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Exercises

Exercise 3-1-1

Solution:
1
The return period (in years) is defined by = where p is the probability of flooding per year. Therefore,
p
the design periods of A and B being A = 5 and B = 10 years mean that the respective yearly flood probabilities
are
P(A) = 1/ (5 years) = 0.2 (probability per year)
P(B) = 1/(10 years) = 0.1 (probability per year)

(a) P(town encounters any flooding in a given year)


= P(AB)
= P(A) + P(B) - P(AB)
= P(A) + P(B) - P(A)P(B) (A and B s.i.)
1 1 1
= (i)
A B A B
= 0.2 + 0.1 - 0.20.1
= 0.28

(b) Let X be the total number of flooded years among the next half decade. X is a binomial random variable with
parameters n = 5 and p = 0.28.
Hence
P(X 2) = 1 - P(X < 2)
= 1 - f(0) - f(1)
= 1 - (1 - 0.28)5 - 5(0.28)(1 - 0.28)4
0.43

(c) Let A and B be the improved return periods for levees A and B, respectively. Using (i) from part (a), we
construct the following table:

Yearly flooding
New A New B probability Total cost
(and cost) (and cost) 1 1 1 (in million dollars)
=
A B A B
10 ($5M) 20 ($10M) 0.145 5 + 10 = 15
10 ($5M) 30 ($20M) 0.130 5 + 20 = 25
20 ($20M) 20 ($10M) 0.0975 20 + 10 = 30
20 ($20M) 30 ($20M) 0.0817 20 + 20 = 40

Since the goal is to reduce the yearly flooding probability to at most 0.15, all these options will work but the
top one is least expensive. Hence the optimal course of action is to change the return periods of A and B
to 10 and 20 years, respectively.

Exercise 3-1-3

Solution:
Given: = mean flaw rate = 1 (flaw) / 50m2;
t = area of a panel = 3m x 5m = 15m2
Let X be the number of flaws found on area t. X is Poisson distributed, i.e.
x
f(x) = e
x!
with
= t = 15 / 50 = 0.3 (flaws)

(a) P(replacement) = 1 - P(0 or 1 flaw)


= 1 - f(0) - f(1)
= 1 - e-0.3 - 0.3 e-0.3
0.037

(b) Since the probability of replacement is 0.037 and there are 100 panels, we would expect
0.037100 = 3.7 replacements on average,
which gives the expected replacement cost
3.7$5000 $18500

(c) For the higher-grade glass, = 1 (flaw) / 80m2 = 15/80 = 0.1875, with which we can calculate the new
probability

P(replacement) = 1 - e-0.1875 - 0.1875 e-0.1875


0.0155,

which gives rise to an expected replacement cost of


1000.0155$5100 $7920
(assuming each higher grade panel is also $100 more expensive to replace)

We can now compare the total costs:


Let C = initial cost of old type panels

Old type: Expected total cost = C + Expected replacement cost


= C + $18500
New type: Expected total cost = C + Extra initial cost + Expected replacement cost
= C + $100100 + $7920
= C + $17920,
which is less than that of the old type, the higher grade panels are recommended.

Exercise 3-1-5

Solution:

(a) Let X be the number of tornadoes next year. X has a Poisson distribution with
20 occurences
= 20 years
= 1 (per year);
t = 1 year
= t = 1, hence

P(next year will be a tornado year)


= P(X 1) = 1 P(X = 0)
= 1 e- = 1 1/e
0.632

(b) This is a binomial problem, with n = 3 and p = yearly probability of having any tornado(es) = 0.632120559.
Hence

P(two tornado years in three years)


= b(2; 3, 0.632120559)
3
= 0.632120559 (1 0.632120559)
2 1

2
0.441
(c)
(i) The tornadoes follow a Poisson model with mean rate of occurrence = 1 (per year), hence for an
observation period of t = 10 (years), the expected number of tornadoes is = t = 10
(ii) Number of tornado years follows a binomial model with n = 10, p = 0.632120559, hence the mean
(i.e. expected) number of tornado years over a ten-year period is np 6.32

Exercise 3-1-6

Solution:

(a) Let X be the number of strong earthquakes occurring within the next 20 years. X has a Poisson distribution
with = (1/50 years)(20 years) = 0.4, hence
P(X 1) = P(X = 0) + P(X = 1)
= e-0.4 (1 + 0.4)
0.938

(b) Let Y be the total number (maximum 3) of bridges that will collapse during a strong earthquake; Y has a
binomial distribution with parameters n = 3, p = 0.3, hence the required probability is

P(Y = 1) = 30.3(1 0.3)2


= 0.441

(c) During a strong earthquake, the probability that all 3 bridges survive is (1 0.3) 3 = 0.73 = 0.343. But since
any number of strong earthquakes could happen during the next 20 years, we need to compute the total
probability that there is no bridge collapse (with X as defined in part (a)),

P(no bridge collapses) = P(no bridge collapses | x earthquakes occur in 20 years)P(X = x)
x 0

=
x 0
(0.343)x [(e-0.4)(0.4x) / x!]

