AAOC+C111(MATH+F113)

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    BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, PILANI

    HYDERABAD CAMPUS

    SECOND SEMESTER 2012-2013

    AAOC C111/MATH F113: PROBABILITY AND STATISTICS

    COMPREHENSIVE EXAMINATION -PART A (CLOSED BOO!

    D"#$: 03 MAY 2013 M"%& M"'): 30

    D"*: FRIDAY T+$: &00 A&M& #. 10&00 A&M&

    ID NO NAME:

    :

     NOTE: There are 10 questions in this paper. Each question below has four possible choices. Pic the choice

    that is the !ost appropriate one an" put in the bo# as A$ % etc. Each correct choice fetches &ou 3  !ars

    an" a wron' choice −1  !ar. A* "#$'"#+./.$''+#+ + 4$ 5.)+6$'$6 ") '. "6 ""'6$6

    -1 "'& (ower case answers will also be consi"ere" as wron' answers.

     z0.1=1.28,

     z0.05=1.645,

     z0.025=1.96,

       z0.01=2.33

     

    )1.  If the chances of  A  hittin' a tar'et is 3  ti!es out of 4  an" that of B  hittin' is

    4  ti!es out of   5,   an" that of C   hittin' is 5  ti!es out of   6,   an" if  A ,B ,∧C   

    fire at the tar'et alternati*el& onl& once$ then the probabilit& that the tar'et will be hit e#actl&

    twice will be +assu!e in"epen"ence,

      +A, 

    19

    24   +%, 

    47

    120   +-, 

    23

    30   +D, 

    15

    22  

    ).  (et F ( x )=0 if x

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    )2 (et X 

     be a ran"o! *ariable ha*in' Poisson "istribution with para!eter λ3/. Then P[ X = x ]

     is

    lar'est when x

      is

    +A, 2∨3   +%,   3∨4   +-, 1   +D, or no  x

    )4. The annual rainfall in a cit& is nor!all& "istribute" with !ean /0 inches an" s.". inches. If 

    c  inches of rain is e#cee"e" +annuall&, 54 percent of the ti!e$ then c   is

      +A,33.29

      +%,33.92

      +-,26.71

      +D,26.18

     

    )6 If X ,Y   are in"epen"ent ran"o! *ariables each ha*in' e#ponential "istribution with

     para!eters α , β  respecti*el&$ then the ran"o! *ariable  K =min { X ,Y }  will be

    +A, a!!a with para!eters α , β   +%, E#ponential with para!eter α + β  

    +-, E#ponential with para!eter

    ¿, β }min¿

      +D, E#ponential with para!eter αβ

    )7 If  E [ X ]=2,Var X =5, E [Y  ]=−1,VarY =3 an" Cov ( X ,Y )=2,

    then Var (2 X −3Y +4 )   is

      +A, 1 +%, 4 +-, 6/ +D, 23

    )8 9ohn an" i!on ha*e a'ree" to !eet for lunch between 0.00 P.M.+i.e. 1.00 noon, an" 1.00

    P.M. The arri*al ti!es of both are in"epen"ent ran"o! *ariables ha*in' unifor! "istribution o*er

    +0$ 1,. Then the e#pecte" a!ount of ti!e +in hours, that the one who arri*es first !ust wait for

    the other person is

    (A)  1

    3   +%,1

    4   +-,3

    4   +D,1

    6

      )5.  The burnin' ti!e of a rocet +!easure" in secon"s, can be thou'ht of as a ran"o! *ariable ha*in'

    unifor! "istribution on the inter*al (0,b).   10 rocets &iel"e" the followin' burnin'

    ti!es: 8,7,10,9,7,12,11,7,9,10 . Then an unbiase" esti!ate of b  will be

      +A,12

      +%,9

      +-, 24   +D,18

    )10. A re'ression line =b

    0+b

    1 x

     was fitte" +b& the !etho" of least squares, to the

    n  "ata points   ( x1, 1 ) ,( x2 , 2 ) ,!, ( xn , n)  . If now each  x i  is increase" b& $ then

