Exam Three Review Problems for Math 3338: Probability Distributions - Prof. Jun Chen, Exams of Probability and Statistics

Review problems for exam three of math 3338, focusing on probability distributions. Topics include finding probabilities using normal, gamma, and exponential distributions, determining if two random variables are dependent or independent, and calculating expectations and covariances.

Typology: Exams

Pre 2010

Uploaded on 08/19/2009

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Math 3338 Exam Three Review Problems
1. ZN(0,12). Use table A.3 to find (a) P(Z > 1.32), (b) 0.13 Z <
2, (c) 85th percentile.
2. In a city, 12% of the population do not have medical insurance. A
random sample of 40 people is selected. What is the probability that
the number of uninsured people is between 12 and 30 (inclusive).
3. Suppose Xhas a gamma distribution with parameter α, β . We know
its mean and variance are 10 and 20, respectively. Please find the values
of α, β. Use table A.4 to find P(4 X12).
4. Suppose Xhas an exponential distribution with parameter λ. Let
Y=X3. What is fY?
5. Suppose Xhas uniform distribution on [0,1] and pdf of Yis fY(y) = 2y,
0y1; fY(y) = 0 otherwise. Is there a map gsuch that Y=g(X)?
6. X, Y are discrete random variables taking values in {0,1}. We know
some values of joint pmf p(x, y): p(0,0) = 0.3, p(1,0) = 0.1, p(1,1) =
0.34.
(a) Calculate p(0,1).
(b) Find marginal pmf pXand pY. Determine whether X, Y are de-
pendent or independent.
(c) Compute Cov(X, Y ).
7. The joint pdf of X, Y is f(x, y) = x+3
2y2, 0 x1,0y1;
f(x, y) = 0 otherwise. Calculate E(X2Y) and ρX ,Y .

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Math 3338 Exam Three Review Problems

  1. Z ∼ N(0, 12 ). Use table A.3 to find (a) P (Z > 1 .32), (b) − 0. 13 ≤ Z < 2, (c) 85th percentile.
  2. In a city, 12% of the population do not have medical insurance. A random sample of 40 people is selected. What is the probability that the number of uninsured people is between 12 and 30 (inclusive).
  3. Suppose X has a gamma distribution with parameter α, β. We know its mean and variance are 10 and 20, respectively. Please find the values of α, β. Use table A.4 to find P (4 ≤ X ≤ 12).
  4. Suppose X has an exponential distribution with parameter λ. Let Y = X^3. What is fY?
  5. Suppose X has uniform distribution on [0, 1] and pdf of Y is fY (y) = 2y, 0 ≤ y ≤ 1; fY (y) = 0 otherwise. Is there a map g such that Y = g(X)?
  6. X, Y are discrete random variables taking values in {0,1}. We know some values of joint pmf p(x, y): p(0, 0) = 0. 3 , p(1, 0) = 0. 1 , p(1, 1) = 0 .34. (a) Calculate p(0, 1). (b) Find marginal pmf pX and pY. Determine whether X, Y are de- pendent or independent. (c) Compute Cov(X, Y ).
  7. The joint pdf of X, Y is f (x, y) = x + 32 y^2 , 0 ≤ x ≤ 1 , 0 ≤ y ≤ 1; f (x, y) = 0 otherwise. Calculate E(X^2 Y ) and ρX,Y.