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    A FinalExam

    Uploaded by

    Kingsley Zheng
    This document contains the details of a final exam, including three parts with multiple choice and free response questions. Part I involves probabilities related to arrangements of people and properties of different emergency locator transmitter manufacturers. Part II focuses on properties of random variables, including the distribution and expectation of functions of exponential and normal random variables. Part III covers variances of functions of random variables and properties of student exam scores and their averages.

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    © All Rights Reserved
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    A FinalExam

    Uploaded by

    Kingsley Zheng
    26 views3 pages
    This document contains the details of a final exam, including three parts with multiple choice and free response questions. Part I involves probabilities related to arrangements of people and properties of different emergency locator transmitter manufacturers. Part II focuses on properties of random variables, including the distribution and expectation of functions of exponential and normal random variables. Part III covers variances of functions of random variables and properties of student exam scores and their averages.

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    This document contains the details of a final exam, including three parts with multiple choice and free response questions. Part I involves probabilities related to arrangements of people and properties of different emergency locator transmitter manufacturers. Part II focuses on properties of random variables, including the distribution and expectation of functions of exponential and normal random variables. Part III covers variances of functions of random variables and properties of student exam scores and their averages.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    26 views3 pages

    A FinalExam

    Uploaded by

    Kingsley Zheng
    This document contains the details of a final exam, including three parts with multiple choice and free response questions. Part I involves probabilities related to arrangements of people and properties of different emergency locator transmitter manufacturers. Part II focuses on properties of random variables, including the distribution and expectation of functions of exponential and normal random variables. Part III covers variances of functions of random variables and properties of student exam scores and their averages.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 3

    Stepp Spring 2016

    Final Exam

    Part I (choose 2 of the three)

    1. Five people, designated A, B, C, D, E are arranged in linear order. Assuming that each
    ordering is equally likely, what is the probability that

    (a) there is exactly one person between A and B?


    (b) there are exactly two people between A and B?
    (c) there are exactly three people between A and B?

    2. An aircraft emergency locator transmitter (ELT) is a device designed to transmit a


    signal in the case of a crash. The Altigauge Manufacturing Company makes 80% of the
    ELTs, the Bryant Company makes 15% of them, and the Chartair Company makes the
    other 5%. The ELTs made by Altigauge have a 4% rate of defects, the Bryant ELTs
    have a 6% rate of defects, and the Chartair ELTs have a 9% rate of defects (which
    helps to explain why Chartair has the lowest market share).

    (a) If an ELT is randomly selected from the general population of all ELTs, find the
    probability that it was made by the Altigauge Manufacturing Company.
    (b) If a randomly selected ELT is then tested and is found to be defective, find the
    probability that it was made by the Altigauge Manufacturing Company.

    3. (a) The number of times that a person contracts a cold in a given year is a Poisson
    random variable with parameter λ = 5. Suppose that a new wonder drug (based
    on large quantities of vitamin C) has just been marketed that reduces the Poisson
    parameter to λ = 3 for 75 percent of the population. For the other 25 percent of
    the population, the drug has no appreciable effect on colds. If an individual tries
    the drug for a year and has 2 colds in that time, how likely is it that the drug is
    beneficial for him or her?
    (b) A class has 23 men and 13 women. One day the teacher picks the 8 students one
    at a time, instead of all at once. However, he is so absent-minded that he cant
    remember who he has already called on, so it is possible that he will select the
    same student(s) more than once. What is the probability that exactly 5 of the 8
    students that he selects will be men?

    1
    Stepp Spring 2016

    Part II (choose 2 of the three)

    4. Suppose X and Y are independent exponential random variables with parameters λ1


    and λ2 respectively.

    (a) Obtain fZ (z) for Z = X/Y


    (b) Compute P (X < Y )

    5. Suppose X and Y are independent normal random variables with the same mean µ = 0
    and the same variance σ 2 (which may be anything). Then the pair (X, Y ) gives the
    coordinates of a random point in the plane. Let A(X, Y ) = π(X 2 + Y 2 ) denote the
    area of the circle centered at the origin passing
    √ through (X, Y ). (That is to say, the
    circle has center (0, 0) and radius R = X + Y 2 . Compute the E[A]. (Hint: You
    2

    can solve this by using linearity)

    6. Let R be the region in the plane bounded by the curves x = 1, y = 1, and x + y = 1.


    Suppose (X, Y ) are distributed uniformly on R .

    (a) Find fY (y)


    (b) Are X and Y independent?
    (c) Compute E[XY ]

    2
    Stepp Spring 2016

    Part III (choose 2 of the three)

    7. Let X and Y be independent random variables.

    (a) Show that Var(aX) = a2 Var(X).


    (b) Show that Var(X + Y ) = Var(X) + Var(Y ).
    (c) Show that Var(X − Y ) = Var(X) + Var(Y ).

    8. Student scores on exams given by a certain instructor have mean 74 and standard
    deviation 14. This instructor is about to give two exams, one to a class of size 25 and
    the other to a class of size 64. (You can leave all of your answers in terms of φ).

    (a) Approximate the probability that the average test score in the class of size 25
    exceeds 80.
    (b) Repeat part (a) for the class of size 64.
    (c) Approximate the probability that the average test score in the larger class exceeds
    that of the other class by over 2.2 points.

    9. Let X and Y be continuous random variables with joint distribution function


    xy
    f (x, y) = x2 + , 0 < x < 1, 0 < y < 2
    3
    (a) Find fY (y)
    (b) Find P [X > 12 |Y = 21 ]
    (c) Find P [X > 12 |Y > 21 ]

    BONUS: Derive the MGF for the standard normal distribution.

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