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Raquel Prado

Name:
Department of Applied Mathematics and Statistics
AMS-131. Spring 2010

Final Exam (Type B)


The midterm is closed-book, you are only allowed to use one page of notes and a calculator.
Please attach your formula sheet.
There are 5 problems, 100 points total. The point values for each problem are listed
below. Some problems have multiple parts. Please provide a detailed calculation (not
just a number) or an explanation (or both, as needed) to support your idea of the right
answer in each problem. If you run out of space in any of the questions please use the
last page and indicate that you are doing so.
REMEMBER: THIS TEST IS TO BE ENTIRELY YOUR OWN EFFORTS.

Problem Possible Points Your points


1
10
2

50

20

10

10

Total

100

Applied Math and Statistics


Final Exam (Type B)

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) =

Applied Math and Statistics


Final Exam (Type B)

AMS-131.

2. (50 points) Suppose that a persons score X on a mathematics aptitude test is a


number in the interval (0, 1) and that her score Y on a music test is also a number in
the interval (0, 1). Suppose also that in the population of all college students in the
United States, the scores X and Y are distributed in accordance with the following
joint p.d.f.:
(

f (x, y) =

2
(2x
5

+ 3y) for 0 x 1 and 0 y 1,


otherwise.

(a) (4 points) Find the marginal p.d.f. of X.


Solution.
(

f (x) =

4x+3
5

for 0 x 1,
otherwise.

(b) (4 points) Find the marginal p.d.f. of Y .


Solution.
(

f (y) =

6y+2
5

for 0 y 1,
otherwise.

(c) (3 points) Are X and Y independent? Justify your answer.


Solution. No because f (x, y) 6= f (x) f (y).

Applied Math and Statistics


Final Exam (Type B)

AMS-131.

(d) (3 points) Find E(X).


Solution.
E(X) =

Z 1
0

x(4x + 3)
17
dx =
5
30

(e) (3 points) Find E(Y ).


Solution.
Z 1

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.

Applied Math and Statistics


Final Exam (Type B)

AMS-131.

(g) (5 points) Find the conditional p.d.f. of Y |X.


Solution.
( 4x+6y

f (y|x) =

4x+3

0 x 1, 0 y 1,
otherwise

(h) (5 points) Compute P r(Y > 1/2|X = 1/3).


Solution.

P r(Y > 1/2|X = 1/3) =

Z 1
1/2

4 + 18y
dy
13

35
42

(i) (4 points) Find E(Y |X = x).


Solution.

E(Y |X = x) =

Z 1

yf (y|x)dy

2(x + 1)
(4x + 3)

Applied Math and Statistics


Final Exam (Type B)

AMS-131.

(j) (7 points) Are X and Y positively correlated, negatively correlated, or uncorrelated? (Justify your answer).
Solution.

Cov(X, Y ) = E(XY ) E(X)E(Y )


Z 1Z 1
2
17 3
xy (2x + 3y)dxdy

=
5
30 5
0
0
1 17
=

3 50
1
,
=
150
and so X and Y are negatively correlated.

Applied Math and Statistics


Final Exam (Type B)

AMS-131.

(k) (7 points) Find the p.d.f. of X + Y.


Solution. Let Z = X + Y , then,
z2
0 z 1,
z(2 z) 1 z 2,
g(z) =

0
otherwise.

Applied Math and Statistics


Final Exam (Type B)

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.

1 [P r(Xi < 390)]4 = 1 [P r(Z < 1)]4 = 1 (0.1587)4 .

Applied Math and Statistics


Final Exam (Type B)

AMS-131.

(b) (7 points) Let Y4 = max{X1 , X2 , X3 , X4 }. Compute P r(Y4 390).


Solution.
P r(Y4 390) = [P r(Xi 390)]4 = 0.15874

(c) (5 points) Let Y1 = min{X1 , X2 , X3 , X4 }. Compute P r(Y1 390).


Solution.
P r(Y1 390) = [P r(Xi 390)]4 = 0.84134 .

10

Applied Math and Statistics


Final Exam (Type B)

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

Y ) is normally distributed with mean 0 and


Solution. It can be shown that (X
variance 25. Therefore,
Y | 5) = P r(1 < Z < 1) = 0.6826
P r(|X
with Z N (0, 1).

11

Applied Math and Statistics


Final Exam (Type B)

AMS-131.

5. (10 points) Suppose that a random sample of n independent measurements of the


specific gravity of a certain body are to be taken by a physicist. It is assumed
that these measurements follow a certain distribution with mean and standard
deviation . Determine the smallest number of measurements n that must be taken
in order to satisfy the following relation:
n |
P r |X
6


Hint: Use the Central Limit Theorem


Solution. n > (2.58 6)2 .

0.99

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