School of Engineering

Jonsson Engineering Center

ENGR 2600 Modeling and Analysis of Uncertainty

Instructor: Dr. Uwe Kruger (BME, JEC7048) Eigths Homework

Question 1: Covariance and Correlation I:

The random variables 𝑋 and 𝑌 have the following joint probability mass function:

𝑥 −1 0 0 1
𝑦 0 −1 1 0
𝑓𝑋𝑌 𝑥, 𝑦 1 4 1 4 1 4 1 4

Show that the correlation coefficient between 𝑋 and 𝑌 is zero, but 𝑋 and 𝑌 are not independent.

Question 2: Covariance and Correlation II:

Suppose that the correlation between the random variables 𝑋 and 𝑌 is 𝜌. For the constants 𝑎, 𝑏, 𝑐 and 𝑑, what
is the correlation between the random variables 𝑈 = 𝑎𝑋 + 𝑏 and 𝑉 = 𝑐𝑋 + 𝑑?

Question 3 – Christmas cake:

Making a black-forest cake takes two steps: mixing ingredients and baking. The mixing time and baking time
are normally distributed random variables with means of 40 min and 60 min and standard deviations of 2 min
and 3 min, respectively. Assume independence.

a) What is the probability to have a cake ready within 95 min?

b) What is the probability that it will take longer than 110 min?

Question 4 – DIY jobs:

The width of a fridge model is normally distributed with a mean of 23 and 7/8 inches and a standard deviation
of 1/16 inch. The width of the reserved space in a standard kitchen for the fridge to fit in is normally distributed
with a mean of 24 inches and a standard deviation of 1/8 inch. Assume independence.

a) Determine the mean and standard deviation of the difference between the width of the reserved space
and the width of the fridge.
b) What is the probability that the width of the reserved space minus the width of the fridge exceeds ¼
inch?
c) What is the probability that a fridge cannot fit in a reserved space?
Question 5 – Statistical process control I:

7XTM laboratory detergents are used to clean glass and plastic labware. The bottles containing the detergents
are filled by an automatic filling machine. Assume that the fill volume of each bottle is independent and has a
normal distribution with a standard deviation of 0.5 ounce.

a) What is the standard deviation of the average fill volume for 100 bottles?
b) If the mean fill volume is 12.1 ounces, what is the probability that the average fill volume of the 100
bottles is below 12 ounces?
c) What should the mean fill volume be, so that the probability of the average of 100 bottles below 12
ounces is 0.005?
d) Determine the number of bottles that need to be measured such that the probability of the average fill
volume to be less than 12 ounces is 0.01?

Question 6 – Statistical process control II:

The weight of machined parts is normally distributed and has the variance σ2. The measurement error is
normally distributed with a mean of zero and a variance 0.5σ2, independent of the part weight, and adds to the
part weight. The upper and lower specifications are centered at 3σ about the process mean.

a) Without measurement error, what is the probability that a part exceeds the specifications?
b) With measurement error, what is the probability that a part is measured as beyond specifications? Does
this imply it is truly beyond specifications?
c) What is the probability that a part is measured beyond specifications if the true weight of the part is one
σ below the upper specification limit?