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(All problems must be prepared at home. Those with (*) will be handed in and will be controlled.)
PS 1: Probability (due: 5.10. at 9.00)
1) A college plays 12 football games during a season. In how many ways can the team end the season with 6 wins, 4 losses,
and 2 ties?
2) 11 people are going on a skiing trip in 3 cars that hold 4, 4, and 5 passengers, respectively. In how many ways is it possible
to transport the 9 people to the ski lodge, using all cars?
3) (*) If 3 books are picked at random from a shelf containing 5 novels, 4 books of poems, and a dictionary:
a) What is the probability that the dictionary is selected?
b) 2 novels and 1 book of poems are selected?
4) (*) For married couples living in a certain suburb the probability that the husband will vote on a bond referendum is 0.25,
the probability that his wife will vote in the referendum is 0.32, and the probability that both the husband and wife will
vote is 0.15. What is the probability that
a) At least one member of a married couple will vote?
b) A wife will vote, given that her husband will vote?
c) A husband will vote, given that his wife does not vote?
d) Are the events the wife will vote and the husband will vote independent?
5) (*)Suppose that the four inspectors at a film factory are supposed to stamp the expiration date on each package of film at
the end of the assembly line. John, who stamps 25% of the packages, fails to stamp the expiration date once in every 250
packages; Tom, who stamps 40% of the packages, fails to stamp the expiration date once in every 100 packages; Jeff, who
stamps 25% of the packages, fails to stamp the expiration date once in every 90 packages; and Pat, who stamps 10% of the
packages, fails to stamp the expiration date once in every 200 packages. If a customer complains that her package of film
does not show the expiration date, what is the probability that it was inspected by John?
6) (*)A truth serum has the property that 90% of the guilty suspects are properly judged while, of course, 10% of guilty
suspects are improperly found innocent. On the other hand, innocent suspects are misjudged 2% of the time. If the suspect
was selected from a group of suspects of which only 5% have ever committed a crime, and the serum indicates that he is
guilty, what is the prob. that he is innocent?
7) From a group of 5 men and 5 women, how many committees of size 3 are possible.
a) With no restrictions?
b) With 1 man and 2 women?
c) With 2 men and 1 woman if a certain man must be on the committee?
8) (*)The probability that a patient recovers from a delicate heart operation is 0.85. What is the probability that
a) Exactly 2 of the next 3 patients who have this operation survive?
b) All of the next 3 patients who have this operation survive?
c) What is a necessary assumption that we can solve part a) and b) of this question.
9) In a certain federal prison it is known that 2/3 of the inmates are under 25 years of age. It is also known that 3/5 of the
inmates are male and that 5/8 of the inmates are female or 25 years of age or older. What is the probability that a prisoner
selected at random from this prison is female and at least 25 years old?
10) (*)From a box containing 4 black balls, 3 red balls and 3 green balls. 3 balls are drawn in succession, each ball being
replaced in the box before the next draw is made. What is the probability that
a) All 3 are the same colour?
b) Each color is represented?
11) (*)From a box containing 4 black balls, 3 red balls and 3 green balls. 3 balls are drawn in succession without replacement.
What is the probabilty that the third ball drawn is black?
12) (*) In a card game out of 52 cards (4 of them aces) a single card is handed to each of 4 players. You are the fourth player.
a) What is the probability that you get an ace?
b) What is the probability that you get an ace if you have seen by chance that the first player got an ace?
c) You get an ace. What is the probability that all others have not got an ace?
13) (*)From a box containing 4 black balls, 3 red balls and 3 green balls. 3 balls are drawn with replacement.
a) Find the probability function f(x) of the random variate X = Sum of red balls drawn.
b) Calculate F(2) and F(0.17).
14) From a box containing 4 black balls, 3 red balls and 3 green balls. 3 balls are drawn without replacement.
a) Find the probability function f(x) of the random variate X = Sum of red balls drawn.
b) Calculate F(2) and F(0.17).
15) (*) The waiting time, in hours, between successive speeders spotted by a radar unit is a continuous random variable with
cumulative distribution
0
x0
F(x)=
1 e3x x > 0
Find the probability of waiting less than 12 minutes between successive speeders
c) using the cumulative distribution of X;
d) using the probability density function of X.
16) (*)Consider the density function
kx
0<x<4
f(x)=
0
elsewhere
a) Evaluate k,
b) Find F(x) and use it to evaluate P(0.3 < X < 0.6).
