620-370 Statistics for Mechanical Engineers

Revision Exercises page 1

Revision exercises 1
Questions 1-1 and 1-2 refer to the following information:
In a factory, machines U , V and W produce 60%, 30% and 10% of the total output respectively. Of
these outputs, 2%, 3% and 4% are defective.
R1.1-1 The percentage of defective items produced at the factory is
A. 9.0%
B. 3.0%
C. 2.8%
D. 2.5%
E. 2.2%
R1.1-2 An item chosen at random from the combined output of a days production is found to be
defective. The probability that it was produced by machine W is equal to:
A. 0.10
B. 0.16
C. 0.20
D. 0.33
E. 0.40
R1.1-3 The Markov chain with state space {0, 1, 2} has transition probability matrix P , where

0.70
P = 0.20
0.20

0.20
0.60
0.30

0.10
0.20
0.50

0.55
P 2 = 0.30
0.30

0.29
0.46
0.37

0.16
0.24
0.33

0.44
P 4 = 0.37
0.37

0.35
0.39
0.38

0.21
0.24
0.25

Pr(X4 = 2 | X2 = 2) is equal to:

A. 0.16
B. 0.21
C. 0.25
D. 0.30
E. 0.33
R1.1-4 X and Y are independent random variables with E(X) = 20, sd(X) = 4; and E(Y ) = 30,
sd(Y ) = 3. If Z = X + Y + 2, then the standard deviation of Z is
A. 9

B. 29
C. 7

D. 27
E. 5
d

R1.1-5 Suppose that T is normally distributed, i.e. T = N(200, 202 ).

Because the upper tail of the distribution of T is ( ) than exponential,
the hazard function of T is ( ).
The missing words are
A. (longer), (increasing);
B. (longer), (decreasing);
C. (shorter), (increasing);
D. (shorter), (decreasing);
E. (about the same), (approximately constant).

620-370 Statistics for Mechanical Engineers

Revision Exercises page 2

R1.1-6 If Z = N(0, 1) then Pr(Z > 1 | Z > 2) is equal to

A. 1;
0.8413
;
0.9772
0.0228
C.
;
0.1587
0.0228
D.
;
0.8413
B.

E. 12 .
R1.1-7 A probability interval, a confidence interval and a prediction interval are statements about:
A. a parameter, a statistic, and an observation, respectively;
B. a statistic, an observation, and a parameter, respectively;
C. a statistic, a parameter, and an observation, respectively;
D. a parameter, an observation, and a statistic, respectively;
E. an observation, a statistic, and a parameter, respectively.
R1.1-8 A 95% confidence interval for a mean of a random variable with known variance, based
on the normal distribution, is found to be (15.1, 15.9). Without any further calculations, the
P -value for test of H0 : =15 versus H1 : 6=15 is such that
A. P > 0.05;
B. 0.01 6 P < 0.05;
C. 0.001 6 P < 0.01;
D. P < 0.001;
E. cannot be determined without knowing the sample size.
R1.1-9 The graph of the relative likelihood function, RLL() is shown in the diagram below.

An approximate 95% confidence interval for is given by:

A. 4 < < 8;
B. 4 < < 12;
C. 3 < < 9;
D. 3 < < 15;
E. 1 < < 19.

620-370 Statistics for Mechanical Engineers

Revision Exercises page 3

R1.1-10 In a 44 Latin square experiment with one-replicate, the following sums of squares for the
analysis of variance were obtained:
rows
columns
treatments
error
total

SS
300
600
120
60
1110

From the analysis of variance the F -ratio for treatments is such that
A. F = 4 and so the treatments are not significant;
B. F = 4 and so the treatments are significant;
C. F = 2 and so the treatments are not significant;
D. F = 2 and so the treatments are significant;
E. F = 1 and so the treatments are not significant.

R1.2

(a) If Pr(F ) = 0.2, Pr(G) = g and Pr(F G) = 0.8, find g:

i. if F and G are mutually exclusive;
ii. if F and G are independent.
iii. Show that Pr(F | G) 6 0.25.
(b) Items from a production line are checked for major flaws before being used. 90% pass the
test. The other 10% are recycled. Of twenty items tested, find the probability that at most
two are recycled.
(c) In a production process, each item has to pass through three stages. At each stage, the
probability of successful completion of the stage is 0.8. Of those that fail, half repeat the
stage and half are returned to stage 1. All items failing stage 1 must repeat stage 1. Consider the four-state Markov chain describing an items progress through the production
process, with states 1 = stage 1, 2 = stage 2, 3 = stage 3 and 4 = complete.

R1.3

(a) Write down the transition probability matrix for this Markov chain.
(b) Suppose that each procedure at each stage takes one hour. Explain how you could
obtain, using matrix multiplication, the probability that an item is completed within
five hours of processing time.
P160
(a) Let Y = i=1 Xi , where the Xi are independent and identically distributed random variables, each having probability mass function: p(0) = 0.2, p(1) = 0.6, p(2) = 0.2. Find
Pr(Y 6 150).
(b) Let T denote a positive continuous random variable with hazard density function h(t) =
0.03 t, t > 0. Find Pr(T > 4).

(c) If E(Z) = and var(Z) = c2 , find approximate expressions for E( Z) and var( Z). For
what values of c will the approximation be best?
d

(d) Suppose that X = N(46, 42 ).

i. Find the probability that X exceeds the threshold, t = 50.
d

ii. Suppose that the threshold is random: T = N(50, 32 ), and that T and X are independent Find the probability that X exceeds the threshold T .

