ha : µ < µ0



Pr(Z > z) if Ha : µ > µ0

larger variance s2larger


• F = = 2
smaller variance ssmaller

ν1 = n top − 1, ν2 = n bottom − 1

Correlation and Regression:


( xi )2
P
x2i −
P
• Sxx = n

( yi )2
P
yi2 −
P
• Syy = n

P P
P ( xi )( yi )
• Sxy = xi y i − n

Sxy
• r=p
Sxx Syy

• β̂0 = ȳ − β̂1 x̄

Sxy
• β̂1 =
Sxx

e2i
P
Syy − β̂1 Sxy
• s2e = =
n−2 n−2
s
s2e
• s(β̂1 ) =
Sxx

• ν = n − 2 (degrees of freedom)

• R2 = r 2

PAGE 11 of 11
END OF PAPER

You might also like