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MZB127 Week 13 Practice Exam

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113 views10 pages

MZB127 Week 13 Practice Exam

Uploaded by

Jagath
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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1

SECTION A: Calculus and Ordinary Differential Equations

Answer all questions.

QUESTION 1

(a) Consider the multivariable function


2
f (x, y) = xy − x + .
y
(i) Find all first and second partial derivatives of the function f .
(2 marks)
(ii) Find the gradient of the function f and the directional derivative of f at the point
x = 1, y = 2, in the direction u = 2i − j.
(2 marks)
(iii) Show that the function f has one critical point at x = 2, y = 1. Use the Hessian de-
terminant test to establish whether this critical point is a local maximum, minimum,
or saddle.
(2 marks)

(b) Consider the following iterated integral:


Z 1 Z x2
I= xy − x dy dx.
0 0

(i) Calculate the value of the integral I.


(2 marks)
(ii) Sketch the region S in the (x, y) plane that this integral is being calculated over.

(1 mark)
(iii) Rewrite the integral I so that the inner integral is with respect to x and the outer inte-
gral is with respect to y (you do not have to calculate the value of I in this form).

(1 mark)

MZB127.PracticeExam cont/...
2

QUESTION 2

(a) Use separation of variables to find the solution of the following differential equation with
initial condition
dy
= y 2 (e2t + 1), y(0) = 1.
dt
(4 marks)
(b) Consider the following second order differential equation:

y ′′ (t) + 4y ′ (t) + 3y(t) = 3t + 2.

(i) Find the general solution of the homogeneous version of the problem.
(2 marks)
(ii) A particular solution of the nonhomogeneous equation has the form yP = A1 t + A0 .
Find the values of A1 and A0 .
(2 marks)

(c) Consider the following differential equation:

y ′′ (t) + 4y ′ (t) + αy(t) = 0,

where α is a constant.
Determine the value or range of values of α for which the solution to the equation is of the
form

(i) y = c1 eat cos(bt) + c2 eat sin(bt),


(1 mark)
(ii) y = c1 eat + c2 teat .
(1 mark)

MZB127.PracticeExam cont/...
3

QUESTION 3

(a) Consider the following system of differential equations:

y1′ (t) = −11y1 (t) + 8y2 (t), y2′ (t) = −15y1 (t) + 11y2 (t).

(i) Write the system of differential equations in matrix-vector form.

(1 mark)
(ii) Find the eigenvalues and eigenvectors of the coefficient matrix, and thereby find the
general solution of the system of ordinary differential equations.

(5 marks)
(iii) Find the solution of the system of equations that also satisfies the initial conditions
y1 (0) = 5, y2 (0) = 0.
(2 marks)

(b) Suppose the two eigenvalues of a coefficient matrix of a linear, constant-coefficient, homo-
geneous ODE system are λ1 = −2 and λ2 = 0. Which of the following plots could be the
solution of the system? Briefly (1-2 sentences) justify your choice.

Plot 1 Plot 2
30 2
y 1 (t)
20 1.5
y 2 (t)
10
1
0
y 1 (t)
-10 0.5
y 2 (t)
-20 0
0 1 2 3 0 1 2 3
t 3
Plot t 4
Plot
20
1 y 1 (t) y 1 (t)
y 2 (t)
15 y 2 (t)
0.5
10

0 5

-0.5 0
0 1 2 3 0 1 2 3
t t
(2 marks)

MZB127.PracticeExam cont/...
4

SECTION B: Probability and Statistics

Answer all questions.

QUESTION 4

(a) The following table considers the number of different days out of 100 that a survey of a
local park yielded a sighting of a curlew (or not), as well as the local weather conditions:

Weather conditions Curlew seen Curlew not seen


Sunny 30 10
Overcast 8 17
Raining 15 20

Use the data in the table to estimate:

(i) The probability that it rains and a curlew is seen.

(1 mark)
(ii) The probability that a curlew is seen if it is raining.

