Practice Comprehensive Exam - Cryptography / Data Security | COMP 7120, Exams of Computer Science

Material Type: Exam; Class: Cryptgrphy/Data Securty; Subject: COMP Computer Science; University: University of Memphis; Term: Fall 2001;

Typology: Exams

Pre 2010

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Statistics Masters Comprehensive Exam
November 3, 2001
Student Name:
1. Answer 8 out of 12 problems. Mark the problems you selected
in the following table.
1 2 3 4 5 6 7 8 9 10 11 12
2. Write your answer right after each problem selected, attach more
pages if necessary.
3. Assemble your work in right order and in the original problem
order.
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pf5
pf8
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Statistics Masters Comprehensive Exam

November 3, 2001

Student Name:

1. Answer 8 out of 12 problems. Mark the problems you selected

in the following table.

2. Write your answer right after each problem selected, attach more

pages if necessary.

3. Assemble your work in right order and in the original problem

order.

  1. Let f (x, y) = 3/ 2 , x^2 ≤ y ≤ 1 , 0 ≤ x ≤ 1 be the joint p.d.f. of X and Y. Find

(a) P (1/ 2 ≤ X). (b) P (X ≤ Y ). (c) Marginal p.d.f. of X and Y.

  1. Let {X 1 ,... , Xn} be independently and identically distributed with density f (x; μ, σ^2 ), where μ is the mean value and σ^2 the variance. Put Y =

∑n i=1 Xi^ and^ S^2 =^

∑n i=1 X i^2.

(a) Define the central limit theorem for Y. (b) If f (x; μ, σ^2 ) is normal with μ = 0, show that the variable Z = {S^2 −nσ^2 }/{σ^2 (2n)−^1 /^2 } converges in distribution to N (0, 1) as n → ∞, where N (0, 1) denotes the normal distribution with mean 0 and variance 1.

  1. Let X 1 , X 2 , X 3 be random variables.

(a) If X 1 ∼ P oisson(λ), X 2 ∼ P oisson(μ), and X 1 , X 2 are independent find P (X 1 = k|X 1 + X 2 = 2k) (b) If (X 1 , X 2 , X 3 ) ∼ Trinomial(n, p 1 , p 2 , p 3 ), that is,

P (X 1 = x 1 , X 2 = x 2 , X 3 = x 3 ) =

n! x 1 !x 2 !x 3!

px 11 px 2 2 px 3 3 ,

where p 3 = 1 − p 1 − p 2 , X 3 = n − X 1 − X 2 , find P (X 1 = k|X 1 + X 2 = m).

  1. Let a discrete random variable X with probability mass function f (x; θ), where θ ∈ { 1 , 2 , 3 } and x f (x; 1) f (x; 2) f (x; 3) 1 0.4 0.25 0. 2 0.3 0.25 0. 3 0.2 0.25 0. 4 0.1 0.25 0. Find the MLE of θ, if we observe the following sample:

(a) 1, 2 (b) 2, 4 (c) 1, 2 , 2 , 4.

  1. Suppose that diseased trees are distributed randomly and uniformly throughout a large forest with an average of λ per acre. The numbers of diseased trees observed in ten four-acre plots were 1, 1 , 3 , 2 , 0 , 2 , 2 , 0 , 1 , 1.

(a) Find the maximum likelihood estimate of λ. (b) Test H 0 : λ = 0.2 versus H 1 : λ > 0 .2.

  1. Let X 1 , X 2 , · · · , Xn be a random sample taken from the distribution with the p.d.f.

f (x; θ) = 1/θ x^1 /θ−^1 , 0 < x < 1 , 0 < θ < ∞.

(a) Find the moment estimator of θ. (b) Find the maximum likelihood estimator of θ. (c) Find Rao-Cram´er lower bound of any unbiased estimator θˆ for θ.

  1. In a certain class, (X 1 , Y 1 ),... , (X 7 , Y 7 ) were measured where Xi was the score on homework of student i and Yi was student i’s subsequent score on an examination. The data are

i 1 2 3 4 5 6 7 xi 0 10 49 52 59 64 64 yi 12 20 60 43 37 58 63

In fact,

∑ 7 i=1 xi^ = 298,^

∑ 7 i=1 yi^ = 293,^

∑ 7 i=1 x^2 i = 16878, and^

∑ 7 i=1 xiyi^ = 15303. (a) Find the estimated regression line of Y on X: y = ˆα + βxˆ. (b) Plot the seven data points and the estimated regression line on the same graph. (c) If a similar student in a similar situation in the future obtained a homework score of 30, what would be the best linear estimate of his subsequent examination score?

  1. For a Poisson population, it is desired to test H 0 : λ = λ 0 vs H 1 : λ = λ 1 (λ 0 < λ 1 ).

(a) How large a sample size is needed to obtain an α-level most powerful test with power 1 − β? (Assume the sample size is large enough to apply the Central Limit Theorem.) (b) Compute the sample size in part (a) if λ 0 = 2, λ 1 = 1, α = 0.05 and 1 − β = 0.90.