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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!

In taking this examination, I acknowledge and accept the instructions.

NAME NAME

(signed) (printed)

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For grading use. Dont 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. For each part, only your answer, which should be one of True or False, will be graded. Explanations will not be read. a) Let A, B, C be three events, then (A occurs. True B) (A C) (B C) means at least two of them

b) If events A and B are independent, then P (A

B) = P (A) + P (B).

False

c) Event A and its complement Ac are independent.

False

d) If P (A) = 0.8 and P (B) = 0.6, then P (A

B c ) 0.2.

False

e) The probability that a binomial distribution with parameter n = 200 and p = 0.02 takes value 5 can be well approximated by the probability that a Poisson distribution with parameter 4 equals to 5. True

f) If X and Y are two independent random variables, then V ar(X + Y ) is always no less than both V ar(X) and V ar(Y ). True

g) If X follows an exponential distribution with parameter , then P (X 2|X 1) = False h) If X N (0, 1) and Y N (0, 1), then X + Y N (0, 2) False

1 .

i) To model the number of goals of a soccer player in a certain season, it is more reasonable to use a Poisson distribution than a geometric distribution. True

j) Assume X and Y are two random variables. Then eX +Y is also a random variable.

True

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Problem 2 (10pt):
Two dice are thrown. Let E be the event that the sum of the dice is odd; let F be the event that at least one of the dice lands on 1. a) Calculate P (E) and P (F ). (6pts) P(E) = 1/2 (must be one odd and one even) (3pts); P(F) = 11/36 (See lecture notes example) (3pts).

b) Calculate P (E F ). (4pts) There are 6 possibilities out of 36 such that this holds: {(1, 2), (1, 4), (1, 6), (2, 1), (4, 1), (6, 1)}. Therefore the probability is 1/6. (4pts)

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Problem 3 (10pt):
A master student is planning to take a qualifying exam in the coming summer. She has three chances. The rst one is in June. If she fails the 1st one, then she can have a 2nd try in July, and if she also fails that one, she will take the 3rd one in August. If she fails all three exams, then she is not qualied. The chance of passing the 1st one is 0.5, the chance of passing the 2nd one is 0.7, and the chance of passing the 3rd one is 0.8. a) What is the probability that she passes the qualication? (5pts) It is easier to compute the probability that she fails the qualication. Using multiplication rule, that probability is (1 0.5) (1 0.7) (1 0.8) = 0.03. Therefore, the probability that she passes the qualication is 0.97. (5pts)

b) Given that she passes the qualication, what is the conditional probability that she passes on the second try? (5pts) Denote A to be the event that she passes the qualication on the second try, and B to be the event that she passes the exam.

P (A|B) =

P (A B) P (A) (1 0.5) 0.7 35 (3pts) = = = = 0.361(2pts) P (B) P (B) 0.97 97

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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). f (x)dx =


11 1 c(x 1)dx

By doing calculation, we have (2pts)

= 50c = 1. Therefore c = 1/50.

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). First compute E(X 2 ). 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 = = 64.33(1pts) 50 4 3 3 50 = 5.56(1pt) 9

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c) Suppose another random variable Y = 2X + 1. Then what is the expectation and variance of Y ? (4pts) 49 = 16.33(1pt) 3 200 = 22.22(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 X 11.5)(1pt) Since X is dened only on [1, 11], therefore this also equals to probability that X 1.5 or equals to 1 P (X 1.5) (1pt). And P (X 1.5) = 0.9975. (2pts)
1.5 1 f (x)dx

1 400

= 0.0025, therefore P (4 < Y 25) =

399 400

e) Another random variable Z =

1 X.

What is EZ? (2pts)

EZ =

1 f (x)dx = c x

1(1
1

1 1 )dx = (10 ln(11))(2pts) = 0.1520 x 50

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Problem 5 (10pt):
Suppose that each day during the month of November, company A receives a shipment containing exactly three parts. Each part works with probability 3/4 and they are independent. A shipment is satisfactory if it contains two or more working parts. A shipment is unsatisfactory otherwise. 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). Therefore, the probability that a certain shipment is satisfactory is P (X = 2)+P (X = 3) (2pts). And it equals to 27 = 0.844 (1pt). 32

b) What is the probability that the rst satisfactory shipment is received on November 4th? (4pts) Let Y to be the rst day of the rst satisfactory shipment. Then it follow a geometric distribution with p = 0.844. (2pts). Therefore, the probability that the rst satisfactory shipment 3 27 is received on Nov. 4th is P (Y = 4) = (1 p)3 p = 5324 = 0.00322 (2pts).

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Problem 6 (10pt):
Customers arrive at store in a Poisson process with an average of 4 customers an hour. a) What is the probability that there are no more than 2 customers arriving in the rst hour? (4pts) Let X be the number of customers arriving in the rst hour. Then by assumption X P (4) (2pts). Therefore, the probability that there are no more than 2 customers arriving in the rst hour is P (X = 0) + P (X = 1) + P (X = 2) = 13 e4 = 0.2381. (2pts)

b) If there is no customer arrival in the rst 30 mins, what is the probability that no customer arrives in the rst 40 mins? (6pts) Let Y be the time of the rst arrival customer. By the relationship between Poisson distribution and exponential distribution, Y is an exponential distribution with = 4. (2pt). 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 e2/3 = 0.5134 (1pt).

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Problem 7 (20pt):
The height of women in the United States is normally distributed with mean 64.5 inches and standard deviation 2 inches. 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, we know that X N (64.5, 4) (2pt). Then 63 64.5 X 64.5 70 64.5 )(1pt) 2 2 2 = P (0.75 Z 2.75)(1pt) = (2.75) (0.75)(1pt) = (2.75) + (0.75) 1 = 0.7704(1pt) where Z is the standard normal random variable.

P (63 X 70) = P (

b) Alice is 68 inches tall. What percentage of women is shorter than Alice? (2pts) 68 64.5 X 64.5 )(1pt) 2 2 = P (Z 1.75)

P (X 68) = P (

= (1.75) = 0.95994(1pt) where Z is the standard normal random variable.

c) The probability that the average height of four randomly chosen women exceeds 66 inches. (4pts) The average heights of four women X follows N (64.5, 1) (2pts). Therefore P (X 66) = P ( X 64.5 66 64.5 )(1pt) 1 1 = P (Z 1.5)

= 1 (1.5) = 0.0668(1pt)

where Z is the standard normal random variable.

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Suppose the height of men is also normally distributed with mean 70.5 inches and standard deviation 1.5 inches. Then d) Find the probability that the average of heights of one randomly chosen woman and two randomly chosen men exceeds 70 inches. (4pts) The average heights of one randomly chosen women and randomly chosen men follows 2 2 2 N ( 64.5+70.5+70.5 (1pt), 2 +1.53 +1.5 (1pt)) = N (68.5, 17 ) = N (68.5, 0.944). Denote this 3 18 by X, then 70 68.5 X 68.5 )(1pt) P (X 70) = P ( 0.944 0.944 = P (Z 1.5439) = 1 (1.544) = 0.618(1pt) where Z is the standard normal random variable.

e) Find the probability that one randomly chosen woman is taller than one randomly chosen man. (4pts) Let X be the height of a randomly chosen woman and Y be the height of a randomly chosen man. Then X Y N (6, 2.52 )(2pts) Therefore P (X Y 0) = P ( X Y +6 6 )(1pt) 2.5 2.5 = P (Z 2.4) = 1 (2.4) = 0.0082(1pt)

where Z is the standard normal random variable.