‘Trinity College December 17, 2015 MATH 305-02 ~ Probability By signing below, you attest that you have neither given nor/zeceived help of any kind on this exam, Signe Pett Nome TYTHs Faron le Instructions: Show work to get full credit (the correct answer may NOT be enough). Do all your work on the paper provided. Write clearly! Double check your answers! You will not receive full credit for using methods other than those discussed in class. FINAL EXAM MATH 305-02 — PROBABILITY Doluhonss Problem | Available} Your Number | Points | Points a | 10 | 6. 16 10 16 10 12 7 10 Total 105 ay ©] 00] wa] | cn] A] co} to ay SoFinal Exam MATH 305-02 C1-Counting ‘¢ Permutations: n! ordered arrangements. ‘ Similar Permutations: tL different permu- tations of n objects, of which 1 are alike for i = LQ .ear # Combinations: (") = gta groups of size r. (bi- nomial cob) # Multinomial: (,.,," 4.) = aang number of possible divisions of n objects into r distinct groups. C2-Axioms of Probability «Set Theory: BUP = FUE, BF = FB,(BUF)UG = BU(FUG), (BF) (PG), (BUF)G = EGUFG, EFUG = (EUG)(PUG), F = BU BSP, EPUEFS. + Mutually Bxclusive: BF = 9), P(BUP) = P(E) 4 P(P) + Propositions: P(B°) = 1— P(E), P(EU F) = P(E) + P(F) — P(EF), P(F) = P(E) + P(ECF), 3-Conditional Probability «Conditional: P(E|F) = 488 ot PUER) = P(E|F)P(F). ‘© Multiplication Rule: P(E, Ba++ = P(E,)P(Ea| 1) +++ P(En | B.+++ Ent) © Total Probability: P(E) = P(E|F°)P(FS) © Bayes: P(F|E) = P(B|P)P(F) + PuBLP) P(r) PETFIPUR SPE FOTPTRCY # Independence: P(EF) = P(E)P(F). C6-Joint: Variables C4 & C5-Random Variables * Binomi I: p(z) = (2) 2) n= np, 0? = np(1— 9). # Poisson: plz) =e*3F, 2 =0,1,.-4 =A? = 2 © Geometric: p(x) = (I~ p)*"p, Up, 0 = (1p) /P ‘© Negative Binomial: p(z) ryrblyes H=r/po? =r(—p)/r ‘« Hypergeometric: p(x) a in w= nm/N. © Uniform: f(x) (B+.a)/2, 0° enone Normal: f(z) = qee~(@-1"/2", for -00 <2 < co, Standard Normal, Z = (X ~)/o, ws = 0, o=1. [(B-a)ifa 0 w= 1A, © Gamma: f(z) = re*(x)~4/P(a) for x > 0, T(a) = [2° e-¥y2"" dy, = a, 0? = a, Pat (aq), T(n+1)=nl,nen, # Beta: f(z) = 29-!(1-2)9-1/B(a, 6) for <2 <1, B(a,A) = fo 27711 -2)9V de = Pa) (S)/Ta+ 4), © Properties: E[X] = S,2p(e), E(x] J2oef(e) de, VarlX] = BUX — u)%] = BIX4) - BX), @ Distribution Function: F(a) = Decal) F(a) = f°,, f(2)dz, Continuous: f(a) = £ F(a), limg-soo F(a) = 1, F is nondecreasing, CT-Expectations # Joint Transform: Svixs(urvua) fry.xa(@1,%2)[J(@102)|", where J(ti,a2) is the Jacobian and 21,2 are in terms of yi, Ya. CoulXix, ‘© Correlation: p(X;, Xj) = # Sample Mean: X= Sy Xi/m. Page 2 of 13Final Exem MATH 305-02 1. How many different linear arrangements of the letters A,B,C, D, E are there such that (a) Ais the first in line? (b) B is not the last in line? (6) A comes before B? 8 (4) C and D are next to each other? ay dl ~ 24 b) Sf-4] = [20-24 = 46 ) (Syal > [0(e\= Go AY Teak CS at BL as one und s 2(4)) = 48 Page 3 of 13Final Exam ‘MATH 305.02 2. A personnel director has two lists of applications