Module Code: MTHE03C02 Final Examination; 2011/2012 Module Title Probability and Statistics Module Leader Dr.

Khaled Salem Equipment allowed: Scientific calculator

Semester One

Instructions to Students
Answer only four questions of section A and all questions of section B. The exam paper is four pages long excluding this page, two pages of questions, a page of useful formulas, and a table. The allocation of marks is shown in brackets by the questions.

This examination is 2 hours long (2 hrs).

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MTHE03C02

Probability and Statistics Section A (Answer only four questions)

Q A1. A small software company employs four programmers. The percentage of code written by each programmer and the percentage of errors in their code are shown in the following table. Percentage of Code Percentage of Errors 15 5 20 3 25 2 40 1

Programmer Programmer Programmer Programmer

1 2 3 4

If a code, selected at random, is examined and found to be free of errors, compute the probabilities that it was written by i. programmer 1, ii. programmer 2, iii. programmer 3, iv. programmer 4. [Total 15 marks] Q A2. Suppose A and B are events with 0 < P (A) < 1 and 0 < P (B) < 1. Prove that i. If A and B are disjoint, then A and B cannot be independent. ii. If A B, then A and B cannot be independent. iii. If A and B are independent, then A and AB cannot be independent. [Total 15 marks] Q A3. Five men and ve women are ranked according to their scores on an examination. Assume that no two scores are alike and all 10! possible rankings are equally likely. Let X denotes the highest ranking achieved by a woman (for instance, X = 2 if the top-ranked person was male and the next-ranked person was female). Find the probability mass function of X. [Total 15 marks]
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MTHE03C02

Probability and Statistics

Q A4. An insurance company writes a policy to the eect that an amount of money A must be paid if some event E occurs within a year. If the company estimates that E will occur within a year with probability p, compute the amount of money it should charge the customer so that its expected prot will be 10% of A. [Total 15 marks] Q A5. The density function of X is given by f (x) = If E(X) = 3 , nd a and b. 5 [Total 15 marks] a + bx2 0 x 1 0 otherwise

Section B (Answer all questions) Q B1. Jones gures that the total number of thousands of miles that a car can be driven before it would need to be scrapped is an exponential random 1 variable with parameter 20 . Smith has a used car that he claims he has driven only 10 thousands miles. If Jones purchases the car, what is the probability that she would get at least 20 thousands additional miles out of it? Repeat under the assumption that the lifetime mileage of the car is not exponentially distributed but rather is (in thousands of miles) uniformly distributed over [0, 40]. [Total 20 marks] Q B2. If X is a continuous random variable having distribution function F , then its median is dened as that value of m for which 1 F (m) = 2 Find the median of the random variables: i. an exponential random variable with parameter = 1. ii. a uniform random variable over the interval [0, 1]. [Total 20 marks]
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MTHE03C02

Probability and Statistics

Useful formulae Special random variables

The Binomial Random variable n x P (X = x) = p (1 p)nx , x E[X] = np, x = 0, 1, 2, . . . , n

V ar(X) = np(1 p)

The Geometric Random Variable P (X = x) = (1 p)x1 p, x = 1, 2, 3, . . . 1 1p E[X] = V ar(X) = p p2 The Poisson Random Variable x P (X = x) = e , x = 0, 1, 2, . . . x! E[X] = V ar(X) = The Uniform Random Variable x< 0, x , x F (x) = 1, <x + , 2 Normal Random Variables E[X] = V ar(X) = ( )2 12

F (x) = E[X] = ,

x . V ar(X) = 2

Exponential Random Variables F (x) = E[X] = 1 ex x 0 0 x<0 1 , V ar(X) = 1 2

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