SEMESTER ONE SAMPLE PHASE TEST.

FACULTY: Arts, Computing, Engineering and Sciences

DEPARTMENT: Engineering and Maths
MODULE TITLE: Statistical Theory and Methods
MODULE LEADER: Teresa Brunsdon
TIME ALLOWED: 1 hour 30 minutes (no reading time)

___________________________________________________________________

INSTRUCTIONS TO CANDIDATES:

1. The University Regulations on academic conduct, including cheating and plagiarism,

apply to all examinations.

2. The normal examination regulations of the University apply.

3. Please do NOT start writing until told to do so by the Invigilator.

4. Candidates must NOT use red ink on the script answer book.

5. Calculators are allowed (red or blue sticker).

6. Answer ALL questions.

1. A manager of a small manufacturing plant tries to monitor problems with the
production line which air sprays paint onto panels. There are two main issues
with the process: either the intake valve gets clogged or the air cylinder
becomes empty and needs changing. In any day, this occurs with the
following probabilities:

Number of times air cylinder

changed (𝑋)
0 1 2 3
Number of times 0 0.08 0.15 0.08 0.01
intake valve gets 1 0.05 0.2 0.15 0.1
clogged (𝑌) 2 0.02 0.02 0.04 0.1

a) Calculate the marginal distribution for 𝑋 and the marginal distribution for 𝑌.
(2 marks)

b) Find 𝐸(𝑋), 𝐸(𝑌), 𝑉𝑎𝑟(𝑋), 𝑉𝑎𝑟(𝑌) and the covariance 𝐶𝑜𝑣(𝑋, 𝑌).
(8 marks)

c) If one of these problems occurs, it takes 30 minutes to unclog the intake valve
and 5 minutes to change the air cylinder. During a five-day working week,
how much time, on average, will be lost?
(2 marks)

d) On a particular day the inlet valve clogs twice.

i. Find the probability that the air cylinder needs changing 0, 1, 2 or 3 times.
What is the name for the resulting distribution?
(3 marks)

ii. If instead the inlet valve does not clog, find the resulting distribution for 𝑋.
That is, repeat d) i) for 𝑌 = 0.
(1 mark)

iii. Find the distribution for 𝑋 if instead 𝑌 = 1, i.e. if the valve clogs just once.
(1 mark)

iv. Using your results from part d), illustrate that 𝐸[𝐸(𝑋|𝑌 = 𝑦)] = 𝐸(𝑋).
(3 marks)
2. For the following situations state the null hypothesis, the alternative
hypothesis and which test you would carry out.

a) A taxi-driver wants to estimate his average takings per day. Because of

city regulations and licencing he can only put up fares if his takings are
less than a certain threshold. For his make and model of car this means
he can apply to increase fares if his average daily takings are less than
£300 per day on average. He collects data for 25 days. He wishes to test
if his takings are less than this threshold.
(3 marks)
b) Students are in one of two tutorial groups with the same tutor. One tutorial
group is always before the lecture and the other after. We wish to test if
the average mark at the end of the year is the same for both tutorial
groups.
(3 marks)
c) A new flea treatment for cats is to be tested against a standard treatment.
A random selection of 50 homes with at least two cats are selected for the
study. From each home one cat is selected at random to receive the
standard treatment and another to receive the new treatment. We wish to
see if the new treatment improves on the old.
(3 marks)

d) A machine fills basins with Christmas pudding mixture prior to cooking.

The weight of the Christmas pudding mixture should be at least 300g. The
machine is known to work to a standard deviation of 5g. We wish to test if
we are under filling the Christmas puddings.
(3 marks)

3.
a) What is meant by a type I error?
(2 marks)
b) What is a type II error?
(2 marks)

c) If =Pr(type II error) what name do we give to 1-?

(1 mark)

d) An internet pet food supplier packages orders for its clients. Usually there
are 4% of orders incorrectly packaged. If this increases, the packing team
will receive further training. To assess whether orders are maintained at
this level, a random sample of 10 orders are checked each day. The
supervisor will recommend further training if she finds two or more
incorrect orders.
i) State the null and alternative hypotheses.
 (2 marks)
ii) Find the probability of a type I error.
(5 marks)
iii) If in fact the percentage of incorrect orders has risen to 20% find the
probability of a type II error.
(4 marks)

4.
a) State two properties of the Γ function.

(2 marks)

b) Define the Beta function, 𝐵, for parameters 𝛼 and 𝛽 in terms of the Γ

function.
(1 mark)

c) Evaluate 𝐵(6,4) and 𝐵(5,4).

(1 mark)

d) The pdf of the beta distribution for parameters 𝛼, 𝛽 > 0 and 0 ≤ 𝑥 ≤ 1 is

given by

1
𝑓𝑋 (𝑥|𝛼, 𝛽) = 𝑥 𝛼−1 (1 − 𝑥)𝛽−1 .
𝐵(𝛼, 𝛽)

Suppose that 𝑋 ~ 𝐵𝑒𝑡𝑎(5,4). Using the definition of 𝐸(𝑋), find the mean of
the 𝐵𝑒𝑡𝑎(5,4) distribution.
(9 marks)

5. Let 𝑋1, …, 𝑋10 be a random sample from a 𝑁(𝜇𝑋 , 𝜎𝑋2 ) distribution and 𝑌1 , …, 𝑌7
be a random sample from a 𝑁(𝜇𝑌 , 𝜎𝑌2 ) distribution.

a) Define 𝑋̅, 𝑌̅, 𝑆𝑋2 , and 𝑆𝑌2 .

(2 marks)

b) What distribution describes the random variable

𝑆𝑋2 𝜎𝑌2
?
𝜎𝑋2 𝑆𝑌2
(1 mark)

c) What distribution describes the random variable

𝑆2
( 𝑌2 )
𝑆𝑋
?
𝜎𝑌2
( 2)
𝜎𝑋
 (1 mark)

d) Describe where such distributions are used.

(3 marks)

6. Let 𝑋 ~ 𝐵𝑖𝑛𝑜𝑚(8, 0.3) be a binomial random variable with 8 trials and 0.3
chance of success.

a) What is the probability mass function that describes 𝑋?

(3 marks)

b) The probability generating function, 𝐺, of 𝑋 is given by 𝐺(𝑍) = 𝐸(𝑍 𝑋 ).

Write down and simplify 𝐺(𝑍).
(8 marks)

c) Find 𝐺′(𝑍) and hence find 𝐸(𝑋).

(4 marks)

END OF TEST