NPTEL ASSIGNMENT PROBLEMS

M2L3
Q1. During the manufacture of concrete blocks in a factory, it is found that the probability of
producing a defective unit is 0.045. It is further observed that the probability of producing a
defective unit in terms of dimensions of the block is 0.05 and in terms of the material quality is
0.025. What is the probability of producing a unit that is defective in terms of dimensions of the
block as well as in terms of the concrete mix ?
Soln. Let us denote,
A : Event of production of a defective unit in terms of dimensions of the block.
B : Event of production of a defective unit in terms of the material quality.
Thus,
045 . 0 ) ( , 025 . 0 ) ( , 05 . 0 ) ( = = = B A P B P A P
The probability of producing a unit that is defective in terms of dimensions of the block as well
as in terms of the material quality is given by



M2L4
Q1. A city gets 70% of its required energy from thermal power and remaining from hydropower.
If probability of shortage of thermal power is 0.2 and that of hydropower is 0.35, what is the
probability of shortage of power to the city?
Soln. Let us denote the following events:
S: shortage of power in the city
T: energy from thermal power, H: energy from hydropower

Thus,
35 . 0 ) / ( 3 . 0 ) (
2 . 0 ) / ( 7 . 0 ) (
= =
= =
H S P H P
T S P T P

03 . 0 045 . 0 025 . 0 05 . 0 ) ( ) ( ) ( ) ( = + = + = B A P B P A P B A P
From total probability theorem, the probability of shortage of power to the city is given by
( )( ) ( )( )
245 . 0
3 . 0 35 . 0 7 . 0 2 . 0
) ( ) / ( ) ( ) / ( ) (
=
+ =
+ = H P H S P T P T S P S P

Q2. A team of four students are sent to a particular station to measure rainfall. 20% of the
measurements are done by student A, who makes a mistake in measurement once in 20 times on
an average. 30% of the measurements are done by student B, who makes a mistake once in 10
times on an average. 15% of the measurements are done by student C, who makes a mistake
once in 20 times on an average. 5% of the measurements are done by student D, who makes a
mistake once in 20 times on an average.
(a) What is the probability that a particular measurement checked at random will be found to be
a wrong one ?
(b) If a particular measurement is found to be wrong, what is the probability that it is recorded
by student A ?
Soln.
(a) Let
3 2 1
, , A A A and
4
A denote the events that the measurements are done by students A, B,
C and D respectively. Let B denote the event that the recorded measurement is wrong.
( ) ( )
( ) ( )
( ) ( )
( ) ( )
20
1
/
20
1
100
5
20
1
/
20
3
100
15
10
1
/
5
3
100
60
20
1
/
5
1
100
20
4 4
3 3
2 2
1 1
= = =
= = =
= = =
= = =
A B P A P
A B P A P
A B P A P
A B P A P

The probability that a particular measurement checked at random will be found to be a wrong
one is given by
08 . 0
20
1
20
1
20
3
20
1
5
3
10
1
5
1
20
1
) ( ) / ( ) ( ) / ( ) ( ) / ( ) ( ) / ( ) (
4 4 3 3 2 2 1 1
=
|

\
|
|

\
|
+
|

\
|
|

\
|
+
|

\
|
|

\
|
+
|

\
|
|

\
|
=
+ + + = A P A B P A P A B P A P A B P A P A B P B P

(b) The wrong measurement may have been recorded by either of the students A, B, C or D. The
probability that the wrong measurement is recorded by student A is given by






M3L2
Q1. The pmf of a random variable X is given by
X 0 25 50 75 100
( ) x p
X

0.5 2 / C 5 / C 8 / C 10 / C
(a) Under what condition is this function a valid pmf ?
(b) What is the probability of X being greater than 25?
Soln.
(a) For a valid pmf, the following two properties must be satisfied.
( ) 1 =

x possible all
X
x p and ( ) 0 x p
X

From the first condition,
( )
54 . 0 ,
1 925 . 0 5 . 0 ,
1
10 8 5 2
5 . 0
=
= +
= + + + +
C or
C or
C C C C

As the value of C is positive, the second condition is also satisfied.
(b) The probability of X being greater than 25 is given by
( ) ( ) ( )( ) 2295 . 0 54 . 0 425 . 0 425 . 0
10 8 5
50 = = = + + = C
C C C
x P
X

( )
( ) ( )
( ) ( )
( )( )
( )( ) ( )( ) ( )( ) ( )( ) 8
1
20 / 1 20 / 1 20 / 3 20 / 1 5 / 3 10 / 1 5 / 1 20 / 1
5 / 1 20 / 1
/
/
/
4
1
1 1
1
=
+ + +
=
=

= i
i i
A P A B P
A P A B P
B A P

Q2. A random variable X has a pdf of the form
( ) ( ) 3 0 9 3
9
2
+ = x x x
C
x f
X

(a) Check the validity of the pdf .
(b) What is the probability of X being greater than 1.5?
Soln.
(a) For a valid pdf, the following two properties must be satisfied.
( ) 1 =

x possible all
X
x f and ( ) 0 x f
X

From the first condition,
( )
( )
( )
( )
( )
4 . 0 ,
1 5 . 22
9
,
1 3 9
2
3
3
3
3
9
,
1 9
2
3
3 9
,
1 9 3
9
,
1
2 3
3
0
2 3
3
0
2
3
0
=
=
=
(

+
|
|

\
|

=
(

+
|
|

\
|

= +
=

C or
C
or
C
or
x
x x C
or
dx x x
C
or
x f
X

As the value of C is positive, the second condition is also satisfied.
Thus, the given function is a valid pdf.
(b) The probability of X being greater than 1.5 is given by
( ) ( ) ( )
5 . 0 5 . 0 1
9 3
9
4 . 0
1 5 . 1 1 5 . 1
5 . 1
0
2
= =
+ = = >

dx x x x P x P
X X

M3L3
Q1. A certain probability density function is expressed as
( )
elsewhere
x for e
x for x f
x
X
0
0
0 2 . 0
25 . 0
=
> =
= =

(a) Find the value of .
(b) Formulate the CDF.
Soln.
(a) For a valid pdf, the following two properties must be satisfied.
( ) 1 =

x possible all
X
x f and ( ) 0 x f
X

From the first condition,
( )
2 . 0
8 . 0 25 . 0
1 0
8 . 0
25 . 0
8 . 0
1 2 . 0
1
0
25 . 0
0
25 . 0
0
25 . 0
0
=

=
=
(

=
= +
=

or
or
e
or
dx e or
dx e or
dx x f
x
x
x
X

As the value of is positive, the second condition is also satisfied.
(b) For formulation of CDF,
( )
( )
( )
x
x
x
x
x
x
X
X
e
e
e
dx e
x X P x F x For
x X P x F x For

=
=
(

+ =
+ =
= >
= = = =

8 . 0 1
1 8 . 0 2 . 0
25 . 0
2 . 0 2 . 0
2 . 0 2 . 0
] [ , 0
2 . 0 ] [ , 0
5 . 2
0
25 . 0
0
25 . 0

Thus the CDF can be expressed as
( )
elsewhere
x for e
x for x F
x
X
0
0 8 . 0 1
0 2 . 0
25 . 0
=
> =
= =

Q2. Consider the continuous probability density function given by, ( ) . 0 25 . 0 a x x f =
(a) What is the value of a ?
(b) Determine ( ) 2 / a X P > .
Soln.
( ) . 0 25 . 0 a x x f =
(a) Since f(x) is a valid pdf,
( )
4 ,
1 25 . 0 ,
1 25 . 0 . ,
1
0
=
=
=
=

a or
a or
dx or
dx x f
a

(b) Now, the probability
|

\
|
>
2
a
X P is given by
( )
( )
( )
( )
5 . 0
2 25 . 0 1
2 1
2 1
2
2
4
2
=
=
=
=
> =
|

\
|
> = |

\
|
>
F
X P
X P
X P
a
X P

Q3. X is a random variable with pdf
( ) ( ) 1 0 1 6 = x x x x f
(a) Check that this is a valid pdf.
(b) Obtain the CDF.
(c) Determine a number b such that ( ) ( ) b X P b X P = 2
Soln. The pdf of RV X is given by
( ) ( ) 1 0 1 6 = x x x x f
For a valid pdf, the following two properties must be satisfied.
( ) 1 =

x possible all
X
x f and ( ) 0 x f
X

Checking the first condition,
( ) ( )
1
6
1
6
3
1
2
1
6
3 2
6
1 6
1
0
3 2
1
0
= |

\
|
=
(

=
(

=
=

x x
dx x x dx x f
X

Also in the range 1 0 x , the first condition is satisfied.
Hence f(x) is a valid pdf.
(c) The CDF is given by
( ) ( ) ( )
3 2
0
3 2
0
2 3
3 2
6
1 6
x x
x x
dx x x dx x f x F
x
x x
=
(