17*) A continuous random variable has density
1+x for -1 < x 0
f(x) = 0.5 for 0 < x 1
0
else
a) Check that f is a density.
b) Find the CDF F(x).
c) Compute the probability P(- 0.2 < X 0.5).
18) Consider the (continuous) random variate
X=time in minutes that it takes a randomly selected student of our class to solve question 10.
Assume that the time is always between 0.5 and 10 minutes and most students work about 3 minutes.
Construct a function that can be used as density for the random variate X.
IE-255: PS 3: Multivariate Random variables, Mean, Variance, Conditional Expectation (due: 19.10. at 9.00)
19) (*) 3 balls are selected at random from an urn with 3 blue, 2 red and 1 green ball. Let X be the total number of blue balls
selected and let Y be the number of red balls selected.
a) Find the joint probability function f(x,y).
b) Find the marginal distribution of X.
c) Find the conditional distribution of Y given that X is equal to 1.
d) Are X and Y independent?
20) (*) For two random variates X and Y the joint density function is:
24xy,
0 x 1, 0 y 1, x+y 1
f(x,y)=
0,
elsewhere.
a) Find the probability that X +Y > .
b) Find the marginal density for Y .
c) Find the conditional density of Y given that X = 0.5 .
d) Find the probability that Y is less than 1/8 if it is known that X is 0.5 .
e) Are X and Y independent?
21) Consider the two random variables X and Y and their joint density:
4xy,
0 < x < 1; 0 < y < 1
f(x,y) =
0,
elsewhere.
a) Check if f is a density.
b) P(0 X 1/2 and Y 1/2);
c) P(X<Y).
d) Determine whether the two random variables are dependent or independent.
22) (*) Each rear tire on an experimental airplane is supposed to be filled to a pressure of 40 psi. Let X denote the actual air
pressure for the right tire and Y denote the actual air pressure for the left tire. Suppose that X and Y are random variables with
the joint density
k(x2+y2),
30 x 50; 30 y 50
f(x,y) =
0,
elsewhere
a)Find k.
b)Find P(30 X 40 and 40 Y 50).
c)Find the probability that both tires are underfilled.
d) Are X and Y independent?
23.* The density function of the continous random variable X, the total number of hours, in units of 100 hours, that a family
runs a vacuum cleaner over a period of one year, is given as
x,
0<x<1
f(x)= 2-x,
1=<x<2
0,
elsewhere
a) Find the average number of hours per year and the standard deviation that families run their vacuum cleaners.
b) Compute E( X | X < 0.5).
24) A continuous random variable has density
1+x for -1 < x 0
f(x) = 1 for 0 < x 0.5
0
else
a) Check that f is a density.
b) Find the CDF F(x).
c) Compute the expectation and variance of X.
d) Find the conditional density of X: f(x|X < -0.5)
e) Find the conditional expectation of X: E(X| X < -0.5)
25) * Suppose that X and Y have the following joint density: f(x,y) = 2 for 0<x<y and 0<y<1
a) Find the conditional density of X: f( x |Y= 0.5)
b) Find the conditional expectations: E(X | Y=0.5) and E(X | Y=0.8)
26) *Suppose that the probabilities are 0.4, 0.3, 0.2 and 0.1 respectively, that 0,1,2, or 3 power failures will strike a certain
subdivision in any given year. Find the mean and variance of the random variable X representing the number of power failures
striking this subdivision.
Find E(X) and E(X2) and then, using these values evaluate E(2X+1)2.
30) If X and Y are independent random variables with expectations x = 1 and y = 2 and variances 2x=5 and 2y=3, find the
expectation and variance of the random variable Z= -2X + 4Y - 3.
31*) Repeat question 30 for the case that X and Y are not independent and xy = 1.
32) Compute P(-2< X <+2), where X has the density function
6x(1-x), 0<x<1
f(x)=
0,
elsewhere
and compare with the result given in Chebyshevs theorem.
33*) Suppose that X and Y have the following joint probability function:
f(x,y) x:
2
6
1
0.1
0.15
y 3
0.25
0.25
5
0.1
0.15
a) Find the covariance of X and Y
b) Find the expected value of g (X,Y) = XY2
c) Find x and y.
d) Find the correlation of X and Y
e) Find the conditional distribution of Y: f ( y |X=6)
f) Compute E( Y | X = 6) and E( X | Y = 3)
g) Are X and Y independent?
