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The solutions to quiz 2 in the mathematical statistics course (math 183) for the winter 2007 semester. The solutions involve using combinatorics, the hypergeometric distribution, and the binomial distribution to calculate probabilities and expectations related to various statistical problems.
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Mathematical Statistics MATH 183
(Each problem is worth 25 points.)
Problem 1 This problem can be done using combinatorics, or by looking at it as a special case of the hypergeometric distribution (m = 3, n = 4 , N = 2, k = 1). I will describe how to do this problem by combi- natorics since the next problem will also involve the hypergeometric distribution. There are 3 vowels, and 4 consonants, so the number of pairs with one vowel and one consonant is 3 × 4 = 12. (Notice that order does not matter here so there is no need to multiply by 2!, e.g. the pairs EM and ME are not counted separately) The total number of pairs is
2
= 7 × 2 6 = 21 since we are choosing 2 tiles out of the urn of 7. Thus the probability is 12/21 = 4/7.
Problem 2 This problem can be modeled using the hypergeometric distribu- tion. Since there are 21 total diamonds, we know that m + n = 21. We want to select real diamonds, so we let n = 8, the number of real diamonds, and let m = 13, the number of fake diamonds. Since we want to know the expectation, it suffices to use the formula E[X] for X a random variable corresponding to the hypergeometric distribution with the above parameters. Specifically,
nN m + n
Alternatively, one can compute the expectation by calculating the sum
∑
k=0.. 4
k
4 −k
4
Problem 3 This problem can be modeled by the binomial distribution. Since there is 500 feet of shoreline, and 30 feet of it contains the bunker, the probability a particular missile hits is p = 30/500 = 0.06. Thus the probability that k missiles hit out of the volley of 25 is ( 25 k
pk(1 − p)^25 −k^ =
k
(0.06)k(0.94)^25 −k.
Mathematical Statistics MATH 183
We want the probability P ( at least 3 missiles hit) which equals
∑^25
k=
k
(0.06)k(0.94)^25 −k.
However to save ourselves work, we instead calculate the probability of the complement of this event, i.e.
P ( at least 3 missiles hit) = 1 − P ( at most 2 missiles hit)
k=
k
(0.06)k(0.94)^25 −k
Simplifying, we get
or 18.7%.
Problem 4 Since we wish to calculate the P (X 1 + X 2 + · · · + X 64 ≤ 152), by the Central Limit Theorem, this is approximated by
1 √ 2 π
∫ B σ−√nμn
−∞
e
− 2 x 2 dx
where B is the upper bound of 152, n = 64 is the number of trials, μ is the mean of X and σ is the standard deviation of X. (This is analogous to airplane ticket problem.)
Thus our task now is to compute the mean and variance of X, where X is the continuous random variable with Probability Density Function (PDF) f (x) = 12 e
−x (^2) for x ≥ 0. Note this is specifically the exponential distribution f (x) = λe−λx with λ = 1/2. The mean of the exponential distribution is (^) λ^1 = 2 (this was also given to you) and the variance is (^) λ^12. Thus the standard deviation σ is (^) λ^1 = 2 as well since it is the square-root of the variance.