= (e-0.4) [(0.343)(0.4)]x / x!
x 0
= (e-0.4)(e0.1372) = e-0.2628
0.769

Exercise 3-1-7
Solution:

(a) Let X be the total number of excavations along the pipeline over the next year; X has a Poisson distribution
with mean = (1/50 miles)(100 miles) = 2, hence
P(at least two excavations)
= 1 P(X = 0) P(X = 1)
= 1 e- (1 + ) = 1 e-2(3)
0.594

(b) For each excavation that takes place, the pipeline has 0.4 probability of getting damaged, and hence (1
0.4) = 0.6 probability of having no damage. Hence
P(any damage to pipeline | X = 2)
= 1 P(no damage | X = 2)
= 1 0.62 = 1 0.36
= 0.64

Alternative method: Let Di denote damage to pipeline in i-th excavation; the desired probability is

P(D1 D2) = P(D1) + P(D2) P(D1D2)


= P(D1) + P(D2) P(D1 | D2) P(D2)
= P(D1) + P(D2) P(D1 ) P(D2)
= 0.4 + 0.4 0.42 = 0.8 0.16
= 0.64

(c) Any number (x) of excavations could take place, but there must be no damage no matter what x value, hence
we have the total probability


x 0
P(no damage | x excavations) P(x excavations)

e x
=
x 0
0.6x
x!

( 0 .6 ) x
= e- = e- e0.6
x 0 x!
= e-0.4 = e-0.4(2) = e-0.8
0.449

Alternative method: recall the meaning of in a Poisson processit is the mean rate, i.e. the true proportion
of occurrence over a large period of observation. Experimentally, it would be determined by
nE

N
where nE is the number of excavations observed over a very large number (N) of miles of pipeline. Since
40% of all excavations are damaging ones, damaging excavations must also occur as a Poisson process, but
with the diluted mean rate of
0.4n E
D 0.4 , hence
N
D = (0.4)(1/50) = (1/125) (damaging excavations per mile)
Hence
P(no damaging excavation over a 100 mile pipeline)
= e(1/125 mi.)(100 mi.) = e100/125 = e0.8
0.449
Exercise 3-1-9

Solution:

Given: both I and N are Poisson processes, with I = 0.01/mi and N = 0.05/mi. Hence, along a 50-mile section
of the highway, I and N have Poisson distributions with respective means
I = (0.01/mi)(50 mi) = 0.5, N= (0.05/mi)(50 mi) = 2.5

(a) P(N = 2) = e N (N )2 / 2! = e2.5 2.52 / 2 0.257

(b) A, accident of either type, has the combined mean rate of occurrence A = I + N = 0.06, hence A has a
Poison distribution with A = (0.06/mi)(50 mi) = 3, thus
P(A 3) = 1 P(A = 0) P(A = 1) P(A = 2)
= 1 e3 (1 + 3 + 32/2) 0.577

(c) Let us model this as an n = 2 binomial problem, where each trial corresponds to an accident, in which
success means injury and failure means non-injury. How do we determine p? Consider the
physical meaning of the ratio I : N = 0.01 : 0.05 -- it compares how frequently I occurs relative to N,
hence their relative likelihood must be 1 to 5, thus P(N) = 5/6 and P(I) = 1/6 whenever an accident occurs.
Therefore, p = 5/6, and
P(2 successes among 2 trials) = p2 = (1/6)2 0.028

Exercise 3-1-11

Solution:

(a) Let D denote defects and R denote defects that remain after inspection. Since only 20% of defects remain
after inspection, we have
1
R = D0.2 = 0.2 = 0.001 per meter
200 meters
(b) For t = 3000 meters of seams, undetected defects have a mean of = R t = (0.001/m)(3000m) = 3,
P(more than two defects) = 1 P(two or less defects)
= 1 [P(D = 0) P(D = 1) P(D = 2)]
= 1 [e3(1 + 3 + 32/2!)] = 1 0.423190081
0.577

(c) Suppose the allowable fraction of undetected defects is p (0 < p < 1), then the mean rate of undetected
defects is U = Dp, hence, for 1000 meters of seams, the (Poisson) mean number of defects is
U1000m = (1/200m)(p)(1000m) = 5p,
thus if we require
P(0 defects) = 0.95
e5p = 0.95
5p = ln(0.95)
p = ln(0.95)/5 = 0.0103,
i.e. only about 1% of defects can go on undetected.