FABIZ IB

July 5, 2009
EXAM A
I. (3p) Answer the following multiple choice questions and fill the correct answer in the table below:

Question 1 2 3 4 5 6 7 8 9 10
Answer
∞
X 4n
1. The sum of the series 3· is: a) 16 ; b) 4 ; c) 6 ; d) 14 ; e) 7 .
n=0
7n
∞
X
2. Consider the following power series (n + 1)xn and let C be the convergence set. Then:
n=0
a) C = [−1, 1] ; b) C = [−1, 1) ; c) C = (−1, 1] ; d) C = (−1, 1) ; e) C = R.
3. Consider f (x, y, z, t) = 2x2 − 3xy + 7yz − 6z 2 + 3zt + 4t2 . Then fx002 + fy002 + fz002 + ft002 is:
a) 2 ; b) 0 ; c) −4 ; d) 12 ; e) 10.
Z∞ √ √
3 √ 3 π π
4. The value of the integral x 2 e−x dx is: a) π ; b) 2π ; c) π; d) ; e) .
4 2
0
S
5. If A and B are independent events with P (B) = 0.4 and P (A B) = 0.7 then P (A) is:
1 1 2 5 3
a) ; b) ; c) ; d) ; e) .
2 3 3 6 4
6. A box contains 4 red marbles and 3 blues. Two marbles are selected randomly. What is the probability that one is
red and one is blue if we sample with replacement?
12 24 3!4! 3!4! 24!
a) ; b) ; c) ; d) ; e) .
49 49 49! 7!7! 49!
7. Which of the following statements involving the r.v. X is FALSE?
a) V ar(X) ≥ 0; b) E(3X) = 3E(X); c) V ar(3X) = 9 V ar(X);
d)V ar(X + 3) = V ar(X) + 32 ; e) Cov(X, X) = V ar(X).
1 2 3
8. Three students pass an exam with probabilities p1 = , p2 = and p3 = respectively. What is the probability
2 3 4
that only 2 students pass?
6 11 1 23 18
a) ; b) ; c) ; d) ; e) .
24 24 24 24 24
9. Suppose that E[X] = 3, E[Y ] = 4, V ar[X] = 5, V ar[Y ] = 6, and Cov(X, Y ) = 4. Find V ar[X + 2Y ].
a) 29 ; b) 0 ; c) 45 ; d) 17 ; e) 15.
10. Consider a Normal r.v. X ∼ N (m = 2, σ 2 = 9). Which of the following statements is TRUE?
a) E[ X−2 X−2
3 ] = 0, V ar[ 3 ] = 1 ; b) E[X] = 2, V ar[X] = 3 ; c) E[ X−2 X−2
3 ] = 2, V ar[ 3 ] = 3 ;
d) E[X] = 3, V ar[X] = 2; e) E[X] = 9, V ar[X] = 2 .

II. (2p) Find the local extremes of the following function: f (x, y, z) = x2 + yz + z 2 − 3x + y + 1.
½ −2x
2e if x > 0;
III. (2p) Let X be a continuous random variable with pdf f (x) = .
0 otherwise
Find the cdf FX (x) and calculate the expectation and the variance of X.

IV. (2p) Consider the bivariate discrete random variable Z = (X, Y ) with the following distribution:
X  Y -2 0 1 P (X = xi )
2 0.20 0.25 0.15
3 0.10 0.25 0.05
P (Y = yj ) 1
a) Find the marginal distributions and the distribution of X + Y .
b) Find the conditional distribution of Y given X = 3.
c) Are X and Y independent? Explain.