STAT 410, Fall 2016

Exam #1, 09/26/16

Time Limit: 90 minutes

Name (Print):
NetID :
Instructors:

Bo Li, Feng Liang & Jeff Douglas

Please circle your lecture section.

1UG & 1GR
MWF 9:00-9:50AM
160 English Building
Jeff Douglas

2UG & 2GR

TuTh 12:30-01:50 PM
1000 Lincoln Hall
Bo Li

3UG & 3GR

TuTh 02:00-03:30 PM
1310 DCL
Feng Liang

This exam contains 6 pages (including this cover page) and 5 problems. Check to see if any pages are missing.
Enter all requested information on the top of this page, and put your initials on the top of every page,
in case the pages become separated.
This exam has 80 points. You are not allowed to consult your notes or textbook during this test but you
are allowed one 8.5 x 11 sheet (one side) with notes. You may use a calculator. You may not use
a cell phone or a computer as a calculator. All cell phones must be turned off.
Anyone found copying another students work, or cheating in any other way, will be given an F for the
course.
You are required to show your work for each problem on this exam. The following rules apply:

Organize your work, in a reasonably neat and coherent way, in the space provided. Work scattered all over
the page without a clear ordering will receive very little
credit.
Mysterious or unsupported answers will not receive full credit. A correct answer, unsupported by
calculations, explanation, or algebraic work will receive
no credit; an incorrect answer supported by substantially correct calculations and explanations might still
receive partial credit.

Problem

Points

20

19

17

12

12

Total:

80

Do not write in the table to the right.

Academic Integrity
The University statement on your obligation to maintain academic integrity is: If you engage in an act of academic dishonesty, you become
liable to severe disciplinary action. Such acts include cheating; falsification or invention of information or citation in an academic endeavor;
helping or attempting to help others commit academic infractions; plagiarism; offering bribes, favors, or threats; academic interference; computer
related infractions; and failure to comply with research regulations.
Rule 33 of the Code of Policies and Regulations Applying to All Students gives complete details of rules governing academic integrity for all
students. You are responsible for knowing and abiding by these rules.

Good luck!

Score

STAT 410

Exam #1 - Page 2 of 6

09/26/16

1. Suppose the the joint probability mass function f (x, y) of X and Y is given in the following table
f(x,y)
x

0
1
2

0
0.05
0.10
0.25

y
1
0.10
0.10
0.10

2
0.15
0.10
0.05

(a) (5 points) Calculate E[X].

(b) (5 points) Calculate E[X|Y = 2].

(c) (5 points) Calculate P [X = 2|Y = 2].

(d) (5 points) Calculate Cov(X, Y ).

STAT 410

Exam #1 - Page 3 of 6

2. The joint probability density function of random variables X and Y is given by f (x, y) =
for 0 < x < 1, 0 < y < 1, 0 elsewhere.

09/26/16
12
5 x(2 x y)

(a) (6 points) Calculate the conditional p.d.f fX|Y (x|y) for X given Y = y for 0 < y < 1.

(b) (7 points) Calculate the conditional expectation E[X|Y ].

(c) (6 points) Calculate P (X < Y ).

STAT 410

Exam #1 - Page 4 of 6

3. Suppose X and Y have joint probability density function f (x, y) =

09/26/16
1
x

for 0 < y < x < 1. Let W = X Y .

(a) (6 points) Find the marginal probability density function of X, fX (x).

(b) (5 points) What is the support of W ?

(c) (6 points) Calculate the c.d.f. of W , FW (w).

STAT 410

Exam #1 - Page 5 of 6

09/26/16

4. Suppose random variable X has probability density function f (x) = 21 e|x| for < x < . Define
the random variable Y = X 2 .
(a) (6 points) Calculate the c.d.f. of Y , FY (y).

(b) (6 points) Calculate the p.d.f. of Y , fY (y).

STAT 410

Exam #1 - Page 6 of 6

09/26/16

5. Suppose X and Y have joint p.d.f. fX,Y (x, y) = 2exy for 0 < x < y < . Let U = X and V = X + Y .
(a) (5 points) Find the support of (U, V ).

(b) (7 points) Calculate the joint p.d.f. of (U, V ), fU,V (u, v).