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MZB127 Practice Exam

SECTION A: Calculus and Ordinary Differential Equations

Answer all questions.

QUESTION 1

(a) Consider the multivariable function

f (x, y) = x2 + y − ey

(i) Find the gradient of the function f at the point (x = 3, y = 0), and the directional
derivative of f at the same point in the direction u = 2i + j.
(3 marks)
(ii) Find the critical point of the function and use the Hessian determinant test to establish
whether this critical point is a local maximum, minimum, or saddle.
(3 marks)

(b) Consider the following iterated integral:

Z 1Z x √
I= 1 + x2 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 outher
integral is with respect to y (you do not have to calculate the value of I in this form).
(1 mark)

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QUESTION 2

(a) Use an appropriate method to find the solution of the following differential equation with
initial condition:
dy y
= , y(0) = 10.
dx (2x − 1)2
(4 marks)

(b) Consider the following second order differential equation:

y 00 + 12y 0 + 36y = 4e−t + t.

(i) Find the general solution of the homogeneous version of this equation.
(2 marks)
(ii) Find a particular solution of the nonhomogeneous equation.
(3 marks)

(c) Consider the second order nonhomogeneous equation

y 00 + 64y = f (t).

Write a function f (t) would lead to resonance in the solution of this equation.
(1 mark)

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QUESTION 3

(a) Consider the following system of two first order differential equations:

y10 (t) = 4y1 (t) + y2 (t), y20 (t) = 2y1 (t) + 3y2 (t).

(i) Write this system of differential equations in matrix-vector form, identifying the co-
efficient matrix A.
(1 mark)
(ii) Find the eigenvalues and eigenvectors of the coefficient matrix, and thereby find the
general solution of the system.
(5 marks)
(iii) Find the solution of the system that also satisfies the initial condition

y1 (0) = 2, y2 (0) = 3.
(2 marks)

(b) In solving a system of two equations you find that the eigenvalues are

λ1 = −2 + 3i, λ2 = −2 − 3i.

Draw a rough sketch of what one component of the solution vector would look like, in
particular for large time. Note that it is the behaviour of the function, not specific numbers,
that are important in this question.
(2 marks)

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SECTION B: Probability and Statistics

Answer all questions. [Note: Additional part-questions have been added to this section to give
a better idea of the questions that could be asked. On the actual exam, each full question will
include sub-questions to a total value of 10 marks only.]

QUESTION 4

(a) The input to a water treatment plant is relatively steady, but occasionally exceeds the capac-
ity of the main treatment circuit. In this case, the operator is required to divert the excess
input to one of two backup circuits, labelled A and B.

(i) Daily operating records indicate that the plant operates without any diversions on 94%
of days. What is the probability that either or both of circuits A and B are required on
any given day?
(1 mark)
(ii) The records also indicate that circuit A is used on 2.35% of days and circuit B is used
on 3.65% of days. What is the probability that both backup circuits are used on a
randomly chosen day?
(1 mark)

(b) A discrete random variable N has the probability distribution presented in the following
table.
n 1 2 3 4 5
Pr(N = n) 0.16 0.32 0.12 0.23 0.17

(i) Find the mean value of this variable.

(2 marks)
(ii) Find the variance of this variable, given that E(N 2 ) = 10.45.
(2 marks)

z 0.5
(c) A continuous random variable Z has the pdf f (z) = for 0 ≤ z ≤ 9.
18
(i) Find the median value of this variable.
(2 marks)
(ii) Find the quantity E(Z 2 ).
(2 marks)
(iii) Find the probability that 1 < Z < 4.
(2 marks)

(d) Suppose that a particular type of bolt is made by only three manufacturers: Brand Q, Brand
Z and Brand X. Brand Q produces 34% of these bolts, Brand Z produces 21% of these bolts
and Brand X produces the other 45%. Independent quality testing indicates that only 0.05%
of bolts made by Brand Q are defective, while the corresponding defective rates for Brands
Z and X are 0.07% and 0.08% respectively.