620-370 Statistics for Mechanical Engineers

R1.4

Revision Exercises page 4

(a) Evaluate the sample mean and sample standard deviation for the following data set:
23.2, 37.4, 29.9, 12.4, 17.0, 43.5, 31.5, 19.6, 22.2, 34.7.
(b) A random sample of 49 observations is obtained from a normal population, N(320, 402 ).
Specify values you might expect to observed for min, Q1, med, Q3 and max. Hence sketch
a typical boxplot for such a sample.
d

(c) The following is a sample of n = 19 observations on X = N(, 2 ).

84 37 33 24 58 75 55 46 65 59
18 30 48 38 70 68 41 52 50
The graph below is the normal QQ plot for this sample.

Specify the coordinates of the indicated point, explaining how they are obtained. Use the
diagram to obtain estimates of and .
d

R1.5 Twelve independent observations are obtained on X = N(, 52 ). To test H0 : =40 vs H1 : 6=40,
40| > 3.
the decision rule is to reject H0 if |X
if = 40.
i. Find a 95% probability interval for X
ii. Find the size of the specified test.
iii. Find the P -value if x
= 44.0.
iv. Find the power of the specified test if =45.
v. Find a 95% confidence interval for if x
= 44.0.
vi. Find a 95% prediction interval for X if x
= 44.0.

620-370 Statistics for Mechanical Engineers

R1.6

Revision Exercises page 5

(a) A random sample of ten observations is obtained on an exponentially distributed random

variable with unknown mean . The sample has mean x
= 5.7 and standard deviation
s = 7.2. Give an estimate of and its standard error.
(b) The log-likelihood for a set of data is given by ln L() = 20+100 ln . Find the maximum
likelihood estimate of and its standard error.
(c) Each day for thirty days, a random sample of 12 items from the days production is selected and carefully measured: the average of the 12 measurements (
x) and the range of
the 12 measurements (R) are calculated and recorded each day.
= 36.29; and the average
At the end of the thirty days, the average of the daily averages, x
= 7.32.
of the daily ranges, R
Assume that the measurements are approximately normal with mean and variance 2 .
3.258; and hence derive an estimate of .
i. Explain why R
ii. Determine control limits for an x
-chart.
iii. Instead of R, it is suggested that the difference between the second largest and the
second smallest observation be used. If this difference is denoted by Q, find c such
c. What advantage/disadvantage might an estimator based on Q
have
that Q

over the estimator based on R?

R1.7

(a) Sketch a graph, roughly indicating location and spread, of each of the following:
i. the pdf of t10 ;
ii. the pdf of 210 ;
iii. the pdf of F10,10 .
d

(b) A random sample of nine observations is obtained on X1 = N(1 , 12 ), and it is found that
x
1 = 38.9, s1 = 7.41.
d

An independent random sample of nine observations is obtained on X2 = N(2 , 22 ), for

which x
2 = 31.5 and s2 = 5.67.
i. Find a 95% confidence interval for 1 /2 ; and verify that there is no significant evidence against the null hypothesis H0 : 1 =2 .
ii. Specify the pooled standard deviation estimate based on both samples.
iii. Assuming = 1 = 2 , obtain a 95% confidence interval for .
iv. Using the pooled variance estimate, obtain a 95% confidence interval for 1 2 .

R1.8

(a) Determinations of the strength of a fibre after using three treatments were as follows:
control
treatment A
treatment B

number
6
6
6

mean
76
82
84

variance
20
24
31

i. Show that the error mean square is 25; and hence, or otherwise, complete the following analysis of variance table:
treatments
error
total

df

SS

MS

**
**
**

******
******
575.00

****
****

***

ii. Test the hypothesis H0 : 1 = 2 = 3 giving an approximate P -value. What do you

conclude?

620-370 Statistics for Mechanical Engineers

Revision Exercises page 6

(b) A study was made to determine if humidity conditions have an effect on the force required
to pull apart pieces of glued plastic. Two types of plastic were tested using three levels
of humidity. The results are given in the table below. There are two observations on each
factor combination; the number in brackets is the average of these two observations.
type

30%

humidity
60%

90%

A
B

41.2, 40.6 (40.9)

39.0, 40.8 (39.9)

38.6 37.8 (38.2)

34.6, 37.4 (36.0)

35.5, 33.3 (34.4)

23.2, 26.4 (24.8)

The following analysis of variance was obtained for these data:

df
SS
MS
F
type
1
54.6
54.6
24.1
humidity
2 245.0 122.5 354.5
interaction
2
43.4
21.7
9.6
error
6
13.6
2.26
total
11 356.6
Give a brief analysis and interpretation of these results.
R1.9 The following represent the results of a one replicate 23 experiment.
y
17.2
12.3
16.6
12.8
20.4
15.8
17.3
14.8

P
0
0
0
0
1
1
1
1

Q
0
0
1
1
0
0
1
1

R
0
1
0
1
0
1
0
1

P0
P1
Q0
Q1
R0
R1

av.y
14.7
17.1
16.4
15.4
17.9
13.9

The following split-up of the sum of squares for these data was obtained using MATLAB, with
X1=P , X2=Q and X3=R:
Source
Sum Sq. d.f.
Mean Sq.
F
Prob>F
------------------------------------------------------X1
11.1
1
11.1
Inf
NaN
X2
2.2
1
2.2
Inf
NaN
X3
31.2
1
31.2
Inf
NaN
X1*X2
2
1
2
Inf
NaN
X1*X3
0.3
1
0.3
Inf
NaN
X2*X3
1.3
1
1.3
Inf
NaN
X1*X2*X3
0.1
1
0.1
Inf
NaN
Error
-0
0
-0
Total
48.2
7

(a) Why are the p-values undefined?