=
= =



(c) To find b such that,
( ) ( )
( ) ( ) [ ]
( ) ( ) [ ]
( )
615 . 0
,
0 2 9 6 ,
3
2
2 3 ,
2 3 ,
1 2 ,
1 2 ,
2
2 3
3 2
=
= +
=
=
=
=
=
b
error and trial By
b b or
b b or
b F or
b F b F or
b X P b F or
b X P b X P


Q4. Each of the following functions represents the CDF of a continuous random variable. In
each case,
( )
( ) b x x F
a x x F
=
=
1
0

Where [a,b] is the indicated interval.
In each case, determine the pdf f(x) and verify that it is a valid pdf.
(a) ( ) 5 0
5
= x
x
x F
(b) ( ) 1 0 sin
2
1

=

x x x F
Soln.
(a) The CDF is given by ( ) 5 0
5
= x
x
x F
So, the pdf is
( )
( )
5
1
= =
dx
x dF
x f
For a valid pdf, the following two properties must be satisfied.
( ) 1 =

x possible all
X
x f and ( ) 0 x f
X

Checking the first condition,
( ) 1
5 5
1
5
0
5
0
=
(

= =

x
dx x f
X

Checking the second condition,
( ) x x f > = 0
5
1

Thus f(x) is a valid pdf.
(b) The CDF is given by ( ) 1 0 sin
2
1

=

x x x F
So, the pdf is
( )
( )
( ) x x
x
x
dx
x dF
x f

=

= =

1
1
2
1
1
1 2
2 / 1

For a valid pdf, the following two properties must be satisfied.
( ) 1 =

x possible all
X
x f and ( ) 0 x f
X

Checking the first condition,
( )
( )
[ ]
1 0
2
2
sin
2
1
2 1
1
1
1
0
1
1
0
2
1
0
=
(

=

=

z
dx
z
dx
x x
x f
X

Checking the second condition,
( )
( )
1 0 0
1
1
>

= x
x x
x f
Thus f(x) is a valid pdf.
Q5. A random variable X has a density function
( ) 0
3
> =

x ce x f
x

(a) Find the constant c.
(b) Find the CDF.
(c) Find ( ) 2 1 X P
(d) Find ( ) 3 X P
(e) Find ( ) 1 X P
Soln. ( ) 0
3
> =

x ce x f
x

(a) Since f(x) is a valid pdf,
( )
[ ]
3 ,
1 0
3
,
1
3
,
1 . ,
1
0
0
3
0
3
=
=
=
(

=
=

c or
e
c
or
e
c or
dx ce or
dx x f
x
x

(b) The CDF is given by
( )
[ ]
x x
x
x
x
x
e e e
e
dx e x F
3 0 3
0
3
0
3
1
3
3
3

= =
(

=
=

(c) The required probability is given by
( ) ( ) ( )
( )
{ }
( )
{ } 047 . 0 1 1
1 2 2 1
1 3 2 3
= =
=

e e
F F X P

(d) The required probability is given by
( ) ( ) ( )
( )
{ } 00012 . 0 1 1 3 1 3 1 3
3 3
= = = =

e F X P X P
(e) The required probability is given by
( ) ( )
( )
{ } 9502 . 0 1 1 1
1 3
= = =

e F X P

Q6. The failure free working time (i.e, time between breakdowns) in hours of a small equipment
is given by
( ) 0 6 . 0
6 . 0
> =

x e x f
x

Find the probability that the time between two successive breakdowns exceeds 10 hours.
Soln.
The CDF is given by
x
x
x
X
x
X X
e
dx e x F or
dx x f x F
6 . 0
0
6 . 0
0
1
6 . 0 ) ( ,
) ( ) (

=
=
=

The probability that the time between two successive breakdowns exceeds 10 hours is
( )
[ ]
( )
0025 . 0 1 1
) 10 ( 1 ] 10 [
6 10 6 . 0 10 6 . 0
= = = =
=

e e e
F X P
X



M4L5
Q1. The hydraulic head loss in a 2.5 km long and 750 mm diameter pipe due to friction is given
by the Darcy Weisbach equation
2
2
V
gD
L
f h
L
=
Where L and D are the length and diameter of the pipe, f is the friction factor assumed to be
0.016, v is the velocity of flow in the pipe. If v has an exponential distribution with mean
velocity 2m/s, derive the density function for the headloss h
L
.
Soln.
As, v has an exponential distribution with mean velocity 2m/s,
( ) 0
2
1
2
=

v e v f
v
V

As,
( )
( )( )
( )
2 2
718 . 2
75 . 0 81 . 9 2
2500
016 . 0
, 016 . 0 , 75 . 0 , 2500
v v h
f m D m L
L
= =
= = =

( )
L
L
V
L
V L H
L
L
L
h
h
f
h
f h f
theorem l fundamenta from Thus
h
dh
dv
h
v Thus
L
718 . 2 2
1
718 . 2 718 . 2
, ,
718 . 2 2
1
718 . 2
,
(
(

|
|

\
|
+
|
|

\
|
=
=
=

However, ( ) 0 0 < = v for v f
V

Thus,
( )
( )
( ) 0
5945 . 6
1
,
2
1
718 . 2 2
1
,
718 . 2
718 . 2 2
1
2973 . 3
718 . 2 2
1
> =
=
|
|

\
|
=

L
h
L
L H
h
L
L H
L
V
L
L H
h e
h
h f or
e
h
h f or
h
f
h
h f
L
L
L
L
L


M5L12
Q1. The joint pdf between streamflows in two rivers is given by
( ) 2 0 ; 1 0
3
,
2
+ = y x
xy
x y x f
Determine the following
(a)
|

\
|

2
1
X P (b) ( ) X Y P (c)
|

\
|

2
1
|
2
1
X Y P
Soln.
The joint pdf between the two streamflows
( ) 2 0 ; 1 0
3
,
2
+ = y x
xy
x y x f
Marginal density function of X
( ) ( ) 1 0
3
2
2
6 3
,
2
2
0
2
2
2
0
2
+ =
(

+ = |

\
|
+ = =

x
x
x
xy
y x dy
xy
x dy y x f x g
Now, the marginal CDF of X
( )
3 3
2
3 3
2
3
2
2
2 3
0
2 3
0
2
x x x x
dx
x
x X G
x
x
+ =
(

+ = |

\
|
+ =

(a) The probability
6
5
2
1
3
1
2
1
3
2
1
2
1
1
2
1
1
2
1
2 3
= |

\
|
|

\
|
= |

\
|
=
|

\
|
=
|

\
|

G
X P X P

(b) The probability
( )
24
7
6
7
3
3
1
0
3
0
1
0
2
1
0 0
2
= =
(

+ =
|

\
|
+ =

=
=
dx
x
dx
xy
x
dydx
xy
x X Y P
x y
y
x

(c) The marginal density function of X
( ) 1 0
3
2
2
2
+ = x
x
x x g
Now,
( )
( )
4
1
6
2
3
2
6 3
3
2
2
3
,
2
1
|
2 / 1
0
2 3
2 / 1
0
2 3
2 / 1
0
2
2 / 1
0
2
2 / 1
2 / 1
y
x x
y x x
dx
x
x
dx
xy
x
dx x g
dx y x f
x y h
x
x
x
x
+
=
(

+
(

+
=
|

\
|
+
|

\
|
+
= = |

\
|

=
=
=
=

Therefore,
8
2
4
2 /
2
1
|
2
1
|
2
0
2
0
y y
y y
dy x y h x y H
y
y
+
=
(

+
=
|

\
|
=
|

\
|

Thus, the probability
( ) ( )
32
5
8
4 / 1 2 / 1 2
2
1
|
2
1
=
+
= |

\
|
X Y P

Q2. Given the joint pdf
( )
( )
1 0 ; 2 0
4
3 1
,
2

+
= y x
y x
y x f
Find
|

\
|
= < <
3
1
|
2
1
4
1
Y X P .
Soln.
( )
( )
1 0 ; 2 0
4
3 1
,
2

+
= y x
y x
y x f
The conditional density of X|Y
( )
( )
( ) y h
y x f
y x g
,
| =
Now,
( )
( )
( )
( )
2
2
0
2 2 2
2
0
2
2
0
2
3 1
2
1
2
3
2 4
1
4
3
4
3 1
y
y x x
dx
xy x
dx
y x
y h
+ =
(

+ =
+
=
+
=

Therefore,
( )
( )
( )
( )
( ) 2 3 1
2
4
3 1 ,
|
2
2
x
y
y x
y h
y x f
y x g =
+
+
= =
Now,
( ) ( )
4 4 2
| |
2
0 0
2
0
x x
dx
x
dx y x g y x G
x
x x
=
(

= = =


The probability
64
3
4
1
2
1
4
1
3
1
|
2
1
4
1
2 2
=
(
(

\
|
|

\
|
= |

\
|
= < < Y X P

Q3. For what value of k is ( )
( ) y x
ke y x f
+
= , a joint pdf of (X,Y) over the region
1 0 ; 1 0 y x ?
Soln.
( )
( )
1 0 ; 1 0 , =
+
y x ke y x f
y x