    A

    C

    B

    D

    A

    D

    C

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      +A, %othb

    0,∧b

    1   will chan'e +%, %othb0

    ,∧b1  re!ain the sa!e

    +-,b1  re!ains the sa!e but

    b0  will chan'e +D,

    b0  re!ains the sa!e but

    b1  will chan'e

    * * *

    BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, PILANI

    HYDERABAD CAMPUS

    SECOND SEMESTER 2012-2013

    AAOC C111/MATH F113: PROBABILITY AND STATISTICS

    COMPREHENSIVE EXAMINATION -PART A(CLOSED BOO!

    D"#$: 03 MAY 2013 M"%& M"'): 30

    D"*: FRIDAY T+$: &00 A&M& #. 10&00 A&M&

    ID NO NAME:

    :

     NOTE: There are 10 questions in this paper. Each question below has four possible choices. Pic the choice

    that is the !ost appropriate one an" put in the bo# as A$ % etc. Each correct choice fetches &ou 3  !ars

    an" a wron' choice −1  !ar. A* "#$'"#+./.$''+#+ + 4$ 5.)+6$'$6 ") '. "6 ""'6$6

    -1 "'& (ower case answers will also be consi"ere" as wron' answers.

     z0.1=1.28, z

    0.05=1.645, z

    0.025=1.96,    z0.01=2.33  

    )1.  If the chances of A  hittin' a tar'et is 3  ti!es out of

    4 an" that of B  hittin' is

    4  ti!es out of    5,   an" that ofC 

     hittin' is 5  ti!es out of   6,   an" if  A ,B ,∧C   

    A

    2 0 1 2 P S H

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    fire at the tar'et alternati*el& onl& once$ then the probabilit& that the tar'et will be hit e#actl&

    twice will be +assu!e in"epen"ence,

      +A, 47

    120   +%, 19

    24   +-, 23

    30   +D, 15

    22  

    ).  (et  F ( x )=0 if x

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    )7 If  E [ X ]=2,Var X =5, E [Y  ]=−1,VarY =3 an" Cov ( X , Y )=2,

    then Var (2 X −3Y +4 )   is

      +A, / +%, 1 +-, 6/ +D, 4

    )8 9ohn an" i!on ha*e a'ree" to !eet for lunch between 0.00 P.M.+i.e. 1.00 noon, an" 1.00

    P.M. The arri*al ti!es of both are in"epen"ent ran"o! *ariables ha*in' unifor! "istribution o*er+0$ 1,. Then the e#pecte" a!ount of ti!e +in hours, that the one who arri*es first !ust wait for

    the other person is

    (B)  1

    6   +%,1

    3   +-,3

    4   +D,1

    4

      )5.  The burnin' ti!e of a rocet +!easure" in secon"s, can be thou'ht of as a ran"o! *ariable ha*in'

    unifor! "istribution on the inter*al (0,b).   10 rocets &iel"e" the followin' burnin'

    ti!es: 8,7,10,9,7,12,11,7,9,10 . Then an unbiase" esti!ate of b  will be

      +A, 9   +%, 12   +-, 18   +D, 24

    )10. A re'ression line =b

    0+b

    1 x

     was fitte" +b& the !etho" of least squares, to the

    n  "ata points   ( x1, 1 ) ,( x2 , 2 ) ,!, ( xn , n)  . If now each  x i  is increase" b& $ then

    +A, %oth

    b0,∧b

    1

      re!ain the sa!e +%, %oth

    b0,∧b

    1

      will chan'e

      +-,b

    0  re!ains the sa!e butb

    1  will chan'e +D,b1  re!ains the sa!e but

    b0  will chan'e

    * * *

    A

    B

    C

    D

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    BIRLA INSTITUTE OF TECHNOLOGY 7 SCIENCE, PILANI

    HYDERABAD CAMPUS

    SECOND SEMESTER, 2012-2013

      COMPREHENSIVE EXAMINATION

     PART-B

    AAOC C111/MATH F 113: PROBABILITY AND STATISTICS

     DATE: 03-08-2013(FRIDAY!  T+$: 120 M+& M"%& M"'): 80 "ote :# 0.0179=2.1,# 0.025=1.96,# 0.2389=0.707,# 0.0571=1.581,  $ 0.025

    2 =5.023, $ 0.0502 =3.841.