(b) Generate a half-normal plot for the root mean-squares and use this to identify the possibly
important effects.
1 2
7
Note: 1 ( 1+q
2 ) = 0.16, 0.32, 0.49, 0.67, 0.89, 1.15, 1.53, for q = 8 , 8 , . . . , 8 .
(c) Produce a revised analysis of variance and determine the significant effects.
(d) Obtain an estimate and a 95% confidence interval for the effect of R.
(e) Give an interpretation of your results.

620-370 Statistics for Mechanical Engineers

R1.10

Revision Exercises page 7

(a) The following tables gives two observations on y for each of the specified values of x. The
average value of y for each x-value and the overall average are also given.
x
y
y

0
13
16
14.5

1
25
23
24.0

2
27
29
28.0

3
32
33
32.5

4
37
35
36.0

y = 27.0

The following results were obtained using these data:

Regression Analysis
The regression equation is
est
16.70
5.15
DF
Regression
1
Residual Error
8
Total
9
intercept
slope

y = 16.7 + 5.15 x

se
t
P
1.155
14.46 0.000
0.471
10.93 0.000
SS
MS
F
P
530.45 530.45 119.37 0.000
35.55
4.44
566.00
S = 2.108 R-Sq = 93.7%

One-way ANOVA
Source
Between groups
Within groups
Total

DF
4
5
9

SS
555.00
11.00
566.00

MS
138.75
2.20

F
63.07

S = 1.483

P
0.000

R-Sq = 98.06%

Find a 95% confidence interval for E(Y | x = 2):

(a) assuming a straight line regression model;
(b) making no assumptions about the regression.
Give an assessment of the goodness of fit of the straight-line regression.
(b) A random sample of n = 50 observations is obtained on (X, Y ), from which the sample
correlation is found to be r = 0.5.
(a) Indicate with a sketch the general nature of the scatter plot for these data.
(b) Give an approximate 95% confidence interval for the population correlation.

620-370 Statistics for Mechanical Engineers

Revision Exercises page 8

Revision exercises 2
R2.1

(a) Consider a system of components that works if at least k out of n independent components operate. Denote such a system by [k/n]. Consider systems made up of independent
components each of which has reliability 0.9.
Find the reliability of a [3/4] system.
(b) Minor flaws occur randomly in a production process. Suppose that each item coming off
the production line has an average of 0.4 flaws.
What is the expected proportion of items free of flaws?
(c) The hazard density function (hdf) of a continuous random variable T is given by
f (t)
h(t) =
1 F (t)
where f and F denote the pdf and cdf of T .
If T has pdf f (t) = 1/(1 + t)2 (t > 0), find the hdf of T .
(d) X is a random variable with mean 20 and standard deviation 2. Let Y = ln X.
Find an approximate value for the standard deviation of Y .
d

(e) A random sample of 11 observations is obtained on Y = N(67, 102 ).

Find a 95% probability interval for the sample standard deviation.
(f) Sixty independent trials, each with probability p of success, yielded 48 successes.
Find a 95% confidence interval for p.
(g) Of 100 independent 95% confidence intervals, let Z denote the number of these confidence
intervals that contain the true parameter value.
Specify the distribution of Z.
d

1+q

(h) If W = |Z|, where Z = N(0, 1), show that cq (W ) = 1 ( 2 ), where denotes the
standard normal cdf. Hence find the median of W .
(i) The log-likelihood function for a particular data set is given by
ln L = 50( 1)2 .

Find and se().

(j) Each day for fifty days, a random sample of 16 items from the days production is selected
and measured: the average of the 16 measurements (
x) and the range of the 16 measurements (R) are calculated and recorded each day.
At the end of the fifty days, the average of the daily averages, av(
x) = 14.50; and the
average of the daily ranges, av(R) = 7.06
Determine control limits for an x
-chart.

620-370 Statistics for Mechanical Engineers, November 2007 examination

R2.2

Revision Exercises page 9

(a) The events A and B are such that Pr(B) = 0.2, Pr(A | B) = 0.4 and Pr(A | B 0 ) = 0.1.
i. Find Pr(A).
ii. Find Pr(B | A).
iii. Are A and B positively related? Explain.
(b) A production process consists of two stages. Items begin in stage 1. As a result of stage
1, three things can happen: the item is scrapped, with probability 0.1; or the item is reworked, i.e. sent through stage 1 again, with probability 0.4; or the item moves along to
stage 2. As a result of stage 2, three things can happen: the item is returned to stage 1
with probability 0.2, or it is sent through stage 2 again with probability 0.3, or it is deemed
satisfactory and complete
Consider this process as a Markov chain with four states: 0 = scrapped, 1 = stage 1, 2 =
stage 2, and 3 = complete.
i. Write down the transition probability matrix, P .
Powers of P were computed with the following results:
P4

1.0000
0.1834
0.0434
0.0000

0.0000
0.1166
0.0630
0.0000

0.0000
0.1575
0.0851
0.0000

0.0000
0.5425
0.8085
1.0000

P40

1.0000
0.2188
0.0625
0.0000

0.0000
0.0000
0.0000
0.0000

0.0000
0.0000
0.0000
0.0000

0.0000
0.7812
0.9375
1.0000

ii. Specify the probability that an item is still in the system after four cycles.
iii. Specify the proportion of items scrapped in the production process.
iv. If an item has reached stage 2, specify the value for its probability of successful completion.
R2.3

(a) Consider the discrete random variable X with pmf given by

x
0
1
2
3
p(x) 0.4 0.3 0.2 0.1
Show that E(X) = var(X) = 1.
(b) Suppose that X1 and X2 are independent random variables each with the pmf given in
(a). Find Pr(X1 = X2 ).
(c) Suppose that X1 , X2 , . . . , X100 are independent random variables each with the pmf given
in (a). Let S = X1 + + X50 and T = X51 + + X100 .
i. Find the mean and standard deviation of S T .
ii. Use the central limit theorem to obtain an approximate value for Pr(S = T ).