For f(x,y) to be a joint pdf, the following condition must be satisfied.
( )
( )
( )
( )
{ }
( )
[ ]
( )
5027 . 2
1
1
,
1 1 ,
1 1
,
1 ,
1
1
,
1 ,
1 ,
2
1
1 1 2
1
0
1
1
0
1
1
0
1
0
1
0
1
0
1
0
1
0
=

=
= +
(

=
=
(

=
=

+
+
=
=
+
+

e
k or
e e e k or
e e
k or
dy e e k or
dy
ke
or
dxdy ke or
dxdy y x f
y y
y y
x
x
y x
y x

Q4. The joint pdf of (X,Y) is given by
( ) x y x e y x f
y
> > =

; 0 ,
(a) Find the marginal pdf of X
(b) Find the marginal pdf of Y
(c) Evaluate ( ) 4 | 2 Y X P
Soln.
( ) x y x e y x f
y
> > =

; 0 ,
(a) Marginal pdf of X
( ) ( )
[ ]
( )
0
,
> =
=
=
=
=

x e
e e
e
dy e
dy y x f x g
x
x
x
y
x
y

(b) Marginal pdf of Y
( ) ( )
[ ]
0
,
0
0
> =
=
=
=

y ye
xe
dx e
dx y x f y h
y
y
y
y
y

(c) The conditional density of 4 | Y X
( )
( )
( )
4
4
4 4
4
4
0
4
4
0
4
5 1 1 4
,
4 |

=
+
+
= = =

e
e e
e e
e e
dy ye
dy e
dy y h
dy y x f
y x g
x x
y
x
y
x

Now, conditional CDF of 4 | Y X
( ) ( )
4
4
0
4
4
0
4
4
5 1
1
5 1
5 1
4 | 4 |

+
=
(

=
=

e
xe e
e
xe e
dx
e
e e
dx y x g y x G
x
x
x
x x
x

Thus,
( ) ( )
( )
0885 . 0
5 1
1 2
1
4 | 2 1
4 | 2 1 4 | 2
4
4 2
=

+
=
=
=

e
e e
Y G
Y X P Y X P


Q5. Observations on average annual discharge (represented as random variable X) on a stream
are as given below:
Obs. No. Discharge
(m
3
/s)
Obs. No. Discharge
(m
3
/s)
Obs. No. Discharge
(m
3
/s)
Obs. No. Discharge
(m
3
/s)
1 110 7 41 13 125 19 140
2 95 8 31 14 270 20 96
3 85 9 20 15 410 21 63
4 71 10 18 16 460 22 55
5 63 11 20 17 405 23 56
6 52 12 42 18 250 24 100

The volume of runoff in an adjacent stream is functionally represented as
5 ln 3 + = X Y
If the discharge X follows lognormal distribution, find ( ) 10 Y P .
Soln.
The discharge X in the stream follows lognormal distribution.
021 . 1 , 97 . 130 , 25 . 128 = = = =
X
S
CV S X
X
X

X ln follows lognormal distribution.
( )
( )
4968 . 4
1 021 . 1
25 . 128
ln
1
ln
2
2
ln
=
|
|

\
|
+
=
|
|

\
|
+
=
X
X
CV
X

( ) [ ]
( ) [ ] 8452 . 0 1 021 . 1 ln
1 ln
2
2
ln
= + =
+ =
X X
CV

So,
( )
( ) ( ) [ ]
( ) 5356 . 2 , 4904 . 18 ~ 5 ln 3 ,
8452 . 0 3 , 5 4968 . 4 3 ~ 5 ln 3 ,
8452 . 0 , 4968 . 4 ~ ln
N X Y or
N X Y Thus
N X
+ =
+ + =
Thus, the probability
( ) ( )
( )
9996 . 0
0004 . 0 1
35 . 3 1
5356 . 2
4904 . 18 10
1
10 1 10
=
=
=
|

\
|
=
=
Z P
Z P
Y P Y P


Q6. In a certain catchment, the following rainfall-ruoff data has been observed for 16 years.
Year Rainfall (cm) Runoff (cm) Year Rainfall (cm) Runoff (cm)
1 42.39 13.26 9 47.08 22.91
2 33.48 3.31 10 47.08 18.89
3 47.67 15.17 11 40.89 12.82
4 50.24 15.5 12 37.31 11.58
5 43.28 14.22 13 37.15 15.17
6 52.60 21.20 14 40.38 10.40
7 31.06 7.70 15 45.39 18.02
8 50.02 17.64 16 41.03 16.25

Rainfall is represented by a random variable X and runoff by Y. If X and Y are independent, find
the joint pdf ( ) y x f
Y X
,
,
and joint CDF ( ) y x F
Y X
,
,
.
Soln.
Let,
( )
( )
6275 . 14
1 1
, 0
9406 . 42
1 1
, 0
= = =
= = =

Y
where y e y f
X
where x e x f
y
Y
x
X

As X and Y are independent, the joint pdf is given by

( ) ( ) ( )
( )( )
( )
|

\
|
+
+

=
=
=
=
6275 . 14 9406 . 42
,
11 . 628
1
,
y x
y x
y x
Y X Y X
e
e
e e
y f x f y x f

Again, the joint CDF is given by
( )
( )
( )
( )
( )( )
|
|

\
|

|
|

\
|
=
=
(

=
=
|
|

\
|

=
=

6275 . 14 9406 . 42
0
0
0 0
0 0
,
1 1
1 1
1
1
,
y x
y x
x
x
y
x
y x
x
y
y
x
x y
y x
Y X
e e
e e
e
e
dx e e
dx
e
e
dydx e y x F

Q7. The joint distribution of random variables X and Y is given by:
( )
( )
0 , 0 , =
+
y x e y x f
y x

U and V are functions of random variables X and Y and are given by:
Y X V
Y
X
U + = = ,
Find ( ) v u f , .
Soln.
U
UV
YU X
U
V
Y or
Y YU Y X V Now
YU X So
Y
X
U
+
= =
+
=
+ = + =
=
=
1
1
,
,
,

Thus,
( )
( )
V
U
U V
Y X =
+
+
= +
1
1

Now,
( ) ( ) ( ) v u J y x f v u f , , , =
where,
( )
( )
( )
( )
( )
( ) ( ) ( )
2 3 3
2
2
1 1 1
1
1
1
1
1
,
u
v
u
uv
u
v
u
u
v
u
u
u
v
v
y
u
y
v
x
u
x
v u J
+
=
+
+
+
=
+
+

+
+
=

=
Thus,
( ) ( ) ( )
( ) ( )
( ) positive always are V and U Since
u
ve
u
v
e
v u J y x f v u f
v
v
2 2
1 1
, , ,
+
=
+
=
=

M6L1
Q1. The total number of rainstorms in a year in a particular river basin is a normally distributed
random variable. The mean number of rainstorms per year is 35 and standard deviation is 5.5.
(a) What is the probability that the number of rainstorms in a certain year is between 25 and 40 ?
(b) What is the probability that the number of rainstorms in a certain year is less than 10 ?
(c)What is the 95% dependable number of rainstorms in a year?
Soln.
(a) The probability that the number of rainstorms in a certain year is between 25 and 35 is
( ) ( ) ( )
( ) ( )
( ) ( ) [ ]
( ) 9656 . 0 1 8186 . 0
82 . 1 1 91 . 0
82 . 1 91 . 0
5 . 5
35 25
5 . 5
35 40
25 40 40 25
=
=
=
|

\
|
|

\
|
=
= < <
Z P Z P
Z P Z P
Z P Z P
X P X P X P

(b) The probability that the number of rainstorms in a certain year is less than 10 is
( )
( )
( )
0 1 1
55 . 4 1
55 . 4
5 . 5
35 10
10
= =
=
=
|

\
|
=
Z P
Z P
Z P X P

(c) Let the 95% dependable number of rainstorms in a year
( )
95 . 25 ,
645 . 1
5 . 5
35
,
05 . 0 95 . 0 1
5 . 5
35
,
95 . 0
5 . 5
35
1 ,
95 . 0
5 . 5
35
,
95 . 0
95
95
95
95
95
95
=
=

= = |

\
|

= |

\
|

= |

\
|

=
x or
x
or
x
Z P or
x
Z P or
x
Z P or
x X P


Q2. In a cantilever beam of length 10m, the moment capacity is constant throughout the entire
span. Due to uncertainties in material strength, the moment capacity is assumed to be Gaussian
with a mean of 50 KN-m, the coefficient of variation being 25%. If the moment developed in the
beam is greater than the moment capacity, the beam will fail.
(a) If a concentrated load of 2.5 KN is applied at the free end of the cantilever beam, what is the
probability of failure?
(b) If a uniform load of 0.1 KN/m acts throughout the beam, what is the probability of failure?
Soln.
(a) Coefficient of variation (CV) =0.25
Standard deviation s = (CV) ( ) X
( )( ) KNm 5 . 12 50 25 . 0 = =
When a concentrated load of 25 KN is applied at the free end of the cantilever beam, the
maximum moment occurs at the fixed end and it is given by ( )( ) KNm 25 10 5 . 2 =
If the moment capacity is less than the developed moment (i.e, 25KNm), then the beam will fail.
Thus, the probability of failure is given by
( )
( )
( )
0227 . 0 9773 . 0 1
2 1
2
5 . 12
50 25
25
25
= =
< =
< =
|

