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Also,

oo 1 7 1 12

--e-' I dz = 1

J00 . - ../iii

since it is the integral of the N (0, 1) probability density function over all its possible

values.

Therefore

fJ-x = a(O) +fJ-(l) = Jk

To show that al = a

2

, we use Equation (2.36) (in Section 2.4):

1

= ;'00 (x _ fJ-x)2 ___

e

-(x-JJ.)'/2a

2

dx

-oc a../iii

Make the substitution z = (x - fJ-) / a. Recall that fJ-x = fJ-. Then

oo

? ?, 1 _, J

ax = a-z----ae-</2 dz

. -00 a../iii

Integrating by parts twice shows that

J

oo 1 ? -, 12 d

--z-e-' , Z = 1

-00 ../iii

2

Therefore = a .

Exercises for Section 4.5

1. Find the area under the normal curve

a. To the right of z = -0.85.

b. Between z = 0.40 and;;: = 1.30.

c. Between z = -0.30 and z = 0.90.

d. Outside z = -1.50 to z = -0.45.

2. Find the area under the normal curve

a. To the left of z = 0.56.

b. Between z = -2.93 and z = -2.06.

c. Between z = - 1.08 and z = 0.70.

d. Outside z = 0.96 to z = 1.62.

3. Let Z N (0, I) . Find a constant c for which

a.

b. P(c::: Z ::: 0) = 0.4772

c. P(-c:::. Z ::: c) = 0.8664

d. P(O:::. Z ::: c) = 0.2967

e. P(IZI c) = 0.1470

4. If X N(2. 9), compute

a. P(X 2)

b. P(1 ::: X < 7)

c. P(-2.5:::X < -I)

d. P(- 3 :::. X - 2 < 3)

5. The lifetime of a battery in a certain application I

normally distributed with mean J.1. = 16 hours an

standard deviation a = 2 hours.

a. What is the probability that a battery wil11ast mor

than 19 hours?

b. Find the 10th percentile of the lifetimes.

c. A particular battery lasts 14.5 hours. What per

centile is its lifetime on?

1 What is the probability that the li fetime of a battery

is between 14.5 and 17

The temperature recorded by a certain thermometer

" hen placed in boiling water (true temperature 100' C)

. ' normall y di stributed with mean fl = 99.8' C and

,wndard deviation 0.1 ' C.

_, What is the probability that the thelmometer read

ing is greater than 100°C0

What is the probability that the thermometer read

ing is wi thin ±O. OYC of the true temperature

0

- Scores on a standardized test are approximately nor

,11ally distributed with a mean of 480 and a standard

deviation of 90.

J . What proportion of the scores are above

What is the 25th percentile of the scores?

c. If someone's score is 600, what percentile is

she on')

tl . What proporti on of the scores are between 420

and 520?

Weights of female cats of a certain breed are normally

distributed with mean 4. 1 kg and standard deviation

0.6 kg.

a. Wha t proportion of femal e cats have weights be

tween 3.7 and 4.4 kg?

b. A certain female cat has a weight that is 0.5 stan

dard deviations above the mean. What proportion

of fe male cats are heavier than this one?

., How heavy is a female cat whose weight is on the

80th percent ile

0

d. A female cat is chosen at random. What is the

probabi lity that she weighs more than 4.5 kg?

e. Six female cats are chosen at random, What is the

probability that exactly one of them weighs more

than 4.5 kg0

The lifetime of a li ghtbulb in a certain application is

nomlall y distributed with mean fl = 1400 hours and

standard deviation a = 200 hours .

a. What is the probability that a li ghtbulb will last

more than 1800 hours?

b. Find the 10th percentile of the lifeti mes.

c. A particular li ghtbulb lasts 1645 hours. What per

centile is its lifetime on')

4.5 The Normal Distribution 253

d. What is the probability that the lifeti me of a light

bulb is between 1350 and 1550 hours?

10. In a certai n university. math SAT scores for the enter

ing freshman class averaged 650 and had a standard

deviation of 100. The maxi mum possible score is 800.