R2.4 A random sample of 100 observations is obtained from a Normally distributed random variable
d

X = N(60, 102 ).
(a) Specify approximate values you would expect to obtain for each of the following statistics
for this sample:
i.
ii.
iii.
iv.
v.
(b)

the sample mean, x

;
the sample standard deviation, s;
the number of observations less than 50, freq(X < 50);
the sample upper-quartile, Q3;
the sample maximum, x(100) .

i. Sketch a boxplot that would be not unreasonable for this sample.

ii. Indicate in a sketch, the likely form of a Normal QQ-plot for this sample, showing its
important features.
iii. What would the Normal QQ-plot look like if observations less than 50 were censored?

Revision Exercises page 10

620-370 Statistics for Mechanical Engineers, November 2007 examination

R2.5

(a) A random sample of 400 observations is obtained on T = exp(0.01), for which

F (t) = 1 e0.01t (t > 0); and f (t) = 0.01e0.01t (t > 0).
i. Write down the mean and standard deviation of the sample mean, T.
The summary notes may be used.
ii. Specify an approximate 95% probability interval for T.
Give your answers to one decimal place.
(b) The following is a random sample from a Normal population:
3.0, 5.0, 6.0, 7.0, 9.0.
i.
ii.
iii.
iv.

R2.6

Verify that x
= 6.0 and s2 = 5.0.
Find a 95% confidence interval for .
Find a 95% confidence interval for .
Find a 95% prediction interval for X.
Give your answers to two significant figures.
d

(a) A following sample is obtained on X =N(, 2 ) to test the hypothesis =50 against 6=50
using a significance level of 0.05.
54.0, 45.0, 39.9, 41.5, 55.6, 48.8, 36.6, 49.0, 47.4, 45.6, 39.8, 51.3, 34.2, 32.8, 59.3, 36.0.
For this sample n = 16, x
= 44.8 and s = 8.0.
i. Show that t = 2.60, specify the appropriate critical value and hence show that H0 is
rejected.
ii. Specify the p-value for this test.
(b) Suppose the above sample represents results for the strength of the adhesion for glued
tiles. You are required to report to management on the mean strength of the adhesion. In
particular, management is concerned that the mean should be no less than 50. Test the
hypothesis = 50 vs < 50.
Write a brief statement summarising your conclusions for management.

R2.7

(a) Independent random samples are obtained from Normally distributed populations, X1 =
d

N(1 , 2 ) and X2 = N(2 , 2 ), with the following results:

n1 = 15; x
1 = 25.0, s21 = 60.0;
n2 = 10; x
2 = 31.5, s22 = 44.7.
It is assumed that the population variances are equal, and so the sample variances are
pooled to give s2 = 54.0.
i. Explain how this pooled variance is obtained.
ii. Find a 95% confidence interval for 1 2 .
(b) Determinations of a strength measure after using three treatments (P , Q and R) were as
follows:
mean var
[1] treatment P
[2] treatment Q
[3] treatment R

5, 4, 10, 7
12, 8, 9, 15
15, 9, 12, 14

For these data

P
(y y)2 = 150.

6.5
11.0
12.5

7.0
10.0
7.0

i. Show that s2 = 8 and hence, or otherwise, derive the analysis of variance table for the
above data.
ii. Test the hypothesis H0 : P =Q =R giving an approximate P -value.
iii. Find a 95% confidence interval for the effect of treatment R relative to treatment Q,
i.e., R Q .
iv. State the conclusions you reach from your analysis.

620-370 Statistics for Mechanical Engineers, November 2007 examination

R2.8

Revision Exercises page 11

(a) Twenty-four experimental units are available in blocks of six. It is required to run an
experiment to compare three treatments: a control C, treatment A and treatment B. Give
an appropriate assignment of treatments to the experimental units. Explain your method.
(b) The experiment described in (a) is carried out, with results as indicated in the table below:
C

B1
B2
B3
B4

9, 12
5, 8
10, 14
10, 12

23, 19
16, 18
23, 20
23, 18

12, 15
11, 14
15, 20
19, 14

(av)

10.0

20.0

15.0

This yielded the following incomplete analysis of variance table:

source
blocks
treatments
error
total

df
**
**
**
**

SS
400
***
***
574

MS
***
***
5

i. Complete this analysis of variance table.

ii. Assuming an additive model with independent normally distributed errors having
equal variances, test the significance of the treatment effects.
iii. Give an estimate of A C , and the standard error for your estimate.
R2.9 The table below gives the results of one replicate of a 24 experiment with factors A, B, C and
D. Some relevant computer output is also given.