\
|
< =
|
|

\
|

<

= <
Z P
Z P
Z P
s
X
s
X X
P X P
cap
cap

(b) When a uniform load of 0.1 KN acts throughout the cantilever beam, the maximum moment
occurs at the fixed end and it is given by ( )
( )
KNm 5
2
10
1 . 0
2
=
If the moment capacity is less than the developed moment (i.e, 5KNm), then the beam will fail.
Thus, the probability of failure is given by

( )
( )
( )
0002 . 0 9998 . 0 1
6 . 3 1
6 . 3
5 . 12
50 5
5
5
= =
< =
< =
|

\
|
< =
|
|

\
|

<

= <
Z P
Z P
Z P
s
X
s
X X
P X P
cap
cap


M6L2
Q1. Based on experience, a contractor estimates the expected time of completion of a job A to be
30 days. However, because of uncertainties in the material supply and weather conditions, the
job may not be finished in exactly 30 days. The contractor is 90% confident that the job will be
completed within 45 days. If the number of days required to complete the job be a Gaussian
variable X,
(a) Find the mean and standard deviation.
(b) What is the probability that X will be less than 50 ?
(c) What is the probability of X taking on a negative value ? Based on the result, is the
assumption of normal distribution of X reasonable ?
(d) Assuming X to be a lognormal variable with the same mean and variance as those in the
normal distribution of part (a), what is the probability that X will be less than 50 ?
Soln.
(a) As the expected time of completion of job A is 30 days, mean days 30 =
As the contractor is 90% confident that the job will be completed within 45 days,
( )
days or
or
Z P or
X P
63 . 11 ,
29 . 1
30 45
,
9 . 0
30 45
,
9 . 0 45
=
=

=
|

\
|

Thus, standard deviation = 11.63 days.
(b) The probability that X will be less than 50 is given by
( )
( )
9573 . 0
72 . 1
63 . 11
30 50
50
=
=
|

\
|
=
Z P
Z P X P

(c) The probability of X taking on a negative value is
( )
( )
( )
005 . 0
9950 . 0 1
58 . 2 1
58 . 2
63 . 11
30 0
0
=
=
=
=
|

\
|
< = <
Z P
Z P
Z P X P

As the probability of X taking on a negative value is very small, hence the assumption of normal
distribution of X is reasonable. This is possible because the mean of X (i.e, 30 days) is much
greater than zero.
(d) Assuming X to be a log normal variable with the mean 30 days and standard deviation 11.63
days,
Coefficient of variation 388 . 0
30
63 . 11
= = =

CV
For the log transformed variables,
Standard deviation
( ) [ ]
( ) [ ] 3744 . 0 1 388 . 0 ln
1 ln
2
2
ln
= + =
+ =
X X
CV


Mean

( )
( )
261 . 3
1 388 . 0
30
ln
1
ln
2
2
ln
=
|
|

\
|
+
=
|
|

\
|
+
=
X
X
X
CV

The probability that X will be less than 50 is given by
( )
( )
9589 . 0
739 . 1
3744 . 0
261 . 3 50 ln
50
=
=
|

\
|
=
Z P
Z P X P


Q2. The time between breakdowns of a road construction equipment can be modeled as a
lognormal variate with a mean of 5 months and standard deviation of 1.2 months. If the desired
probability of the equipment being operational at any given time be 90%
(a) How often should the equipment be scheduled for maintenance ?
(b) If a certain equipment is in good operating condition at the time it is scheduled for
maintenance, what is the probability that it can operate for at least another month without its
regular maintenance ?
Soln.
(a) Coefficient of variation 24 . 0
5
2 . 1
= = CV
For the log transformed variables,
Standard deviation
( ) [ ]
( ) [ ] 2366 . 0 1 24 . 0 ln
1 ln
2
2
ln
= + =
+ =
X X
CV


Mean

( )
( )
5814 . 1
1 24 . 0
5
ln
1
ln
2
2
ln
=
|
|

\
|
+
=
|
|

\
|
+
=
X
X
X
CV

The desired probability of the equipment being operational at any given time be 90%. Let the
equipment be scheduled for maintenance after X
90
months.
( )
( )
months X or
X or
X
or
X
Z P or
X X P or
X X P
36 . 3 ,
2132 . 1 ln ,
29 . 1
2366 . 0
5184 . 1 ln
,
1 . 0
2366 . 0
5184 . 1 ln
,
9 . 0 ln 1 ,
9 . 0 ln
90
90
90
90
90
90
=
=
=

= |

\
|

=
= >

(b) The probability that the equipment fails after ( ) months 36 . 4 1 36 . 3 = + is
( ) ( ) ( ) ( )
( )
( )
( ) [ ]
( )
5841 . 0
194 . 0
194 . 0 1 1
194 . 0 1
2366 . 0
5184 . 1 36 . 4 ln
1
36 . 4 ln 1 36 . 4 ln
=
=
=
=
|

\
|
=
= >
Z P
Z P
Z P
Z P
X P X P

Now, let us denote the following events,
A: The equipment fails after 4.36 months
B: The equipment does not fail before 3.36 months
Therefore the conditional probability
( )
( ) ( )
( )
( )( )
( )
649 . 0
9 . 0
5841 . 0 1
/
/
=
=
=
B P
A P A B P
B A P

Thus, if the equipment is in good operating condition at the time it is scheduled for maintenance
i.e, 3.36 months. The probability that it can operate for at least another month i.e, 4.36 months
without its regular maintenance is 0.649


Q3. In a certain location, it is observed that the depth H to which a pile can be driven in the soil
without encountering rock stratum is a lognormal variate with mean 9.5 m and standard
deviation 1.9 m.
(a) What is the probability that the depth H will be between 5 m and 15 m ?
(b) What is the probability that the depth H will be at least 8 m ?
Soln.
(a) The coefficient of variation 2 . 0
5 . 9
9 . 1
= = CV
For the log transformed variables,
Mean is
( )
( )
23 . 2
1 2 . 0
5 . 9
ln
1
ln
2
2
ln
=
|
|

\
|
+
=
|
|

\
|
+
=
X
X
X
CV

The standard deviation is
( ) [ ]
( ) [ ] 198 . 0 1 2 . 0 ln
1 ln
2
2
ln
= + =
+ =
X X
CV

The probability that the depth H will be between 5 m and 15 m is
( ) ( ) ( )
( ) ( )
( ) ( ) [ ]
( )
9911 . 0
9991 . 0 1 9920 . 0
13 . 3 1 41 . 2
13 . 3 41 . 2
198 . 0
23 . 2 5 ln
198 . 0
23 . 2 15 ln
5 15 15 5
=
=
=
=
|

\
|
|

\
|
=
= <
Z P Z P
Z P Z P
Z P Z P
X P X P X P

(b) The probability that the depth H will be at least 8 m is given by
( ) ( )
( )
( ) [ ]
7764 . 0
76 . 0 1 1
76 . 0 1
198 . 0
23 . 2 8 ln
1
8 1 8
=
=
=
|

\
|
=
=
Z P
Z P
Z P
X P X P


Q4. A small town is bounded by two streams A and B. The annual maximum flow in A can be
modeled by a normal distribution with mean 50 m
3
/s and coefficient of variation 0.2 whereas that
in B can be modeled by a lognormal distribution with mean 35 m
3
/s and coefficient of variation
0.25. The maximum capacities of the streams A and B are 65 m
3
/s and 55 m
3
/s respectively.
Assume that the flows in A and B are statistically independent.
(a) What is the probability that stream A will overflow in a certain year ?
(b) What is the probability that stream B will overflow in a certain year ?
(c) What is the probability that any one of the streams will overflow in a certain year ?
(d) What is the probability that none of the two streams will overflow in the next 5 years ?
(e) If the probability of overflow in stream A is to be 2%, what should be the new capacitiy of
the stream A ?
(f) If there is a 20% chance that the capacity of stream B may be 60 m
3
/s instead of 55 m
3
/s,
what is the probability that stream B will overflow in a certain year ?
Soln.
(a) For flow in the stream A,
Coefficient of variation (CV) =0.2
Standard deviation s = (CV) ( ) X
( )( ) s m / 10 50 2 . 0
3
= =
The stream A will overflow if the annual maximum flow exceeds the maximum capacity. Thus,
the probability that stream A will overflow in a certain year is given by
( ) ( )
( )
0668 . 0
9332 . 0 1
5 . 1 1
10
50 65
1
65 1 65
=
=
=
|

