AMS 310.02 (Fall, 2012) Prof.

Lindquist
Survey of Probability and Statistics

Midterm 2 Practice Test

(Test is Thurs, Nov. 8)

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AMS 310.02 (Fall, 2012) Prof. Lindquist

Distribution density variance
Binomial (; ; ) =

(1 )

(1 )
Hypergeometric (; , , ) =

1

Poisson
(; ) =

!


Geometric (; ) = (1 )
1
(1 )/
2

Negative
Binomial
() =
1
1

(1 )

(1 )/
2

Multinomial (
1
,
2
, ,

) =
!

1
!
2
!

Normal (; ;
2
) =
1
2

()
2
/2
2

2

Uniform () =
1

for < <
0 elsewhere

( )
2
12

Log-Normal () =
1
2

1

(ln ())
2
/2
2
for 0 <
0 elsewhere

2+
2

2
1
Gamma () =
1

()

/
for 0 <
0 elsewhere

2

Exponential () =
1

/
for 0 <
0 elsewhere

2

Beta
()
=
( +)
()()

1
(1 )
1
for 0 < < 1
0 elsewhere

( +)
2
( + +1)

Weibull () =

for 0 <
0 elsewhere

2/
{1 +
2

1 +
1

2
}
t
(; ) =

+1
2

1 +

+1
2

2
for > 2

2

(; ) =
1
2

2
1

2
for 0 <
2
AMS 310.02 (Fall, 2012) Prof. Lindquist
F
(;
1
,
2
) =
1

1
2
,

2
2

1
2

1
2
1

1 +

1

1
+
2
2

2
2
2
(
1
+
2
2)

1
(
2
2)
2
(
2
4)

for > 4

1. The density of a RV is given by
() =
(1
2
) for 0 < < 1
0 elsewhere

(a) Find the value of k.
(b) Find the probability that this RV will take on a value greater than 0.5.
(c) Find the distribution function for this RV.
(d) Find the mean value for this RV.
(e) Find the variance for this RV.

2. The burning time for an experimental rocket engine is a RV having the normal distribution
with mean 4.67 seconds and standard deviation 0.04 second. What percentage of engines will
burn for more than 4.80 seconds?

3. Historical data show that 30% of all industrial accidents are caused by failure of employees
to follow instructions. Use the normal approximation to find the probability that, among 84
industrial accidents, 20 to 30 (inclusive) will be caused by employee failure to follow
instructions.

4. The number CPU failures on a high performance computer can be modeled as a Poisson
process with an average of 0.2 failures per week. Find the probability that the time between
failures will be at least 5 weeks.

5. The lifetime (in hours) of a battery is a RV having the Weibull distribution with =
0.1 and = 0.5 Find the probability that a battery will have a lifetime less than 100 hours.

6. Three random variables have the joint density
(, , ) =
1
3
( +)

for 0 < < 1, 0 < < 2, 0 <

0 elsewhere

Find:
(a) the expected value of the RV (, , ) = 3;
(b) the marginal distribution for x and the mean of this marginal distribution;
(c) the probability that < and > 1.

AMS 310.02 (Fall, 2012) Prof. Lindquist
7. If
1
has mean 1 and variance 3,
2
has mean 2 and variance 5, and
3
has mean 5 and
variance 9, and the three RVs are independent, find:
(a) (
1
2
2
+
3
);
(b) (
1
2
2
+
3
).

8. Let
1
,
2
, ,
9
are independent RVs, each having the same marginal distribution with
mean 4 and variance 2. Find:
(a) (
1
+
2
++
9
);
(b) (
1
+
2
++
9
).

9. The mean

of a random sample of size 25 is used to estimate the mean of an infinite

population that has a standard deviation of 2.4. Using the central limit theorem, what is the
probability that the error will be less than 1.2?

10. A bonding process is supposed to produce bonds whose breaking strength is normally
distributed with an average breaking strength of 10 pounds. As a quality control engineer,
you measure a random sample of 4 bonds to have a sample mean of 7.75 pounds and a
standard deviation of 1.5 pounds. What do you report to your supervisor regarding how well
the process is working?

11. Measurements of the diameter of graphite spheres within an iron matrix can be modeled as a
normal distribution having standard deviation 0.16, what is the probability of finding that the
standard deviation measured on a sample of size 16 will be greater than 0.217?