for jobs. List 1 contains the names of five women and [10] ‘two men, whereas list 2 contains the names of two women and six men. A name is randomly selected from list 1 and added to list 2. A name is then randomly selected from the augmented list (a) Given that that © woman's name was originally selected from list 1, whet is the probability that ‘the name selected from the eugmented list is that of a man? (b) What is the probability that the name selected ftom the augmented list 2 is a man? (©) Given that the name selected is that of a man, what is the probability that. a woman's name was originally selected from list 17 List L Lact 2 Men - 2 Menr-b apne - S dunen- 2 Me~ man dvan Yom (BA yo42 We ~ yomav drawn from (at ¢ 5 an) PU, [Wd = % - |*4) ©) Pline)= Pam lear) Plows) © Pritt |, PCat) a (a) - Bre JA | © Plunlte): a iuptan lagen - @8 . 2 fey ayy) | / Poge 4 of 13Final Exam ‘MATH 305-02 3. (a) State the three axioms of probability. @ (b) Let A and B be two events. Suppose that the probability that neither event occurs is 3/8. What {s the probability that at least one of the events occurs? (0) Let © and D be two events. Suppose P(Z) = 0.5, P(CD) = 0.2 and P((CU D)®) = 0.4. What is mom le E be any exent fon a sanjok Spee Sj Thea ay &) 0fP(E)eI ary Pye 1 | thir) oy EB, 1 ave osafly excfusure excafy Her PDR) - ZR) b> Plway)=- (AUB) > Pltue) = I % [el &) Quwee P(Ceur)*)= 04 2 Plcvd) = 0.6, thus P(e) = Ple)+ Po)~ Plo) D> Ole = 054 Pd) ~ ov2 Page 5 of 13MATH 305-02 inal Exam 4, Suppose that X and Y have a joint ‘distribution function given by [16] aty if O| abe - gilras JO por e) Va bebe) = Eb). Elvi), ed Ge)" - Va he iy [24] Ls - (sin \ > Tox (Gxt3)* A,t : an es eit og MV te ay [e3) |] dats )oxrs)* Care a X+E - va \" lasny / (2x Mor) “act a ra (arta) Page 6 of 13Final Exam ‘MATH 305-02 5. The joint distribution of amount of pollutant emitted from a smokestack without a clesning device (X) [10] ‘and & similar smokestack with a cleaning device (Y) is given to be: ya fb or0sa Corscder sO o by ful: Fed, = Pe-geas= Pa) ( " ( for 04.022 Fel) = te wie = | 5 aaa > ie 3y)dy fash lay wa fee = Elay-g oe Wee by Déat3: Fyldy= 1+ fs Og . oth gle = |-3\col -/- uP -ay)|. * ai ba Sta) =DedaF lou, Tl foricat San ko {ris nas | Page 7 of 13Final Exam, suartt sor 6. Suppose a basketball player is practicing shooting, and has a probability 0.95 of making each of his shots. [16] Also, assume that his shots are independent of one another. (@) Let X be the number of shots made in 100 attempts. What is the probability mass function of X? What is E[X|? (b) Let ¥ be the number of shots made before the fist miss, What is the probability that Y > 50? (@) Use a Poisson distribution to approximate the probability that there are at most 2 misses in the first 100 attempts. (@) Use the normal distribution to approximate the probability that there are at most 2 misses in the first 100 attempts. You may leave your answer in terms of &. OX lasing sal