Probability Module - HW 2
September 27, 2021
Instructions:
• Please submit a pdf file with your solutions. It would be preferable to upload it in Latex but
if this is not possible a scanned copy of your work is fine too. The assignment is due next
Sunday (10-Oct).
• Attempt all questions. If you are scanning your handwritten solution please try to answer
sequentially and legibly. Students can discuss the questions together in groups but have to
individually type/write up their own solutions. You may not copy solutions found from the
internet.
The questions are taken from Chapters 6, 7 and 8 of Ross (5th. ed).
Chapter 6: 7, 12, 30
Chapter 7: 1, 8, 41, 64
Chapter 8: 6, 21, 32
The questions are reproduced below to help those who may not have easy access to the textbook.
Chapter 6:
7. A six-sided die, in which each side is equally likely to appear, is repeatedly rolled until
the total of all rolls exceeds 400. Approximate the probability that this will require more than
140 rolls.
12. An instructor knows from past experience that student exam scores have mean 77 and
standard deviation 15. At present the instructor is teaching two separate classes — one of size 25
and the other of size 64.
(a) Approximate the probability that the average test score in the class of size 25 lies
between 72 and 82.
(b) Repeat part (a) for a class of size 64.
(c) What is the approximate probability that the average test score in the class of size 25
is higher than that of the class of size 64?
(d) Suppose the average scores in the two classes are 76 and 83. Which class, the one of
size 25 or the one of size 64, do you think was more likely to have averaged 83?
30. A certain component is critical to the operation of an electrical system and must be
replaced immediately upon failure. If the mean lifetime of this type of component is 100 hours
and its standard deviation is 30 hours, how many of the components must be in stock so that the
probability that the system is in continual operation for the next 2000 hours is at least .95?
1
Chapter 7:
1. Let X1, ..., Xn be a sample from the distribution whose density function is
−(x−θ )
𝑓(𝑥) = { 𝑒 x ≥ θ
0 otherwise
Determine the maximum likelihood estimator of θ.
8. An electric scale gives a reading equal to the true weight plus a random error that is normally
distributed with mean 0 and standard deviation σ = .1 mg. Suppose that the results of five successive
weighings of the same object are as follows: 3.142, 3.163, 3.155, 3.150, 3.141.
(a) Determine a 95 percent confidence interval estimate of the true weight.
(b) Determine a 99 percent confidence interval estimate of the true weight.
41. A civil engineer wishes to measure the compressive strength of two different types of concrete. A
random sample of 10 specimens of the first type yielded the following data (in psi)
Type 1: 3,250, 3,268, 4,302, 3,184, 3,266,
3,297, 3,332, 3,502, 3,064, 3,116
whereas a sample of 10 specimens of the second yielded the data:
Type 2: 3,094, 3,106, 3,004, 3,066, 2,984,
3,124, 3,316, 3,212, 3,380, 3,018
If we assume that the samples are normal with a common variance, determine
(a) a 95 percent two-sided confidence interval for μ1 − μ2, the difference in means;
(b) a 95 percent one-sided upper confidence interval for μ1 − μ2;
(c) a 95 percent one-sided lower confidence interval for μ1 − μ2.
64. Each item produced will, independently, be defective with probability p. If the prior distribution on
p is uniform on (0, 1), compute the posterior probability that p is less than .2 given
(a) a total of 2 defectives out of a sample of size 10;
(b) a total of 1 defective out of a sample of size 10;
(c) a total of 10 defectives out of a sample of size 10.
2
Chapter 8:
6. It is known that the average height of a man residing in the United States is 5 feet 10 inches and
the standard deviation is 3 inches. To test the hypothesis that men in your city are “average,” a sample of
20 men have been chosen. The heights of the men in the sample follow:
Man Height in Inches Man
1 72 70.4 11
2 68.1 76 12
3 69.2 72.5 13
4 72.8 74 14
5 71.2 71.8 15
6 72.2 69.6 16
7 70.8 75.6 17
8 74 70.6 18
9 66 76.2 19
10 70.3 77 20
What do you conclude? Explain what assumptions you are making.
21. A producer specifies that the mean lifetime of a certain type of battery is at least 240 hours. A
sample of 18 such batteries yielded the following data:
237 242 232
242 248 230
244 243 254
262 234 220
225 236 232
218 228 240
Assuming that the life of the batteries is approximately normally distributed, do the data indicate that the
specifications are not being met?
32. It is argued that the resistance of wire A is greater than the resistance of wire B. You make tests on
each wire with the following results.
Wire A Wire B
(ohm) (ohm)
0.14 0.135
0.138 0.14
0.143 0.136
0.142 0.142
0.144 0.138
0.137 0.14
What conclusion can you draw at the 10 percent significance level? Explain what assumptions you are
making.