12. If two independent random samples of size
1
= 11 and
2
= 17 are taken from a normal
population, what is the probability that the variance of the first sample will be at most 2.5
times as large as the variance of the second sample?

13. To determine the mix of cars, trucks, and buses in the rush hour traffic, an engineer records
the type of vehicle passing a fixed point at 1-minute intervals. Will this sampling technique
lead to a random sample? Why or why not? (You MUST justify your answer to receive any
credit.)

AMS 310.02 (Fall, 2012) Prof. Lindquist
Answers
1. (a)
1 = ()

= (1
2
)
1
0
=
2
3
=
3
2

(b)
( > 0.5) = ()

0.5
=
3
2
(1
2
)
1
0.5
=
3
2

3
3

0.5
1
=
5
16

(c)
() =
0 for < 0
()

0
=
3
2

3
3
for 0 < < 1
1 for 1 <

(d)
() = ()

=
3
2

2
2

4
4

0
1
=
3
8

(e)
() = (
2
) ()
2
=
3
2
(
2

4
)
1
0

3
8

2
=
3
2

3
3

5
5

0
1

3
8

2
=
19
320


2.
( > 4.80 = >
4.80 4.67
0.04
= 1 ( < 3.25) = 1.0000 0.9994 = 0.0006

3. We need (30; 84,0.3) (19; 84,0.3). Approximate binomial distribution with normal
distribution with = = 25.2, = (1 ) = 4.2. Include the continuity correction.
Let () denotes the cumulative standard normal distribution. Then we want

30.5 25.2
4.2

19.5 25.2
4.2
= (1.26) (1.36) = 0.8962 0.0869 = 0.8093

4. The time between failures is governed by an exponential distribution with =
1
0.2
= 5.
Therefore
( > 5) =
1
5

/5

5
=
1


5. The desired probability is given by
( < 100) =
1

100
0

To evaluate the integral, let =

. Then
AMS 310.02 (Fall, 2012) Prof. Lindquist
( < 100) = ( < 1) =

1
0
= 1
1

6. (a)
[3] =
1
3
3 ( +)

=
1
3
(3 +3
2
) 1
2
0
1
0

0
2
0
1
0

=
1
3

3
2

2
+
3

0
2

1
0
=
1
3
(6 +8)
1
0
=
11
3

(b)

1
() =

1
3
( +)

0
2
0
=
1
3
+

2
2

=0
2
=
2
3
( +1) for 0 < < 1
0 elsewhere


[
1
()] =
2
3
( +1)
1
0
=
5
9

(c)
( < , > 1) =
1
3
( +)

1
2

1
0
1
3
( +)
1

2

1
0

=
1
3
+

2
2

2

1
0
=
1
3
2 +2
3
2
2

1
0
=
5
6


7. (a) (
1
) 2(
2
) +(
3
) = 1 2(2) 5 = 0
(b) (
1
) +(2)
2
(
2
) +(
3
) = 3 +4 5 +9 = 32

8. (a) (
1
+
2
++
9
) = 9 4 = 36
(b) (
1
+
2
++
9
) = 9 2 = 18
(Note: we are NOT computing the expectation and variance of

)

9. We want (1.2 <

< 1.2) = (

< 1.2) (1.2 <

)
<
1.2
2.4/25
<
1.2
2.4/25
= (2.5) (2.5) = 0.9938 0.0062 = 0.9876

10.
(

7.75) =
7.75 10.0
1.5/4
= ( 3.0)
Based upon the t distribution (table 4) you report to your supervisor that the probability of
getting a t-value this small (negative) in a sample of size 4 is less than 5%. You believe the
more likely cause of the result is that the true mean of the population is not 10.0 but rather
AMS 310.02 (Fall, 2012) Prof. Lindquist
smaller than 10.0 (i.e. closer to your sample value to 7.75) and that the process is currently
generating bonds that are too weak.

11.

2
=
15(0.217)
2
0.16
2
= 27.59
From table 5, the probability of seeing a chi-square value of this size (or higher) is less than
2.5%.

12. We want to know the probability of seeing an F value at most 2.5 with
1
= 10 and
2
= 16.
2.5 is the F

value for = 0.05. There is therefore a probability of 0.05 to see the ratio
exceed 2.5; therefore there is a probability of 0.95 for the ratio not to exceed 2.5.

13. This sampling method will not lead to a random sample. The sampling technique is biased in
favor of slower, longer vehiles. Therefore cars will be undercounted.