\
|
=
= >
Z P
Z P
X P X P

(b) For flow in the stream B,
Coefficient of variation (CV) =0.25
Standard deviation s = (CV) ( ) X
( )( ) s m / 75 . 8 35 25 . 0
3
= =
For the log transformed variables,
Standard deviation
( ) [ ]
( ) [ ] 2462 . 0 1 25 . 0 ln
1 ln
2
2
ln
= + =
+ =
X X
CV


Mean

( )
( )
525 . 3
1 25 . 0
35
ln
1
ln
2
2
ln
=
|
|

\
|
+
=
|
|

\
|
+
=
X
X
X
CV

The stream B will overflow if the annual maximum flow exceeds the maximum capacity. Thus,
the probability that stream B will overflow in a certain year is given by
( ) ( )
( )
0251 . 0
9749 . 0 1
959 . 1 1
2462 . 0
525 . 3 55 ln
1
55 1 55
=
=
=
|

\
|
=
= >
Z P
Z P
X P X P

(c) The probability that any one of the streams will overflow in a certain year is
0931 . 0 0251 . 0 0668 . 0 = +
(d) The probability that none of the two streams will overflow in the next 5 years is
( )( ) [ ]
( )( ) [ ]
( ) 623 . 0 9097 . 0
9749 . 0 9332 . 0
0251 . 0 1 0668 . 0 1
5
5
5
= =
=


(e) If the probability of overflow in stream A is to be 2%, let the new capacitiy of stream A be
Q
new

( )
( )
s m Q or
Q
or
Q
Z P or
Q
Z P or
Q X P or
Q X P
new
new
new
new
new
new
/ 6 . 70 ,
06 . 2
10
50
,
98 . 0
10
50
,
02 . 0
10
50
1 ,
02 . 0 1 ,
02 . 0
3
=
=

= |

\
|

= |

\
|

=
= >

(f) There is a 20% chance that the capacity of stream B may be 60 m
3
/s instead of 55 m
3
/s
If the maximum capacity of stream B is 60 m
3
/s, then the probability of overflow in stream B is
given by
( ) ( )
( )
0104 . 0
9896 . 0 1
313 . 2 1
2462 . 0
525 . 3 60 ln
1
60 1 60
=
=
=
|

\
|
=
= >
Z P
Z P
X P X P

As there is a 20% chance that the capacity of stream B may be 60 m
3
/s instead of 55 m
3
/s, the
probability that stream B will overflow in a certain year is given by
( ) ( ) 02216 . 0 0251 . 0 8 . 0 0104 . 0 2 . 0 = +

Q5. The interarrival time between earthquakes in an earthquake prone region is an exponentially
distributed variable. If the mean interarrival time is 10 years and one earthquake has taken place
this year
(a) What is the probability that there will be no earthquakes in the next 15 years?
(b) What is the probability that another earthquake will take place within the next 2 years ?
Soln.
Mean inter arrival time = 10 years
So 1 . 0 10 / 1 = =
Therefore, the interarrival time between accidents can be expressed as
( )
x
X
e x f
1 . 0
1 . 0

=
The cumulative distribution is given by
( )
x
X
e x F
1 . 0
1

=
(a) The probability that there will be no accidents in the next 15 years is
[ ] [ ]
223 . 0
) 1 ( 1
15 1 15
15 1 . 0
15 1 . 0
= =
=
= >


e
e
X P X P

(b) The probability that the interarrival between accidents will not exceed 2 years is
[ ]
181 . 0
1 2
2 1 . 0
=
=

e X P


Q6. The daily rainfall (in mm) over a catchment can be expressed as an exponential probability
distribution as follows:
( ) ( ) 0 2 . 0
2 . 0
> =

X for e x f
x
X

(a) A rainy day is defined as a day when the total rainfall is greater than 2.5 mm. What is the
probability that a particular day will be a rainy day?
(b) What is the 95
th
quantile value of daily rainfall ?
Soln.
(a) The cumulative distribution is given by
( ) 0 1
2 . 0
> =

X for e x F
x
X

The probability that the total rainfall will be greater than 2.5 mm on a particular day is
[ ] [ ]
( )
6065 . 0
1 1
5 . 2 1 5 . 2
5 . 2 2 . 0
=
=
= >

e
X P X P

Thus, the probability that a particular day will be a rainy day is 0.6065
(b) Let x
95
be the 95
th
quantile value of daily rainfall.
[ ]
mm x or
e or
e or
x X P
x
x
98 . 14 ,
05 . 0 ,
95 . 0 1 ,
95 . 0
95
2 . 0
2 . 0
95
95
95
=
=
=
=

The rainfall value which has non exceedence probability of 0.95 is 14.98 mm.

M6L3
Q1. In a particular earthquake prone zone, the interarrival time between successive earthquakes
follows an exponential distribution. If, on an average, an earthquake occurs in this zone once in 8
years, find the expected time till the third earthquake.
Soln.
The interarrival time between successive earthquakes is given by

( ) 0
8
1
8

\
|
=

x e x f
x
X

The time till the third earthquake is described by the sum of three exponential distributions. It is
given by the gamma distribution
( )
( )
8 , 3 and 0
1
1
= =

x e x x f
x
X


So, the expected time till the third earthquake is the mean ( ) years 24 8 3 = = .

Q2. In a certain river, streamflow is a random variable having gamma distribution with 25 =
and 55 = . If the streamflow is greater than the 1500 m
3
/s, then the neighboring areas get
inundated. What is the probability that the neighboring area will get inundated ?
Soln.
The streamflow is given by gamma distribution with 25 = and 55 =
( )
( ) ( )
0
25 55
1
25 55
1
55
24
25
55
1 25
25

x e x e x x f
x x
X

If the streamflow is greater than the 1500 m
3
/s, then the neighboring areas get inundated. The
probability that the neighboring area will get inundated is given by
[ ] [ ]
( )
3058 . 0 6942 . 0 1
25 55
1
1
1500 1 1500
1500
0
55
24
25
= =

=
= >

x
e x
X P X P

Q3. The interarrival time between two successive hurricanes follows an exponential distribution
with a mean of 12 years. Assuming that the time between any two events of hurricanes are
independent of each other, find the probability that the maximum time between two hurricanes
exceeds 25 years over a sequence of 5 hurricanes.
Soln.
The interarrival time, denoted by X, follows exponential distribution with 12 / 1 / 1 = = X
and the maximum time Y between two earthquakes follows extreme value distribution.
In a sequence of 5 hurricanes, there are 4 interarrival periods.
The probability that the maximum interarrival time exceeds 25 years over a sequence of 5
successive hurricanes is
( ) ( ) { } 5875 . 0 1 25 25
4
12
25
4
=
|
|

\
|
= =

e F F
X Y

Q4. In a certain region, the maximum annual daily precipitation has an average of 21.6 cm and a
standard deviation of 2.65 cm.
(a) What is the probability that the maximum annual daily precipitation will exceed 25 cm ?
(b) What is the maximum annual daily precipitation which has return period of 50 years ?
Soln.
(a) The parameters of Gumbel distribution are calculated as
( ) 406 . 20 65 . 2 45 . 0 6 . 21 45 . 0

066 . 2
283 . 1
65 . 2
283 . 1

= = =
= = =
S X
S

Now,
224 . 2
066 . 2
406 . 20 25
=

= y
The probability that the maximum annual daily precipitation will exceed 25 cm is given by
[ ] [ ]
( ) [ ]
( ) [ ]
1025 . 0
8975 . 0 1
224 . 2 exp exp 1
exp exp 1
1
=
=
=
=
= >
y
y Y P y Y P

(b) For T=50 years, 02 . 0
50
1 1
= = =
T
P
[ ]
[ ] [ ]
( ) [ ]
( )
9021 . 3 ,
0202 . 0 exp ,
02 . 0 1 exp exp ,
1 ,
02 . 0
=
=
=
> =
= >
y or
y or
y or
y Y P y Y P Now
y Y P


So, ( ) cm x 468 . 28 406 . 20 066 . 2 9021 . 3 = + =
The maximum annual daily precipitation which has return period of 50 years is 28.468 cm.

