Midterm Solutions - Applied Probability | STAT 331, Exams of Probability and Statistics

Material Type: Exam; Class: APPLIED PROBABILITY; Subject: Statistics; University: Rice University; Term: Unknown 1989;

Typology: Exams

Pre 2010

Uploaded on 08/18/2009

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STAT 331 Fall ’05: MIDTERM SOLUTIONS
1. Short Questions
a.
E[V] = Z4
0
4
3πr3f(r)dr
=Z4
0
π
6r4dr
=π
6r5
54
0
=512π
15 107.
Some people computed E[V] = 4
3πE[R3], but keep in mind it is generally not true that
E[g(X)] = g(E[X]) unless gis linear.
b. Let Xbe the total number of errors in the sequence of ninformation bits, and let
Xi=1 if the ith information bit is decoded incorrectly
0 otherwise
so that X=Pn
i=1 Xi. Denote ˜p=P(Xi= 1), so that XiBer(˜p) and Xbin(n, ˜p).
Then
P(an error) = 1 P(no error)
= 1 P(X= 0)
= 1 (1 ˜p)n,
so it remains to find ˜p. Note that Xi= 1 if and only if 3 or more of the five repeated
bits are corrupted. Thus
˜p=P(3,4,or 5 flipped bits out of 5)
=5
3p3(1 p)2+5
4p4(1 p) + 5
5p5
= 0.0579
where I have plugged in p= 0.2. In conclusion, P(an error) = 1 (0.94)n.
c. Let Xbe the point where the stick is broken. Then Xunif[0,1]. The probability of
interest is
P(X[0,1/3] [2/3,1]) = F(1/3) F(0) + F(1) F(2/3)
= 1/3 + 1/3
= 2/3
where F(x) = xis the CDF of X.Note: Many people looked at the random variable
Y= max(X, 1X), the length of the longest piece, and computed P(Y2/3). This
is fine in principle. However, you cannot simply say that Yunif[1/2,1] without any
justifcation. While true, this must shown by, for example, finding the CDF of Y and
identifying it as that of a uniform.
pf3

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STAT 331 Fall ’05: MIDTERM SOLUTIONS

  1. Short Questions

a.

E[V ] =

0

πr^3 f (r) dr

0

π 6

r^4 dr

π 6

[

r^5 5

] 4

0

512 π 15

Some people computed E[V ] = 43 πE[R^3 ], but keep in mind it is generally not true that E[g(X)] = g(E[X]) unless g is linear. b. Let X be the total number of errors in the sequence of n information bits, and let

Xi =

1 if the ith information bit is decoded incorrectly 0 otherwise

so that X =

∑n i=1 Xi. Denote ˜p^ =^ P^ (Xi^ = 1), so that^ Xi^ ∼^ Ber(˜p) and^ X^ ∼^ bin(n,^ p˜). Then

P (an error) = 1 − P (no error) = 1 − P (X = 0) = 1 − (1 − p˜)n,

so it remains to find ˜p. Note that Xi = 1 if and only if 3 or more of the five repeated bits are corrupted. Thus

p˜ = P (3, 4 , or 5 flipped bits out of 5)

=

p^3 (1 − p)^2 +

p^4 (1 − p) +

p^5

= 0. 0579

where I have plugged in p = 0.2. In conclusion, P (an error) = 1 − (0.94)n. c. Let X be the point where the stick is broken. Then X ∼ unif[0, 1]. The probability of interest is

P (X ∈ [0, 1 /3] ∪ [2/ 3 , 1]) = F (1/3) − F (0) + F (1) − F (2/3) = 1 /3 + 1/ 3 = 2 / 3

where F (x) = x is the CDF of X. Note: Many people looked at the random variable Y = max(X, 1 − X), the length of the longest piece, and computed P (Y ≥ 2 /3). This is fine in principle. However, you cannot simply say that Y ∼ unif[1/ 2 , 1] without any justifcation. While true, this must shown by, for example, finding the CDF of Y and identifying it as that of a uniform.

d.

P (1 ≤ Y ≤ 3) = P (ln 1 ≤ X ≤ ln 3) = FX (ln 3) − FX (ln 1)

= Φ

ln 3 − 1 √ 2

ln 1 − 1 √ 2

  1. Poker hands

a. (^) ( 49 2

b. One pair? (^) ( 44 2

2

2

where the subtraction is to discount the possibility of drawing a new pair, which would boost the hand to two pairs. c. Two pair? (^) ( 3 1

1

2

2

where the first term on top accounts for drawing another jack, and the other term on top for drawing a new pair. Remeber, drawing a 3 would bump the hand up in status. d. Three of a kind? (^) ( 2 1

1

2

where the number on top is the number of ways to draw one three and one non-three/jack. Drawing two jacks would yield a full house.

  1. Median Absolute Deviation

a.

E[|X − μ|] =

∫ (^) a

−a

|x| ·

2 a

dx

∫ (^) a

0

x 2 a

dx

a

∫ (^) a

0

x dx

a

[

x^2

]a

0

a 2