CS-433: Simulation and Modeling Modeling and Probability Review

Similar documents
Probability and Random Variable Primer

Applied Stochastic Processes

PhysicsAndMathsTutor.com

CS 798: Homework Assignment 2 (Probability)

Chapter 1. Probability

3.1 Expectation of Functions of Several Random Variables. )' be a k-dimensional discrete or continuous random vector, with joint PMF p (, E X E X1 E X

Engineering Risk Benefit Analysis

j) = 1 (note sigma notation) ii. Continuous random variable (e.g. Normal distribution) 1. density function: f ( x) 0 and f ( x) dx = 1

UNIVERSITY OF TORONTO Faculty of Arts and Science. December 2005 Examinations STA437H1F/STA1005HF. Duration - 3 hours

Lecture 3: Probability Distributions

First Year Examination Department of Statistics, University of Florida

Notes prepared by Prof Mrs) M.J. Gholba Class M.Sc Part(I) Information Technology

ANSWERS. Problem 1. and the moment generating function (mgf) by. defined for any real t. Use this to show that E( U) var( U)

Statistics Spring MIT Department of Nuclear Engineering

x = , so that calculated

ANSWERS CHAPTER 9. TIO 9.2: If the values are the same, the difference is 0, therefore the null hypothesis cannot be rejected.

Simulation and Random Number Generation

Expected Value and Variance

The optimal delay of the second test is therefore approximately 210 hours earlier than =2.

Analysis of Discrete Time Queues (Section 4.6)

Multiple Choice. Choose the one that best completes the statement or answers the question.

Problem Set 9 - Solutions Due: April 27, 2005

Chapter 4: Probability and Probability Distributions

As is less than , there is insufficient evidence to reject H 0 at the 5% level. The data may be modelled by Po(2).

Statistics II Final Exam 26/6/18

SELECTED PROOFS. DeMorgan s formulas: The first one is clear from Venn diagram, or the following truth table:

6. Stochastic processes (2)

PROBABILITY PRIMER. Exercise Solutions

6. Stochastic processes (2)

Predictive Analytics : QM901.1x Prof U Dinesh Kumar, IIMB. All Rights Reserved, Indian Institute of Management Bangalore

Limited Dependent Variables

= z 20 z n. (k 20) + 4 z k = 4

Randomness and Computation

18.1 Introduction and Recap

1.4. Experiments, Outcome, Sample Space, Events, and Random Variables

Rules of Probability

TCOM 501: Networking Theory & Fundamentals. Lecture 7 February 25, 2003 Prof. Yannis A. Korilis

Lecture 12: Discrete Laplacian

Chapter 3 Describing Data Using Numerical Measures

Statistical analysis using matlab. HY 439 Presented by: George Fortetsanakis

Definition. Measures of Dispersion. Measures of Dispersion. Definition. The Range. Measures of Dispersion 3/24/2014

Marginal Effects in Probit Models: Interpretation and Testing. 1. Interpreting Probit Coefficients

Hydrological statistics. Hydrological statistics and extremes

A Simple Inventory System

Statistics and Quantitative Analysis U4320. Segment 3: Probability Prof. Sharyn O Halloran

Homework Assignment 3 Due in class, Thursday October 15

Module 3 LOSSY IMAGE COMPRESSION SYSTEMS. Version 2 ECE IIT, Kharagpur

Rao IIT Academy/ SSC - Board Exam 2018 / Mathematics Code-A / QP + Solutions JEE MEDICAL-UG BOARDS KVPY NTSE OLYMPIADS SSC - BOARD

Statistics Chapter 4

A random variable is a function which associates a real number to each element of the sample space

Negative Binomial Regression

Introduction to Random Variables

DO NOT OPEN THE QUESTION PAPER UNTIL INSTRUCTED TO DO SO BY THE CHIEF INVIGILATOR. Introductory Econometrics 1 hour 30 minutes

Probability Theory. The nth coefficient of the Taylor series of f(k), expanded around k = 0, gives the nth moment of x as ( ik) n n!