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16

y
4
8
4
16
2
8
6
14
8
14
12
20
10
16
12
22

A
0
0
0
0
0
0
0
0
1
1
1
1
1
1
1
1

B
0
0
0
0
1
1
1
1
0
0
0
0
1
1
1
1

C
0
0
1
1
0
0
1
1
0
0
1
1
0
0
1
1

D
0
1
0
1
0
1
0
1
0
1
0
1
0
1
0
1

anova
source
A
B
C
D
AB
AC
AD
BC
BD
CD
ABC
ABD
ACD
BCD
ABCD
Error
Total

df
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
0
15

SS
169
1
81
225
4
0
0
0
0
16
1
1
1
1
4

A0
A1

av
7.75
14.25

C0
C1

8.75
13.25

D0
D1

7.25
14.75

C0D0 6.00
C0D1 11.50
C1D0 8.50
C1D1 18.00

504

i. How might a half-normal plot be used to indicate which interactions might be nonzero? Indicate in a rough sketch its appearance in this case.
ii. Show that A, C, D and CD are significant.
q
iii. Show that the estimate of the error standard deviation, s = 13
.
11
iv. Give an estimate of, and a 95% confidence interval for the effect of A. Use s 1.1.
v. Sketch a cell-mean plot to indicate the interaction between C and D. Write a sentence
describing the interaction.

620-370 Statistics for Mechanical Engineers

Revision Exercises page 12

R2.10 The table below gives the corresponding values of variables x and y.
x
y

5
20

6
22

7
26

8
24

10
34

11
30

12
38

13
36

14
32

14
38

For these data, the following statistics were calculated:

P
P
P
n = 10, x
= 10, y = 30; (x x
)2 = 100, (x
x)(y
y ) = 180, (y
y )2 = 400.
i. Assuming that E(Y | x) = + x and var(Y | x) = 2 , obtain estimates of and
using the method of least squares.

ii. Show that s2 = 9.5 and hence obtain se().

iii. Plot the observations and your fitted line.
iv. Find the sample correlation, and give an approximate 95% confidence interval for the
population correlation.

Revision exercises 3
R3.1

(a) If Pr(G) = 0.4 and Pr(H) = 0.2, find Pr(G H) if

i. G and H are mutually exclusive;
ii. G and H are independent;
iii. Pr(G | H) = 0.8.
(b) The events A, B and C are independent with probabilities 0.5, 0.6 and 0.8 respectively.
i. Find the probability that at least one of the events A, B and C occur.
ii. Find the probability that at least two of the events A, B and C occur.

R3.2 Consider the following sampling plan. Test a random sample of 100 items chosen from a lot
containing a very large number of items, and accept the lot if at most five defective items are
found.
Use an appropriate Poisson approximation to sketch the graph of the OC curve for this sampling plan, for 0 6 p 6 0.1, where p denotes the lot defective proportion.
R3.3 A production process consists of three stages. Items begin in stage 1, and as a result of each
cycle, three things can happen: the item is scrapped, with probability 0.05; or the item is reworked, i.e. sent through the same stage again, with probability 0.25; or the item moves along
to the next stage. Consider this process as a Markov chain with five states: 0 = item scrapped,
1 = stage 1, 2 = stage 2, 3 = stage 3 and 4 = complete.
(a) Write down the transition probability matrix, P .
(b) Given that
P5

1.0000
0.1799
0.1279
0.0666
0

0
0.0010
0
0
0

0
0.0137
0.0010
0
0

0
0.0766
0.0137
0.0010
0

0
0.7289
0.8575
0.9324
1.0000

i. Specify the probability that an item is still in the system after five cycles.
ii. Give an approximate value for the proportion of items scrapped in the production
process.
iii. If an item has reached stage 2, give an approximate value for its probability of successful completion.
R3.4

(a) Minor flaws occur randomly in the production process. Suppose that each sprocket coming off the production line has an average of 1.2 minor flaws. What proportion of items
are free of minor flaws?
(b) Sprockets are checked for major flaws before being used. 90% pass the test. The other
10% are scrapped. Of 18 sprockets tested, what is the probability that at most two are
scrapped?

620-370 Statistics for Mechanical Engineers

Revision Exercises page 13

(c) The sprockets must fit in their place in the assembly, so their measurement needs to be
within 0.20 mm of specifications. If the deviation of this measurement from specifications
is roughly normal with mean 0.05 mm and standard deviation 0.10 mm, find approximately the proportion of sprockets rejected on this measurement check.
R3.5 A random sample of sixteen observations is obtained from a population having a standard
normal distribution, i.e. N(0, 1). Find approximate values for:
i. the probability that the sample mean is greater than 0.5;
ii. the probability that the sample variance is greater than 2;
Consider the distribution of X(16) , the maximum of a random sample of sixteen observations
from a standard normal distribution.
iii. Use the Statistical Tables to specify the mean of X(16) .
iv. Use the Statistical Tables to show that Pr(X(16) 6 1.2816) = 0.1853.
R3.6 The diagram below gives the sample cdf for a random sample of 100 observations on X.

i. Find the sample median.

ii. Sketch a boxplot for this sample.
iii. Draw a rough graph of what you think the population pdf might look like.
iv. Give a rough estimate of the population standard deviation.
v. Explain briefly how a sample cdf relates to a probability plot.
R3.7

(a) The following is a random sample of ten observations on Y = Pn():

{7,12,9,2,4,7,8,11,4,6}.
P
P
For this sample
y = 70 and y 2 = 580.
Give an estimate of and its standard error.
(b) Sixty independent trials, each with probability p of success, yielded 18 successes. Find a
95% confidence interval for p.
d

(c) A random sample of n = 15 observations on X = N(, 2 ) has sample mean x

= 50.0 and
sample variance s2 = 60.0.
i. Find a 90% confidence interval for .
ii. Find a 90% prediction interval for X.
Give your answers to one decimal place.
(d) Each day for twenty days, a random sample of ten items from the days production is
selected and carefully measured: the average of the ten measurements (
x) and the variance
of the ten measurements (s2 ) are calculated and recorded each day.
At the end of the twenty days, the average of the daily averages, av(
x) = 8.2; and the
average of the daily ranges, av(s2 ) = 1.6
Determine control limits for an x
-chart.

