Practice Exam

Prob & Stats Exam 2

GOOD LUCK!
NAME: PART I: Multiple Choice. Clearly circle the letter of the most correct answer to each question. Each question is worth 4 points.

1. Suppose we have two random variables X and Y , and wish to have a measure of how they are related to each other. Which of the following is the most easily interpretable such measure? a) Cov(X, Y ) b) E(XY ) c) X,Y d) Var(XY ) 2. Which of the following best describes the meaning of the word Statistic? a) It is a function of random variables. b) It is the expected value of two or more random variables. . c) It is the probability distribution of X d) It is a random sample. 3. Let X be a continuous random variable with cdf F (x). If I wanted to know the pdf of X , would I integrate or dierentiate F (x)? a) integrate b) dierentiate 4. Suppose X Binomial(n = 900, p = .2). Let Y = tion? a) N(180,12) b) N(0,1) c) Binomial(180,.8) d) None of the above 5. Suppose I have three discrete random variables X1 , X2 , and X3 , each of which can have the values 0, ? 1, 2, 3, 4, or 5 with positive probability. Which of the following is true about X a) It is a discrete random variable. b) It is a continuous random variable. c) It is a statistic but not a random variable.
X 180 12 .

Then Y has approximately what distribu-

Practice Exam

Prob & Stats Exam 2

PART II: Problem Solving. You must show all your work to receive credit, or to receive partial credit for incorrect answers. 1. The lifetime of a certain type of storage battery has a normal distribution with a mean of 3.0 years and a standard deviation of 0.5 year. (a) (6 points) Suppose we run an experiment on just one such battery. What is the probability that this battery dies out in less than 2.3 years?

(b) (7 points) Suppose now we select a random sample of 3 such batteries and for each measure how long they last. Let X1 represent the lifetime of the rst battery, X2 the lifetime of the second battery, and X3 the lifetime of the third. Write down the joint pdf of X1 , X2 , and X3 . Simplify it as much as possible.

(c) (7 points) Based on the experiment in part (b), what is the probability that one of the three dies out in less than 2.3 years and the other two last over 3.7 years?

Practice Exam

Prob & Stats Exam 2

2. Each rear tire on an experimental airplane is supposed to be lled to a pressure of 40 psi. Let X denote the actual air pressure for the right tire and Y denote the actual air pressure for the left tire. X and Y are random variables with joint pdf given by: fX,Y (x, y ) = k (x2 + y 2 ), and equals 0 otherwise. (a) (5 points) Find k . (NOTE: In the parts that follow, you dont have to use any particular value for k if you are unsure of your answer to this part...just leave it as k .) 30 x < 50; 30 y < 50

(b) (4 points) What is the probability that both tires are underlled?

(c) (4 points) What is P (20 < X < 30, 40 < Y < 50)?

(d) (7 points) What is the marginal pdf of X ?

Practice Exam

Prob & Stats Exam 2

3. Our company manufactures a synthetic fabric in rolls of 10 meter lengths. For any randomly selected roll, the number of imperfections is a discrete random variable with the following probability distribution: x 0 1 2 3 P ( X = x) 0.4 0.3 0.2 0.1

Suppose we randomly select 2 such rolls of this synthetic fabric and measure the number of imperfections on each. Let X1 be the random variable representing the number of imperfections in the rst roll, and X2 for the second roll. These two measurements are independent of each other. (a) (5 points) What is the probability that there are no imperfections on either roll?

(b) (5 points) What is the probability that the average number of imperfections for the two rolls is greater than or equal to 1.5?

(c) (5 points) Let Y = the maximum number of imperfections among these two rolls. Find P (Y 2).

Practice Exam

Prob & Stats Exam 2

4. Set up the integration for each of the following problems. You do not have to solve them. Be sure to clearly show your limits and order of integration. (a) (5 points) X Gamma( = 3, = 2) and Y Gamma( = 2, = 4). X and Y are independent. We want to calculate P (X < 2, Y > 3).

(b) (5 points) X and Y are continuous random variables with joint pdf given by fX,Y (x, y ) = 2 3 (x + 2y ), 0 x 1; 0 y 1, and equals 0 otherwise. We want to calculate the probability that the average of X and Y is greater than 1/4.

(c) (5 points) X N( = 50, = 3) and Y Uniform(A = 4, B = 8). X and Y are independent. We want to calculate P (45 < X < 55, Y > 7).

(d) (5 points) X and Y are continuous random variables with joint pdf given by fX,Y (x, y ) = 6 x y , 0 x 2; 2 y 4, and equals 0 otherwise. We want to calculate the proba8 bility that X is less than 1.

(e) (5 points) Using the same random variables as part (d) above, we want to calculate COV( X, Y ).

Practice Exam

Prob & Stats Exam 2

FORMULA PAGE e = 2.7183 If X Uniform(A, B ) then f (x) = 1/(B A), B E ( X ) = A+ 2 If X N(, ) then f (x) = E (X ) = Var(X ) = 2
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If X Gamma(, ) then f (x) = E (X ) = Var(X ) = 2

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If X Exponential() then X Gamma(1, 1/)