    %rite o&r 'robabi(itva(&e)&'to fo&r*ecima( '(ace)∧)im'(if .  

    1.a, or a certain binar& channel$ the probabilit& that a trans!itte" ;0< is correctl& recei*e" as ;0< is

    0.52 an" the probabilit& that a trans!itte" ;1< was recei*e" as ;1< is 0.51. urther$ the probabilit& of 

    trans!ittin' a ;0< is 0.24. If a si'nal is sent$ what is the probabilit& of 'ettin' an error= >2?

     b, In a super !aret$ a case contains 1 -oca@-ola bottles$ in which / of the! are ha*in' e#pire"

    "ate. A sa!ple of 2 bottles is ran"o!l& selecte" fro! the case. in" the !ean of $ the nu!ber of 

     bottles ha*in' the e#pir& "ate in the sa!ple usin' the probabilit& "istribution of $ an" also

    calculate the theoretical !ean. >2?

    a, An auto!obile pro"uction line turns out about 100 cars a "a&$ but "e*iations occur "ue to !an&

    causes. The pro"uction in a "a& is !ore accuratel& "escribe" b& the probabilit& "istribution 'i*en

     belowB

     % 8 9 ; 100 101 102 103 10< 108

    =(%! &03 &08 &0 &10 &18 &20 &18 &10 &0 &08 &03

    inishe" cars are transporte" across the ba&$ at the en" of each "a&$ b& a ferr&. If the ferr& has space

    for onl& 101 cars$ what will be the a*era'e nu!ber of cars waitin' to be shippe" in the first wee of 

    April +1st@7th, an" what will be the a*era'e nu!ber of e!pt& spaces on the ferr& "urin' that perio".

    Cse the followin' ran"o! nu!bers 2$ 76$ 27$ 58$ 0/$ 67$ 1/ an" the tabular hea"in's for 

    si!ulation in the 'i*en or"er. >6?

    Cse the followin' hea"in's: Da&$ Nu!ber of cars waitin' for transportation$ Fan"o! nu!ber$

     Nu!ber of cars pro"uce"$ Nu!ber of cars ferrie" + inclu"in' the pre*ious "a& waitin' cars,$

     Nu!ber of cars not ferrie"$ Nu!ber of e!pt& spaces on ferr&. Assu!e initiall& there is no

     pro"uction.

     b, If is a nor!al ran"o! *ariable with !ean 7 an" *ariance 2 then fin" the *alue of

    P +14./62 G + H 7,G 0.054,= >/?

    /. a, Two nu!bers are chosen in"epen"entl& an" at ran"o! fro! the inter*al +0$ 1,. hat is the

     probabilit& that the two nu!bers "iff ers b& !ore than1

    2+

      >2?

     b, (et +$ J, be "istribute" unifor!l& on the circular "is centere" at +0$ 0, with ra"ius2√   . in"

    the !ar'inal "ensit& function of = >2?

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     2. To test the h&pothesis that a coin is fair$ the followin' "ecision rules are a"opte". +i, Accept the

    h&pothesis if the nu!ber of hea"s in 100 tosses is between 20 an" 60 both inclusi*e. +ii, reKect the

    h&pothesis otherwise. >2L/?

    a, in" the probabilit& of reKectin' the h&pothesis when it is actuall& correct.

     b, hat conclusions woul" &ou "raw if the sa!ple of 100 tosses &iel"e" 4/ hea"s= -oul" &ou be

    wron' in &our conclusion= If so$ what t&pe of error it coul" be=

    4. A ran"o! sa!ple of 40 !athe!atics 'ra"es out of a total of 1000 showe" a !ean of 74 an" a

    stan"ar" "e*iation of 10.

    a. hat are the 54 confi"ence li!its for the !ean of the 1000 'ra"es= >/?

     b. ith what "e'ree of confi"ence coul" we sa& that the !ean of all 1000 'ra"es is74 1±

    =

    >/?