Is it possible that the scores of these freshmen are nor

mally Explain.

11. Penicillin is produced by the Penicillium fungus,

which is grown in a broth whose sugar content must

be carefull y controlled. The optimum sngar concen

tration is 4.9 mg/mL. If the concentration exceeds

6.0 mg/mL. the fungus dies and the process must be

shut down for the day.

a. If sugar concentration in batches of broth is nor

mall y distributed with mean 4.9 mg/mL and stan

dard deviation 0.6 mg/mL, on what proportion of

days will the process shut down0

b. The supplier offers to sell broth wi th a suga.r

content that is normally distributed with mean

5.2 mg/mL and standard devi ation 0.4 mg/mL.

Will this broth result in fewer days of production

Explain.

12. Specifications for an aircraft bolt require that the ul

timate tensile strength be at least 18 kN. It is k.nown

that 10% of the bolts have strengths less than 18.3 kN

and that 5% of the bolts have strengths greater than

19.76 kN. It is also known that the strengths of these

bolt s are nOJ111ally di stributed.

a, Find the mean and standard deviation of the

strengths.

b. What proportion of the bolts meet the strength

specifi cati on')

13. A cylindrical hole is drilled in a block, and a cylindri

cal piston is placed in the hole. The clearance is equal

to one-half the difference between the diameters of

the hole and the piston. The di ameter of the hole is

normally distJibuted with mean IS em and standard

deviation 0.025 cm, and the diameter of the pi ston is

nonnally di stJibuted with mean 14.88 cm and standard

deviation 0.0 I 5 cm.

a. Find the mean clearance.

b. Find the standard deviati on of the clearance.

c. What is the probabi lit y that the clearance is less

than 0.05 em?

254 CHAPTER 4 Commonly Used Distributions

d. Find the 25th percentile of the clearance.

e. Specifications call for the clearance to be between

0.05 and 0.09 cm. What is the probability that the

clearance meets the specification')

f. It is possible to adjust the mean hole diameter. To

what value should it be adjusted so as to maximi ze

the probability that the clearance will be between

0.05 and 0.09 cm?

14. Shafts manufactured for use in optical storage de

vices have diameters that are normally distributed

with mean /.l. = 0.652 cm and standard deviation

a = 0.003 cm. The specification for the shaft di

ameter is 0.650 ± 0,005 cm.

a. What proportion of the shafts manufactured by thi s

process meet the specifications?

b. The process mean can be adjusted through calibra

tion. lfthe mean is set toO.650cm, what proportion

of the shafts will meet specifications?

c. If the mean is set to 0.650 cm, what must the stan

dard deviation be so that 99% of the shafts will

meet specifi cations?

15. The fill volume of cans filled by a certain machine is

normally di stributed with mean 12.05 oz and standard

deviation 0,03 oz.

a. What proportion of cans contain less than 12 oz?

b. The process mean can be adjusted through calibra

tion. To what value should the mean be set so that

99% of the cans will contain 12 oz or more?

c. If the process mean remains at 12.05 oz, what must

the standard deviation be so that 99% of the cans

will contain 12 oz or more?

16. A film-coating process produces films whose thick

nesses are normally distributed with a mean of 110

microns and a standard deviation of 10 microns. For

a certain application, the minimum acceptable thick

ness is 90 microns.

a. What proportion of film s will be too thin?

b. To what value should the mean be set so that only

I % of the films will be too thin?

c. If the mean remains at 110, what must the standard

deviation be so that only I % of the films will be

too thin?

17. A fiber-spinning process currently produces a fiber

whose strength is normally di stributed with a mean

of 75 N/m2 The minimum acceptable strength is

65 Nlm

2

a. Ten percent of the fiber produced by the CUiTent

method fails to meet the minimum speci fication.

What is the standard deviation of fiber strengths in

the current process?

b. If the mean remains at 75 N/m2, what must the

standard devi ation be so that only 1 % of the fiber

will fail to meet the specification?

c. If the standard deviation is 5 N/m2, to what value

must the mean be set so that only I % of the fiber

will fail to meet the specifi cation?