Artificial Intelligence Bayesian Networks

Markov chains. Definition of a CTMC: [2, page 381] is a continuous time, discrete value random process such that for an infinitesimal

Module 14: THE INTEGRAL Exploring Calculus

Introduction to Econometrics (3 rd Updated Edition, Global Edition) Solutions to Odd-Numbered End-of-Chapter Exercises: Chapter 13

Introduction to Continuous-Time Markov Chains and Queueing Theory

Equilibrium Analysis of the M/G/1 Queue

Application of Queuing Theory to Waiting Time of Out-Patients in Hospitals.

MIMA Group. Chapter 2 Bayesian Decision Theory. School of Computer Science and Technology, Shandong University. Xin-Shun SDU

Comparison of Regression Lines

Here is the rationale: If X and y have a strong positive relationship to one another, then ( x x) will tend to be positive when ( y y)

Distributions /06. G.Serazzi 05/06 Dimensionamento degli Impianti Informatici distrib - 1

Statistical tables are provided Two Hours UNIVERSITY OF MANCHESTER. Date: Wednesday 4 th June 2008 Time: 1400 to 1600

Module 2. Random Processes. Version 2 ECE IIT, Kharagpur

NUMERICAL DIFFERENTIATION

Stat 642, Lecture notes for 01/27/ d i = 1 t. n i t nj. n j

Complex Numbers Alpha, Round 1 Test #123

Lecture Notes on Linear Regression

princeton univ. F 13 cos 521: Advanced Algorithm Design Lecture 3: Large deviations bounds and applications Lecturer: Sanjeev Arora

A PROBABILITY-DRIVEN SEARCH ALGORITHM FOR SOLVING MULTI-OBJECTIVE OPTIMIZATION PROBLEMS

THE ROYAL STATISTICAL SOCIETY 2006 EXAMINATIONS SOLUTIONS HIGHER CERTIFICATE

/ n ) are compared. The logic is: if the two

CHAPTER 6 GOODNESS OF FIT AND CONTINGENCY TABLE PREPARED BY: DR SITI ZANARIAH SATARI & FARAHANIM MISNI

Week3, Chapter 4. Position and Displacement. Motion in Two Dimensions. Instantaneous Velocity. Average Velocity

Robert Eisberg Second edition CH 09 Multielectron atoms ground states and x-ray excitations

Credit Card Pricing and Impact of Adverse Selection

A be a probability space. A random vector

Polynomial Regression Models

The Multiple Classical Linear Regression Model (CLRM): Specification and Assumptions. 1. Introduction

Using T.O.M to Estimate Parameter of distributions that have not Single Exponential Family

XII.3 The EM (Expectation-Maximization) Algorithm

Comparison of the Population Variance Estimators. of 2-Parameter Exponential Distribution Based on. Multiple Criteria Decision Making Method

Note 10. Modeling and Simulation of Dynamic Systems

RELIABILITY ASSESSMENT

Section 8.3 Polar Form of Complex Numbers

Beyond Zudilin s Conjectured q-analog of Schmidt s problem

xp(x µ) = 0 p(x = 0 µ) + 1 p(x = 1 µ) = µ

6.3.4 Modified Euler s method of integration

Lecture 16 Statistical Analysis in Biomaterials Research (Part II)

STAT 3008 Applied Regression Analysis

Lecture 4 Hypothesis Testing

Suggested solutions for the exam in SF2863 Systems Engineering. June 12,

% & 5.3 PRACTICAL APPLICATIONS. Given system, (49) , determine the Boolean Function, , in such a way that we always have expression: " Y1 = Y2

AS-Level Maths: Statistics 1 for Edexcel

Queuing system theory

Non-Mixture Cure Model for Interval Censored Data: Simulation Study ABSTRACT

ECONOMICS 351*-A Mid-Term Exam -- Fall Term 2000 Page 1 of 13 pages. QUEEN'S UNIVERSITY AT KINGSTON Department of Economics