620-370 Statistics for Mechanical Engineers

Revision Exercises page 14

R3.8 A random sample of n observations is obtained on X which has pdf and cdf given by
f (x) =

(1 + x)+1

(x > 0);

F (x) = 1

1
(1 + x)

(x > 0).

(a) Find the maximum likelihood estimate of and an expression for its standard error.
(b)

i. Show that the q-quantile of X is such that ln(1 + cq ) = ln(1 q).

ii. Let x(k) denote the kth order statistic for this sample on X; and define
k
zk = ln(1 n+1
). Explain how a plot of ln(1 + x(k) ) against zk yields:
(A) a check of the distributional assumption; and (B) an estimate of .
iii. Indicate in a rough sketch what such a plot might look like if the model is correct.

R3.9 For a random sample of n observations taken from a normal population, the variance of the sample
2 4
variance, S 2 , is given by var(S 2 ) = n1
.

Use this result to show that an approximate expression for the standard error of the sample
standard deviation s is given by se(s) s
.
2(n1)

Hence find an approximate 95% confidence interval for based on a random sample of n = 33
observations from a normal population, for which s = 16.
The exact 95% confidence interval in this case is (12.9 < < 21.2). Explain how this exact
confidence interval is obtained.
R3.10 A random sample yields the following graphs of the log likelihood, ln L; the score function,
2
ln L
; and the observed information function, V = ln2 L .
U =

Use the above graphs to determine

i. the maximum likelihood estimate of ;
ii. an approximate 95% confidence interval for ;

iii. an approximate standard error for .

620-370 Statistics for Mechanical Engineers

Revision Exercises page 15

R3.11 Consider a sequence of independent trials with probability of success . We wish to test H0 :
= 0.05 vs H1 : = 0.1.
(a) Define the size and the power of a statistical test.
(b) Given the following MATLAB output, which gives the cdf of a binomial distribution, specify a test, based on n=300 observations which has size 6 0.05 and power > 0.95 to test H0 :
= 0.05 vs H1 : = 0.1.
>> x = [19 20 21 22 23]
x = 19
20
21
22
>> binocdf(x,300,0.05)
ans = 0.8810
0.9224
>> binocdf(x,300,0.1)
ans = 0.0171
0.0287

23
0.9514

0.9708

0.9832

0.0458

0.0699

0.1024

(c) In the sequential

likelihood ratio test to test H0 : = 0 vs H1 : = 1 , we define Uk =

Lk (1 )
ln L ( ) , where Lk () denotes the likelihood of the data set consisting of the first k
k 0
observations. Then, we accept H1 if Uk > 3, accept H0 if Uk 6 3, and continue sampling
otherwise.
i. Give a brief explanation of why the cut-off values 3 correspond roughly to size =
0.05 and power = 0.95.
ii. In the case of testing H0 : = 0.05 vs H1 : = 0.1 for independent trials, indicate why
Uk 0.75xk 0.05k, where xk denotes the number of successes in k trials.
iii. Verify that, if we obtained 20 successes in 200 trials, then this sequential test would
mean that H1 would be accepted.
iv. Comment on the advantages and disadvantages of a sequential test.
R3.12 PQR-Co is concerned with the quality of its major product, the deconvolving sprocket. In
particular, the springiness of the sprocket must be at least 0.2. To determine the springiness
conclusively, a destructive test needs to be used. But this is clearly pointless for products to
be shipped. In the past it has tested a random sample of 1% of the products shipped. A new
non-destructive testing procedure is proposed which is inexpensive and could be applied to
all products shipped. However, it is felt that this new testing procedure over-estimates the
springiness. To test this, a series of sprockets is tested using each of the methods: it is first
tested by the new method (N) and then using the destructive test (D), after which no further
testing is possible. These results are given below.
N
0.280
0.228
0.271
0.217
0.225
0.247
0.209
0.226
0.235
0.241

1
2
3
4
5
6
7
8
9
10

D
0.228
0.227
0.242
0.197
0.209
0.227
0.190
0.210
0.215
0.239

Describe how you would test the null hypothesis that N = D against the alternative N >
D . Give a rough analysis, without actually performing the test.
d

R3.13 Independent samples are obtained from normally distributed populations, X1 = N(1 , 12 ) and
d

X2 = N(2 , 22 ), with the following results:

n1 = 8;
n2 = 8;

x
1 = 80,
x
2 = 50,

s21 = 40;
s22 = 32.

i. Find a 95% confidence interval for 1 /2 ; and verify that the hypothesis 12 = 22 would
be accepted.
ii. Specify the pooled variance estimate based on both samples.
iii. Using the pooled variance estimate, obtain a 95% confidence interval for 1 2 .

620-370 Statistics for Mechanical Engineers

R3.14

Revision Exercises page 16

(a) Twenty experimental units are available in blocks of four. It is required to run an experiment to compare four treatments. Give an appropriate assignment of treatments to plots.
Explain your method.
(b) The experiment described in (a) is carried out, with results as indicated in the table below:
T1
16
9
4
17
14
60

B1
B2
B3
B4
B5
(sum)

T2
25
17
21
28
29
120

T3
9
14
16
24
27
90

T4
30
20
19
31
30
130

(sum)

80
60
60
100
100
400

This yielded the following incomplete approximate analysis of variance table:

source
blocks
treatments
error
total

df
**
**
**
**

SS
400
***
***
1180

MS
***
***
15

i. Complete this analysis of variance table.

