Math230 Probability and Statistics 2021-10-27 (Wed)

Midterm Examination 22:00 – 01:00 (+1 day)

– You may write answers either in English or Korean. –

1. [15] 영희 and 철수 is playing a game with a coin that has the probability 0.6 of turning up head.
They keep tossing it up to four times but stop the toss if a consecutive face (either HH or TT)
is observed. If HH occurs first, 영희 is declared a winner, while 철수 wins the game either when
TT is observed first or if no consecutive faces show up.

(a) [5] Describe the sample space of this game.

(b) [5] What is the probability of 영희 wins the game?
(c) [5] Prize for the winner is Y 만원 where Y is the number of tosses when the game is over.
What is the expected value of the prize for 영희?

2. [10] 철수 has three coins in his pocket; the first one has two heads, the second one has two tails,
and the third one is a regular coin with head and tail. If a coin is selected at random and a toss
shows a head, what is the probability that the other side of the coin is also a head.

3. [10] Consider a random variable X with probability density function

f (x) = e−2|x| , −∞ < x < ∞.

(a) [5] Find the mean and variance of X.

(b) [5] Calculate the probability P (|X| > 1). What is the Chebyshev’s bound for this proba-
bility?

4. [20] Two random variables X and Y have the joint probability density
(
1, −1 < x < 1, 0 < y < 1 − |x|
f (x, y) =
0, elsewhere.

(a) [5] Find marginal distributions of X and Y , and calculate their means.
(b) [5] Find the conditional distribution f (x|y) of X given that Y = y, 0 < y < 1. Are X and
Y independent?
(c) [10] Calculate the covariance of X and Y .

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5. [10] An LCD display screen consists of tiny dots, called pixels. However, some screens may
contain defective (dead) pixels, and it is known that dead pixels occur in a Poisson process.
Records at a factory producing 100x100 LCD displays (10,000 pixels) show that 90% of screens
have no dead pixels (perfect screens). Now, the factory is planning to make larger displays of
size 200x200. Assume that the dead pixel rate is the same.

(a) [5] Calculate the mean and variance of the number of dead pixels per 200x200 screen.
(b) [5] What will be the proportion of perfect 200x200 screens?

6. [20] Let T be a continuous random variable with the failure rate Z(t) for t > 0. Consider a
function g satisfying g(0) = 0, limt→∞ g(t) = ∞ and g 0 (t) > 0 for t > 0 so that it has inverse
h(u) for 0 < u < ∞.

(a) [10] Express the the failure rate of U = g(T ) in Z and h.

2
(b) [10] Let T be a Weibull random variable with reliability function R(t) = e−αt , t > 0, for
some α > 0. Find a function g so that the failure rate of U becomes constant.

7. [15] Let Z be a standard normal random variable with probability density function
1 1 2
φ(z) = √ e− 2 z , −∞ < z < ∞
2π

and V be a χ21 random variable with probability density function

1 1
g(v) = √ e− 2 v , 0 < v < ∞.
2πv
Furthermore, assume that Z and V are independent. Find the probability density function h(t)
Z
of T = √ .
V

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