Beruflich Dokumente
Kultur Dokumente
Name:
Department of Applied Mathematics and Statistics
AMS-131. Spring 2010
50
20
10
10
Total
100
AMS-131.
1. (10 points) Suppose that a box contains three coins, and that for each coin there
is a different probability that a head will be obtained when the coin is tossed. Let
pi denote the probability that a head will be obtained when the ith coin is tossed
(i = 1, 2, 3) and suppose that p1 = 0, p2 = 1/3, p3 = 3/4. Suppose that one coin
is selected at random from the box and when it is tossed once, a head is obtained.
What is the probability that the second coin was selected?
Solution.
P r(H|C2 ) P r(C2 )
P r(H|C1 ) P r(C1 ) + P r(H|C2 ) P r(C2 ) + P r(H|C3 ) P r(C3 )
1
31
3
=
0 13 + 13 31 + 34 13
4
=
13
P r(C2 |H) =
AMS-131.
f (x, y) =
2
(2x
5
f (x) =
4x+3
5
for 0 x 1,
otherwise.
f (y) =
6y+2
5
for 0 y 1,
otherwise.
AMS-131.
Z 1
0
x(4x + 3)
17
dx =
5
30
E(Y ) =
3
y(6y + 2)
dy =
5
5
(f) (5 points) Find the p.d.f. of the random variable W = e(Y +3) .
Solution.
(
g(w) =
6 log(w)16
5w
e3 w e4 ,
otherwise.
AMS-131.
f (y|x) =
4x+3
0 x 1, 0 y 1,
otherwise
Z 1
1/2
4 + 18y
dy
13
35
42
E(Y |X = x) =
Z 1
yf (y|x)dy
2(x + 1)
(4x + 3)
AMS-131.
(j) (7 points) Are X and Y positively correlated, negatively correlated, or uncorrelated? (Justify your answer).
Solution.
=
5
30 5
0
0
1 17
=
3 50
1
,
=
150
and so X and Y are negatively correlated.
AMS-131.
0
otherwise.
AMS-131.
3. (20 points) Let X1 , X2 , X3 , and X4 be independent lifetimes of memory chips. Suppose that each Xi has a normal distribution with mean 400 hours and standard
deviation 10 hours.
(a) (8 points) Compute the probability that at least one of the four chips lasts at
least 390 hours.
Solution.
AMS-131.
10
AMS-131.
4. (10 points) Suppose that a random sample of 16 observations is drawn from a normal
distribution with mean and standard deviation 12; and that independently another
random sample of 25 observations is drawn from a normal distribution with the same
and Y denote the sample means of the
mean and standard deviation
20. Let P
X
P16
25
X
Y | 5).
= i=1 i and Y = i=1 Yi ). Evaluate P r(|X
two samples (i.e., X
16
25
11
AMS-131.
0.99