Q5. The service life (in hours) of a soil boring equipment is a random variable having Weibull
distribution with 05 . 0 = and = 0.4.
(a) How long can the equipment be expected to last ?
(b) What is the probability that the equipment will be in operating condition after 6000 hours ?
Soln.
(a) The equipment be expected to last for
( ) ( )( ) hours 06 . 5945 3234 . 3 85 . 1788
4 . 0
1
1 05 . 0 4 . 0
1
= = |

\
|
+ =


(b) The probability that the equipment will be in operating condition after 6000 hours is given by
[ ] [ ]
( )
( )
1959 . 0
1 1
6000 1 6000
4 . 0
6000 05 . 0
=
=
= >

e
X P X P


M6L4
Q1. The waste generated from a manufacturing plant is treated daily so that there is 90%
probability that the treated effluent will meet the pollution control standards on a given day.
(a) What is the probability that the treated effluent will not meet the pollution control standards
in exactly 2 of the next 7 days ?
(b) What is the probability that that the treated effluent will not meet the pollution control
standards in atmost 2 of the next 7 days?
Soln.
(a) The probability that the treated effluent will not meet the pollution control standards on a
given day is ( ) 1 . 0 9 . 0 1 =
The probability that the treated effluent will not meet the pollution control standards in exactly 2
of the next 7 days is given by
( ) ( ) ( ) 124 . 0 9 . 0 ) 1 . 0 ( 2
2 7 2
2
7
= = =

C X P
(b) The probability that that the treated effluent will not meet the pollution control standards in
atmost 2 of the next 7 days is given by
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
974 . 0 124 . 0 372 . 0 478 . 0
9 . 0 ) 1 . 0 ( 9 . 0 ) 1 . 0 ( 9 . 0 ) 1 . 0 (
2 1 0 2
5 2
2
7 6 1
1
7 7 0
0
7
= + + =
+ + =
= + = + = =
C C C
X P X P X P X P


Q2. A tower was built to a certain height against a design wind speed of 100 kmph which has a
return period of 20 years.
(a) What is the probability that design wind speed will be exceeded within the return period ?
(b) If the design wind speed is exceeded, then the probability of damage to the tower is 70%;
what is the probability that the tower will be damaged within three years ?
Soln.
(a) The probability that the design wind speed will be exceeded in a given year is
05 . 0
20
1 1
= = =
T
p
The probability that the design wind speed will be exceeded within the return period is
( ) 6415 . 0 3585 . 0 1 05 . 0 1 1
20
= = =
(b) For the tower to be damaged in 3 years, the design wind speed may be exceeded 0,1,2 or 3
times in the 3 year period.
So the probability of no damage in 3 years is
8986 . 0
0 0006 . 0 0406 . 0 8574 . 0
) 05 . 0 ( ) 3 . 0 ( )] 95 . 0 ( ) 05 . 0 ( 3 [ ) 3 . 0 ( ] ) 95 . 0 )( 05 . 0 ( 3 )[ 3 . 0 ( ) 95 . 0 ( 1
3 3 2 2 2 3
=
+ + + =
+ + + =

So the probability of damage in 3 years is
( ) 1014 . 0 8986 . 0 1 = =
Q3. The drainage system of a city has been designed against a 50 year rainfall. If the design
rainfall is exceeded, then the drains get flooded.
(a) What is the probability that the drains will get flooded for the first time on the second year
after the drainage system is constructed ?
(b) What is the probability that the drains will get flooded for the first time within 2 years after
the drainage system is constructed?
Soln.
(a) The probability of occurrence of a 50 year rainfall in a given year is
02 . 0
50
1 1
= = =
T
p
The probability that the drains will get flooded for the first time on the third year after the
drainage system is constructed is given by
[ ] ( )( )
0196 . 0
02 . 0 1 02 . 0 2
=
= = T P

(b) The probability that the drains will get flooded within 2 years after the drainage system is
constructed is given by
[ ] ( )( )
( )( ) ( )( )
0396 . 0
0196 . 0 02 . 0
98 . 0 02 . 0 98 . 0 02 . 0
02 . 0 1 02 . 0 2
1 2 1 1
2
1
1
=
+ =
+ =
=

=

t
t
T P

Q4. In a certain stretch of a highway, the average number of accidents is 4 per year. Assuming
that the occurrence of accidents is a Poisson process,
(a) what is the probability that there would be no accidents on the highway next year?
(b) what is the probability that there would be exactly 3 accidents next year?
(c) what is the probability that there would be 4 or more accidents next year?
Soln.
(a) The average number of accidents is 4 per year i.e, the mean rate of occurrence 4 =
Now, ( ) 4 1 4 = = t
The required number of accidents 0 = x .
The probability that there would be no accidents on the highway next year is given by
( )
( )
0183 . 0
! 0
4
!
0
4
0
= = = =

e e
x
t
X P
t
x
t

(b) The required number of accidents 3 = x .
The probability that there would be exactly 3 accidents next year is given by
( )
( )
1952 . 0
! 3
4
!
3
4
3
= = = =

e e
x
t
X P
t
x
t

(c) The required number of accidents 4 = x or more.
The probability that there would be 4 or more accidents next year is given by
( )
5667 . 0
1952 . 0 1465 . 0 0733 . 0 0183 . 0 1
!
4
1
!
4
4
3
0
4
4
4
=
=
|
|

\
|
=
|
|

\
|
=

x
x
x
x
t
e
x
e
x
X P

Q5. In an extensive construction project, mean number of boulders encountered during soil
boring is 2 per 50 m. Assuming that the occurrence of boulders during soil boring is a
Poisson process,
(a) What is the probability that exactly 1 boulder will be encountered within the next 30 m ?
(b) What is the probability that atmost 2 boulders will be encountered within the next 50 m ?
Soln.
(a) The required number of boulders encountered 1 = x in 30 m.
The average number of boulders encountered is 2 per 50 m, i.e, the mean rate of occurrence
50
2
=
( ) 2 . 1 30
50
2
, = |

\
|
= t Now
The probability that exactly 1 boulder will be encountered within the next 30 m is given by
( )
( ) ( )
3614 . 0
! 1
2 . 1
!
1
2 . 1
1
= = = =

e e
x
t
X P
t
x
t

(b) The required number of boulders encountered is atmost 2 in 50 m, i.e, 2 = x or less.
The average number of boulders encountered is 2 per 50 m, i.e, the mean rate of occurrence
50
2
=
( ) 2 50
50
2
, = |

\
|
= t Now
The probability that atmost 2 boulders will be encountered within the next 50 m is given by
( )
( )
6767 . 0
2707 . 0 2707 . 0 1353 . 0
! 2
2
! 1
2
! 0
2
!
2
2
2
2
1
2
0
2
0
=
+ + =
|
|

\
|
+
|
|

\
|
+
|
|

\
|
=
|
|

\
|
=

=

e e e
e
x
t
X P
x
t
x
t

Q6. If a steel component has a mean working strength of 110 MPa with a standard deviation of
20 MPa, what is the probability that a sample mean strength of a sample of 10 such steel
components will be between 90 MPa and 120 MPa ?
Soln.
10 , 20 , 110 , 120 , 90
2 1
= = = = = n MPa MPa MPa X MPa X
Now,
( )
( ) ( )
( ) [ ]
[ ]
9427 . 0
0002 . 0 9429 . 0
9992 . 0 1 9429 . 0
16 . 3 1 9429 . 0
16 . 3 ) 58 . 1
58 . 1 16 . 3 ,
58 . 1
10 / 20
110 120
16 . 3
10 / 20
110 90
2 1
=
=
=
=
=

=

= =

=
Z P
Z P Z P
Z P Now
Z and Z

The probability that a sample mean strength of a sample of 10 such steel components will be
between 90 MPa and 120 MPa is 9427 . 0 .

M7L1
Q1. The interarrival time of rainstorms in a certain catchment is expressed by an exponential
distribution
( )

t
T
e t f

=
1

The time between successive rainstorms was observed as 22 days, 4 days, 35 days, 18 days , 14
days, 8 days.
Determine the mean inter arrival time by the
a) method of moments
b) the maximum likelihood method.
Soln.
(a) The first moment about the origin of f
x
(x) is
[ ]
days t X Therefore
or
e te or
dt te
i
i
t t
t
83 . 16
6
1
,
,
,
1
6
1
0
/ /
0
/
= = = =
=
+ =
=

(b) Assuming random sampling, the likelihood function of the observed values is
( )
( ) |

\
|
=
|

\
|
=

=
6
1
6
6
1
6 2 1
1
exp
exp
1
; ,... ,
i
i
i
i
t
t
t t t L

The estimator can now be obtained by differentiating the likelihood function L with respect to .
Hence,
days or
t or
t or
t t or
t
t t
L
i
i
i
i
i
i
i
i
i
i
i
i
i
i
83 . 16 ,
6
1
,
6
1
,
0
1
exp
1
6 ,
0
1
exp
1
exp 6
6
1
6
1
6
1
6
1
8
2
6
1
6
1
6
6
1
7
=
=
=
= |

\
|

)
`

+
= |

\
|
+ |

\
|
=

=
=
= =

=
=

Q2. Fifty steel rod specimens are selected from a large batch and they are tested under identical
conditions. The sample mean of the tensile strength of these steel rods is found to be 104 MPa. If
the standard deviation of the population is known to be 16.5 MPa, determine the 99% and the
95% confidence interval of the mean tensile strength of the steel rod specimens.
Soln.
(a) For the 99% confidence interval,
1-=1-0.99=0.01
From the standard normal table,
( )
( )
( )
575 . 2 ,
995 . 0 ,
005 . 0 1 ,
2
1
005 . 0
005 . 0
005 . 0
2 /
=
=
=
=
z or
z Z P or
z Z P or
z Z P

( ) 00 . 6 575 . 2
50
5 . 16
,
2 /
= =

z
n
Now
The 99% confidence interval of the mean tensile strength of the steel rod specimens is
( )
( ) MPa e i
MPa
110 ; 98 , .
0 . 6 104 ; 0 . 6 104 +

(c) To determine the 95% confidence interval,
( )
( )
96 . 1 ,
975 . 0 ,
2
05 . 0
1
005 . 0
025 . 0
025 . 0
=
=
=
z or
z Z P or
z Z P

( ) 57 . 4 96 . 1
50
5 . 16
,
2 /
= =

z
n
Now
The 95% confidence interval of the mean tensile strength of the steel rod specimens is
( )
( ) MPa e i
MPa
57 . 108 ; 43 . 99 , .
57 . 4 104 ; 57 . 4 104 +

It is more likely that the larger interval will contain the mean value than the smaller one. Hence
the 99% confidence interval is larger than the 95% confidence interval.