34*) It is known that 30 % of mice inoculated with a serum are protected from a certain disease. If 4 mice are inoculated find
the probability that
a) none contracts the disease,
b) fewer than two contract the disease
c) more than 3 contract the disease.
35) According to a genetics theory, a certain cross of guinea pigs will result in red, black and white off-spring in the ratio 8:4:4.
Find the probability that among 8 offspring 4 will be red, 2 black, and 2 white.
36*) From a lot of 10 missiles, 4 are selected at random and fired. If the lot contains 4 defective missiles that will not fire,
what is the probability that among the 4 selected
a) all 4 will fire? b) at most 2 will not fire?
37*) A scientist inoculates several mice, one at a time, with a disease germ until he finds 2 that have contracted the disease.
If the probability of contracting is 1/6,
a) what is the probability that 8 mice are required?
b) What are the expected value and the standard deviation of the number of required mice.
38*) Service calls come to a maintenance center according to a Poisson process and on the average 180 calls per hour.
Find the probability that
a) no more than 4 calls come in any minute.
b) fewer than 2 calls come in any minute.
c) Fewer than 4 calls come in a 5-minute period.
39) Out of an urn with 5 blue, 3 red and 2 white balls you are sampling two balls with replacement. Let X denote the number
of blue, Y the number of red and Z the number of white balls.
a) Find the marginal distribution of Y.
b) Find the joint distribution of X and Y.
2*) Among 2000 electric devices 200 are defective. For quality control reasons 100 randomly chosen pieces are tested.
a) Compute the exact probability that less than 4 of the selected 100 pieces are defective.
b) Compute the exact probability that between 15 and 20 pieces are defective.
c) Compare the exact result of a) and b) with the approximate result using the Binomial distribution as approximation for the
correct distribution.
d) As c) but with the normal distribution instead of the Binomial. (With and without continuity correction.)
3*) A bookshop is selling a certain monthly journal for 5$ per piece and buys it from a publishing house at 3$ per piece. Lets
assume that the number of sold journals per month is Poisson distributed with expectation 120. As the bookshop cannot hand
back journals that were not sold, it has to decide about the number of journals that are ordered every month.
a) Compute the expectation and the variance of the money the bookshop gains when ordering 100 journals.
b) Compute the expectation and the variance of the money the bookshop gains when ordering 120 journals.
c) Try to find the number of ordered journals that maximises the expected gained money. Compute the expectation and
variance of the gained money for that number of orders.
d) Comment on the interpretation of the variance in this example. What will the manager of the bookshop try to do if he does
not want to take too much risk.
Solve all computer assignments with EXCEL in one file with several sheets. Create a zip file of that file and use your name as
filename. E-mail your file to guven.demirel@boun.edu.tr till 15.11.2005 at 24.00.
PS 7: Gamma distributions, Poisson-process, life-time distributions and hazard rate(due: 16.11. at 9.00)
46*) The lifetime in weeks of a certain type of transistor is known to follow a gamma distribution with mean 10 weeks and
standard deviation 50 weeks.
a) What is the probability that the transistor will last at most 50 weeks?
b) What is the probability that the transistor will not survive the first 10 weeks?
47*) The life of a certain type of device has an advertised failure rate of 0.01 per hour. The failure rate is constant and the
exponential distribution applies.
a) What is the mean time to failure?
b) What is the probability that 200 hours will pass before a failure is observed?
*48) We are given a Poisson process with rate = 0.1 per hour.
a) What is the distribution and the density of the waiting time till the first event occurs.
b) What is the distribution and the density of the waiting time till the 3rd event occurs.
49) Proof that the sum of three independent exponential random variates (all have mean 1) is gamma-distributed with
parameters = 3 and = 1.
50) a) Compute the mean and the variance of the exponential distribution with ( = 1).
b) Use the result of a) and the result of exercise 49) to calculate the mean and the variance of the Gamma- distribution with
( = 3; = 1).
*51) Assume that the lifetime of a technical part is uniformly distributed between 0 and 5 years.
a) Find the failure rate (=hazard rate) function.
b) Given that the part worked for 3 years. What is the probability that it fails in the next week?
Compute this probability exact and approximately using the result of a).
c) Compute the expected left life-time: E( X | X > 3) 3
c) Given that the part worked for 1 year. What is the probability that it fails in the next week?
Compute this probability exact and approximately using the result of a).
d) Compute the expected left life-time: E( X | X > 1) 1
-1<x<1
elsewhere.