(1 mark)
y3
(b) A continuous random variable Y has the pdf f (y) = y − , for 0 ≤ y ≤ 2.
4
(i) Find the expected value of this variable.
(ii) Find the probability that Y < 1.
(3 marks)

(c) An investigation of the market for basic four-wheel drive (4WD) vehicles found that Brand
X made 45% of the vehicles, Brand Y made 25% of them and the remaining 30% were
made by Brand Z. It was also found that 60% of the basic 4WD vehicles made by Brand X
ran on diesel fuel, while only 40% of those made by Brand Y and 35% of those made by
Brand Z ran on diesel fuel.

(i) Overall, what proportion of the basic 4WD vehicles run on diesel?
(2 marks)
(ii) Based on your answer to part (i), what proportion of the basic 4WD vehicles that run
on diesel were made by Brand Y?
(1 mark)
(iii) If a random sample of fifteen basic 4WD vehicles is selected from those available,
what is the probability that exactly three of them were made by Brand Z? (Please
show your working for any calculations.)
(2 marks)

MZB127.PracticeExam cont/...
5

QUESTION 5

(a) An electronic device at a petrol station aims to pump up car tyres to a pressure of 40 psi
(pounds per square inch). In practice, this electronic device pumps up tyres to a pressure
that follows a normal distribution with a mean of 40 psi and standard deviation of 0.2 psi.
Calculate the probability that this electronic device will pump up a tyre to a pressure greater
than 39.5 psi.

(3 marks)

(b) A manufacturer of electrical appliances conducts a survey to investigate the proportion of


its products that fail within the two-year warranty period. From a random sample of 1500
products purchased by separate customers, 23 products were found to have failed during
the nominated period. Use this information and the relevant table from the attached re-
source sheet to obtain an approximate 98% confidence interval for the true proportion of
products from this manufacturer that fail within the warranty period.
(3 marks)

(c) A chemical processing component is required to dispense 4.75 litres of reagent at specified
times. Quality control personnel have measured the amount of reagent actually dispensed
by the component according to a random sampling scheme and obtained the following
readings (in litres):

4.786 4.719 4.756 4.690 4.762 4.738 4.734 4.733 4.727 4.721 4.751 4.730

(i) Calculate the sample mean of these values.


(1 mark)
(ii) Given that the standard deviation of these values is 0.024395 (L), conduct a hypothe-
sis test to assess whether there is any evidence that the true mean amount of reagent
dispensed by the component is not equal to the design value. Remember to interpret
your conclusion in the context of the investigation.
(3 marks)

MZB127.PracticeExam cont/...
6

QUESTION 6

(a) In a very large power plant, workplace health and safety incidents occur on average at a
rate of three per week. (Assume that this power plant operates seven days a week!)

(i) What is the probability that four workplace health and safety incidents occur this
week?

(2 marks)
(ii) What is the probability that the next workplace health and safety incident occurs in
one to two days’ time?

(2 marks)

(b) A linear regression analysis was applied to a dataset containing nine paired data points
(x, y) to identify if the two variables x and y are linearly related to each other. The outputs
of this regression analysis are shown below.

(i) Based on the outputs of the regression analysis, what is the strength of the evidence
for a linear relationship between the two variables (y and x)? Justify your answer.

(2 marks)
(ii) What proportion of the variation in y is explained by the proposed linear relationship
between y and x?

(1 mark)
(iii) Calculate a 90% confidence interval in the slope of the proposed relationship between
y and x.