M7L2
Q1. A random sample of 50 steel rod specimens were selected from a batch of steel rods
prepared under identical conditions. The sample mean of the tensile strength of these steel rods is
found to be 104 MPa and the sample standard deviation is found to be 16.5 MPa. Determine the
99% confidence interval of the mean tensile strength of the steel rod specimens.
Soln.
Here 50 = n .
So,
n S
X
/

has a t-distribution with ( ) 49 1 . . = = n f o d degrees of freedom.
For the 99% confidence interval, /2=0.005
From the t-Distribution table, we get the value of
49 , 005 . 0
t for 49 995 . 0 = = f and p ,
684 . 2
49 , 005 . 0
= t
( ) 26 . 6 684 . 2
50
5 . 16
,
1 , 2 /
= =
n
t
n
Now

The 99% confidence interval of the mean tensile strength of the steel rod specimens is
( )
( ) MPa e i
MPa
26 . 110 ; 74 . 97 , .
26 . 6 104 ; 26 . 6 104
99 . 0
99 . 0
=
+ =

[Note: This interval is larger compared to that where the standard deviation of the population
was known. This is expected because uncertainty is greater when the standard deviation is
unknown.]

Q2. In a particular construction site, the in situ density of soil is measured at 15 different
locations. The sample variance is found to be ( )
2
3 2
/ 442 m KN s = . What is the 95% upper
confidence limit of the population variance
2
?
Soln.
Sample size n = 15, sample variance ( )
2
3 2
/ 442 m KN s =
So
( )
2
2
1

s n
will have chi-square distribution with ( ) 14 1 = n degrees of freedom.
Now, from chi-square tables, for 15 05 . 0 = = n and ,
57 . 6
14 , 05 . 0 1 ,
= =

c c
n

Hence, the 95% upper confidence limit of the population variance
2
is
( )
( )
2
3
1 ,
2
/ 86 . 941
57 . 6
) 442 ( 14 1
m KN
c
s n
n
= =

Q3. While assembling laboratory equipments in a factory, it was found that 24 out of the 100
equipments assembled were defective.
(a) What is the proportion p of assembled laboratory equipments that will not be defective ?
(b) What is the 95% confidence interval of p ?
Soln.
(a) The point estimate of proportion p of assembled laboratory equipments that will not be
defective is given by
76 . 0
100
24 100
=

= p
(b) The 95% confidence interval of p is
( )
( ) 843 . 0 ; 677 . 0 ,
083 . 0 76 . 0 ; 083 . 0 76 . 0 ,
100
) 76 . 0 1 ( 76 . 0
96 . 1 76 . 0 ;
100
) 76 . 0 1 ( 76 . 0
96 . 1 76 . 0 , .
) 1 (
;
) 1 (

2 / 2 /
or
or
e i
n
p p
z p
n
p p
z p
+
|
|

\
|

+

|
|

\
|

+

M7L3
Q1. The specifications for a certain timber construction project require timber with mean
modulus of rupture 30 N/mm
2
. If 8 timber specimens selected at random have a mean breaking
strength of 28.5 N/mm
2
with a standard deviation of 2.5 N/mm
2
, test the null hypothesis =30
N/mm
2
against the alternative hypothesis <30 N/mm
2
at the 0.01 level of significance. Assume
that the population distribution is normal.
Soln.
Here, the sample size is small and the population variance
2
is unknown. And the sample is
drawn from a normal population. So the statistic
n s
X
t
/
0

= follows t distribution with
( ) ( ) 7 1 8 1 = = n degrees of freedom.
The steps of testing are as follows:
(i) Null Hypothesis H
0
: =30 N/mm
2

Alternative Hypothesis H
a
: <30 N/mm
2

(ii) Level of significance =0.01
(iii) Criteria:
The null hypothesis is to be rejected if 998 . 2 < t , where 2.998 is the value of
01 . 0
t for 7 degrees
of freedom.
(iv) Calculation of the value of the statistic:
697 . 1
8 / 5 . 2
30 5 . 28
/
0
=

=
n s
X
t


As 998 . 2 697 . 1 > so the null hypothesis cannot be rejected at the significance level of 0.01.

Q2. A sample n
1
=35 current meters has mean lifetime of 5200 hours with a standard deviation
of 350 hours. Another sample n
2
=35 current meters of a different make has mean lifetime of
4950 hours with a standard deviation of 435 hours..Can it be claimed that the current meters of
the first make are superior in terms of the lifetime at 0.05 level of significance ?
Soln.
The null hypothesis is H
0
:
1

2
=0.
The alternative hypothesis is H
1
:
1

2
>0 .


The level of significance =0.05
The criteria for rejection of the null hypothesis is
( )
645 . 1
0
2
2
2
1
2
1
2 1
>
+

=
n
s
n
s
X X
Z
Now,
( )
65 . 2
35
435
35
350
0 4950 5200
2 2
=
+

= Z
As 2.65 is greater than 1.645, so the null hypothesis must be rejected at 0.05 level of
significance.
For 2.65 Z = , the P value is 0.004

Q3. The field densities of soil at two regions A and B are tested. The random sample readings
are as follows:

Field Density of soil (KN/m
3
)
Reg. A 1653 1611 1708 1730 1681 1604 1658 - -
Reg. B 1648 1665 1678 1740 1743 1690 1613 1685 1735

Use 0.01 level of significance to test whether the difference between the means of the soil
densities at the two locations is significant.
Soln.
The null hypothesis is H
0
:
1

2
=0.
The alternative hypothesis is H
1
:
1

2
0 .


The level of significance =0.01
The criteria for rejection of the null hypothesis is 977 . 2 977 . 2 > < t or t
Where
|
|

\
|
+

=
2 1
2 1
1 1
n n
S
X X
t
p

and 2.977 is the value of
005 . 0
t for ( ) 14 2 9 7 = + degrees of freedom.
Now, 3 . 1975 , 2191 , 6 . 1688 , 6 . 1663
2
2
2
1
2 1 = = = = s s x x
And
( ) ( ) ( )( ) ( )( )
47 . 45 ,
7 . 2067
14
3 . 1975 8 2191 6
2
1 1
2 1
2
2 2
2
1 1 2
=
=
+
=
+
+
=
p
p
S or
n n
s n s n
S

Hence
09 . 1
5039 . 0
5498 . 0
9
1
7
1
47 . 45
6 . 1688 6 . 1663
1 1
2 1
2 1
=

=
|

\
|
+

=
|
|

\
|
+

=
n n
S
X X
t
p

As 09 . 1 is less than 977 . 2 but greater than 977 . 2 , the null hypothesis cannot be rejected at
the 0.01 level of significance.
Q4. The maximum permitted population standard deviation in the tensile strength of steel rods
is 22 MPa. Use the 0.05 level of significance to test the null hypothesis = 22 MPa against the
alternative hypothesis > 22 MPa, if the tensile strength of 20 randomly selected steel rods s =
25 MPa

.
Soln.
Here null hypothesis is MPa 22 =


The alternative hypothesis is MPa 22 >
Level of significance =0.05
The criteria for rejection of null hypothesis is 1 . 30
2
>
where
( )
2
0
2
2
1

s n
=
and 30.1 is the value of ( ) 19 1 20
2
05 . 0
= for degrees of freedom.
Now,
( )
( )( )
( )
53 . 24
22
25 1 20
1
2
2
2
0
2
2
=

s n

As 24.53 is less than 30.1, the null hypothesis cannot be rejected at the 0.05 level of significance.