    6. The Koint "ensit& of the ran"o! *ariables an" J is

    + ,$ 0 1$ 0 1

    + $ ,   /

    0 XY 

     x y x y f x y

    elsewhere

    + ≤ ≤ ≤ ≤= 

    in" for this "istribution. in" also the cur*e of re'ression of J on . >7?

    7. A process for pro"ucin' *in&l floor co*erin' has been stable for a lon' perio" of ti!e an" the

    surface har"ness !easure!ent of the floorin' pro"uce" has a !ean 4.2. A secon" shift has been

    hire" an" traine" an" their pro"uction nee"s to be !onitore". -onsi"er testin' the h&pothesis 0:

    34.2 a'ainst 1: Q4.2. A ran"o! sa!ple of har"ness !easure!ents is !a"e of n320 speci!ens pro"uce" b& the secon" shift. If the !ean of the sa!ple is 4.1 an" stan"ar" "e*iation is 1.$ what

    can be conclu"e" at 0.04 le*el of si'nificance= +Cse P@Ralue test, >4? 

    SSSSSS

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    BIRLA INSTITUTE OF TECHNOLOGY 7 SCIENCE, PILANI

    HYDERABAD CAMPUS

      PROBABILITY AND STATISTICS

     COMPREHENSIVE EXAMINATION

     PART-B-SOLUTIONS

    1 a, (et A be the e*ent of trans!ittin' ;02M!

    0W+#,G0.0/ 354

    0.0/W+#,G0.0

    8

    356

    0.08W+#,G0.1

    4

    357

    0.14W+#,G0.

    4

    358

    0.4W+#,G0.2

    0

    355

    0.20W+#,G0.6

    0

    3100

    0.60W+#,G0.7

    4

    3101

    0.74W+#,G0.8

    4

    310

    0.84W+#,G0.5

    310/

    0.5W+#,G0.5

    7

    3102

    0.57W+#,G1 3104

    # 0 1 /

    P+#, 0.424 0.4050 0.181 0.0181

    1 / 2 4 6 7

    1 0

    2

    58 58 0 /

    0 7

    6

    10

    10

    1

    1 0

    / 1 27

    100

    101

    0 0

    2 0 5

    8

    10

    4

    10

    1

    2 0

    4 2 0

    /

    56 10

    0

    0 1

    6 0 6

    7

    10

    1

    10

    1

    0 0

    7 0 1

    /

    57 57 0 2

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    11/2(1, 1)

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    A*era'e nu!ber of cars waitin': 47 (1M! A*era'e nu!ber of e!pt& spaces: 87(1M!

    b

    ¿ P [ 15.36420 60? >/5.4 60.4? P X P X ≤ ≤ = ≤ ≤

    3

    /5.4 40 60.4 40

    4 4 P Z 

    − − ≤ ≤  

     +ince 3np340 an" X3np+1@p,34, @2M

    3>.1?@>@.1? 30.562

    +a, Y3P>FeKect the h&pothesis e*en thou'h it is true?

      3P>FeKect the h&pothesis when p30.4?

      [email protected]

      30.0/48. @2M

    +b, If 3 4/$ then accept the h&pothesis. Jes$ T&pe ZII error. @3M

    4. +a, i*en

    74$ 10$ 40 X s n= = =

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    1. -usto!ers arri*e at a ban in a Poisson fashion at an a*era'e rate of 10 per hour. in" the probabilit& that

    the ban staff ha*e to wait for not !ore than 6 !inutes +fro! the ti!e of ban2?

    /. (et  X   be a continuous ran"o! *ariable with "ensit& f  ( x )=e− x, x>0 +an" ¿0  otherwise,. (et

    Y =  1

    1+ X 2.

