Math 29 – Probability Final Exam, Exams of Probability and Statistics

This is the final exam for math 29 - probability course, covering topics such as probability distributions, variance, markov chains, jointly distributed random variables, and more. The exam consists of 10 problems, each with a different point value.

Typology: Exams

2012/2013

Uploaded on 02/21/2013

raivath
raivath 🇮🇳

4.9

(9)

18 documents

1 / 10

Toggle sidebar

This page cannot be seen from the preview

Don't miss anything!

bg1
Name:
Math 29 Probability Final Exam
Saturday December 18, 2-5 pm in Merrill 03
Instructions:
1. Show all work. You may receive partial credit for partially completed problems.
2. You may use calculators and a two-sided sheet of reference notes. You may not use any other
references or any texts, except the provided z-table.
3. You may not discuss the exam with anyone but me.
4. Suggestion: Read all questions before beginning and complete the ones you know best first.
Point values per problem are displayed below if that helps you allocate your time among
problems.
5. You need to demonstrate that you can solve all integrals in problems that do not have a (DO
NOT SOLVE) statement. I.E. write out some work showing how you solved the integration,
including if necessary integration by parts.
6. Probabilities should be given as NUMERICAL values, unless I say an expression is warranted.
7. If the next part of a problem depends on a previous part which you cannot solve, PICK a
distribution to use, so you can get partial credit.
8. Good luck!
Problem
1
2
3
4
5
6
7
8
9
Total
Points Earned
Possible Points
11
11
9
13
10
11
11
6
6
100
pf3
pf4
pf5
pf8
pf9
pfa

Partial preview of the text

Download Math 29 – Probability Final Exam and more Exams Probability and Statistics in PDF only on Docsity!

Name:

Math 29 – Probability Final Exam

Saturday December 18, 2-5 pm in Merrill 03

Instructions:

  1. Show all work. You may receive partial credit for partially completed problems.
  2. You may use calculators and a two-sided sheet of reference notes. You may not use any other references or any texts, except the provided z-table.
  3. You may not discuss the exam with anyone but me.
  4. Suggestion: Read all questions before beginning and complete the ones you know best first. Point values per problem are displayed below if that helps you allocate your time among problems.
  5. You need to demonstrate that you can solve all integrals in problems that do not have a (DO NOT SOLVE) statement. I.E. write out some work showing how you solved the integration, including if necessary integration by parts.
  6. Probabilities should be given as NUMERICAL values, unless I say an expression is warranted.
  7. If the next part of a problem depends on a previous part which you cannot solve, PICK a distribution to use, so you can get partial credit.
  8. Good luck!

Problem 1 2 3 4 5 6 7 8 9 10 Total

Points Earned

Possible Points 11 11 9 13 10 11 11 6 6 12 100

  1. Let X denote the number of solo travelers who arrive at a particular free coffee stop (sponsored by local Boy and Girl scouts) at a rest stop along I-91 in an hour. Suppose it is known an average of 16 solo travelers arrive each hour, and that these travelers are independent of one another (note we are looking at solo travelers, not families, so this makes sense), and hours are also independent time intervals.

a. What is the probability the coffee stop at the rest stop sees only 8 or 9 solo travelers in a half hour?

b. What distribution would you use to model how long the Boy and Girl scouts have to wait for the next solo traveler after one has just arrived? (Be specific with parameter values, and time unit).

c. What is the probability the Boy and Girl scouts wait for longer than 5 minutes for the next solo traveler after one has just arrived?

  1. Wendy’s proclaims that there are 256 different ways to order a hamburger. For each hamburger, you have your choice of 8 different condiments (cheese, mayo, pickles, etc.), which can be added to the hamburger or left off (default). Assume that you cannot order “extra” condiments (i.e. your only options are each condiment on or off the hamburger).

a. Show that Wendy’s claim of 256 different ways to order a hamburger is correct.

b. Suppose you really want all 8 condiments on your burger, but the local Wendy’s is low on supplies, so they say you can only pick 3 condiments for your burger. How many different burgers can you order?

c. Suppose that Wendy’s #136 and Wendy’s #202 compete for local business with Wendy’s #136 getting 30% of local Wendy’s business (you can assume this percentage holds for just burger business). Suppose that 30% of all burgers sold at Wendy’s #136 have bacon on them, while at Wendy’s #202 that percentage is only 15%. If a friend offered you a Wendy’s burger with bacon on it, what is the probability your friend went to Wendy’s #202 to get that burger?

  1. A Little Theory, Variance, and Matching

a. Suppose X and Y are jointly distributed random variables with joint pdf f(x,y), with marginal pdfs and

conditional pdfs in our usual notation. Show that E ( XY ) E [ XE ( Y | X )].

b. Suppose X and Y are jointly distributed random variables with correlation -0.4, Var(X)=4 and Var(Y)=36. What is Var(4Y-3X)?

c. Matching. (Not all choices may be used).

____ Having a random sample implies this about A. Convergence in quadratic mean the associated random variables B. Poisson process C. Markov Chain ____ A stochastic process where the variables are D. Martingale related by conditional expectations E. I.I.D. F. CLT (Central Limit Theorem) ____ The minimum of a random sample is an example G. Dependence H. Order statistics ____ Result related to convergence in distribution I. Standardization

____ Requires stationarity and independence

  1. An Amherst College student owns 2 umbrellas and takes them back and forth between her room and

library carrel. Let Xt denote the number of umbrellas in her room at the start of day t. Suppose the

student only carries an umbrella with her if it is currently raining, and only if one is available at her present location. She also only makes a trip to her carrel and back to her room once a day. Finally, assume the probability it is raining when she leaves her room or library carrel is .4, and is independent of all past weather activity.

a. Complete the Markov Chain transition matrix to describe the

behavior of Xt .Recall rows = starting state, columns = ending state.

b. Does your Markov chain have any absorbing sets apart from the entire sample space? Yes No

Is your transition matrix reducible or irreducible? Reducible Irreducible

c. What is the probability there will be no umbrellas available in the student’s room at the start of the day 2 days from now if there is only one available today? (i.e. 1 today, tomorrow= whatever, third day= umbrellas)

d. Set up a system of equations (DO NOT SOLVE) that would allow you to find the long run probability the student gets wet (no umbrella and it is raining) in the morning when she leaves her room.

7. Suppose X and Y are jointly distributed random variables with joint pdf f ( x , y ) 8 xy , 0  x  y  1 ,

and 0, otherwise.

a. Sketch and shade the region where the joint pdf has positive density on the graph paper at right.

b. Set up an integral or integrals(DO NOT SOLVE) to find P(3X<Y,Y<.75).

c. Compute Cov(X,Y).

d. Based on your computation in part c., can you conclude that X and Y are dependent? Yes No

  1. Let X and Y be jointly distributed random variables with joint pdf given by

f ( x , y ) 2 ( x  y ), 0  x  y  1 , and 0, otherwise.

a. Find the marginal pdf of Y.

b. Find the general conditional pdf of X given Y.

c. Find E(X|Y=.5).

d. Set up an integral (DO NOT SOLVE) to find P(X>.25|Y=.75)