SOLUTIONS MANUAL for Stochastic Modeling: Analysis and ...
SOLUTIONS MANUAL for Stochastic Modeling: Analysis and ...
SOLUTIONS MANUAL for Stochastic Modeling: Analysis and ...
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33<br />
Pr{Y 2,6 > 30} = 1− Pr{Y 2,6 ≤ 30}<br />
= 1−<br />
30 ∑<br />
j=0<br />
e −6(6) (6(6)) j<br />
j!<br />
≈ 0.819<br />
4. We want the smallest m such that<br />
Pr{Y 30 − Y 6 >m}≤0.05<br />
m∑ e −24 24 j<br />
Pr{Y 30 − Y 6 >m} =1−<br />
j!<br />
m =32doesit.<br />
5. If we assume that the accident rate is still λ = 1/week, then<br />
Pr{Y t+24 − Y t ≤ 20} = Pr{Y 24 ≤ 20}<br />
j=0<br />
=<br />
20 ∑<br />
j=0<br />
e −24 24 j<br />
j!<br />
≈ 0.24<br />
There<strong>for</strong>e, there is nearly a 1 in 4 chance of seeing 20 or fewer accidents even if the<br />
rate is still 1/week. This is not overwhelming evidence in favor of a lower rate.<br />
6. t corresponds to square meters of metal <strong>and</strong> λ = 1/50 defect/meter 2<br />
(a)<br />
Pr{Y 200 ≥ 7} = 1− Pr{Y 200 ≤ 6}<br />
= 1−<br />
≈ 0.111<br />
6∑<br />
j=0<br />
e − 1 55 (200) ( 200<br />
50 )j<br />
j!<br />
(b) For an out-of-control process λ ≥ 4/50. For λ =4/50 we want<br />
Pr{Y 200 >c}≥0.95