IE 4521 Midterm - Oct 2012

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M IDTERM E XAM

IE 4521 October 9, 2012

INSTRUCTIONS a) Write ALL your answers in this exam paper. b) One piece of note is allowed. No computer or cell phones allowed. c) The examination time is 10:10am - 12:05pm. d) There are 7 questions and 100 points in total. Except the true or false questions, write down the reasonings for your answers. e) The standard normal distribution table is given in page 11. f) Good luck!

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Don’t write in this part 1 (20pts) Points 2 (10pts) 3 (10pts) 4 (20pts) 5 (10pts) 6 (10pts) 7 (20pts) Total Problem 1: True/False (20pt) State whether each of the following statements is True or False. then V ar(X + Y ) is always no less than both V ar(X) and V ar(Y ). a) Let A.6. i) To model the number of goals of a soccer player in a certain season. will be graded. For each part. 2) False 1 λ. then X + Y ∼ N (0. True B) (A C) (B C) means at least two of them b) If events A and B are independent. 1). only your answer. False d) If P (A) = 0. False e) The probability that a binomial distribution with parameter n = 200 and p = 0.2. it is more reasonable to use a Poisson distribution than a geometric distribution. then P (X ≥ 2|X ≥ 1) = False h) If X ∼ N (0. True .Oct 2012 Page 2 of 11 For grading use. True f) If X and Y are two independent random variables. True g) If X follows an exponential distribution with parameter λ. which should be one of True or False. then (A occurs.IE 4521 Midterm .8 and P (B) = 0. Explanations will not be read. then P (A B c ) ≤ 0. B. True j) Assume X and Y are two random variables. False c) Event A and its complement Ac are independent. Then eX +Y is also a random variable.02 takes value 5 can be well approximated by the probability that a Poisson distribution with parameter 4 equals to 5. then P (A B) = P (A) + P (B). 1) and Y ∼ N (0. C be three events.

(1. b) Calculate P (E F ). Therefore the probability is 1/6. Let E be the event that the sum of the dice is odd. 2). (6. 1)}. 6). (2. (1. let F be the event that at least one of the dice lands on 1. 1). a) Calculate P (E) and P (F ). (4. (4pts) There are 6 possibilities out of 36 such that this holds: {(1. 4).IE 4521 Midterm . (4pts) . P(F) = 11/36 (See lecture notes example) (3pts). (6pts) P(E) = 1/2 (must be one odd and one even) (3pts).Oct 2012 Page 3 of 11 Problem 2 (10pt): Two dice are thrown. 1).

8) = 0. and if she also fails that one. she will take the 3rd one in August.03. a) What is the probability that she passes the qualification? (5pts) It is easier to compute the probability that she fails the qualification.5) · 0.7 35 (3pts) = = = = 0. If she fails all three exams. the probability that she passes the qualification is 0. that probability is (1 − 0.97 97 . and the chance of passing the 3rd one is 0.8. Therefore. If she fails the 1st one. and B to be the event that she passes the exam.361(2pts) P (B) P (B) 0.5) · (1 − 0. She has three chances. The chance of passing the 1st one is 0. Using multiplication rule.5.7. P (A|B) = P (A B) P (A) (1 − 0. then she can have a 2nd try in July. then she is not qualified. what is the conditional probability that she passes on the second try? (5pts) Denote A to be the event that she passes the qualification on the second try.IE 4521 Midterm .97. The first one is in June. the chance of passing the 2nd one is 0.Oct 2012 Page 4 of 11 Problem 3 (10pt): A master student is planning to take a qualifying exam in the coming summer.7) · (1 − 0. (5pts) b) Given that she passes the qualification.

56(1pt) 9 . First compute E(X 2 ).33(1pts) 50 4 3 3 50 = 5. f (x)dx = 11 1 c(x − 1)dx By doing calculation. b) Find E(X) and V ar(X) (6pts) EX = x · f (x)dx(1pt) = 1 x3 x2 11 23 ( − )|1 = = 7.67(1pt) 50 3 2 3 To compute V ar(X).Oct 2012 Page 5 of 11 Problem 4 (20pt): Suppose a continuous random variable X has the density function given by  if x < 1  0 c(x − 1) if 1 ≤ x ≤ 11 f (x) =  0 if x > 11 then a) Find c (4pts) One uses the fact that f (x)dx = 1 (2pts).IE 4521 Midterm . We have EX 2 = Therefore V ar(X) = E(X 2 ) − (E(X))2 (1pt) = x2 · f (x)dx(1pts) = 1 x4 x3 11 193 ( − )|1 = = 64. Therefore c = 1/50. we have (2pts) = 50c = 1.

22(1pt) V ar(Y ) = 4V ar(X)(1pt) = 9 E(Y ) = 2E(X) + 1(1pt) = d) Compute P (4 < Y ≤ 25) (4pts) P (4 < Y ≤ 25) = P (1.5 or equals to 1 − P (X ≤ 1.Oct 2012 Page 6 of 11 c) Suppose another random variable Y = 2X + 1.IE 4521 Midterm . therefore this also equals to probability that X ≥ 1.5 ≤ X ≤ 11.5 1 f (x)dx = 1 400 = 0. What is EZ? (2pts) EZ = 1 f (x)dx = c x 1 1(1 − 1 1 1 )dx = (10 − ln(11))(2pts) = 0. therefore P (4 < Y ≤ 25) = 399 400 = e) Another random variable Z = 1 X.1520 x 50 . And P (X ≤ 1.33(1pt) 3 200 = 22.9975.0025. (2pts) 1. 11].5)(1pt) Since X is defined only on [1.5) (1pt). Then what is the expectation and variance of Y ? (4pts) 49 = 16.5) = 0.