(3 marks)

END OF PAPER

MZB127.PracticeExam
(i)

RESOURCE SHEET
Exp/log rules: e0 = 1, ln(1) = 0, ea+x = ea ex , ln(ax) = ln a + ln x, ea ln x = xa

Differentiation:

d a d ax d d d 1
x = axa−1 , e = aeax , sin(ax) = a cos(ax), cos(ax) = −a sin(ax), ln(x) =
dx dx dx dx dx x
d df dg
Chain rule: f (g(x)) =
dx dg dx
d
Product rule: f (x)g(x) = f ′ (x)g(x) + f (x)g ′ (x)
dx

Integration: (
1 a+1
x ̸= −1
Z Z
a
x dx = a+1 x +c
, eax dx =
1 ax
e + c,
ln(x) + c x = −1 a
Z Z
1 1
sin(ax) dx = − cos(ax) + c, cos(ax) dx =
sin(ax) + c
a a
Z Z
du
Integration by substitution: f (u(x)) dx = f (u) du
dx
Z Z
Integration by parts: f (x)g ′ (x) dx = f (x)g(x) − f ′ (x)g(x) dx

     
u1 v1 a b
Matrices and vectors: For u = ,v = , and M = :
u2 v2 c d
q
Norm (magnitude): ||u|| = u21 + u22

u · v = u1 v1 + u2 v2
Dot (inner) product:
    
a b u1 au1 + bu2
Matrix-vector product: Mu = =
c d u2 cu1 + du2
 
−1 1 d −b
Determinant and inverse: det(M ) = ad − bc, M =
det(M ) −c a

Multivariable Calculus:  
∂f ∂f f
Gradient: ∇f (x, y) = i+ j= x
∂x ∂y fy
Directional Derivative: Du f (x0 , y0 ) = ∇f (x0 , y0 ) · û (û a unit vector)
Critical point: x0 , y0 such that fx (x0 , y0 ) = 0 and fy (x0 , y0 ) = 0, that is, ∇f (x0 , y0 ) = 0

  H > 0, fxx > 0 local min.


H > 0, f < 0 local max.
fxx fxy xx
Hessian determinant test: H = det ⇒
fyx fyy H < 0
 saddle

H=0

indeterminate

First order ODEs:


Z Z
dy 1
Separation of variables: = f (t)g(y) ⇒ dy = f (t) dt
dt g(y)
Z
1 R
First order linear: y ′ (t) + p(t)y(t) = q(t) ⇒ y(t) = q(t)I(t) dt, I(t) = e p(t) dt
I(t)

MZB127.PracticeExam
(ii)

Second order ODEs:



λ1 t λ2 t
c1 e + c2 e λ real distinct
y ′′ (t) + by ′ (t) + cy(t) = 0

Characteristic equation: , y = (c1 + c2 t)e λt
λ repeated
⇒ λ2 + bλ + c = 0 
 αt
e [c1 cos(βt) + c2 sin(βt)] λ = α ± iβ

Undetermined coefficients:
Right hand side f (t) Particular solution yP (t)
Constant a0 A0
Linear a0 + a1 t A0 + A1 t
y(t)′′ + by(t)′ + cy(t) = f (t)
Polynomial a0 + a1 t + . . . + an tn A0 + A1 t + . . . + An t n
Exponential cekt Aekt
Trigonometric a0 cos(kt) + a1 sin(kt) A0 cos(kt) + A1 sin(kt)

Systems of ODEs:
For linear ODE system y ′ (t) = Ay(t) where y a vector, A a matrix:
Eigenvalues λ such that det(A − λn I) = 0, eigenvectors vn such that (A − λn I)vn = 0 for n = 1, 2.

General solution (λ distinct): y = c1 v1 eλ1 t + c2 v2 eλ2 t

Probability rules:

Pr(A ∪ B) = Pr(A) + Pr(B) − Pr(A ∩ B), Pr(A) = 1 − Pr(A), Pr(A|B) = Pr(A ∩ B)/Pr(B)

Probability distributions for continuous variables:


Z x
Cumulative density function: F (x) = f (u) du = Pr(X < x)
−∞

Z b
Probability density function: Pr(a < X < b) = f (x) dx = Pr(X < b) − Pr(X < a) = F (b) − F (a)
a

Mean, median and variance:


(P
x p(x) if X is discrete
Mean: µ = E(X) = R
x f (x) dx if X is continuous

Pr(X < m) = Pr(X > m) = 0.5


Median:
(P
2

2
 (x − µ)2 p(x) if X is discrete
Variance: σ = Var(X) = E (X − µ) = R 2
(x − µ) f (x) dx if X is continuous

Relationship between variance and mean: Var(X) = E(X 2 ) − (E(X))2

Sample mean, sample median and sample variance:


n
X
Sample mean: X= xi /n
i=1

 
n+1
Sample median: m= th observation
2
n n
!
2 1 X 2 1 X 2
Sample variance: s = xi − X = x2i − nX
n − 1 i=1 n−1 i=1

MZB127.PracticeExam
(iii)

Binomial distribution: X ∼ bin(n, p), µ = np, σ 2 = np(1 − p),


   
n x n n!
Pr(X = x) = p (1 − p)(n−x) , =
x x x!(n − x)!

µx e−µ
Poisson distribution: X ∼ P(µ), µ = λt, σ 2 = µ, Pr(X = x) =
x!

Exponential distribution: t ∼ Exp(λ), µ = 1/λ, σ 2 = 1/λ2 ,

f (x) = λe−λx , F (x) = 1 − e−λx , x≥0

Normal distribution: X ∼ N(µ, σ 2 ), Pr(X > x) = Pr(X < −x)

X −µ x−µ
Standard normal distribution: Z= ∼ N(0, 1), z= ,
σ σ

Pr(Z > z) = Pr(Z < −z), Pr(Z > zp ) = p

Student’s t distribution: T ∼ td , t∞ = z,

Pr(T > t) = Pr(T < −t), Pr(T > td,p ) = p

Central Limit Theorem:

X is nearly normal when n ≥ 30, so

2 X −µ X −µ X −µ
X ∼ N(µ, σX ), Z= = √ , T = √
σX σ/ n s/ n

X ∼ bin(n, p) is nearly normal when n ≥ 30, np ≥ 5, and n(1 − p) ≥ 5, so

p̂ − p
X ∼ N(np, np(1 − p)), Z=p , p̂ = X/n
p(1 − p)/n

Confidence intervals:

Confidence interval for a mean µ: Pr(X − a < µ < X + a) = 1 − α, a = tn−1,α/2 s/ n
p
Confidence interval for a proportion p: Pr(p̂ − a < p < p̂ + a) ≈ 1 − α, a = zα/2 p̂(1 − p̂)/n

Hypothesis testing:

Evidence against the null hypothesis p-value


Very strong p < 0.01
Strong p ≈ 0.02
Moderate p ≈ 0.05
Slight 0.05 < p < 0.1
Insufficient p > 0.1

Linear regression:
yi = β0 + β1 xi + εi , εi ∼ N(0, σ 2 )

Confidence interval in intercept: β̂0 ± tn−2,α/2 sβ̂0


Confidence interval in slope: β̂1 ± tn−2,α/2 sβ̂1
Confidence interval in new observation: ŷi ± tn−2,α/2 sŷi , sŷi ≈ σ

MZB127.PracticeExam
(iv)

Table of standard Normal percentage points

Table of values zα such that Pr(Z > zα ) = α, for given α.


Pr(Z > zα ) 0.5 0.25 0.2 0.15 0.1 0.05 0.025 0.01 0.005 0.001 0.0005
z0.5 z0.25 z0.2 z0.15 z0.1 z0.05 z0.025 z0.01 z0.005 z0.001 z0.0005
zα 0.000 0.674 0.842 1.036 1.282 1.645 1.960 2.326 2.576 3.090 3.291

