STAT311 Final Sample Exam Probability and Statistics - Prof. Shang Xue, Exams of Probability and Statistics

This is a sample exam for the stat311 final probability and statistics course. It covers topics such as probability distributions, joint probability mass functions, expected values, and variance. It includes problems on poisson distribution, normal distribution, and indicator random variables.

Typology: Exams

Pre 2010

Uploaded on 07/30/2009

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STAT311 Final Sample Exam
This is just a sample test
1. One out of 1000 light bulbs manufactured by factory A is defective. What is the probability that
there are more than 2 defective ones in 10,000 light bulbs manufactured by factory A?
1e10 10e10 50e10
2. A deck of 52 cards. Pick one at a time with replacement. If it’s heart, you win $1, if it’s spade, you
lose $1. If it’s club or diamond, you lose 50 cents. On average, how much will you win?
-25cents
3. Coins I and II have probabilities p1and p2of a head respectively. One of the two coins is selected
at random and tossed. Then you put the coin back and randomly select a coin again and toss it.
This process is repeated until the first head occurs. Let Xdenote the number of tosses required
(including the 1st head). Answer questions 3-5.
(a) What is the probability that the 1st head occurs on the 1st toss?
p1+p2
2
(b) What is P(X20)?
(1 p1+p2
2)19
(c) If the 1st head did not occur on the 100th toss, what is the probability that it will occur on the
110th toss?
(2p1p2
2)9(p1+p2
2)
4. The joint PMF of Xand Yis given in the table below. Answer questions 6-9.
| Y
|3456
-----------------------------
0 | 0 1/8 1/16 1/8
1 | 0 1/16 3/16 3/16
X 2 | 1/16 0 1/16 0
3 | 0 1/16 0 1/16
(a) P(X= 2, Y > 3) = ?
1
16
(c) P(Y > 3|X= 2) = ?
1
2
(c) Are X,Yindependent random variables? Why?
No, X,Yare not independent. as pX(x)pY(y) is not pX,Y (x, y)
(d) P(2X > Y ) =?
1
8
5. Y1,Y2are independent r.v.’s. Y1Poi(λ1), Y2Poi(λ2), P(Y1= 0, Y2>4) =?
eλ1(1 eλ2λ2eλ2λ2
2eλ2
2λ3
2eλ2
6)
6. Let Xbe a number picked randomly from (1,2,3). Let Ybe a number picked randomly from
(1,2,3,4). Xand Yare independent. Let Z=X+Y.
(a) What is E(Z)?
4.5
1
pf3

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STAT311 Final Sample Exam

This is just a sample test

  1. One out of 1000 light bulbs manufactured by factory A is defective. What is the probability that there are more than 2 defective ones in 10, 000 light bulbs manufactured by factory A? 1 − e−^10 − 10 e−^10 − 50 e−^10
  2. A deck of 52 cards. Pick one at a time with replacement. If it’s heart, you win $1, if it’s spade, you lose $1. If it’s club or diamond, you lose 50 cents. On average, how much will you win? -25cents
  3. Coins I and II have probabilities p 1 and p 2 of a head respectively. One of the two coins is selected at random and tossed. Then you put the coin back and randomly select a coin again and toss it. This process is repeated until the first head occurs. Let X denote the number of tosses required (including the 1st head). Answer questions 3-5. (a) What is the probability that the 1st head occurs on the 1st toss? p 1 +p 2 2

(b) What is P (X ≥ 20)? (1 − p^1 + 2 p^2 )^19 (c) If the 1st head did not occur on the 100th toss, what is the probability that it will occur on the 110th toss? ( 2 −p^12 − p^2 )^9 ( p^1 + 2 p^2 )

  1. The joint PMF of X and Y is given in the table below. Answer questions 6-9.

| Y

| 3 4 5 6

0 | 0 1/8 1/16 1/ 1 | 0 1/16 3/16 3/ X 2 | 1/16 0 1/16 0 3 | 0 1/16 0 1/

(a) P (X = 2, Y > 3) =? 1 16

(c) P (Y > 3 |X = 2) =? 1 2

(c) Are X, Y independent random variables? Why? No, X, Y are not independent. as pX (x)pY (y) is not pX,Y (x, y)

(d) P (2X > Y ) =? 1 8

  1. Y 1 , Y 2 are independent r.v.’s. Y 1 ∼ Poi(λ 1 ), Y 2 ∼ Poi(λ 2 ), P (Y 1 = 0, Y 2 > 4) =? e−λ^1 (1 − e−λ^2 − λ 2 e−λ^2 − λ

(^22) e−λ 2 2 −^

λ^32 e−λ^2 6 )

  1. Let X be a number picked randomly from (1, 2 , 3). Let Y be a number picked randomly from (1, 2 , 3 , 4). X and Y are independent. Let Z = X + Y. (a) What is E(Z)?

(b) What is P (Z ≥ E(Z))? 1 2

(c) Find the variance of Z. 23 12

  1. Number of vehicles passing a toll station in one hour has a possion distribution with λ = 30. 20% of the vehicles are 18-wheelers. Each 18-wheeler pays a $2 toll fee. What is the variance of the toll fees from the 18-wheelers? (Hint: If X ∼ Poi(λ), then Var(X) = λ.)
  2. X, Y are two discrete r.v.’s. Cov(X, Y ) = 2, E(X^2 ) = 8, E(X) = 2, E(Y 2 ) = 82, E(Y ) = 9. Find ρ(X, Y ) and what does ρ(X, Y ) indicate?
  3. Let X indicate an angle randomly chosen from (− π 2 , π 2 ). Answer questions 16-19. (a) Is X a continuous r.v.? Why? Yes, because the range of X contains an interval on the real line.

(b) What is the CDF FX (x)?

FX (x) =

0 x < − π 2 x+ π 2 π −^

π 2 ≤^ x^ ≤^

π 2 1 x > π 2

(c) What is the PDF fX (x)?

fX (x) =

1 π −^

π 2 < x <^

π 2 0 otherwise

(d) What is the mean of X? 0

  1. Let X ∼ N (μ = 5, σ^2 = 4). Let Φ(Z) be the CDF of the standard normal r.v. Z ∼ N (0, 1). Find P (X ≤ 7) in terms of Φ(Z). Φ(1)
  2. Let I be an indicator r.v. P (I = 1) = p, P (I = 0) = 1 − p. Find E(I^100 ) and Var(I^100 ) p and p(1 − p)
  3. Continuous r.v. X has a PDF as follows, find P (X > 12 ).

fX (x) =

4 x^3 , 0 < x < 1 0 , otherwise 15 16

  1. (a) Two balanced dice are rolled until the sum of the two face values is 11. What is the probability that it takes more than 100 rolls to see this? (1 − 181 )^100

(b) A balanced die is tossed twice. Let X and Y denote the smaller and larger of the two face values respectively. Let M = X+ 2 Y. Find P (M = 1.5). 1 18