STAT2001 2017 Midterm Solution

1(a) For a Poisson process with rate 5 per day. For a period of 5 hours, the number of births (X)
follow poisson(5*5/24)=Poisson(25/24). P(X≥2)=1-P(X=0)-P(X=1)=1-exp(-25/24)-(25/24)exp(-
25/24)=0.28

1(b) The number of births in 10 days (X) follows Poisson(50). So EX=50.

2(a) Using inclusion-exclusion formula and mutual independence. We have

P ( A ∪ B ∪ C ) = P ( A) + P( B) + P(C ) − P ( A) P ( B ) − P ( A) P (C ) − P ( B ) P (C ) + P ( A) P ( B ) P (C )
= 1 / 2 + 1 / 3 + 1 / 4 − (1 / 2)(1 / 3) − (1 / 3)(1 / 4) − (1 / 2)(1 / 4) + (1 / 2)(1 / 3)(1 / 4) = 0.75

2(b) Let D be the event of the selected spring to be defective. Let A, B, C be the event of the
selected spring to be produced by machine A, B, C respectively.

P( D | B) P( B)
P( B | D) =
P( D | A) P( A) + P( D | B) P( B) + P( D | C ) P(C )
0.04 * 0.25
= = 0.4545
0.01 * 0.3 + 0.04 * 0.25 + 0.02 * 0.45
2(c) Notice that the product is even iff at least one of the 3 integers are even.

P(Product be even) = 1 - P(all integers are odd)

10 
 
= 1 −   = 0.8947
3
 20 
 
3
3(a) Clearly X~b(9,1/3)

µ = 9 / 3 = 3; σ 2 = 9(1 / 3)(2 / 3) = 2.
µ − σ = 1.586; µ + σ = 4.414
P( µ − σ < X < µ + σ ) = P(1.586 < X < 4.414) = P( X = 2) + P( X = 3) + P( X = 4)
9 9 9
=  (1 / 3) 2 (2 / 3) 7 +  (1 / 3) 3 (2 / 3) 6 +  (1 / 3) 4 (2 / 3) 5 = 0.2341 + 0.2731 + 0.2048 = 0.71
 2  3  4
3(b) Let X be the amount you win. The p.m.f. of X is

5
2 *  
P(X=1.1)=  2  = 20 = 4 ; P(X=-1)= 1 − 4 = 5
10  45 9 9 9
 
2
EX = 1.1 * 4 / 9 − 1 * 5 / 9 = −0.066667
Var ( X ) = (4 / 9) *1.12 + (5 / 9) *12 − (−0.066667) 2 = 1.0888889
4(a) I. The p.m.f. can be summarized in the following table:

x 0 1 2 3 3.5
f(x) 1/2 1/10 1/5 1/10 1/10
II. E(X^3)=(1/2)*0^3+(1/10)*1^3+(1/5)*2^3+(1/10)*3^3+(1/10)*3.5^3=8.6875

(b) Let M to be the number of red marbles in the box. Clearly X follows a hypergeometric
distribution of N=10, N1=M, n=4. So EX=(n*N1)/N=4M/10. Now you are told 4M/10=2.4. It means
 6  4 
  
M=6. So P(X=1)=    =
1 3 24 4
=
10  210 35
 
4

[ ]
1
1
∫
5(a) c exp( x)dx = 1 ⇒ c e − e −1 = 1 ⇒ c =
−1
e − e −1
= 0.425

e 0.2 − e −1
0 .2

∫
(b) P (−2 < X ≤ 0.2) = c exp( x)dx =
−1
e − e −1
= 0.363

πp π
e p − e −1 π
p = F (π p ) = c ∫ exp( y )dy = −1
⇒ e p − e −1 = p(e − e −1 ) ⇒ π p = ln( p(e − e −1 ) + e −1 )
(c) −1
e−e
π 0.75 = ln(0.75(e − e −1 ) + e −1 ) = 0.7564

 
[ ] 2e −1
1 1
(d) EX = c ∫ x exp( x)dx = c  x exp( x) |−1 − ∫ exp( x)dx  = c e + e −1 − (e − e −1 ) =
1
= 0.313
−1  −1  e − e −1

6(a)
1
0 1

c ∫ exp(| x |)dx = 1 ⇒ c  ∫ exp(− x)dx + ∫ exp( x)dx  = 1 ⇒ c[e − 1 + e − 1] = 1 ⇒ c =
1
= 0.291
−1 −1 0  2(e − 1)

(b)
1
0 1

M (t ) = c ∫ exp(tx) exp(| x |) dx = c  ∫ exp(tx) exp(− x) dx + ∫ exp(tx) exp( x)dx 
−1 −1 0 
1 1 − e −(t −1) e t +1 − 1
= + , for t ≠ 1,−1
2(e − 1)  t − 1 t + 1 
 1  e2 + 1
M (1) = c 1 + ∫ exp(2 x)dx  = ,
 0  4(e − 1)
0  e2 + 1
M (−1) = c  ∫ exp(−2 x)dx + 1 =
−1  4(e − 1)
Remark : Since the support is finite, M(t) should be finite for any value t.

(c) Clearly the density is symmetric about zero. Therefore, the mean is 0. Of course you can find the
same answer by finding M’(0).