University of the Philippines Diliman Department of Industrial Engineering and Operations Research IE 143 Long Quiz

Long Quiz 1
Perfect Score: 80 out of 80

General Instructions: 1. You may use only pens with Black or Blue ink. 2. Final answers should be presented clearly. Should there be ambiguity on what your final answer is, you stand to lose all the points in that item. 3. Use only the right side of your bluebook. Use the left side for scratch. Writings on the left side will not be checked. 4. Treat each question within a problem to be independent from the other questions, except when explicitly stated otherwise. 5. Each question is worth 5 points. 6. When stating probability functions, indicate the range to which the function applies. 7. Give answers in fraction form or show five significant digits. DO NOT ROUND OFF INTERMEDIATE VALUES.

Problem A A manufacturing plant assembles a gadget called a skoot in one production line. The time required to assemble a single skoot is exponentially distributed with a mean of 15 minutes. Because the plant is still small, they only work on one skoot at any given time. To compensate for this, there are no breaks between the assemblies of skoots until a defective skoot is found. A skoot is found to be defective (or non-defective) right after assembly with a probability of 0.15 (or 0.85, respectively). When a defective skoot is found, the assembly cycle ends, and an investigation is made to address the cause of the defect. Another assembly cycle begins once the cause has been found and adequately addressed. Assume that all assembly times and all probabilities of being defective are independent. (Note: Assembly cycle = uninterrupted series of assemblies) 1. 2. 3. 4. 5. 6. Find the probability that a single skoot requires more than 20 minutes to assemble. Find the probability that an assembly cycle produces exactly 12 non-defective skoots. Find the mean length of time of an assembly cycle. Find the variance of the length of time of an assembly cycle. Find the probability that an assembly cycle lasts for at least 4 hours. Suppose that in one experimental assembly cycle, the assemblies are not done continuously. There are break times in-between assemblies, each of which follows a uniform distribution between 0 and 1 minute, independent of each other. Find the variance of the total length of time in this experimental cycle.

Problem B Aling Nena is deciding between two locations on where to put up her store. The arrival rates in both locations follow a Poisson process with a mean of 5 customers per hour for location 1 and 8 customers per hour for location 2. Not knowing how to decide, Aling Nena flips a fair coin ten times. She stipulates that she will pick location 1 if there are three or fewer heads in her series of flips, and that she will pick location 2 if there are four to seven heads. In case there will be more than seven heads, she has decided to interpret it as a sign that she should put up a store on both locations. Let X be the total number of customers arriving at Aling Nenas store/s in a given hour, once she finishes setting it/them up. 1. 2. 3. 4. 5. 6. Find the probability that location 2 will not be used. Find the mean of X. Find the variance of X. Find the probability that X is less than 5. Determine the moment generating function of X. If it is known that only a single store was opened and that in the past hour exactly 5 customers arrived at the chosen location, find the probability that Aling Nena has selected location 1 as the sole site.

Problem C Consider three continuous random variables X, Y, and Z related by the expressions below. Answer each of the questions, noting that the conditions stated in a particular question do not apply to other questions. 1. Suppose X has a probability density function, fX(x) = 2x within the range [0, 1]. Derive the probability density function of Y. 2. Suppose X is an exponential random variable with parameter 5. Compute for the mean of Z. 3. Suppose Y is a uniform random variable within the range [-3, 2]. Compute for the probability that Z + 2Y is greater than 0. 4. Suppose the moment generating function of X is Find the third central moment of Y.

toopieare, December 2010