      Obtain the "ensit& of the ran"o! *ariable Y .  >8?

    2. (et  X   be a continuous ran"o! *ariable with "ensit& f  ( x )={  x0

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    TEST 2 (OPEN BOO! (S.#+.)!

    D"#$ : 30-03-2013 M"%& M"'): 90

    D"*: SATURDAY T+$ : 11&00 A&M& #. 12&00 N..

    1. -usto!ers arri*e at a ban in a Poisson fashion at an a*era'e rate of 10 per hour. in" the probabilit&

    that the ban staff ha*e to wait for not !ore than 6 !inutes +fro! the ti!e of ban2?

      olution:  X   therefore has a ❑2

     "istribution with 0 "e'rees of free"o!.

      ro! Table _R Pa'e 656$  P [8.26≤ X ≤31.4 ]=0.950−0.010=0.940

    /. (et  X   be a continuous ran"o! *ariable with "ensit& f  ( x )=e− x, x>0 +an" ¿0  otherwise,. (et

    Y =  1

    1+ X 2   Obtain the "ensit& of the ran"o! *ariableY .

      olution: Y   is a "ecreasin' function of  X .   ence the "ensit& of Y   is

      (  )=f  ( x )|*x*|=e− x   1

    2  2√ 1 −1

    =e−√ 1 −1 1

    2  3/2

    √ 1− ,0

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      An" we 'et  x=1.283

    4. The two@"i!ensional ran"o! *ariable ( X , Y )  has a unifor! "istribution o*er the square with *ertices

    (1, 0 ) , (0, 1 ) , (−1, 0 )  an" (0,−1 ) .   (et / = X +Y ,V =Y − X .   in" the Koint "ensit& (& ,v )  of 

    the two@"i!ensional ran"o! *ariable (/ ,V  ) .   ence fin" the "ensit& of the ran"o! *ariable

    / = X +Y  . >1?

     

    olution: F  XY  ( x , )=

    1

    2   o*er the square

    The 9acobian 2 =|3 x

    3&

    3 x

    3v

    3

    3&

    3

    3v|=|1/2   −1/21/2 1/2 |=1/2  

    ence/V  (& ,v )=

    1

    4,−1

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    6. A s&!!etric "ie is thrown /00 ti!es. (et  X   be the nu!ber of 4

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    Poisson fashion at an a*era'e of 40 per "a&. or a 'i*en "a&$ fin" the probabilit& that at least two calls

    will be recei*e" b& 5.14 A.M. >10?

    . ro! e#perience$ Mr. Fa! has foun" that the low bi" on a construction Kob can be re'ar"e" as a ran"o!

    *ariable  X    ha*in' unifor! "ensit&  f  ( x )={   23C , C 2 8?

    6. ow !an& ti!es "o we ha*e to flip a balance" coin to be able to assert with a probabilit& at !ost 0.01

    that the "ifference between the proportion of tails an" 0.4 will be at least 0.02=

    >10?

    * * *

    BITS- PILANI HYDERABAD CAMPUS

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    SECOND SEMESTER 2012-2013

    AAOC C111/MATH F113: PROBABILITY AND STATISTICS

    TEST 2 MAE-UP(OPEN BOO! (S.#+.) 7 M"'+ S5?$$! 

    D"#$ : 1;-010?

      olution:¿ P¿  at least calls are recei*e" between 5.00 A.M$ an" 5.14 A.M.   ¿   +,

     ¿

    ¿1− P¿ at !ost 1 call is recei*e" between 5.00 A.M. an" 5.14 A.M.   ¿  +,

      ¿1−e−7548 (1+ 7548 )=0.4629   +/L/,

    . ro! e#perience$ Mr. Fa! has foun" that the low bi" on a construction Kob can be re'ar"e" as a ran"o!

    *ariable  X    ha*in' unifor! "ensit&  f  ( x )={

      23C , C 

    2 (1+ 8 100 )C )=2c−(1+ 8 100 )C 

    2C −C 

    2

    =2

    3(1−

    100)   +L,

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    >10?

