14 views

Uploaded by rqzhu

Exam 1 solutions

- pqt
- Tutorial 3
- stats_ch7
- 10980_UnitNormalTable
- Probability and statistics guide
- Mathematical Statistics Final Exam
- iimt4
- Basic Lab exercise -1_2.pdf
- practice1.pdf
- PQT - Model Question Paper
- PS04-new
- Fatou's Lemma
- Neyman Pearson Lemma
- ch05
- Cheat-Sheet 02 4x6" Statistics
- hsc-commerce-2015-october-maths2.pdf
- MIE1605_2b_DTMC.pdf
- John Whitman 427 HW 2 Draft
- Assignment SPSS STA 411-Z Fall 2017_Syed Rameez Khalid
- Cpd

You are on page 1of 4

:

ID:

University of Waterloo

Department of Statistics and Actuarial Science

STAT 330 Term Exam 1

October 10, 2012

• Answer all questions. The number in brackets [··] denotes the mark assigned to each question.

• Write your solutions in the space provided on the question sheets. The exam consists of 4

pages.

• Print your name and UWaterloo ID on each page in the space provided.

Q1: 20

Q2: 40

Q3: 20

Q4: 20

Total: 100

Question 1 [20 points]

Let f (x) = 2x, 0 < x < 1, zero elsewhere, be the probability density function (pdf) of X.

a. Compute E(1/X) using the pdf of X.

Z

E(1/X) =

0

1

1

f (x)dx =

x

Z

0

1

1

( )(2x)dx = 2.

x

**b. Find the cumulative distribution function (cdf) and the pdf of Y = 1/X.
**

For y > 1,

Z

1

1

Py (Y ≤ y) = Px ( ≤ y) = Px (X ≥ ) =

X

y

fy (y) =

1

1 .

(2x)dx = x .

2.

dy y c. zero elsewhere. Compute E(Y ) using the pdf of Y and compare this result with the answer obtained in part a. Z E(Y ) = ∞ Z yfy (y)dy = 1 1 ∞ . 1/y = 1−(1/y)2 . y > 1. y > 1. zero elsewhere. 1/y d 2 Py (Y ≤ y) = 3 .

∞ 2 1 .

.

y( 3 )dy = (−2) .

y y 1 They are the same. = (−2)(−1) = 2. 1 .

Z 1 Z 1 1 Z 1 Z c(x − y)dxdy f (x. y) = c(x − y). Find c. a. y)dxdy = 0 y 0 .NAME: ID: Question 2 [40 points] Suppose X and Y have the joint pdf f (x. 0 ≤ y ≤ x ≤ 1.

1 1 2 .

.

x − y(1 − y) dy c 2 .

y 0 Z 1 1 2 c (1 − y ) − y(1 − y) dy 2 0 Z 1 1 1 2 c + y − y dy 2 2 0 .

1 .

1 1 1 3 .

.

1 2 .

.

c + y − y 2 6 .

0 2 .

y) : 0 ≤ y ≤ x ≤ 1}. P (XY ≤ 1) = 1 because XY ≤ 1 for every (x. c. 6 Z = = = = = (1) y 1 (2) (3) (4) (5) (6) b.e. c = 6. 1 4 Z P (X + Y ≤ 1/2) = 1 −y 2 Z 0 Z 1 4 = 6 0 = = = 1 4 . i. Find P (X + Y ≤ 1/2). y) ∈ A = {(x. Find P (XY ≤ 1).0 c = 1.

1 −y 1 2 .

.

2 1 x − y( − y − y) dy 2 .

y 2 1 1 1 2 2 2 6 {( − y) − y } − ( y − 2y ) dy 2 2 2 0 Z 1 4 1 6 − y + 2y 2 dy 8 0 .

1 .

1 1 1 1 2 .

.

4 2 3 .

.

4 6 ( )( ) − y .

+ y .

8 4 2 0 3 0 1/16. Z = 6(x − y)dxdy (7) y (8) (9) (10) (11) (12) 2 .

NAME: ID: d. . Find the marginal pdf’s of X and Y .

x Z x .

