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You are on page 1of 5

Spring 2009

Review of topics to be covered on the final exam

The final exam will cover the following sections of the textbook:

Chapter 3: All

Chapter 4: All except 4.3.2

Chapter 5: All except 5.1.1, 5.2.1, 5.3, 5.6.1, 5.7, 5.8.1.1, 5.8.3 and 5.9

Chapter 6: All

Chapter 7: All except 7.2.1, 7.6, 7.7 and 7.8

Chapter 8: All except 8.5.1, 8.6.1, 8.7 and 8.7.1

It will be cumulative, but with a definite leaning towards the post-second-midterm material.

Here is a more detailed lists of the things that you should be able to do:

Basic Probability

You should be able to

Set up the sample space of possible outcomes for an experiment, and assign probabilities to

events

Compute the probabilities of unions, intersections and complements of events

Verify relations between events involving unions, intersections and complements (e.g., by

using Venn diagrams)

Identify when two events are mutually exclusive

Compute probabilities of events in uniform probability spaces (all outcomes equally likely)

using the basic principles of counting, the factorial function and binomial coefficients

Explain what is meant by two events being independent, and identify when pairs of events

are independent

Apply Bayes formula to compute probabilities

Random Variables

You should be able to

Explain what a random variable is, what the cumulative distribution function, mass function

and density functions are, what a discrete random variable is, and what a continuous random

variable is

Calculate the mass function of a simple discrete random variable associated with an explicitly described experiment (such as rolling a pair of dice and taking the product of the numbers

that come up)

Compute probabilities involving a random variable using its cumulative distribution function, mass function and/or density function

Compute the distribution function, mass function and/or density function of a function of a

random variable, using the distribution function, mass function and/or density function of

the random variable

Explain what the joint cumulative distribution function, the joint mass function and the joint

density functions of a pair of random variables are, and what it means to say that two random

variables are independent

Identify when two random variables are independent, using their joint distribution, joint mass

and/or joint density functions

Compute probabilities involving a pair of random variables using the cumulative distribution

functions, mass functions and/or density functions of the individual random variables (e.g.,

compute the probability that the sum of two random variables takes on a value in a certain

range)

Compute the expectation and variance of discrete and continuous random variables

Compute the expectation and variance of linear combinations of discrete and continuous

random variables

Compute the moment generating function of discrete and continuous random variables using

mass function and/or density function

Use the moment generating function of discrete and continuous random variables to compute

the expectation and variance of the random variable

Use Markovs inequality to obtain information about the probability that a non-negative

random variable takes a value greater than or equal to a specified value

Use Tchebychevs inequality to obtain information about the probability that a random variable takes a value differing from the mean by more than a specified value

Use the weak law of large numbers to obtain information about the probability that the

average of multiple independent copies of a random variable takes a value differing from the

mean by more than a specified value

For each of a number of special random variables, you should

Identify the parameters that the random variable depends on

Identify situations where it is useful and appropriate to use that random variable

Use the mass function/density function of the random variable to compute probabilities

Compute the expectation and variance of the random variable

The discrete random variables:

Bernoulli, Binomial and Poisson

The continuous random variables:

Uniform, Exponential, Normal and Standard Normal

You should also be able to do the following

Compute the distribution function of the sum of independent Poisson random variables

Identify when it is appropriate to approximate the binomial distribution by the Poisson distribution, and compute approximate binomial probabilities using this method

Use the memoryless property of the exponential random variable

Compute the distribution function of the minimum of independent exponential random variables

Convert a general normal random variable into a standard normal

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variables

Use a standard normal table to compute probabilities involving normal random variables

Identify when it is appropriate to use a -squared random variable, and use a -squared table

to compute probabilities involving a -squared random variable

Sampling

You should be able to

Compute the sample mean, sample variance and sample standard deviation of a data set

Compute the mean and variance of the sample mean, and the mean of the sample variance,

in terms of the mean and variance of the population distribution

Use the Central Limit Theorem to compute the approximate distribution of the sample mean

when the sample size is large, and to compute probabilities associated with the sample mean

Compute the exact distribution of the sample mean and sample variance when the population

distribution is normal

Give an unbiased point estimate for the population mean and population variance using sample data

Compute the maximum likelihood estimator of a parameter of a random variable using sample data

Confidence Intervals

You should be able to construct confidence intervals, at various percentage levels, both two-sided

and one-sided, in each of the following situations. You should also be able to determine how large

to make the sample size to make sure that the confidence interval has a specified width.

Mean of a normally distributed population when variance is known

Mean of a normally distributed population when variance is unknown

Variance of a normally distributed population

Difference of means of two normally distributed populations when both variances are known

Difference of means of two normally distributed populations when both variances are unknown but assumed equal (this includes computing the pooled estimator for the common

variance)

Proportion of a Bernoulli population

4

Hypothesis tests

You should be able to set up a hypothesis test, deciding what is the appropriate null hypothesis

and what is the appropriate alternate hypothesis, and deciding whether the test should be one- or

two-sided in each of the following situations.

Mean of a normally distributed population when variance is known

Mean of a normally distributed population when variance is unknown

Variance of a normally distributed population

Difference of means of two normally distributed populations when both variances are known

Difference of means of two normally distributed populations when both variances are unknown but assumed equal

Difference of means of two normally distributed populations when both variances are unknown (not assumed equal), with large samples (approximate)

Proportion of a Bernoulli population (exact and approximate)

Change in mean of paired (before and after) samples, when difference in readings is assumed normal (paired t-test)

You should also be able to carry out the test, at various significance levels, correctly interpret

the results, and compute the p-value of the data, using whichever of these tables is appropriate:

Standard Normal Table

t-table

-squared table

For general hypothesis tests, you should be able to explain what each of these terms mean:

Significance

Power

Type I error

Type II error

For the test of the mean of a normal population, variance known, you should be able to calculate

how large a sample size to take to make the power a specified value when the difference between

the actual mean and hypothesisized mean is specified.

5

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