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Data collected at Toronto Pearson International Airport suggests that an exponential distribution with mean value \({\rm{2}}{\rm{.725}}\) hours is a good model for rainfall duration (Urban Stormwater Management Planning with Analytical Probabilistic Models, \({\rm{2000}}\), p. \({\rm{69}}\)).

a. What is the probability that the duration of a particular rainfall event at this location is at least \({\rm{2}}\) hours? At most \({\rm{3}}\) hours? Between \({\rm{2}}\) and \({\rm{3}}\) hours?

b. What is the probability that rainfall duration exceeds the mean value by more than \({\rm{2}}\) standard deviations? What is the probability that it is less than the mean value by more than one standard deviation?

Short Answer

Expert verified

(a) The probabilities are \({\rm{0}}{\rm{.48, 0}}{\rm{.6674, 0}}{\rm{.1474}}{\rm{.}}\)

(b) The probability is \({\rm{0}}{\rm{.0498,0}}\).

Step by step solution

01

Definition

Probability simply refers to the likelihood of something occurring. We may talk about the probabilities of particular outcomes鈥攈ow likely they are鈥攚hen we're unclear about the result of an event. Statistics is the study of occurrences guided by probability.

02

Given in question

It is given that \({\rm{X}}\) is a random variable which denote the rainfall duration, and \({\rm{X}}\) has an exponential distribution with mean value \({\rm{2}}{\rm{.725}}\) hours. Since we know that for an exponential distribution:

\(\begin{array}{l}{\rm{\lambda = }}\frac{{\rm{1}}}{{\rm{\mu }}}{\rm{ = }}\frac{{\rm{1}}}{{{\rm{2}}{\rm{.725}}}}\\{\rm{\lambda = 0}}{\rm{.367}}\end{array}\)

Then pdf of exponential distribution is given as:

\({\text{f(x) = }}\left\{ {\begin{array}{*{20}{l}}{{\text{(0}}{\text{.367)x}}{{\text{e}}^{{\text{ - (0}}{\text{.367)x}}}}}&{{\text{x0}}} \\ {\text{0}}&{{\text{ otherwise }}}\end{array}} \right.\)

And cof of exponential distribution is given as

\({\text{F(x) = }}\left\{ {\begin{array}{*{20}{l}}{\text{0}}&{{\text{x < 0}}} \\ {{\text{1 - }}{{\text{e}}^{{\text{ - (0}}{\text{.367)x}}}}}&{{\text{x0}}} \end{array}} \right.\)

03

Calculating probability

(a) The probability that the duration of a particular rainfall event at this location is at least \({\rm{2}}\) hours is denoted as

\(\begin{array}{l}P(X \ge 2) = 1 - F(2)\\ = 1 - \left( {1 - {e^{ - (0.367) \cdot 2}}} \right)\\ = 1 - 0.52P(X \ge 2)\\ = 0.48\end{array}\)

The probability that the distance is at most \({\rm{3}}\) hours is denoted as \({\rm{P(X拢3)}}\)

\(\begin{aligned}P(X拢3) &= F(3) = 1 - {{\rm{e}}^{{\rm{ - (0}}{\rm{.367) \times 3}}}}{\rm{P(X拢3)}}\\&= 0{\rm{.6674}}\end{aligned}\)

The probability that the distance is in between \({\rm{2}}\) and \({\rm{3}}\) hours is denoted as \({\rm{P(2拢X拢3)}}\)

\(\begin{aligned} P(2拢X拢3) &= F(3) - F(2) \\ &= 0 {\rm{.6674 - 0}}{\rm{.52P(2拢X拢3)}}\\ &= 0 {\rm{.1474}}\end{aligned}\)

Proposition: Let \({\rm{X}}\)be a continuous rv with pdf \({\rm{f(x)}}\)and cdf\({\rm{F(x)}}\). Then for any number a,

\({\rm{P(X拢a) = F(a)}}\)

and for any two numbers a and \({\rm{b}}\) with\({\rm{a < b}}\),

\({\rm{P(a拢X拢b) = F(b) - F(a)}}\)

04

Calculating probability

(b)

Since \({\rm{X}}\) has exponential distribution hence it's mean and standard deviations are equal. Hence

\({\rm{\mu = \sigma = 2}}{\rm{.725}}\)

The probability that rainfall duration exceeds the mean value by more than \({\rm{2}}\) standard deviations is denoted as \({\rm{P(X > \mu + }}\)\({\rm{2\sigma }}\)) Using cdf \({\rm{F(X)}}\) and values of \({\rm{\mu }}\)and\({\rm{\sigma }}\), we can write :

\(\begin{aligned}P(X > \mu + 2\sigma ) &= P(X > 8{\rm{.175)}}\\ &= 1 - F(8{\rm{.175)}}\\ &= 1 - \left( {{\rm{1 - }}{{\rm{e}}^{{\rm{ - (0}}{\rm{.367) \times (8}}{\rm{.175)}}}}} \right)\\ &= 0{\rm{.0498}}\end{aligned}\)

Since the rainfall duration always will be a positive value, which means it can never be less than mean by more than one standard deviation. Hence:

\({\rm{P(X < \mu - \sigma ) = 0}}\)

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Most popular questions from this chapter

The accompanying observations are precipitation values during March over a \(30\)-year period in Minneapolis-St. Paul.