18. Cylindrical rods manufactured by a cel1ain process

have lengths that are normally distributed with mean

10 cm and standard deviation 0.1 cm. A rod is at

tached to a base that is exactly 3 cm in length. Let

X denote the length of the entire assembly, measured

incm,

a. Find /.l.x.

b. Find a;.

c. What is the distribution of X?

2

19. Let X ~ N (/.l. , a ) , and let Z = (X - /.l.)/a. Use

Equation (4.25) to show that Z ~ N(O, 1).

20. The quality-assurance program for a certain adhesive

formulation process involves measuring how well the

adhesive sticks a piece of plastic to a glass sUiface.

When the process is functioning correctly, the adhe

sive strength X is normally di stributed with a mean of

200 N and a standard deviation of IO N. Each hour,

you make one measurement of the adhesive strength,

You are supposed to inform your supervisor if your

measurement indicates that the process has strayed

from its target di stribution,

a. Fi nd P(X ::0 160), under the assumption that the

process is functioning cOITectly.

b. Based on your answer to part (a), if the process is

functioning correctly, would a strength of 160 N

be unusually small? Explain.

c, If you observed an adhesive strength of 160 N,

would this be convincing evidence that the

process was no longer functioning correctly?

Explain.

d. Find P(X ::: 203) , under the assumption that the

process is functioning cOlTectly.

Based on your answer to pan (d), if the pro

cess is functioning correctly, would a strength of

203 N be unusually large? Explain.

- If you observed an adhesive strength of 203 N,

would this be convincing evidence that the process

was no longer functioning correctly? Explain.

- Find P(X :::: 195). under the assumption that the

process is functioning correctly.

Based on your ans wer to part (g), if the pro

cess is functioning con·ectly. would a strength of

195 N be unusually small? Explain.

i. If you observed an adhesive strength of 195 N,

would this be cOllvincing evidence that the pro

cess was no longer functioning correctly? Explain.

light fixture holds two lightbulbs. Bulb A is of

a type whose lifetime is normally distributed with

mean 800 hours and standard deviation 100 hours.

Bulb B has a lifetime that is normally distributed

with mean 900 hours and standard deviation 1SO

hours. Assume that the lifetimes of the bulbs are

independent.

:1 . What is the probability that bulb B lasts longer than

bulb A?

What is the probability that bulb B lasts more than

200 hours longer than bulb A?

c. Another light fixture holds only one bulb. A bulb of

type A is installed. and when it burns out. a bulb of

type B is installed. What is the probability that the

total Ii fetime of the two bulbs is more than 2000

hours?

The molarity of a solute ill solution is dellned to be

the number of moles of solute per liter of solution

(I mol e = 6.02 x lOll molecules). If X IS the mo

larity of a solution of sodium chloride (NaCl). and

Y is the molarity of a solution of sodium carbonate

(Na2C03), the molarity of sodium ion (Na+) in a so

lution made of equal parts NaCl and NalC03 is given

by M = 0.5 X + Y. Assume X and Yare independent

and normally distributed. and that X has mean 0.450

and standard deviation 0.050, and Y has mean 0.250

and sta ndard deviation 0.025.

a. What is the distribution of M?

b. Find P (M > 0.5)

A binary message I'll , where I'll is equal eit her to 0 or

to 1, is sent over an information channel. Because of

4.5 The Normal Distribution 255

noise in the channel , the message received is X, where

X = 111 + E. and E is a random variable representing

the channeI noise. Assume that if X :::: 0.5 then the

receiver conc ludes that In = 0 and that if X > 0.5

then the receiver concludes that m = I. Assume that

E N(O, 0.25).

a. If the true message is m = 0, what is the probabil

ity of an elTor, that is, what is the probability that

the receiver concludes that m = I?

b. Let 0'2 denote the variance of E. What must be the

va lue of 0'2 so that the probability of error when

m = 0 is O.Ol?

