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Homework #4. Due: Friday, September 19, 2003.

<KEY> IE 230

Textbook: D.C. Montgomery and G.C. Runger, Applied Statistics and Probability for
Engineers, John Wiley & Sons, New York, 2003. Chapter 2, Sections 2.62.7.
1. (Montgomery and Runger, Problem 299) A new analytical method to detect pollutants in
water in being tested. This new method of chemical analysis is important because, if
adopted, if could be used to detect three different contaminantsorganic pollutants,
volatile solvents, and chlorinated compoundsinstead of having to use a single test for
each pollutant.
The makers of the test claim that it can detect high levels of organic pollutants with
99.7% accuracy, volatile solvents with 99.95% accuracy, and chlorinated compounds
with 89.7% accuracy. If a pollutant is not present, the test does not signal. Samples are
prepared for the calibration of the test, with 60% of them contaminated with organic
pollutants, 27% with volatile solvents, and 13% with traces of chlorinated compounds.
A test sample is selected randomly.
(a) What is the experiment?
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Select one "sample" of the prepared water and test it.
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(b) Define useful event notation.
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Let O = "water with organic pollutants is selected".
Let V = "water with volatile solvents is selected".
Let C = "water with chlorinated compounds is selected".
Let D = "pollutant is detected".
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(c) Write the given information in your notation.
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P(O ) = 0.60
P(V ) = 0.27
P(C ) = 0.13
P(D | O ) = 0.997
P(D | V ) = 0.9995
P(D | C ) = 0.897

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(d) In your notation, write the probability that the test will signal.
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P(D )

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(e) Determine the probability from Part (d).
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P(D )

=
=
=
=

P(D | O )P(O ) + P(D | V )P(V ) + P(D | C )P(C )


(0.997)(0.60) + (0.9995)((0.27) + (0.897)(0.13)
0.5982 + 0.2699 + 0.1166
0.9853

Total Probability
Substitute known values
Simplify
Simplify

(Comment: Is it obvious that the answer must lie between 0.897 and 0.9995?)
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Schmeiser

Homework #4. Due: Friday, September 19, 2003.

<KEY> IE 230

(f) In your notation, write the probability that chlorinated compounds are present given
that a pollutant is detected.
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P(C | D )

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(g) Determine the probability from Part (f).
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P(C | D )

P(D | C )P(C )
= hhhhhhhhhhhh
P(D )
(0.897)(0.13)
= hhhhhhhhhhhh
0.9853
= 0.1183

Baby Bayess Rule


Substitute known values
Simplify

(Comment: Notice that the numerator is one of the terms in the denominator.)
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2. (Montgomery and Runger, Problem 290) A circuit operates if and only if there is a path
of function devices from left to right. Assume that each device operates (or not)
independently of the other devices.
There are six devices, arranged three in a top path and three in a bottom path. The
operating probabilities of the top three devices are 0.9, 0.8, and 0.7, respectively. The
operating probabilities of the bottom three devices are all 0.95.
(a) Sketch the network of devices.
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The textbooks figure is good.
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(b) Define useful event notation.
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Let Di = "device i operates for i = 1, 2,..., 6".
Let W = "the circuit operates (i.e., works)".
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(c) Write the given information in terms of your notation.
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P(D 1) = 0.9
P(D 2) = 0.8
P(D 3) = 0.7
P(D 4) = 0.95
P(D 5) = 0.95
P(D 6) = 0.95
All events Di are independent of each other.

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(d) In your notation, write the event that there is flow through the top path.
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P(D 1 D 2 D 3)

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Schmeiser

Homework #4. Due: Friday, September 19, 2003.

<KEY> IE 230

(e) Determine the probability that there is flow through the top path.
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P(D 1 D 2 D 3)

= P(D 1)P(D 2)P(D 3)


= (0.9)(0.8)(0.7)
= 0.5040

Independence
Substitute known values
Simplify

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(f) In your notation, write the event that there is flow through the bottom path.
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P(D 4 D 5 D 6)

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(g) Determine the probability that there is flow through the bottom path.
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P(D 4 D 5 D 6)

= P(D 4)P(D 5)P(D 6)


= (0.95)(0.95)(0.95)
= 0.8574

Independence
Substitute known values
Simplify

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(h) In your notation, write the event that there is flow through the network (i.e, either
path).
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P[(D 1 D 2 D 3) (D 4 D 5 D 6)]

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(i) Determine the probability that there is flow through the network.
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P[(D 1 D 2 D 3) (D 4 D 5 D 6)]
= P(D 1 D 2 D 3) + P(D 4 D 5 D 6)
P[(D 1 D 2 D 3) (D 4 D 5 D 6)]
= 0.5040 + 0.8574 P[(D 1 D 2 D 3) (D 4 D 5 D 6)]
= 0.5040 + 0.8574 P(D 1)P(D 2) . . . P(D 6)
= 0.5040 + 0.8574 (0.9)(0.8)(0.7)(0.95)(0.95)(0.95)
= 0.5040 + 0.8574 0.4321
= 0.929

Always true
Substitute known values
Independent events
Independent events
Simplify
Simplify

(Comment: Is it obvious that the answer must be larger than both 0.504 and 0.8574?)
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Schmeiser

Homework #4. Due: Friday, September 19, 2003.

<KEY> IE 230

3. Consider the Sexual Transmitted Disease case study.


(a) Explain why P(Tij | Di ) = 0 is reasonable.
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A partner without the STD cannot transmit.
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(b) Suppose that there are n = 5 partners. Explain in words the meaning of T 1 T 2.
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Either the first or the second partner transmitted the STD.
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(c) Explain the difference between the probabilities that are listed under "Model
Parameters" and the probabilities that are under "Model Conclusions".
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Model parameters are specified by the user so that the
results will pertain to a particular situation.
Model conclusions are calculated from the model parameters
and the model logic.
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(d) For a given set of model parameters, explain intuitively why P(i =1Ti ) P(i =1Ti ).
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Contact with yet another partner cannot reduce the likelihood


of transmitting the STD.
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(e) Suppose that P(i =1Ti ) = P(i =1Ti ). Explain what you know about Partner 5.
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4

Partner 5 is assumed to be completely safe.


That is, Partner 5 is assumed to have no STD,
or that condoms are always used and are completely effective.
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(f) What is the sign of the first derivative of probability of having a STD with respect to
each of the model parameters tc , tn , n , pi , ni , and ci ?
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All signs are positive.
Technically, there is no derivative with respect to the integer n ,
but the first differences are positive.
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