56) The random variable X has density f(x) = 2 2x for 0 < x < 1
0
else
a) Compute the density of Y = + X for arbitrary and > 0.
b) Compute mean and variance for Y.
c) Make plots of the density for different choices of and . Explain, why is called location and is called scale parameter.
*57) A random variable X has the discrete uniform distribution f(x)= 1/k for x=1,2,3,...,k and 0, elsewhere.
Show that the moment-generating function of X is Mx(t)= et(1-ekt)/k(1-et).
*58) A random variable X has the geometric distribution g(x;p)= pqx-1 for x=1,2,3,...
a) Show that the moment-generating function of X is Mx(t)= pet/(1-qet)
b) Use Mx(t) to find the mean and variance of the geometric distribution.
59) A random variable X has the Poisson distribution p(x;)=e-x/x! for x=1,2,3,...
a) Show that the moment-generating function of X is Mx(t)= e(et-1).
b) Using Mx(t), find the mean and variance of the Poisson distribution.
*60) Use the result of 59) to prove that the sum of two independent Poisson random variables is again Poisson distributed.
PS 10: Confidence and tolerance intervals for the mean + CI for difference of means (due: 14.12.)
72*) If S12 and S22 represent the variances of independent random samples of size n1=8 and n2= 12, taken from normal
populations with equal variances, find the P(S12/S22 < 4.89).
73) If S12 and S22 represent the variances of independent random samples of size n1=25 and n2= 31, taken from normal
populations with variances 12 =10 and 22 =15, respectively, find the P(S12/S22 > 1.26).
74*) A random sample of 100 car owners shows, that in Virginia, a car is driven on the average 20,500 km per year, with a
standard deviation of 4000 km.
(a) Construct a 99% confidence interval.
(b) Explain the result of a) in a sentence.
(c) What can we say about the possible size of error, if we estimate the mean kilometers per year as 20,500?
75*) a) Referring to exercise 74) construct a 99% tolerance interval of the kilometers travelled by cars annual in Virginia.
b) Explain the result of a) in a sentence.
76*) A Taxi company is trying to decide whether to buy brand A or brand B tires for its cars. A random experiment is
conducted using 12 of each brand. The number of kilometers is recorded till the tires wear out.
For brand A we obtain: Sample mean 36,300. sample standard deviation 3500.
For brand B we obtain: Sample mean 38,100. sample standard deviation 5000.
a) Compute a 99% confidence for the difference of the two means. (Do not assume equal variance.)
b) Which assumptions are necessary?
77*) In a different experiment for 8 taxis a brand A and a brand B tire a randomly assigned to the rear wheels.
The results are Taxi
Brand A
Brand B
1
36,000
36,200
2
45,500
46,800
3
36,700
37,700
4
32,000
31,100
5
48,400
47,800
6
32,800
36,400
7
38,100
38,900
8
30,100
31,500
a) Find a 95% confidence interval for the difference of the two means.
b) Which assumptions are necessary?
c) What can the company learn from the result. What should the manager do?
d) In General: Which form of the experiment (that of number 76 or 77) do you think is better? Why?
PS 11: Confidence intervals for proportion and variance(due: 21.12)
78*) In a random sample of 1000 homes in a certain city, it is found that 228 are heated by oil.
a) Find the 95% confidence interval for the proportion of homes in this city heated by oil.
b) What sample size is necessary to obtain a CI that is not longer than 0.01 if we assume that the true porportion is about 0.23.
c) What sample size is necessary to obtain a CI that is not longer than 0.01 if we make no assumptions about the proportion.
79*) A manufacturer wants to compare the percentage of Turkish citizens who know his product with this percentage 5 years
ago. 5 years ago in a random sample of size 2000 1050 people knew his product. Today of 1000 asked people 570 know his
product.
a) Compute a 90% CI for the difference of the two proportions.
b) How can the manufacturer interpret the CI?
80*) A random sample of size 200 obtained a mean of 72 and a standard deviation of 16.
a) Construct a 95% CI for .
b) What assumptions are necessary?
PS 12: Unbiased estimates, maximum likelihood estimation, moment estimates (due 28.12.)
81) Show that the sample mean is an unbiased estimator for the mean of the parent population.
82*) Suppose that there are n trials from a Bernoulli process with parameter p, the probability of success. Work out the
maximum likelihood estimators for the parameter p.