Therefore. A shipment is satisfactory if it contains two or more working parts. (2pts).Oct 2012 Page 7 of 11 Problem 5 (10pt): Suppose that each day during the month of November.844.844 (1pt). company A receives a shipment containing exactly three parts. 4th is P (Y = 4) = (1 − p)3 p = 5324 = 0. a) What is the probability that a certain shipment is satisfactory? (6pts) The number of working parts X follows a Binomial distribution with n = 3 and p = 3/4 (3pts). A shipment is unsatisfactory otherwise. Therefore.00322 (2pts). 32 b) What is the probability that the first satisfactory shipment is received on November 4th? (4pts) Let Y to be the first day of the first satisfactory shipment. the probability that the first satisfactory shipment 3 ·27 is received on Nov. Then it follow a geometric distribution with p = 0. the probability that a certain shipment is satisfactory is P (X = 2)+P (X = 3) (2pts). . Each part works with probability 3/4 and they are independent.IE 4521 Midterm . And it equals to 27 = 0.

what is the probability that no customer arrives in the first 40 mins? (6pts) Let Y be the time of the first arrival customer. The goal is to compute 2 1 P (Y ≥ |Y ≥ )(1pt) 3 3 By the memoryless property of exponential distribution we know that 2 1 1 P (Y ≥ |Y ≥ )(1pt) = P (Y ≥ )(2pts) 3 3 6 And this equals to e−2/3 = 0.2381. (2pts) b) If there is no customer arrival in the first 30 mins.Oct 2012 Page 8 of 11 Problem 6 (10pt): Customers arrive at store in a Poisson process with an average of 4 customers an hour. . Therefore.5134 (1pt). (2pt).IE 4521 Midterm . By the relationship between Poisson distribution and exponential distribution. a) What is the probability that there are no more than 2 customers arriving in the first hour? (4pts) Let X be the number of customers arriving in the first hour. Then by assumption X ∼ P (4) (2pts). the probability that there are no more than 2 customers arriving in the first hour is P (X = 0) + P (X = 1) + P (X = 2) = 13 · e−4 = 0. Y is an exponential distribution with λ = 4.

75)(1pt) = Φ(2. .5 inches and standard deviation 2 inches. What percentage of women is shorter than Alice? (2pts) 68 − 64. c) The probability that the average height of four randomly chosen women exceeds 66 inches.5. P (63 ≤ X ≤ 70) = P ( b) Alice is 68 inches tall.Oct 2012 Page 9 of 11 Problem 7 (20pt): The height of women in the United States is normally distributed with mean 64.75) − Φ(−0.75) = 0.95994(1pt) where Z is the standard normal random variable. Then 63 − 64.5 66 − 64. 1) (2pts). Find a) The probability a randomly chosen woman is between 63 and 70 inches tall. (6pts) Let X be the height of a randomly chosen woman.5) = 1 − Φ(1.0668(1pt) where Z is the standard normal random variable.IE 4521 Midterm .75 ≤ Z ≤ 2.5. (4pts) The average heights of four women X follows N (64.75) − 1 = 0.5 X − 64.5 ≥ )(1pt) 1 1 = P (Z ≥ 1.5) = 0.5 ≤ )(1pt) 2 2 = P (Z ≤ 1. Therefore P (X ≥ 66) = P ( X − 64.75)(1pt) = Φ(2.5 ≤ ≤ )(1pt) 2 2 2 = P (−0.75) + Φ(0. we know that X N (64.75) P (X ≤ 68) = P ( = Φ(1.5 X − 64.7704(1pt) where Z is the standard normal random variable. 4) (2pt).5 70 − 64.

5 2.5 X − 68.944 = P (Z ≥ 1.52 )(2pts) Therefore P (X − Y ≥ 0) = P ( X −Y +6 6 ≥ )(1pt) 2. then 70 − 68.618(1pt) where Z is the standard normal random variable.5+70.5 inches.5439) = 1 − Φ(1.Oct 2012 Page 10 of 11 Suppose the height of men is also normally distributed with mean 70.5 = P (Z ≥ 2.544) = 0.IE 4521 Midterm .5 ≥ √ )(1pt) P (X ≥ 70) = P ( √ 0.53 +1. 2 +1.0082(1pt) where Z is the standard normal random variable.5.5 (1pt)) = N (68. . (4pts) The average heights of one randomly chosen women and randomly chosen men follows 2 2 2 N ( 64.944 0. 0. 17 ) = N (68. Then X − Y N (−6.944). (4pts) Let X be the height of a randomly chosen woman and Y be the height of a randomly chosen man.4) = 0.5.5 (1pt). 2. e) Find the probability that one randomly chosen woman is taller than one randomly chosen man.5 inches and standard deviation 1.5+70. Then d) Find the probability that the average of heights of one randomly chosen woman and two randomly chosen men exceeds 70 inches.4) = 1 − Φ(2. Denote this 3 18 by X.

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