屏東大學一 0 九學年度第二學期期末考 科目：機率論(下)

應用數學系 二年級 甲班 學號：C EJ108001 姓名：謝旻翰

1. Let Y1 and Y2 be independent and uniformly distributed over the interval (0,1). Find
P(2Y(1)＜ Y(2))
1 0.01 ② 0.1+ 0.01 ③ 0.2+0.01 ④ 0.3+0.01(學號倒數 2 個字)

2. Let Y1,Y2,…., Y5 be a random sample of size 5 from a normal population with mean
5

1 Y i
0 and variance 1 and let Ý = 5 i 1

2 Let Y6 be another independent observation from the same population. What is the
5

 (Y  Y )
i
2
 Y62
distribution of i 1 (學號倒數第 2 個字)

1 x 2 with 0 degrees of freedom ② x 2 with 1+0 degrees of freedom

2 x 2 with 2+ 0 degrees of freedom ④ x 2 with 3+0 degrees of freedom

3. Claim amounts for wind damage to insured homes are mutually independent random
3 
 4 ,x 1 
x 
f  x  0, otherwise 
variables with common density function =

where x is the amount of a claim in thousands. Suppose 3 such claims will be made.
Calculate the expected value of the largest of the three claims. ① 1500+01 ②2000+01 ③
2500+01 ④ 3000+01(請選最接近的)

4. Let X~U(α,ß) and set Y = e x . Find the p.d.f f Y .

1 1 y
1 ② y ③ y
④ e
( β−α ) y β−α ( β−α ) e β−α

5. Let the r.v.’s X and Y have bivariate normal distribution with parameters ①0, 0, 1, -1,
and p ② 0 ,0 ,2, -2,and p③ 0, 0, 1+p, 1-p,and 0 ④ 0, 0, 2(1+p), 2( 1-p), and 0

6. Let X1,X2,X3 be independent r.v.’s such that Xi ~ N ( 0,σ 2), i = 1,2,3 and set

Y1 = 1 X 1 − 1 X 2 Y2 = −1 X 1− 1 X 2+ 1 X 3 Y3 = 1 X 1 + 1 X 2+ 1 X 3
√2 √2 √3 √3 √3 √6 √6 √6
 1 2 2 2 X 21 X 23
(Y + Y
Find the distribution of 2 1 2 3 ① 2 ② X 1 ③ 2 ④ X 23
+Y ) 2
σ σ σ

7. A student takes a multiple-choice test with 40 questions. The probability that the
student answers more than N questions correctly is greater than 0.10. The probability
that the student answers more than N+1 questions correctly is less than 0.10.. Calculate
N uding a normal approximation with the continuity correction.
N ≅ ① 15② 21 ③27 ④ 34

8. The random variables Y1 and Y2 are independent, both with density

1 
 2 ,1  y 
y 
f  y  0, otherwise 
= 

Y1
Let U 1= and U2 = Y1 + Y2. Find the marginal density of U1.
Y 1−Y 2
9. An investigator wants to estimate the prevalence of breast cancer among women who
are between 40 and 45 years of age living in Boston. How many women must be
involved in the study to ensure that the estimate is precise? National data suggest that 1
in 235 women are diagnosed with breast cancerby age 40. This translates to a proportion
of 0.0043 (0.43%) or a prevalence of 43 per 10,000 women. Suppose the investigator
wants the estimate to be within 10+ __ __ per 10,000 women with 99% confidence.