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S121_LE2_002
Statistics 121 Probability Theory I
Second Long Exam 1st Semester, A.Y. 2013-2014
I. TRUE OR FALSE. Write True if the statement is always true; otherwise write False.

1. If the range of random variable X is the set of positive real numbers then X is a discrete random
variable.
2. If = {1,2,3,4,5} and = { , {3}, {5}, {3,5}, {1,2,4}, {1,2,4,5}, {1,2,3,4}, } then
is a random variable.
3. If = {1,2,3,4,5} and = { , {3}, {5}, {3,5}, {1,2,4}, {1,2,4,5}, {1,2,3,4}, } then
is a random variable.

4. The function, , is a probability density function.

5. The function, is a discrete density function.

6. is a cumulative distribution function of an absolutely continuous

random variable X.

7. is a cumulative distribution function.

8. is a cumulative distribution function.

9. If the first quartile of the random variable X is 3 then .

10. If is the probability density function of the absolutely continuous random variable X then
for any real number a.

II. FILL IN THE BLANKS

1. Given the probability space ( , , P). The random variable X defined on this probability space is a
function with a) domain = _______ and b) codomain = _________. According to definition 1, a
necessary and sufficient condition for X to be a random variable is c) ___________. According to
definition 2, a necessary and sufficient condition for X to be a random variable is d)
_________________________.

2. Suppose we toss a coin 4 times. Let , , and

. Using the definition of in definition 1 of the random
variable X, = ________________ by roster method.

3. By definition, the function is a cumulative distribution function iff it is a function that satisfies the
following properties: a) _______ and ______ , b) For any , _________ and c) For any real number a,
= ______________.

1
 4. By definition, the function is a probability density function iff it is a function with a) domain =
________ and b) codomain = ______ for which c) ______ and d) ______.

5. By definition, the quantile of the random variable X is the __________ for any .

6. Suppose X is a random variable and and . Let the random variables Y and Z be defined
as follows, and .

a) The value of the mean of Y is _______.

b) The value of the mean of Z is _______.
c) The value of the standard deviation of Z is _______.

7. The computational formula of the third central moment about the mean of the random variable X
expressed in terms of the first three raw moments is _________.

8. The computational formula of the fourth central moment about the mean of the random variable X
expressed in terms of the first three raw moments is _________.

9. The third raw moment expressed in terms of the first three factorial moments is
__________.

10. According to Chebyshev Inequality, if X is a random variable with mean, , and variance
then for any positive real number r, the is __________.

III. PROBLEM SOLVING. Always show your solution. Whenever necessary, round-off final answer only to 4
decimal places.

1. Let be the
cumulative distribution function of the random variable X. Determine the value of the first quartile.

2. Let be the cumulative distribution function of the random

variable X.

a) Without deriving the density function, use this CDF to determine the values of the following
probabilities:
(i)
(ii)
(iii)

b) Determine the value of the seventh decile.

c) Derive the density function of X from the given CDF.

3. Find c so that is a valid density function of the random variable X.

Present your answer as a fraction, expressed in lowest terms.

4. Find the value of c so that is a valid density function of the random variable X.

2
5. Suppose the discrete density function of the random variable X is as follows:

2 4 11
0.05 0.20 0.35 0.30 0.10

Use this discrete density function to determine values of the following:

a) mean of X
b) variance of X using the computational formula
c) fourth factorial moment

d)

e)
f)
g)

6. Let be the probability density function of the random

variable X.

a) Without deriving the CDF, use this PDF to determine the value of .
b) Derive the CDF of X.

7. Suppose the probability mass function of the random variable X is .

Derive the moment generating function of X.

8. Let be the moment generating function of the random variable X. Compute for the
values of the following summary measures using Method 1 in our course notes.
a) mean of X
b) variance of X

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