won EID, P2095: toe, 7 r\ (sp (Hp) -|(‘P oo as |, xo lhe, FUtlenp (ROE la) Yi, geome site proes He} pape (hep shares Satay: Boer 200 yal Sebehl [eee oo Howe (PO) SWAG Joobdh meers lebe diwcad He Cab < cle. _ &) lb eto, pla) C's an 2 [pec dy) | 10, p=O0S, Hoa Aewp Pied PU PPR aN pBsvaey = PL) B09] se ad Ge nplrp)? Sloas)= 41s Page 8 of 13,= MATH 305-02 1, Let X and ¥ be independent Poisson random variables, where X has parameter @ and Y has parameter [10] d. Then the sum Z =X +Y will also be Poisson, with parameter 6+ 2. (a) Find the joint distribution of X and Z. (They are not independent!) (b) Show that the conditional distribution, &|z(x|2), is binomial. Be sure to give the necessary parameters for this distribution. hae have ped eek pli)= ca pee “eas A) ve eee PFX=x, 2-25: Poxex, Yo2-x§ . ? By cp ; sey axe | > [po be “ea _ RO. Get OY 2! » Paralated- Re Gr ig et ory oa orn" xen! ©) (Zar or) “(F \ as) (3 ov “3 } hae & \baamriall » wrth pecconel AZ, be = Page 9 of 13‘MATH 305-02 Final Bam 8 Suppose that X; and Xz are independently exponentially distributed random variables, both with pa- [12] rameter A. Define the following random variables: Y=Xi+X, and Y= X1/Xa. (a) Find the joint density function of Y; and ¥2. (Be sure to give the domain of the new joint density function) (b) Are Y; and Y independent? Why or why not? 0) Ue Wwe “> at eath » Jellyde 9 R= THe | yea 9 ep [A a ( _ Hh, eh yay Tory oe % wu 1. en) ] xy fe 7 ae ee a4. Ph, \ “se we Ae % Pa oys OF 4 ok des ws out ~y a (i,y Yan) oe qe Tg ' A Gagul date) Suclta {x4, | - rene |e eae py un Ye ab 2 ( Aes. one b) es, Wey axt woodhef sleek pame OE CaN cold Ye ecb a aelet felons oy te Page 10 of 13Final Exam. Mara 305-00 9. Suppose that X and ¥ are random variables for which B[X] = 3, E[Y] = 1, Var[X] =4,end Var[Y]=9. 7] Let Z = 5X —~Y +15. Find B{Z| and Var[Z] under each of the following conditions. (a) X and ¥ ate independent. (b) Correlation of X and Y equals 0.26. A.) Hesuxe XT ave wadepeudent , Hea Cole, T)= O. Let BaeSX-¥rl6, Han Brad blox-r ns] - sel]: ECT+ 5 2 SB) bis B21 pile) = vale IS = DGB + Co? vay) + 26007). > 2s b+4 = jo] \) wh pl Y)7 02%, tee CohD . CoS < 026 Nx ee eee : e Got. ¥I" LS Thedas, ving the aeons Geulas Goa abne Blad = 24 \wfe\~ © wale] ecole + 2c, F) 4 F205) = \i2) ‘Page 11 of 13Final Exam MATH 305-02 10. Let X be # random variable with probability distribution function: [ao] (a) = f[Or™ HOS 2<00 0 if otherwise (a) Find the moment: generating function, M(t). Be sure and state clearly the interval on which M is ed. (b) Use M(t) to find c, B[X], and Var[X]- a) Hfe\- Ce). \Boe™ de solid be uek ded bb XK Gade [= pe Aer fa ths b G. wr , we ust hue zi - tl-by Pe .é! 2)x ‘| 20 SN - 1a | Gy Wes, ) wy l= Ge) ww bee. by -MO)4 > Syl > (Cal efxl Y() on - / Poy wey. M4 “Blues Page 12 of 13Final Exam. MATH 805-02 LL, [SUPER BONUS QUESTION] In the popular TV show Parks and Recreation, what is the name of Pawnee’s famous miniature horse? \E MS Page 15 of 15