Assuming an additive model with independent normally distributed errors having equal
variances,
ii. test the significance of the treatment effects.
The experiment above is actually a five replicate 22 factorial experiment, with T1 = P0 Q0 ,
T2 = P1 Q0 , T3 = P0 Q1 and T4 = P1 Q1 . This allows the split up of the treatment sum of
squares into components due to P , Q and P Q: SSP = 500, SSQ = 80 and SSP Q = 20.
iii. Show that the effect of P is highly significant.
iv. Give an estimate of the effect of P , and the standard error for your estimate.

R3.15 The table below gives the results of one replicate of a 24 experiment with factors P , Q, R and
S. Some relevant computer output is also given.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16

y
49.0
56.2
49.8
49.0
52.8
62.2
51.8
57.2
52.6
55.4
50.2
56.6
57.2
63.2
57.0
61.6

anova-1
source df
P
1
Q
1
R
1
S
1
PQ
1
PR
1
PS
1
QR
1
QS
1
RS
1
PQR
1
PQS
1
PRS
1
QRS
1
PQRS
1
Error
0
Total 15

P
0
0
0
0
0
0
0
0
1
1
1
1
1
1
1
1

Q
0
0
0
0
1
1
1
1
0
0
0
0
1
1
1
1

R
0
0
1
1
0
0
1
1
0
0
1
1
0
0
1
1

SS
41.603
122.103
14.823
105.063
1.102
5.522
0.122
0.003
6.003
6.003
0.062
3.063
12.602
0.062
5.062
323.198

S
0
1
0
1
0
1
0
1
0
1
0
1
0
1
0
1

P0
P1

av.y
53.50
56.73

Q0
Q1

52.35
57.88

R0
R1

56.08
54.15

S0
S1

52.55
57.68

anova-2
source df
P
1
Q
1
R
1
S
1
Error
11
Total
15

SS
41.60
122.10
14.82
105.06
39.61
323.20

MS
41.60
122.10
14.82
105.06
3.60

F
11.55
33.91
4.12
29.18

P
0.006
0.000
0.067
0.000

620-370 Statistics for Mechanical Engineers

Revision Exercises page 17

i. Indicate the steps in the analysis of this experiment. Include answers to the following
questions: How might a half-normal plot be used to indicate which interactions might be
non-zero? How is the second analysis of variance obtained from the first? Which effects
are significant? What is the estimate of the error variance?
ii. Give an estimate of, and a 95% confidence interval for the effect of P .
R3.16

(a) The table below gives the values of an independent variable x and a dependent variable
y.
x
0
1
2
3
4
y 90 87 82 74 67
For these data, the following statistics were calculated:
P
P
P
x
= 2, y = 80; (x x
)2 = 10, (x x
)(y y) = 59, (y y)2 = 358.
i. Assuming that E(Y | x) = + x and var(Y | x) = 2 , obtain estimates of and
using the method of least squares.

ii. Find s2 and hence obtain se().

iii. Plot the observations and your fitted curve.
(b) A random sample of n = 50 observations are obtained on (X, Y ). For this sample, it is
found that x
= y = 50, sx = sy = 10 and the sample correlation rxy = 0.5.
i. Indicate, with a rough sketch, the general nature of the scatter plot for this sample.
ii. On your diagram, indicate the regression line for the regression of y on x.
iii. Give an approximate 95% confidence interval for the population correlation.

Revision exercises 4
R4.1

(a) The events A and B are such that Pr(A) = 0.5, Pr(B) = 0.4 and Pr(B | A) = 0.6. Find

Pr(B | A).
(b) Items from a production line are classified as having no fault, having a minor fault or
having a major fault. On average, 90% have no fault, 8% have a minor fault and 2% have
a major fault.
A fault detector is such that the probability that it signals a fault is 0.01 for items with no
fault; 0.6 for items with a minor fault; and 0.95 for items with a major fault.
i. For what proportion of items is a fault signalled?
ii. Of those items for which a fault is signalled, what proportion have a major fault?

R4.2

(a) A production process when in control produces 10% defective items. If a weeks production is 400 items, find the mean and variance of X, the number of defective items produced
in a week and hence give an approximate 95% interval within which X will lie.
(b) Consider the following sampling plan. Test a random sample of 100 items chosen from a
lot containing a large number of items, and accept the lot if the number of defective items
found is at most two.
Construct the OC-curve for this sampling plan.

R4.3 A production process consists of three stages. As a result of each stage, three things can happen:
the item is scrapped; the item is reworked, i.e. sent through the same stage again; or the item
moves along to the next stage. The probabilities of these events at each stage are set out in the
following table:
stage 1
stage 2
stage 3

scrapped
0.1
0.1
0

reworked
0.2
0.2
0.6

next stage
0.7
0.7
0.4

Consider this process as a Markov chain with five states: 0 = scrapped, 1 = stage 1, 2 = stage 2,
3 = stage 3 and 4 = complete.
i. Write down the transition probability matrix, P .

620-370 Statistics for Mechanical Engineers

Revision Exercises page 18

ii. If N denotes the number of cycles (i.e. stages and repeated stages) required to complete
an item, specify approximately E(N ).
iii. Given that

P5 =

1.000
0.234
0.125
0.000
0.000

0.000
0.000
0.000
0.000
0.000

0.000
0.006
0.000
0.000
0.000

0.000
0.227
0.136
0.078
0.000

0.000
0.533
0.739
0.922
1.000

a. Specify the probability that an item is still in the production process after five cycles.
b. Specify the probability that an item is complete after five cycles.
c. Give an approximate value for the proportion of items scrapped in this production
process.
R4.4

(a) The graph below represents the cdf of a random variable W

Use the graph to obtain approximate values for

i. Pr(0.2 < W < 0.5) and Pr(W > 0.5);
ii. the median and quartiles of W .
Draw a rough sketch of the graph of the pdf of W .
(b) Suppose that T is a continuous random variable with pdf given by
f (t) = 12t2 (1 t)

(0 < t < 1).