2 2.

f1 (x) = 6(x − y)dy = 6x − 3y .

0 < x ≤ 1. 0 Z 1 f2 (y) = y 0 . = 3x2 .

1 .

2.

6(x − y)dx = 3x .

Un independently from a uniform(0. β > 0. W β ) ≤ x] (13) α W P[ ≤ x1/β ] (14) α P [W ≤ αx1/β ] (15) 1/β −x F (αx ) = 1 − e . y) 2(x − y) = . (2) The joint pdf can not be factorized by non-negative functions g(x) and h(y). 0 ≤ y < 1. (17) dx variables be generated from a uniform(0. Find the pdf of X. f1 (x|y) = No. 0 ≤ y < 1. f (x. y) ∈ A). y) = . If W follows a Weibull distribution. Therefore. For x ≥ 0. y e. Are X and Y independent? Briefly explain in 3 different ways. The random variables Xi = F (Ui ) = α − log (1 − Ui ) for i = 1. (16) d P (X ≤ x) = e−x . 3 . y) ∈ A (or f2 (y) 6= f2 (y|x) for every (x. How could Weibull random ator? Notice that F (X) follows Unif(0. Question 3 [20 points] The Weibull cdf is x β F (x) = 1 − e−( α ) . − 6y(1 − y) = 3(y − 1)2 . · · · . · · · . n are independent Weibull random variables. y ≤ x ≤ 1. 0 < x ≤ 1. a. where U ∼ Unif(0. Let X = (W/α)β . α > 0. 2. This is because (1) The support set A of the joint pdf is not a cross-product.1) random 1/β −1 number generator. zero elsewhere. for x ≥ 0. Find the conditional pdf’s of (X|Y = y) and (Y |X = x). zero elsewhere.1) distribution and F −1 (U ) = α − log (1 − U ) 1/β .1) random number gener- P (X ≤ x) = P [( = = = f (x) = b. U2 . X and Y are dependent. for x ≥ 0. if we can generate U1 . 0 ≤ y ≤ x. f2 (y) (y − 1)2 2(x − y) f (x. (3) f1 (x) 6= f1 (x|y) for every (x. f2 (y|x) = f1 (x) x2 f.1). x ≥ 0.

Notice that (24)→(25) is because (25)→(26) is because when −h < t < 0. the function etx is decreasing in x. R x<a etx f (x)dx ≥ 0. 0 < t < h. − h < t < 0. for some h > 0. (22) That is. from (18) to (21) and 4 . Z ∞ M (t) = etx f (x)dx (23) −∞ Z = tx Z etx f (x)dx e f (x)dx + x>a Z ≥ (24) x≤a etx f (x)dx (25) eta f (x)dx (26) x≤a Z ≥ x≤a ta = e P (X ≤ a). P (X ≥ a) ≤ e−at M (t). For 0 < t < h. Z ∞ etx f (x)dx M (t) = (18) −∞ Z tx = Z etx f (x)dx e f (x)dx + x≥a Z ≥ (19) x<a etx f (x)dx (20) eta f (x)dx (21) x≥a Z ≥ x≥a ta = e P (X ≥ a). For −h < t < 0. − h < t < h. Proof. 0 < t < h and that P (X ≤ a) ≤ e−at M (t). If X is a continuous random variable with pdf f (x). the function etx is increasing in x. let from (23) to (26). If X is a discrete random variable with pmf f (x). (27) That is. P (X ≤ a) ≤ e−at M (t). Notice that (19)→(20) is because (20)→(21) is because when 0 < t < h. P substitute for R R x>a etx f (x)dx ≥ 0. Prove that P (X ≥ a) ≤ e−at M (t). −h < t < 0.NAME: ID: Question 4 [20 points] Let X be a random variable with moment generating function (mgf) M (t).

