ENGM2032, Applied Probability and Statistics

Fall 2016

Assignment #6
Due: Thu Nov 3, 2016
1) Suppose that 30% of stocks (from different companies) purchased by a certain stockbroker
have first year returns that exceed expectations.
a) What is the approximate probability that, out of the next 100 stocks purchased by the
broker, more than 40 will have first year returns exceeding expectations?
b) How many stocks should the broker purchase to be 95% sure of having at least 30 with
returns exceeding expectations?
c) If the broker has purchased 100 stocks, then the broker will be 90% confident of having at
least how many of these stocks with returns exceeding expectations?
2) Suppose that the structural load applied to a column at each story of a structure is uniformly
distributed between 24 and 36 kN. If the structure is 30 stories tall and loads are assumed to
act independently, then
a) what is the probability that the total load at the base of the column exceeds 950 kN?
b) if the foundation at the foot of the column is to be designed using a load having only a 5%
chance of being exceeded in this structure, what load should be used in the design?
3) A concrete manufacturer wants to implement quality control of the concrete mixture so
that only 5% of the concrete has compressive strength below 30 MPa (for safety) and only
10% of the concrete has compressive strength above 36 MPa (for cost efficiency). Assuming
compressive strength is normally distributed,
fX (x) =

p1

(x)2
2 2

then what values of and will provide such control? Note that in practice, is set by the
ingredients used in the mixture (the design), while is determined by the amount of care taken
in selecting, measuring, and mixing the ingredients (quality control). That is, quality control
is usually aimed at reducing .
4) Effluent from a chemical plant is passed through a clearing component that actually consists
of two filters. Once the first filter becomes clogged with sediment, the flow is diverted through
the second, nominally identical, filter. Once the second filter becomes clogged, the entire
component is replaced. Suppose that the number of cubic metres of fluid cleared by a single
filter before it becomes clogged is exponentially distributed with mean 10,000 m3 and that
filters become clogged independently.
a) What is the probability that a filter will clean less than 8,000 m3 of fluid before becoming
clogged?
b) What is the probability that a clearing component will need to be replaced prior to its
clearing 16,000 m3 of fluid?
c) If we start measuring the fluid volume from the time that the first clearing component is
put in place, what is the probability that the first, and only, clearing component is replaced
prior to clearing 16,000 m3 of fluid?

ENGM2032, Applied Probability and Statistics

Assignment #6

Fall 2016: pg 2

5) The bearing capacity of a soil to support a load depends on the weakest shear failure path
through the soil. When the soil fails, it squeezes out from under the load by sliding along
this weakest shear failure path. Suppose that tests have shown that the bearing capacity of a
particular soil type follows a Weibull distribution with = 2 and that 90% of the soils have
bearing capacities in excess of 2 MPa. What is this soils median bearing capacity?
6) The head of an engine is held in place by 6 bolts. The engine will fail if any of the bolts fail
that is, there is no redundancy in the system. Suppose that each bolt has an exponentially
distributed lifetime with mean 5 years and assume that bolts fail independently (even though
this is a questionable assumption). Let Ai be the event that the ith bolt lasts at least t years and
let X be the random variable representing the time at which the engine fails due to head bolt
failure.
a) What is the event fX > tg equivalent to, in terms of the Ai s?


b) Using the independence of the Ai s, compute P X

for X. What distribution does X have?

 t . Then obtain the pdf and the cdf

7) Suppose that the tensile strength of a particular wood is lognormally distributed with mean 10
MPa and coefficient of variation 25%. If a random sample of this wood is tested,
a) What is the probability that its tensile strength will lie between 6 and 12 MPa?
b) Suppose that the design tensile strength of this wood is its 10th percentile. What is this
woods
design
tensile strength? (Note: the 10th percentile is the value, x10 , such that


P X < x10 = 0.1)