Math 466 Sample Problems for Midterm I

1. T1 = 2Y1 Y2 N (0, 5), T2 =

2. T1 =

9S 2
2

29 , T2 =

X1

S/ 10

T1

i2

21 , T3 =

=
t9 . V (X)

2
n

2
10

W/ 2
T2

t1 , T4 =

W 2 /2
T2

F1,1 .

= 51 . P (T2 2) = P (t9 2) = 0.962.

| 1) = P ( |X|

3. (a). P (|X

/ n
|
(b). P (|X
1
10/ n

= z0.005 =

1
1
) = P (|Z|
) = P (|Z| 10/
/ n
100

X|

1) = P ( |/
/1n ) = P (|Z| 10/1n ) = 0.990. This
n
2.576. Therefore, n = (10 2.576)2 = 663.58 664.

1) = 0.683.
implies that

4. Since E(T1 ) = E(T2 ) = , both T1 and T2 are unbiased. Note V (T1 ) = 2 /3 and V (T2 ) =
2 /4. Since V (T2 ) < V (T1 ), T2 is preferred.
5. (a) E(1 ) = E(X1 ) + E(X2 ) = 2 +
(b) For any w (0, ), we have

= . And V (1 ) = V (X1 ) + V (X2 ) =

2
6 .

FW (w) = P (W w) = P (max{X1 , X2 } w) = P (X1 w, X2 w)

2 h i
Z w
w 2
1
dw =
=
;

0
0 (w) = 2w , 0 < w < ; = 0 o.w.
and FW (w) = 0 if w 0; = 1 if w . So fW (w) = FW
2
R 2w
R
R
2 2
2
2
(c)E(W ) = wfW (w)dw = 0 w 2 dw = 2 0 w dw = 3 . So let k = 32 , which gives
E(2 ) = 32 E(W ) = 23 32 = .

6. V (2 ) = V ( 32 W ) = 49 V (W ). Since V (W ) = E(W 2 ) E(W )2 = E(W 2 ) 94 2 , and

Z
Z
Z
2w
2 2 3
1
E(W 2 ) =
w2 fW (w)dw =
w2 2 dw = 2
w dw = 2 .

0
2

0
So V (W ) = 12 2 94 2 =

1 2
18

and V (2 ) = 49 V (W ) =

9 1 2
4 18

= 18 2 . Therefore

2 /8
3
M SE(2
= 2 = < 1,
RE(1 , 2 ) =

/6
4
M SE(1 )
so 2 is preferred.
7. (a) E(k1 Y1 + k2 Y2 ) = k1 E(Y1 ) + k2 E(Y2 ) = k1 + k2 = , since k1 + k2 = 1.
(b) V (k1 Y1 +k2 Y2 ) = k12 E(Y1 )+k22 V (Y2 ) = k12 V (Y1 )+(1k1 )2 [2V (Y1 )] = [k12 +2(1k1 )2 ]V (Y1 ).
Minimizing V (k1 Y1 + k2 Y2 ) is equivalent to minimizing g(k1 ) = k12 + 2(1 k1 )2 . By setting
g 0 (k1 ) = 0, we get k1 = 32 and k2 = 1 k1 = 31 . 2Y3 1 + Y32 has the smallest variance in this
class.