    * * *

    BIRLA INSTITUTE OF TECHNOLOGY & SCIENCE, PILANIHYDERABAD CAMPUS

    SECOND SEMESTER, 2012-2013AAOC C111/MATH F 113: PROBABILITY AND STATISTICS

    Te! - 1 "C#$e% B$$' DATE: 2(-02-2013"M$)%+' Te: .0 M) M M: .0

    Note: There are six questions. Anser a!! questions ith "usti#$ation %& $!ear!&'e#nin eent(s)/ran'o aria%!e(s). +ars -or ea$h question are ien at the en' o- the question.

    1. In answerin' a question on a !ultiple@choice test$ a stu"ent either nows the answer or he

    'uesses. (et 0.6 be the probabilit& that he nows the answer an" 0.2 the probabilit& that he 'uesses.

    Assu!e that a stu"ent who 'uesses at the answer will be correct with 14$ where 4 is the nu!ber of 

    !ultiple@choice alternati*es. hat is the probabilit& that a stu"ent new the answer to a question

    'i*en that he answere" it correctl&= @;M

    . uppose that a cafeteria purchases 4 cartons of si! !il at the wholesale price of Fs 1.00 per 

    carton an" retails the !il at Fs 12.00 per carton. After the e#piration "ate$ the unsol" !il is

    re!o*e" fro! the shelf an" the cafeteria recei*es a cre"it fro! the "istributor equal to three@fourths

    # 0 1 / 2 4

    f+#, 114 14 14 a14 214 /14

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    of the wholesale price. If the probabilit& "istribution of the ran"o! *ariable $ the nu!ber of 

    cartons that are sol" fro! this lot is

    in" the E#pecte" Profit for the -afeteria. @M

    /. A ran"o! *ariable $ which represents the wei'ht +in ounces, of an article$ has the Probabilit&

    "ensit& function is 'i*en b&

    f  ( x )={  ( x−8 ) ,for 8≤ x

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    BIRLA INSTITUTE OF TECHNOLOGY & SCIENCE, PILANI

    HYDERABAD CAMPUSSECOND SEMESTER, 2012-2013

    AAOC C111/MATH F 113: PROBABILITY AND STATISTICSDATE: 1-0-2013 Te! - 1 MA4E UP"C#$e% B$$' Te: .0)DAY: THURSDAYM M: .0 

      Note: There are six questions. Anser a!! questions ith "usti#$ation %& $!ear!&'e#nin eent(s)/ran'o aria%!e(s). +ars -or ea$h question are ien at the en' o- the question.

      

    1& The su! of two non@ne'ati*e quantities is equal to n. in" the probabilit& that their pro"uct is not

    less than ̀ ti!es their 'reatest pro"uct. >8M?

    2& A consi'n!ent of 14 recor" pla&ers contains 2 "efecti*es. The recor" pla&ers are selecte" at ran"o!

    one b& one$an" e#a!ine". Those e#a!ine" are not put bac. hat is the probabilit& that the 5th one

    e#a!ine" is the last "efecti*e. >8M?

    3& A Piece of !echanis! consists of 11 co!ponents$ 4 t&pe A$ / or t&pe %$ of t&pe - an" 1 of t&pe D.

    The probabilit& that an& particular co!ponent will function for a perio" of 2 hours fro! the

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    co!!ence!ent of operations without breain' "own is in"epen"ent of whether or not an& other

    co!ponent breas "own "urin' that perio" an" can be obtaine" fro! the followin' table:

    -o!ponent A % - D

    Probabilit& 0.60 0.70 0./0 0.

    +i, -alculate the probabilit& that co!ponents chosen at ran"o! fro! the 11 co!ponents will both

    function for a perio" of 2 hours fro! the co!!ence!ent of operations without breain' "own.

    +ii, If at the en" of 2 hours of operations neither of the co!ponents chosen in+i, has broen "own$what is the probabilit& that the& are both t&pe - co!ponents. >12M?