108 高成工數教室工程機率與統計 第五章作業 p.

5-1

1. A fair and six-sided die is rolled just once. Let X be 1 if the number is 3 and zero
otherwise. Let Y be 1 if the number is 2 and zero otherwise. Find the correlation
coefficient of X and Y.
(A)  1/ 5 (B) 0 (C) 5 / 36 (D)  1/ 36 (E) None of these (5%)

2. Let X represent a binominal random variable with parameters n and p. Find E[ X 2 ] .

(A)np (B) n(n  1) p 2 (C) n 2 p 2  np(1  p) (D) n 2 p 2 (E) None of these
(5%)

3.

4.

(20%)

5. In an NBA (National Basketball Association) championship series, the team that wins
four games out of seven is the winner. Suppose that teams A and B face each other in
the championship games and that team A has probability 0.55 of winning a game over
team B.
(1) What is the probability that team A will win the games in the 6th game? (10%)
(2) What is the probability that team A will win the series? (10%)

6. Let X be a Poisson random variable with parameter   0 .

(a) Find E ( X 3 ) . (10%) (b) Find E ( X !) if   1 . (5%)

7. Let X, Y, and Z be three independent Poisson random variables with parameters

1 , 2 , 3 , respectivley. For y  0,1,2,..., t , calculate E (Y | X  Y  Z  t ) . (10%)

◎◎8. The total number of defects X on a chip is a Poisson random variable with mean
 . Suppose that each defect has a probability p of falling in a specific region R and
that the location of each defect is independent of the locations of all other defects.
Find the probability mass function of the number of defects Y that fall in the region R.
(10%)
Hint : 使用動差形成函數求 Y 的機率分布，並且使用 E[ E[ X | Y ]  E[ X ] 。
108 高成工數教室工程機率與統計 第五章作業 p.5-2

9. 若每次革命成功與否為彼此獨立的事件，假設每次革命成功的機率是 p，請問革
命失敗 k 1 次 (k  1) 後才成功的機率為多少？平均要第幾次革命才會成功？（本題
需要計算過程） (10%)

10. Let p  (0,1) be a positive real number. Let X be a geometric random variable with
PMF p X (k )  (1  p) k 1  p , k {1,2,3,...} . Which of the following statements is/are true?
(A) When p  0.6 , P( X  1)  0.4 .
(B)  k 3 (1  p ) k 1  p  1  2 p  p 2 .


(C) When p  0.8 , E[ X ]  5 .

(D) When p  0.5 , E[ X | X  1]  3 .
1
(E) When p  0.5 , P ( X  4 | X  1)  . (5%)
16

參考解答

1. (A) 2. (C) 3. 2.98 104 4. 7.68 5. (1) 0.3369 (2) 0.6083


e  2 
6. (a)  3  3 2   (b) 7. t   8. r.v.Y ~ Poisson( p)
1   1  2  3 
1
9. (1) p(1  p)k 1 ; k  1, 2,3,... (2) 10. (A)(B)(D)
p