(i) Out of all bolts of this type that are produced, what proportion are defective?
(3 marks)
(ii) Based on your answer to part (i), what proportion of all defective bolts were made by
Brand Q?
(2 marks)

Question 4 continued overleaf

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Question 4 continued

(e) (i) The CEO of a confectionary company is very fond of black jelly beans and has man-
dated that 25% of all jelly beans made by that company must be black. If a random
sample of 12 jelly beans is taken from the company’s production, what is the proba-
bility that there will be fewer than two black jelly beans in this sample?
(2 marks)
(ii) The number of customers entering a travel agent’s shop averages 1.75 per hour, with
the customers arriving randomly throughout the day. Determine the probability that
two or more customers will enter the shop within a given half-hour period.
(2 marks)

QUESTION 5

(a) An opinion polling company is employed to investigate what proportion of voters agree
with a proposed change to business tax incentives. The company interviewed a random
sample of 650 voters across a range of locations, of whom 283 agreed with the proposed
change. Use this information and the relevant table from the attached resource sheet to
obtain an approximate 95% confidence interval for the true proportion of voters who agree
with the proposed change.
(3 marks)

(b) A manufacturer of steel sections is investigating potential wastage in trimmed lengths of its
products. One of the products that is investigated has a design length of 6.1m. The quality
control department has tested a random sample of 12 items of this product from the last
week of production and observed the following lengths (in metres):

6.206 6.449 6.467 6.606 6.447 5.959 5.984 6.145 6.737 6.017 6.431 6.267

(i) Calculate the sample mean of these values. (1 mark)

(ii) Given that the standard deviation of these values is 0.2527 m, conduct a hypothesis
test to assess whether there is any evidence that the true mean length of this product is
not equal to the design value. Remember to interpret your conclusion in the context
of the investigation. (3 marks)

(c) The probability function for the geometric distribution is given by

Pr(X = x) = p(1 − p)x−1 ,
where X is the number of independent Bernoulli trials that are conducted until the first
“success” is observed and p is the probability of “success” on each individual trial.
We wish to estimate the value of p for a random variable with this distribution, so we take a
sample of n observations (x1 , x2 , . . . , xn ) of the variable. From the probability rule above,
it can be shown that the log-likelihood for this sample is
X n
`(~x; p) = (ln(p) + (xi − 1) ln(1 − p)) .
i=1
Use this information to find the maximum likelihood estimate p̂MLE for the parameter p
based on these n observations.
(3 marks)

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QUESTION 6

(a) A research team is investigating the breaking strength of a brand of laminated beam which
come in several widths, so they obtain measurements of breaking strength (kN) and beam
width (cm) for a sample of beams of various widths. The first stage of their analysis was to
fit a linear model to the resulting data using Minitab, which yielded the output below. Use
the information in this printout to answer the questions which follow.

(i) Assuming that the analysis is valid, how strong is the evidence (if any) of a linear
relationship between the beam width and breaking strength for this type of beam?
Please indicate where you have obtained this evidence.
(1 mark)
(ii) The “Coefficients” table presents the results for two statistical tests. Which of these
tests relates to the question of whether there is evidence of a linear relationship be-
tween beam width and breaking strength? Explain briefly how this test relates to this
question.
(1 mark)
(iii) State the null and alternative hypotheses for the test results displayed in the “Con-
stant” row of the “Coefficients” table and interpret the result of this test.
(1 mark)
(iv) Explain briefly what the R-squared value tells us about the regression model that has
been fitted to these data.
(1 mark)
(v) Using the information presented in the Minitab output and the relevant table from the
attached resource sheet, calculate a 95% confidence interval for the slope of the as-
sumed relationship between these two variables (beam width and breaking strength).
Interpret this interval.
(3 marks)

Question 6 continued overleaf

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Question 6 continued

(vi) A number of assumptions are made in setting up a linear regression model, and these
assumptions should be tested after the model has been fitted to a specific sample
of data. Which of these assumptions is tested using a Normal probability plot of
residuals? How would you tell from this plot if this assumption was not valid?
(2 marks)
(vii) The plot below was obtained when fitting the linear regression model mentioned ear-
lier in this question. What assumption or assumptions is/are being checked with this
plot and what do you conclude about this/these assumption(s)?
(2 marks)

(b) A random sample of 100 students was selected from a large first year unit and each student
was asked to record the number of hours they spent studying for that unit each week. The
students’ results at the end of semester were then compared against the average number of
hours of study per week undertaken by each student, and a logistic regression model was
fitted to this data. Part of the resulting output is presented below. Use the information in
this output to answer the questions which follow.

Question 6 continued overleaf

MZB127-Practice.222 cont/...
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Question 6 continued

(i) Using the information presented in the Minitab output and the relevant table from
the attached resource sheet, calculate a 95% confidence interval for the coefficient of
“HrsWeek” in this model.
(3 marks)
(ii) According to the fitted model, by what factor does a student’s odds of passing increase
for each extra hour spent studying per week?
(1 mark)
(iii) Use the information presented in the Minitab output to estimate the probability of a
student passing this unit if they spend an average of 4.5 hours per week studying for
the unit?
(3 marks)

END OF PAPER

MZB127-Practice.222
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RESOURCE SHEET

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-Practice.222