Transcription:

CS-433: Smulaton and Modelng Modelng and Probablty Revew Exercse 1. (Probablty of Smple Events) Exercse 1.1 The owner of a camera shop receves a shpment of fve cameras from a camera manufacturer. Unknown to the owner, two of these cameras are defectve. Suppose that the owner selects two of the fve cameras at random and tests them for operablty. a. Descrbe the experment. b. Lst the smple events assocated wth ths experment. c. Defne the followng events n terms of the smple events n part b. A: both cameras are defectve. B: nether camera s defectve. C: at least one camera s defectve. D: the frst camera tested s defectve. d. Fnd P(A), P(B), P(C), and P(D) by usng the smple event approach. Exercse 1.2 The probabltes of varous numbers of falures n a mechancal test are as follows: Pr[0 falures] = 0.21, Pr[l falure] = 0.43, Pr[2 falures] = 0.28, Pr[3 falures] =0.08, Pr[more than 3 falures] = 0. (a) Show ths probablty functon as a graph. (a) Sketch a graph of the correspondng cumulatve dstrbuton functon. (b) What s the expected number of falures, that s, the mathematcal expectaton of the number of falures? Exercse 2. (Condtonal Probablty) Suppose that a person who fals an examnaton s allowed to retake the examnaton but cannot take the examnaton more than three tmes. The probablty that a person passes the exam on the frst, second, or thrd tral s 0.7, 0.8, or 0.9, respectvely. 1. What s the probablty that a person takes the exam twce before passng t? 2. What s the probablty that a person takes the exam three tmes before passng t? 3. What s the probablty that a person passes ths exam?

Exercse 3. (Baye s Rule) 1. Show that P( A B C ) = P( A B C ) P( B C ) 2. Show that P( A B) = P( A C B) P( C B) 3. A manufacturer of ar-condtonng unts purchases 70% of ts thermostats from company A, 20% from company B, and the rest from company C. Past experence shows that.5% of company A s thermostats, 1% of company B s thermostats and 1.5% of company C s thermostats are lkely to be defectve. An ar-condtonng unt randomly selected from ths manufacturer s ar-condtonng unt randomly selected from ths manufacturer s producton lne was found to have a defectve thermostat. Refer to Example 4.24. a. Fnd the probablty that company A suppled the defectve thermostat. b. Fnd the probablty that company B suppled the defectve thermostat. Exercse 4. (Dscrete Random Varable) Let x be a dscrete random varable wth a probablty dstrbuton gven as x 2 1 0 1 p(x) 1/9 1/9 4/9 a. Fnd p(1). b. Fnd μ=e(x). c. Fnd σ, the standard devaton of x. Exercse 5. (Dscrete Random Varable) A polce car vsts a gven neghborhood a random number of tmes x per evenng. p(x) s gven by x 0 1 2 3 p(x) 0.1 0.6 0.2. Fnd E(x).. Fnd σ² usng both the defnton and the computatonal formulas. Verfy that the results are dentcal.. Calculate the nterval μ±2σ and fnd the probablty that the random varable x les wthn ths nterval. Does ths agree wth the results gven n Tchebysheff s Theorem? v. What s the probablty that the patrol car wll vst the neghborhood at least twce n a gven evenng?