Table of t–values
Table of values tp such that Pr(t > tp ) = p, for given p and degrees of freedom (d.f.).
Pr(t > tp ) 0.5 0.25 0.2 0.15 0.1 0.05 0.025 0.01 0.005 0.0005
d.f. ↓ t0.5 t0.25 t0.2 t0.15 t0.1 t0.05 t0.025 t0.01 t0.005 t0.0005
1 0.000 1.000 1.376 1.963 3.078 6.314 12.706 31.821 63.657 636.619
2 0.000 0.816 1.061 1.386 1.886 2.920 4.303 6.965 9.925 31.599
3 0.000 0.765 0.978 1.250 1.638 2.353 3.182 4.541 5.841 12.924
4 0.000 0.741 0.941 1.190 1.533 2.132 2.776 3.747 4.604 8.610
5 0.000 0.727 0.920 1.156 1.476 2.015 2.571 3.365 4.032 6.869
6 0.000 0.718 0.906 1.134 1.440 1.943 2.447 3.143 3.707 5.959
7 0.000 0.711 0.896 1.119 1.415 1.895 2.365 2.998 3.499 5.408
8 0.000 0.706 0.889 1.108 1.397 1.860 2.306 2.896 3.355 5.041
9 0.000 0.703 0.883 1.100 1.383 1.833 2.262 2.821 3.250 4.781
10 0.000 0.700 0.879 1.093 1.372 1.812 2.228 2.764 3.169 4.587
11 0.000 0.697 0.876 1.088 1.363 1.796 2.201 2.718 3.106 4.437
12 0.000 0.695 0.873 1.083 1.356 1.782 2.179 2.681 3.055 4.318
13 0.000 0.694 0.870 1.079 1.350 1.771 2.160 2.650 3.012 4.221
14 0.000 0.692 0.868 1.076 1.345 1.761 2.145 2.624 2.977 4.140
15 0.000 0.691 0.866 1.074 1.341 1.753 2.131 2.602 2.947 4.073
16 0.000 0.690 0.865 1.071 1.337 1.746 2.120 2.583 2.921 4.015
17 0.000 0.689 0.863 1.069 1.333 1.740 2.110 2.567 2.898 3.965
18 0.000 0.688 0.862 1.067 1.330 1.734 2.101 2.552 2.878 3.922
19 0.000 0.688 0.861 1.066 1.328 1.729 2.093 2.539 2.861 3.883
20 0.000 0.687 0.860 1.064 1.325 1.725 2.086 2.528 2.845 3.850
21 0.000 0.686 0.859 1.063 1.323 1.721 2.080 2.518 2.831 3.819
22 0.000 0.686 0.858 1.061 1.321 1.717 2.074 2.508 2.819 3.792
23 0.000 0.685 0.858 1.060 1.319 1.714 2.069 2.500 2.807 3.768
24 0.000 0.685 0.857 1.059 1.318 1.711 2.064 2.492 2.797 3.745
25 0.000 0.684 0.856 1.058 1.316 1.708 2.060 2.485 2.787 3.725
26 0.000 0.684 0.856 1.058 1.315 1.706 2.056 2.479 2.779 3.707
27 0.000 0.684 0.855 1.057 1.314 1.703 2.052 2.473 2.771 3.690
28 0.000 0.683 0.855 1.056 1.313 1.701 2.048 2.467 2.763 3.674
29 0.000 0.683 0.854 1.055 1.311 1.699 2.045 2.462 2.756 3.659
30 0.000 0.683 0.854 1.055 1.310 1.697 2.042 2.457 2.750 3.646
40 0.000 0.681 0.851 1.050 1.303 1.684 2.021 2.423 2.704 3.551
60 0.000 0.679 0.848 1.045 1.296 1.671 2.000 2.390 2.660 3.460
80 0.000 0.678 0.846 1.043 1.292 1.664 1.990 2.374 2.639 3.416
100 0.000 0.677 0.845 1.042 1.290 1.660 1.984 2.364 2.626 3.390
1000 0.000 0.675 0.842 1.037 1.282 1.646 1.962 2.330 2.581 3.300
∞ 0.000 0.674 0.842 1.036 1.282 1.645 1.960 2.326 2.576 3.291

MZB127.PracticeExam

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