24. Refer to Exercise 23. Assume that if III = O. the value

oS = -1.5 is sent, and if m = I, the value s = 1.5

is sent. The value received is X, where X = s + E,

and E N(O. 0.64). If X :::: 0.5 then the recei ver

concludes thalm = 0 and that if X > 0.5 then the

receiver concludes that 11'/ = 1.

a. If lhe true message is 111 = 0, what is the probabil

ity of an error, that is , what is the probabili ty that

the receiver concl udes that m = I?

b. If the true message is 111 = 1, what is the probabil

ity of an error. that is, what is the probabi lit y that

the receiver concludes that In = 0')

c. A st ring consisting of 60 I s and 40 Os Ilil] be

sent. A bit is chosen at random from this string.

What is the probability that it will be rece ived

d. Refer to part (c). A bit is chosen at random from

the received string. Given that thi s bi [ is I. what is

the probability that the bit sent '.vas 0'-)

e. Refer to part (c). A bit is chosen at random from

the received st ring. Given that this bit is 0, what is

the probability that the bit sent was I?

25. A company receives a large shipment of bolts. The

bolts will be used in an application that requires a

torque of 100 J. Before the shipment is accepted, a

qualit y engineer will sample 12 bolts and measure the

torque needed to break each of them. The shipment

will be accepted if the engineer concludes that fewer

than I % of the boIts in the shipment have a breaking

torque of less than 100 J.

a. If the 12 values are 107, 109. II 1, 113, 113, 114.

114, liS, 117, 119, 122. 124. compute the sample

mean and sampl e standard deviation.

2

256 CHAPTER 4 Commonly Used Distributions

b. Assume the 12 values are sampled from a normal

population, and assume the the sample mean and

standard deviation calcu lated in part (a) are actu

all y the population mean and standard deviation.

Compute the proportion of bolts whose breaking

torque is less than 100 J. Will the shipment be

accepted?

c. What if the 12 values had been 108, 110, 11 2,

114, 114, 115, 115, 116, 118, 120, 123, 140'1 Use

the method outlined in parts (a) and (b) to de

termine whether the shipment would have been

accepted.

d. Compare the sets of 12 values in parts (a) and (c).

In which sample are the bolts stronger?

e. Is the method valid for both samples? Why or

why not?

26, Chebyshev's inequality (Section 2.4) states that for

any random variable X with mean /.1. and variance a •

and for any positive number k, P(IX - /.1.1 ka) :::

1/ k

2

Let X N(f.1., (

2

). Compute P(IX - ka)

for the values k = 1. 2, and 3. Are the actual proba

bilities close to the Chebyshev bound of 1/ k

2

• or are

they much smaller?

4.6 The Lognormal Distribution

Fordata that are highly skewed or that contain outliers, the normal distribution is generally

not appropriate. The lognormal distribution, which is related to the normal distribution.

is often a good choice for these data sets. The lognormal distribution is derived from

the normal di stribution as follows: If X is a normal random variable with mean j).. and

variance a 2, then the random variable Y = eX is said to have the lognormal distribution

with parameters /.1. and a

2

Note that if Y has the lognormal distribution with parameter

/.1. and a 2, then X = In Y has the normal distribution with mean /.1. and variance a 2.

Summary

• If X N (/.1., a 2). then the random variable Y = eX has the lognormal

di stribution with parameters /.1. and a"

• If Y has the lognormal distribution with parameters /.1. and a 2 , then the

random variable X = In Y has the N(/.1., a

2

) distribution.

The probability density function of a lognormal random variable wi th paramete r

/.1. and a is

exp -/.1.)2]

if x > 0

f (x) = a x 2n 2a-

(4.3

{

o if x :::: 0

Figure 4.14 presents a graph of the lognormal density function with paramete-<

j).. = 0 and a = 1. Note that the density function is highly skewed. Thi s is the reas

that the lognormal distlibution is often used to model processes that tend to produL

occasional large values, or outliers.

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