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This Paper Is Not To Be Removed From The Examination Halls: ST3133 ZA d0
This Paper Is Not To Be Removed From The Examination Halls: ST3133 ZA d0
UNIVERSITY OF LONDON
ST3133 ZA
BSc degrees and Diplomas for Graduates in Economics, Management, Finance and the
Social Sciences, the Diplomas in Economics and Social Sciences and Access Route
Candidates should answer all FOUR questions: QUESTION 1 of Section A (40 marks) and all
THREE questions from Section B (60 marks in total). Candidates are strongly advised to
divide their time accordingly.
Statistical tables are provided after the final question on this paper.
A calculator may be used when answering questions on this paper and it must comply in all
respects with the specification given with your Admission Notice. The make and type of
machine must be clearly stated on the front cover of the answer book.
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Section A
Answer all three parts of question 1 (40 marks in total)
1. (a) The joint probability density function of (X, Y ) is (note that x < 2y in the range)
kxy 2 , 0 < x < 2y < 1;
fX,Y (x, y) =
0,
otherwise.
i. Show that k = 80.
[4 marks]
[5 marks]
[5 marks]
(b) A product is faulty with probability 0.1, and is intact with probability 0.9. In
an inspection 10 products are randomly selected. If at least 2 are found faulty,
an alert is raised.
i. Find the probability that an alert is raised in an inspection.
[4 marks]
ii. Find the probability that in 5 independent inspections, there is at least one
alert raised.
[3 marks]
iii. Given an alert is raised, what is the probability that there are 2 faulty
products exactly?
[4 marks]
,
a
[4 marks]
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1
,
1t
[5 marks]
,
P X>
t
a(1 t)
where the range of t should be stated again.
By putting a = et and calculating P (X > 1), show that
xex 1
for any x > 0.
[6 marks]
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Section B
Answer all three questions in this section (60 marks in total)
2. Let X and Y be Exp() random variables with X independent of Y . That is,
fX (x) = ex ,
x > 0.
Dene V = X/Y , U = Y .
(a) Find the joint density function fU,V (u, v) of (U, V ). State clearly the range
of (u, v) where the density function is non-zero.
[5 marks]
1
,
(v + 1)2
v > 0.
[5 marks]
[5 marks]
(d) Find k to maximize the probability in part (c). You are not required to
perform the second derivative test.
[5 marks]
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[4 marks]
N
Xi ,
i=1
H=
M
Yi .
i=1
[4 marks]
(c) Find the joint moment generating function of G and H, stating clearly the
range of validity. What are the distributions of G and H?
[7 marks]
(d) Find Var(G|N = 100). You can use the formula for the mean of a Bernoulli(p)
random variable without proof. If the variance of a Bernoulli(p) random
variable is needed, you need to derive it explicitly.
[5 marks]
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4. In a game, two players alternately pick a ball from an urn at random, which
contains 2 red balls and 8 blue balls. If a blue ball is picked, it is put back into
the urn and the other player then picks a ball. If a red ball is picked, then the
player has won the set. The red ball is then put back into the urn, and the player
who lost the set picks the rst ball of the next set. The winner is the rst player
to win 3 sets, so the game has a maximum of 5 sets.
At the beginning of the rst set you are the rst to pick a ball. Let N be the
total number of sets played, and Yi , i = 1, . . . , N be the total number of balls
drawn at set i.
(a) Write down P (Yi = y), y = 1, 2, . . .. Show that the probability you win the
rst set is 59 . (Hint: you winning the rst set means Y1 is odd)
[5 marks]
(b) What is the probability that you win 3 sets in a row? Show that
P (N = 3) =
16
.
81
[5 marks]
280
.
729
Hence nd P (N = 5).
[10 marks]
END OF PAPER
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Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) Cambridge University Press, reproduced with permission.
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Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) Cambridge University Press, reproduced with permission.
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Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) Cambridge University Press, reproduced with permission.
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Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) Cambridge University Press, reproduced with permission.
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Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) Cambridge University Press, reproduced with permission.
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Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) Cambridge University Press, reproduced with permission.
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Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) Cambridge University Press, reproduced with permission.
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Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) Cambridge University Press, reproduced with permission.
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Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) Cambridge University Press, reproduced with permission.
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Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) Cambridge University Press, reproduced with permission.
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Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) Cambridge University Press, reproduced with permission.
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Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) Cambridge University Press, reproduced with permission.
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Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) Cambridge University Press, reproduced with permission.
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