- pqtUploaded byDot Kidman
- Tutorial 3Uploaded byrichardchan001
- stats_ch7Uploaded byElvira Toktasinova
- 10980_UnitNormalTableUploaded bySanjay Sami
- Probability and statistics guideUploaded byJacob Muller
- Mathematical Statistics Final ExamUploaded byJohn Mark Maoke
- iimt4Uploaded byrachel9712
- Basic Lab exercise -1_2.pdfUploaded byAmru_N
- practice1.pdfUploaded byDewi Sukmana Putri
- PQT - Model Question PaperUploaded bylmsrt
- PS04-newUploaded byhoacnguyengiap123
- Fatou's LemmaUploaded byiktikn
- Neyman Pearson LemmaUploaded byboletodon
- ch05Uploaded byjhnallen
- Cheat-Sheet 02 4x6" StatisticsUploaded byEduardo Steffens
- hsc-commerce-2015-october-maths2.pdfUploaded byShradha Rohan Bayas
- MIE1605_2b_DTMC.pdfUploaded byJessica Tang
- John Whitman 427 HW 2 DraftUploaded byslycoop1995ster
- Assignment SPSS STA 411-Z Fall 2017_Syed Rameez KhalidUploaded byrameez
- CpdUploaded byqwerty
- ProbabilityUploaded byLuis Alberto Martínez Benítez
- Commonly Used ClassifiersUploaded bySaurabh Singh
- Scheme Final NOV2010Uploaded byAshimiro Matches Chia
- BER for BPSK in Rayleigh ChannelUploaded byOPTICALMIMOOFDM
- Appendices - TablesUploaded byVhia Villagracia
- Survival Functions HandoutUploaded byFelipe Viancha
- Probability and StatisticsUploaded byMario Pedroza
- Nips10 Workshop Tutorial FinalUploaded byblackbusiness
- StatistikUploaded byYantoSeptian
- Chapter 07rgerUploaded byPra Tama

- Formula SheetUploaded byrqzhu
- Exam 2 SolutionsUploaded byrqzhu
- AFM 101 Midterm Exam Aid PackageUploaded byrqzhu
- 171030 Third Quarter 2017 Results News ReleaseUploaded byrqzhu
- Calendar 2BUploaded byrqzhu
- Career Decision MakingUploaded byrqzhu
- # Secret of Highly Succesfull GraduatesUploaded bySupriadi Hardianto

- InUploaded byWizardEmpire
- Pristine Quant Frmdemo 110207025803 Phpapp02Uploaded bybayraz
- NA387exam2-07.SOLUTIONS Pmf& Cdf QuestionUploaded byAhmed A Melbourne
- S130 Lecture 1-Probability Distribution and Special Discrete PDs.pptxUploaded byMean Median
- HW8Uploaded byPallavi Raiturkar
- binomial_and_poisson(2).docxUploaded byJenny Robles
- Copula StatisticsUploaded byUmadine
- Joint DistributionsUploaded byNguyễnĐăngKhiêm
- Uniform DistributionUploaded byvishwavichu
- 15MA207_aug16Uploaded byJagdesh
- Study Notes for CUploaded byAnonymous qhzzwlX
- Areas Under the Normal CurveUploaded byRichardRaqueno
- STAT515 LectureUploaded bycommando1180
- prob06Uploaded byAdonia Aretina
- statistikUploaded byBustami Muhammad Sidik
- SPSS Basics Probability DistributionsUploaded byKiki Nov
- Basic Statistics 16Uploaded bymario975
- Reliability Engineering Lec Notes #4Uploaded bypeach5
- SE4 CondensedUploaded byMariahDeniseCarumba
- 15MA301_aug16Uploaded byS-Karthik
- Kumaraswamy’s distribution A beta-type distribution withUploaded byAli Asghar Tofighian
- SAS_FunctionsUploaded byPalanivel Gnanapragasam
- L19 Poisson DistributionUploaded byjimmytanlimlong
- Examples of Probability DistributionsUploaded byRoumen Guha
- 1313_S83_Part_I_WSUploaded bybalsalchat
- notes#7.pdfUploaded byi1958239
- Exercises in Advanced Risk and Portfolio Management SSRN-id1447443Uploaded bylistas
- Chapter 6 17Uploaded byAmeer Elatma
- Probability+Review.pdfUploaded byDavid Lee
- Wk5 L7 HandoutsUploaded byGigadroid