Find the mean and standard deviation of T .

R4.5

(a) Suppose that X and Y are independent random variables, which are such that X =
d

N(10, 42 ) and Y = N(12, 32 ). Find

i. Pr(X > 12);
ii. Pr(X > Y ).
d

(b) If Z = Pn(25), find Pr(Z > 33).

(c) If E(U ) = 10 and sd(U ) = 5, specify approximate values for the mean and standard
deviation of ln U .

620-370 Statistics for Mechanical Engineers

Revision Exercises page 19

R4.6 The following is a random sample of 10 observations on the integer-valued random variable Y
6, 4, 9,P3, 2, 4, P
11, 8, 6, 7.
For this sample
y = 60 and y 2 = 432.
(a) Find:
i.
ii.
iii.
iv.
v.

the second order statistic, y(2) ;

the sample mean;
the sample standard deviation;
the sample median;
the sample quartiles.
d

(b) If Y = Pn(), give an estimate of and its standard error.

R4.7

(a) A sequence of n = 30 independent trials yields x = 9 successes.

Use the tables to specify a 95% confidence interval for p, the probability of success.
d

(b) A random sample of n = 15 on X = N(, 2 ) yields sample mean x

= 160 and sample
variance s2 = 60.
i. Find a 95% confidence interval for .
ii. Find a 95% prediction interval for X.
(c) The log-likelihood for a data set is given by
ln L = 200 ln 252 .
Find the maximum likelihood estimate of and its standard error.
R4.8

(a) A random sample of twenty-five observations is obtained on X = N(, 102 ). The sample mean for this sample is x
= 46.4. Test the null hypothesis H0 : = 50 against the
alternative H1 : < 50. Specify the P -value.
(b) Each day for twenty days, a random sample of 25 items from the days production is
selected and carefully measured: the average of the 25 measurements (
x) and the range of
the 25 measurements (R) are calculated and recorded each day.
= 22.0; and the average
At the end of the twenty days, the average of the daily averages, x

of the daily ranges, R = 7.86.

It is assumed that the measurements are approximately normal with mean and variance
2 .
3.93.
i. Explain why R
ii. Determine control limits for an x
-chart.
d

R4.9 Independent samples are obtained from normal populations X1 = N(1 , 12 ) and X2 = N(2 , 22 ),
with the following results:
n1 = 8;
n2 = 8;

x
1 = 80,
x
2 = 50,

s21 = 40;
s22 = 32.

i. Find a 95% confidence interval for 1 /2 ; and verify that the hypothesis 12 = 22 would
be accepted.
ii. Specify the pooled variance estimate based on both samples; and state its distribution
under the assumption that 12 = 22 .
iii. Using the pooled variance estimate, obtain a 95% confidence interval for 1 2 , and
specify the value of the t-statistic used to test 1 = 2 .

620-370 Statistics for Mechanical Engineers

Revision Exercises page 20

R4.10 Random samples were obtained on each of four normal populations having equal variances,
2 . The samples contained n1 = 4, n2 = 3, n3 = 5 and n4 = 5 observations respectively.
i. Complete the following analysis of variance table derived from the above samples:
df

between samples
within samples
total

SS

MS

25
625

ii. Show that the hypothesis that the populations have equal means is rejected using a test of
size 0.05.
iii. Give an estimate of 2 , and a 95% confidence interval for 2 .
iv. If x
1 = 31 specify a 95% confidence interval for 1 .
v. Specify the standard error of
3
4 .
R4.11

(a) An experiment to compare the effect of three treatments is to be conducted using eighteen
plots. Six of the plots are classed as good quality, six as moderate quality and six
as poor quality. Describe in detail how you would decide which treatments would be
allocated to which plots.
This experiment is carried out giving the following analysis of variance table:
blocks
treatments
error
total

df
..
..
..
..

SS
48
24
39
111

MS
..
..
..

i. Test the significance of the treatment effects.

ii. Specify the standard error of the estimate of the difference in effects of treatments 1
and 2.
(b) The yield of a chemical process is observed at three temperature levels (1=low, 2=medium
and 3=high) for each of three catalysts. Four replicate observations are obtained for each
catalyst-temperature combination and the averages of these sets of four observations are
plotted in the following diagram.

For these data, the error mean square, s2 = 1. Indicate the number of degrees of freedom
for each of the components in the standard analysis of variance for this situation; and indicate whether the corresponding F -tests are likely to be significant for these data, giving
reasons for your answers.

620-370 Statistics for Mechanical Engineers

Revision Exercises page 21

R4.12 A study was conducted to investigate the relationship between strength (y) and density (x) of a
particular material. Seventeen specimens were tested and for these data the following statistics
were calculated:
x
= 30, y = 50;
P
P
P
(x x
)(y y) = 200, (x x
)2 = 400, (y y)2 = 400.
i. Evaluate the sample correlation coefficient r and give a rough 95% confidence interval for
.
ii. Fit the straight line regression model y = + x + e; i.e. give estimates of and .
iii. Roughly sketch a possible scatter plot for these data.
iv. Complete the following analysis of variance table:
regression
residual
total

df
..
..
..

SS
..
..
..

MS
..
20

Hence, or otherwise, test the hypothesis = 0.

F
..