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310sp12_midterm1sol.pdf

310sp12_midterm1sol.pdf

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Midterm solution guide
Midterm solution guide

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310 Probability & Statistics - SPRING 2012

MIDTERM 1 SOLUTION

1. (a) An experiment consists of rolling a single 6-sided die 10 times in a row and noting the sequence of up-faces. How many sequences are possible? ANSWER: 610 . 7 (b) (continued) How many sequences have exactly three 6’s? ANSWER: 10 3 5 . (c) (continued) Assume the die is balanced. Given that there are exactly three 6’s in the sequence, what is 8×57 8 1 = 120 = 15 . the probability that all three occur consecutively? ANSWER: 10 ( 3 )×57 2. Suppose X and Y are jointly continuous random variables with the following joint probability density function: 2x−y if 1 < x < 2, 0 < y < 2 4 f (x, y ) = 0 otherwise
1 (a) Compute P (X < 3 2 , Y < 2 ). 1 P (X < 3 2, Y < 2) = 0
1 2 3 2 1 2

2x−y 1 4

dx dy =

0

(b) Separately compute the marginal p.d.f.s for both X and for Y . Make sure to specify the domains for each function. 2 2 −y y2 fX (x) = 0 2x4 dy = xy − =x− 1 2 8 2 for 1 < x < 2; = 0 otherwise. fY (y ) = (c) Compute the conditional p.d.f. fY |X (y |x), and use it to find P (Y < 1 2 |X = 1). fY |X (y |x) =
f (x,y ) fX (x) 2 2x−y 1 4

x2 −xy 2 4 1

3

dy =

5 0 16

1 2

y 8

dy =

5y 16

y2 2 16 0

1

=

9 64 .

dx = =

x2 4

0 2 xy 4 1

=

3−y 4

for 0 < y < 2; = 0 otherwise.
2−y 2

2x−y 4 x− 1 2

=

2x−y 4x−2

if 0 < y < 2; = 0 otherwise. When X = 1, fY |X (y |1) =
0
1 2

if

0 < y < 2; = 0 otherwise; and, P (Y < 1 2 |X = 1) =

fY |X (y |1) dy =

0

1 2

2−y 2

dy = y −

y2 4 0

1 2

=

7 16 .

3.(a) Suppose A and B are events having the following property: P (A|B ) = P (B |A). Show that if P (A ∩ B ) > 0, then P (A) = P (B ). (A∩B ) P (A∩B ) We’re given that P (A|B ) = P P (B ) = P (A) = P (B |A), or after rearranging terms: P (A)P (A ∩ B ) = P (A ∩ B )P (B ). Since P (A ∩ B ) > 0 we can divide both sides by this value giving P (A) = P (B ). Q.E.D. (b) Group A has 3 people, group B has 4 people, and group C has 5 people (for a total of 12 people). Three people from these 12 are randomly selected. Compute the probability that some group will not be represented in the sample. Let A be the event that no one from group A is represented; B the event that no one from group B is represented; and C the event that no one from group C is represented. Then we want to compute P (A ∪ B ∩ C ). Using the inclusion-exclusion principle: P (A ∪ B ∩ C ) = P (A ) + P (B ) + P (C ) − P (A ∩ (8 (7 (5 (4 (3 (9 8 3) 3) 3) 3) 3) 3) + 12 + 12 − 12 − 12 − 12 + 0 = 160 B ) − P (A ∩ C ) − P (B ∩ C ) + P (A ∩ B ∩ C ) = 12 220 = 11 . Also, (3) (3) (3) (3) (3) (3) 5 (3)(4 1)(1) . P (A ∪ B ∪ C ) = 1 − P (A ∩ B ∩ C ) = 1 − 1 12 (3) (c) X is a continuous r.v. having p.d.f. f (x) = P (2 < X < 3) =
3 1 2 x2

dx =

1 3 −x 2

=

1 2

1 3

1 x2

for x > 1, and = 0 for otherwise. Compute P (2 < X < 3).
1 6.

=

4.(a)X is a discrete random variable having the following distribution: P (X = −2) = .3, P (X = −1) = .2, P (X = 0) = .1, P (X = 4) = .2, P (X = 5) = .2. Compute the expectation of X , i.e., µ = E (X ), and compute the variance of X , i.e., σ 2 . E (X ) = −2 × .3 − 1 × .2 + 0 × .1 + 4 × .2 + 5 × .2 = −.6 − .2 + 0 + .8 + 1 = 1 = µ. V ar (X ) = (−2 − 1)2 × .3 + (−1 − 1)2 × .2 + (0 − 1)2 × .1 + (4 − 1)2 × .2 + (5 − 1)2 × .2 = 9 × .3 + 4 × .2 + 1 × .1 + 9 × .2 + 16 × .2 = 2.7 + .8 + .1 + 1.8 + 3.2 = 8.6 = σ 2 . (over)

given in the table below: Use this table to compute the following probabilities (clearly label each calculation): P (1 ≤ X ≤ 2. Y > 2) = . and P (1 ≤ X ≤ 2|Y > 2).15 X ≤2. P (X ≥ Y ). P (X > Y ). P (1 ≤ X ≤ 2.1 + .m.15 + . Y > 2). P (1 ≤ X ≤ 2|Y > 2) = P (1≤ .Y >2) 4 2 =.05 + .05 = .1 = .05 + .4 P (X > Y ) = 0 P (X ≥ Y ) = .f.6 = 3 P (Y >2) .(b) Consider the jointly discrete random variables X and Y having the joint p.05 + .

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