Q5. It is to be determined whether there is less variability in the treatment efficiency of waste
water through process A than that in process B. If the residual pollutant concentration of 8
random samples of the treated waste water through process A and 9 random samples of the
treated waste water through process B are tested, it is found that s
1
=0.15 mg/L

and s
2
=0.35 mg/L.
Test the null hypothesis
1
2
=
2
2
against the alternative hypothesis
1
2
<
2
2
at the 0.05 level of
significance.
Soln.
Here n
1
=8, n
2
=9
Here null hypothesis is
1
2
=
2
2


The alternative hypothesis is
1
2
<
2
2

Level of significance =0.05
The criteria for rejection of null hypothesis is F>3.5
where
2
1
2
2
/ s s F =
and 3.5 is the value of 8 7
05 . 0
and for F degrees of freedom respectively.
Now,
( )
( )
44 . 5
15 . 0
35 . 0
2
2
2
1
2
2
= = =
s
s
F
As 5.44 is greater than 3.5, so the null hypothesis must be rejected at the 0.05 level of
significance.
Q6. The daily consumption of water in a town for a month is given below. Check whether the
daily consumption follows normal distribution or not by plotting on normal probability paper.
Determine the mean daily consumption and the standard deviation.
Day Cons.
(ML)
Day Cons.
(ML)
Day Cons.
(ML)
Day Cons.
(ML)
Day Cons.
(ML)
Day Cons.
(ML)
1 15.60 6 18.82 11 12.36 16 13.80 21 16.95 26 14.67
2 10.52 7 16.27 12 15.36 17 16.13 22 8.90 27 10.75
3 12.74 8 12.63 13 14.77 18 11.37 23 18.06 28 13.45
4 11.80 9 15.07 14 11.66 19 13.00 24 16.77 29 14.44
5 17.00 10 13.94 15 12.79 20 13.29 25 15.31 30 15.07

Soln.
The daily consumptions of water are first arranged in ascending order. Then their plotting
positions are determined by m/(N+1), where N=30 and m=rank of the observed data point when
arranged in ascending order of their values.
The normal probability plot is prepared and the data is found to plot almost as a straight line.
Thus the daily consumption of water follows normal distribution.



Fig. Normal Probability Plot

From the plot, the value of daily consumption of water corresponding to cumulative probability
of 0.5 is 14.5 ML . Thus the mean daily consumption of water is 14.5 ML.
The standard deviation is given by the inverse of the slope of the straight line. It is obtained
roughly as 6.28 ML.

M7L4
Q1. The crushing strengths of M25 concrete cubes were tested in the laboratory. Based on the
test results, normal distribution function appears suitable in describing the strength of the
concrete cubes. Use the
2
test to determine the goodness of fit of normal distribution at the 5%
significance level.
P
r
o
b
a
b
i
l
i
t
y

Daily Consumption (Million Litres)
Interval of crushing strength
(KN/m
3
)
Observed frequency n
i

<20 2
20-22 7
22-24 23
24-26 39
26-28 17
28-30 9
>30 3

Soln.
The observed and theoretical frequencies and the errors are computed in tabular form. As the
parameters of the normal distribution are estimated from sample mean and sample variance,
hence the degrees of freedom for the distribution is ( ) 4 3 7 = = f . At the 5% significance level
and for f =4, the value of 49 . 9
2
3 , 95 . 0
=
Interval of crushing
strength (KN/m
3
)
Observed frequency n
i
Theoretical frequency
e
i

( )
i
i i
e
e n
2

<20 2 1.75 0.0375
20-22 7 8.48 0.2583
22-24 23 23.19 0.0016
24-26 39 32.56 1.2738
26-28 17 23.5 1.7979
28-30 9 8.71 0.0097
>30 3 1.81 0.7824

Comparing the value of 49 . 9
2
3 , 95 . 0
= with
( )
159 . 4
2
=

i
i i
e
e n
, it can be can be found that
4.159<9.49. Thus, it can be concluded that the crushing strengths of M25 concrete cubes follow
normal distribution.

M7L5
Q1. The average monthly evapotranspiration can be predicted from the average temperature and
average wind speed by the following model.
( )
2 2 1 1 0 2 1
, | x x x x Y E + + =
where Y: average monthly evapotranspiration (in mm)
x
1
: average wind speed (in kmph)
x
2
: average temperature (in degree Celsius)
Obs No. Evapotranspiration
(Y) (mm)
Wind speed (x1)
(kmph)
Temp (x2) (mm)
1 7 12 22.30
2 6 10 24.50
3 5 8 22.30
4 11 15 21.90
5 13 19 25.60
6 12 22 26.20
7 26 25 27.80
8 11 14 23.80
9 13 18 29.00
10 11 13 27.40
Sum 115.000 156 250.800
Mean 11.500 16 25.080

Determine
0
,
1
and
2
and evaluate the conditional variance ( )
2 1
, | x x Y Var . Also find the
correlation coefficient r
2
.
Soln.
The required calculations for multiple linear regression are shown in tabular form.
Obs
No.
ET (Y)
(mm)
W
spd
(x1)
(kmp
h)
Temp
(X2)
(mm)
(x
1i
-
x
1mean
)
2

(x
2i
-
x
2mean
)
2

(x
1i
-
x
1mean
)
(x
2i
-
x
2mean
)
(x
1i
-
x
1mean
)(y
i
-
y
mean
)
(x
2i
-
x
2mean
)(y
i
-
y
mean
)

1 7 12 22.30 13 7.728 10.008 16 12.51 7.63 0.399
2 6 10 24.50 31 0.336 3.248 31 3.19 6.41 0.171
3 5 8 22.30 58 7.728 21.128 49 18.07 4.10 0.808
4 11 15 21.90 0 10.11 1.908 0 1.59 10.18 0.674
5 13 19 25.60 12 0.270 1.768 5 0.78 14.63 2.656
6 12 22 26.20 41 1.254 7.168 3 0.56 17.43 29.448
7 26 25 27.80 88 7.398 25.568 136 39.44 20.47 30.557
8 11 14 23.80 3 1.638 2.048 1 0.64 9.77 1.514
9 13 18 29.00 6 15.36 9.408 4 5.88 14.59 2.539
10 11 13 27.40 7 5.382 -6.032 1 -1.16 9.78 1.482
Sum 115.000 156 250.80 258 57.21 76.220 247 81.500 70.247
Mean 11.500 16 25.080 26

From the table, the following can be calculated
( )
( ) ( )( ) ( )( )
( )( ) ( ) ( )( )



= +
= +
=

= = = = = =
= = = =
y y x x x x x x x x and
y y x x x x x x x x Now
s y y s y
x x
i i i i i
i i i i i
x x Y i Y
2 21
2
2 21 2 1 1 2 21 1
1 1 2 21 1 1 2
2
1 1 1
2
, |
2
2
2 1
,
035 . 10
1 2 10
247 . 70
, 28 . 34
9
1
, 5 . 11
10
115
08 . 25
10
80 . 250
, 16
10
156
2 1

Therefore,
5 . 81 22 . 57 22 . 76
247 22 . 76 258
2 1
2 1
= +
= +



Solving the above equations,
5 . 8
249 . 0 , 8825 . 0
2 2 1 1 0
2 1
= =
= =
x x


Correlation coefficient is 707 . 0
28 . 34
035 . 10
1
2
= = r
Thus, the mean monthly evapotranspiration (in mm) is given by
( )
2 1 2 1
249 . 0 8825 . 0 5 . 8 , | x x x x Y E + + =
(where x
1
: average wind speed (in kmph), x
2
: average temperature (in degree Celsius))
The conditional variance ( ) 035 . 10 , |
2 1
= x x Y Var and the correlation coefficient 707 . 0
2
= r .

M7L6
Q1. The coefficient of correlation between rainfall and runoff in a certain catchment is 0.61.
Given the following data,
Mean Standard Deviation
Rainfall (cm) 20.5 2.6
Runoff (cm) 7.5 1.25


(a) Find the runoff when rainfall is 18 cm.
(b) Find the rainfall when the runoff is 5 cm.
Soln.
Let Y be runoff and X be rainfall.
So, for estimating the runoff, we have to use the regression of Y on X and for the purpose of
estimating the rainfall, we have to use the regression of X on Y.
Now,
61 . 0
, 25 . 1 , 6 . 2
, 5 . 7 , 5 . 20
=
= =
= =

y x
Y X

Therefore, regression coefficients are :
293 . 0
6 . 2
25 . 1
61 . 0
269 . 1
25 . 1
6 . 2
61 . 0
|
|
= =
= =
X Y
Y X

Hence, the regression equation of Y on X is
( )
494 . 1 293 . 0
5 . 20 293 . 0 5 . 7
) (
|
+ =
=
=
X Y
X Y
x x y y
X Y

Similarly, the regression equation of X on Y is
( )
98 . 10 269 . 1
5 . 7 269 . 1 5 . 20
) (
|
+ =
=
=
Y X
Y X
y y x x
Y X

(a) When rainfall i.e, X = 18 cm,
Runoff is
( )
cm
X Y
698 . 6
494 . 1 18 293 . 0
494 . 1 293 . 0
=
+ =
+ =

(b) When runoff i.e, Y = 5 cm,
Rainfall is
( )
cm
Y X
33 . 17
98 . 10 5 269 . 1
98 . 10 269 . 1
=
+ =
+ =