Exercse 6. (Dscrete Random Varable) You are gven the followng nformaton. An nsurance company wants to nsure a $80,000 home aganst fre. One n every 100 such homes s lkely to have a fre; 75% of the homes havng fres wll suffer damages amountng to $40,000, whle the remanng 25% wll suffer total loss. Ignorng all other partal losses, what premum should the company charge n order to break even? Exercse 7. (Contnuous Random Varable) Let the contnuous random varable X have the followng PDF. 2 x f x e, x 0 ( x λ λ ) = for some λ > 0. 0 otherwse (a) Verfy that ths does defne a PDF. (b) Fnd E(X). (c) Fnd Var (X). Hnt: ntegraton by parts may come n handy... Exercse 8. (Posson Dstrbuton) Students arrve ndependently at the unversty central lbrary. The number of students arrvng n a gven nterval follows a Posson dstrbuton wth a mean arrval rate of 15 students per hour. 1. What s the dstrbuton of the nter-arrval process? 2. What s the probablty that 30 students wll arrve between 1 pm and 3 pm? 3. If no students have arrved by 1:30pm, what s the probablty that 10 wll arrve between 2 pm and 3 pm? Exercse 9. (Bnomal Dstrbuton) In the past hstory of a certan serous dsease, t has been found that about 1/2 of ts vctms recover. a. Fnd the probablty that exactly 4 of the next 15 patents sufferng from ths dsease wll recover. b. Fnd the probablty that at least 4 of the next 15 patents sufferng wth ths dsease wll recover.

Exercse 10. (Bnomal Dstrbuton) We observe cars arrval to a parkng and t appears that: the probablty of havng one car enterng the parkng s 0.35 durng 5 mnutes from 8 am to 9 am the probablty of havng one car enterng the parkng s 0.45 durng 5 mnutes from 9 am to 10 am 1. What s the probablty of havng 5 cars enterng the parkng between 8H10 am and 8H45 am. 2. What s the probablty of havng 2 cars enterng the parkng between 8H55 am and 9H10 am. Exercse 11. (Exponental Dstrbuton) The lfetme, n years, of a satellte placed n orbt s gven by: f ( x ) = e 0.4 x 0 0.4, x 0 otherwse (a) What s the probablty that the satellte s stll alve after 7 years? (b) What s the probablty that the satellte des durng the frst three years? (c) What s the probablty that the satellte des between 2 and 5 years from the tme t s placed n orbt? Exercse 12. (Ch-Square Dstrbuton) Numbers of people enterng a commercal buldng by each of four entrances are observed. The resultng sample s as follows: Entrance 1 2 3 4 No. of People 49 36 24 41 a) Test the hypothess that all four entrances are used equally. Use the 0.05 level of sgnfcance. b) Entrances 1 and 2 are on a subway level whle 3 and 4 are on ground level. Test the hypothess that subway and ground-level entrances are used equally often. Use agan the 0.05 level of sgnfcance.

Problem. (Foundaton of Posson Process) In ths problem, we propose to analyze the foundaton of the Posson Process. Suppose that the tme axs s dvded nto a large number of small tme segments of wdth Δt. Assume that probablty of a sngle clent arrvng n a tme segment s proportonal to the length of the tme segment Δt, wth a proportonalty constant λ, whch represents the mean arrval rate. We assume that Δt s very small so that the probablty s lower than 1. 1. Compute the followng probabltes P(exactly 1 arrval n [t, t+ Δt]) = P(no arrvals n [t, t+ Δt]) = P(more than 1 arrval n [t, t+ Δt]) = 2. What dstrbuton the above equatons are smlar to? 3. Let us assume that Pn(t) = P(#Arrvals = n at tme t) Let pj(δt) be the probablty of gong from arrvals to j arrvals n a tme nterval of Δt seconds. The state of the system s the number of arrvals. Compute the followng probablty P n (t+ Δt) and express t as a functon of the probablty of exactly one arrval and the probablty of no arrvals n an nterval [t, t+ Δt] as n queston 1. 4. Compute P 0 (t+ Δt) and express t as a functon of the probablty of exactly one arrval and the probablty of no arrvals n an nterval [t, t+ Δt] as n queston 1. 5. Prove that for n 1 ( t ) dpn dt dp0 t dt n 0 λ = λp t + P t = λp t n 1 6. Fnd a soluton for these dfferental equatons and prove that the Posson process s: ( λt ) λt Pn t = e n! 7. Compute the mean and the varance of the Posson Dstrbuton and show that they are equal to n = λ t and σ ² = λ t. 8. Compute the followng probablty P(tme between two consecutve arrvals <=t) and show that the nter-arrval tme s exponentally dstrbuted. n