\(\begin{array}{*{20}{l}}{.77\;\;1.20\;\;3.00\;\;1.62\;\;2.81\;\;2.48}\\{1.74\;\;.47\;\;3.09\;\;1.31\;\;1.87\;\;\;\;.96}\\{.81\;\;1.43\;\;1.51\;\;\;\;.32\;\;1.18\;\;1.89}\\{1.20 3.37\;\;2.10\;\;\;\;.59\;\;1.35\;\;\;\;.90}\\{1.95 2.20\;\;\;\;.52\;\;\;\;\;.81\;\;4.75\;\;2.05}\end{array}\)

a. Construct and interpret a normal probability plot for this data set. b. Calculate the square root of each value and then construct a normal probability plot based on this transformed data. Does it seem plausible that the square root of precipitation is normally distributed? c. Repeat part (b) after transforming by cube roots.

The automatic opening device of a military cargo parachute has been designed to open when the parachute is \({\rm{ 200m}}\) above the ground. Suppose opening altitude actually has a normal distribution with mean value \({\rm{ 200m}}\) and standard deviation \({\rm{30m}}\). Equipment damage will occur if the parachute opens at an altitude of less than \({\rm{100}}\)m. What is the probability that there is equipment damage to the payload of at least one of five independently dropped parachutes?

Suppose that \({\rm{10\% }}\) of all steel shafts produced by a certain process are nonconforming but can be reworked (rather than having to be scrapped). Consider a random sample of 200 shafts, and let X denote the number among these that are nonconforming and can be reworked. What is the (approximate) probability that X is

a. At most 30?

b. Less than 30 ?

c. Between 15 and 25 (inclusive)?

Let \({\rm{X}}\) denote the vibratory stress (psi) on a wind turbine blade at a particular wind speed in a wind tunnel. The article 鈥淏lade Fatigue Life Assessment with Application to VAWTS鈥 (J. of Solar Energy Engr., \({\rm{1982: 107 - 111}}\)) proposes the Rayleigh distribution, with pdf

\({\rm{f(x;\theta ) = \{ }}\begin{array}{*{20}{c}}{\frac{{\rm{x}}}{{{{\rm{\theta }}^{\rm{2}}}}}{{\rm{e}}^{{\rm{ - }}{{\rm{x}}^{\rm{2}}}{\rm{/(2}}{{\rm{\theta }}^{\rm{2}}}{\rm{)}}}}}&{{\rm{x > 0}}}\\{\rm{0}}&{{\rm{otherwise}}}\end{array}\)

otherwise as a model for the \({\rm{X}}\) distribution.

a. Verify that \({\rm{f(x;\theta )}}\) is a legitimate pdf.

b. Suppose \({\rm{\theta = 100}}\) (a value suggested by a graph in the article). What is the probability that \({\rm{X}}\) is at most \({\rm{200}}\)? Less than \({\rm{200}}\)? At least \({\rm{200}}\)?

c. What is the probability that \({\rm{X}}\) is between \({\rm{100}}\) and \({\rm{200}}\) (again assuming \({\rm{\theta = 100}}\))?

d. Give an expression for \({\rm{P(X}} \le {\rm{x)}}\).

A consumer is trying to decide between two long-distance calling plans. The first one charges a flat rate of \({\rm{10}}\) per minute, whereas the second charges a flat rate of \({\rm{99}}\) for calls up to \({\rm{20}}\) minutes in duration and then \({\rm{10\% }}\)for each additional minute exceeding \({\rm{20}}\)(assume that calls lasting a non-integer number of minutes are charged proportionately to a whole-minute's charge). Suppose the consumer's distribution of call duration is exponential with parameter\({\rm{\lambda }}\).

a. Explain intuitively how the choice of calling plan should depend on what the expected call duration is.

b. Which plan is better if expected call duration is \({\rm{10}}\) minutes? \({\rm{15}}\)minutes? (Hint: Let \({{\rm{h}}_{\rm{1}}}{\rm{(x)}}\) denote the cost for the first plan when call duration is \({\rm{x}}\) minutes and let \({{\rm{h}}_{\rm{2}}}{\rm{(x)}}\)be the cost function for the second plan. Give expressions for these two cost functions, and then determine the expected cost for each plan.)

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