Sample - Probability and Statistics - Exam, Exams of Probability and Statistics

This is the Exam of Probability and Statistics which includes Three Numbers, Sample Mean, Median Income, Recipients, Everyday English, Approximately, Short Explanation etc. Key important points are: Sample, Same Probability, Independent Exponential, Density Function, Maximum Likelihood, Probability, Neighbor Forgot, Nicotine Content, Confidence Interval, Mean Nicotine

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MATH 32 Final Exam Spring Semester 2009
Duration: 3 hours
Instructions: Answer all questions, without the use of notes or books. Calculators may be used to
calculate numbers only. Partial credit will be awarded for correct work, unless otherwise speci-
fied. The total number of points is 100.
1. (7 points) Suppose that X1, . . . , Xnare independent exponential random variables with pa-
rameter λ. That is, they all have the same probability density function
f(x) = (λeλx, x 0
0,otherwise.
Determine the maximum likelihood estimator of λ. Show your argument.
2. (8 points total) You asked your neighbor to water a sickly plant while you are on vacation.
Without water it will die with probability .8; with water it will die with probability .15. You
are 90% certain that your neighbor will remember to water the plant.
(a) (5 points) What is the probability that the plant will be alive when you return?
(b) (3 points) If it is dead, what is the probability your neighbor forgot to water it?
3. (8 points) A sample of 20 cigarettes is tested to determine nicotine content and the average
value observed was 1.2 mg.
(a) (4 points) Compute a 99 percent two–sided confidence interval for the mean nicotine
content of a cigarette if it is known that the standard deviation of a cigarette’s nicotine
content is σ=.2mg.
(b) (4 points) Suppose that the population variance is not known in advance of the experi-
ment. If the sample variance is .04, compute a value cfro which we can assert ”with 99
percent confidence” that cis lager than the mean nicotine content of a cigarette.
4. (7 points) The lifetime of a certain electrical part is a random variable with mean 100 hours
and standard deviation 20 hours. If 16 such parts are tested, use the Central Limit Theorem
to approximate the probability that the sample mean is less than 104.
5. (12 points: 3 each) A college professor never finishes his lecture before the end of the hour
and always finishes his lectures within 2 min after the hour. Let X=the time, measured in
minutes, that elapses between the end of the hour and the end of the lecture and suppose
the probability density function of Xis
f(x) = (kx20x2
0otherwise .
(a) Find the value of k.
(b) What is the probability that the lecture continues beyond the hour for between 1 and
1.5 min?
(c) Calculate E[X].
(d) Calculate Var(X).
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Duration: 3 hours

Instructions: Answer all questions, without the use of notes or books. Calculators may be used to

calculate numbers only. Partial credit will be awarded for correct work, unless otherwise speci-

fied. The total number of points is 100.

1. (7 points) Suppose that X 1 ,... , Xn are independent exponential random variables with pa-

rameter λ. That is, they all have the same probability density function

f (x) =

λe−λx, x ≥ 0

0 , otherwise.

Determine the maximum likelihood estimator of λ. Show your argument.

2. (8 points total) You asked your neighbor to water a sickly plant while you are on vacation.

Without water it will die with probability .8; with water it will die with probability .15. You

are 90% certain that your neighbor will remember to water the plant.

(a) (5 points) What is the probability that the plant will be alive when you return?

(b) (3 points) If it is dead, what is the probability your neighbor forgot to water it?

3. (8 points) A sample of 20 cigarettes is tested to determine nicotine content and the average

value observed was 1.2 mg.

(a) (4 points) Compute a 99 percent two–sided confidence interval for the mean nicotine

content of a cigarette if it is known that the standard deviation of a cigarette’s nicotine

content is σ =. 2 mg.

(b) (4 points) Suppose that the population variance is not known in advance of the experi-

ment. If the sample variance is .04, compute a value c fro which we can assert ”with 99

percent confidence” that c is lager than the mean nicotine content of a cigarette.

4. (7 points) The lifetime of a certain electrical part is a random variable with mean 100 hours

and standard deviation 20 hours. If 16 such parts are tested, use the Central Limit Theorem

to approximate the probability that the sample mean is less than 104.

5. (12 points: 3 each) A college professor never finishes his lecture before the end of the hour

and always finishes his lectures within 2 min after the hour. Let X = the time, measured in

minutes, that elapses between the end of the hour and the end of the lecture and suppose

the probability density function of X is

f (x) =

kx^2 0 ≤ x ≤ 2

0 otherwise

(a) Find the value of k.

(b) What is the probability that the lecture continues beyond the hour for between 1 and

1.5 min?

(c) Calculate E[X].

(d) Calculate Var(X).

6. (10 points total) Suppose the number X of tornadoes observed in a particular region during

a 1–year period has a Poisson distribution with λ = 8.

(a) (5 points) What is the probability that there are less than 2 tornadoes observed in a

given year?

(b) (5 points) What is the probability that in 3 of the next 4 years there will be less than 2

tornadoes observed each year?

7. (8 points total)

(a) (5 points) Jones figures that the total number of thousands of miles that a used auto can

be driven before it would need to be junked is an exponential random variable with

parameter 1 / 20. Smith has a used car that he claims has been driven only 10,000 miles.

If Jones purchases the car, what is the probability that she would get at least 20,

additional miles out of it?

(b) (3 points) Repeat under the assumption that the lifetime mileage of the car is not ex-

ponentially distributed but rather is (in thousands of miles) uniformly distributed over

8. (7 points) X is a Bernoulli random variable with parameter p. That is, X may take on two

values only, 0 and 1 , and P {X = 1} = p and P {X = 0} = 1 − p. Find the moment generating

function of X and use it to find E[X] and Var(X).

9. (8 points total) The route used by a certain motorist in commuting to work has two inter-

sections with traffic signals. The probability that he must stop at the first signal is 0.4. The

probability that he must stop at the second signal is 0.5. The probability that he must stop at

at least one of the signal is 0.6.

(a) (4 points) What is the probability that he must stop at both signals?

(b) (4 points) Are ”stopping at the first signal” and ”stopping at the second signal” inde-

pendent events and why?

10. (15 points: 3 each) Only your final boxed answers will be graded for the following prob-

lems.

(a) From past experience, a professor knows that the test score of a student taking her

final examination is a random variable with mean 75 and standard deviation 5. What

can be said about the probability that a student will score between 65 and 85? (Hint:

Chebyshev’s inequality)

(b) A data set consists of three pairs of values: (3, 6), (5, 7), and (1, 5). Without calculation,

do you think that the correlation coefficient is positive or negative, its absolute value is

closer to 0 or closer to 1? Explain your reasoning in proper English.

(c) Let F be the event that it is Friday and A be the event that John is absent from school.

Explain in English the meaning of the notation P (F |Ac).

(d) Are X and Y independent if their joint probability density function is given by

f (x, y) =

1 + xy

, |x| < 1 and |y| < 1

0 , otherwise

(e) If E[X] = 2 and E[X^2 ] = 8, calculate E[(2 + 4X)^2 ].

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