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VERSION B

Exam Probability Theory and Statistics

WI2180LR-II

Monday, January 25, 2016, 13.30-16.30

In this exam you are allowed to use a calculator (not a graphical one).

formula-sheet (please return this after the exam). Each question has the same weight.

We also hand-out a

Remarks: Please mark the correct answers on the answer-sheet we hand-out. In case you make a mistake, please do not cross out the incorrect answer, but remove it. It is very important that you also ﬁll in your study-number; this will identify you. Also, remember to ﬁll in the version of the exam; if this is missing the exam will not be graded.

In what follows, all decimals are rounded to the second decimal place.

1. Let A and B be two events such that P(A|B) = 1/4, P(A|A B) = 2/5 and P(B) = 2/3. Compute P(A).

a. 1/6

b. 1/5

c. 1/4

d. 1/3

e. 2/5

f.

1/2

2. A dart hits a disc of radius r in a completely arbitrary way. What is the probability that the dart hits a point that is closer to the center than the border of the disc?

a. 0.50

b. 0.50r

c. 0.75

d. 0.75r

e. 0.25

f. 0.25r

3. A family has 3 children: Allan, Bart, Charlie. Find the probability that Allan is older than Bart, given that Allan is older than Charlie.

a. 0.33

b. 0.67

c. 0.25

d. 0.75

e. 0.20

f. 0.80

4. Suppose that 20% of the e-mail messages you receive are spam. A spam message contains the word “lottery” with probability 0.70. If a message is not spam the probability that it contains the word “lottery” is 0.05. Compute the probability that given that you receive a message containing the word “lottery” this is spam.

a. 0.30

b. 0.70

c. 0.22

d. 0.78

e. 0.37

f. 0.63

5. Let X and Y be two independent random variables with uniform distribution U (0, 1). Find the expectation of |X Y |.

a. 1

b. 0.25

c. 0.50

d. 0

e. 0.67

f. 0.33

6. A box contains 50 pills. The weight of each pill can be modeled via a random variable with expectation 1.2g and variance 0.09g and it is independent of the weight of the other pills . Use the Central Limit Theorem to ﬁnd an approximation to the probability of the net weight of the box being less than 59g.

7.

a. 0.68

b. 0.06

c. 0.99

d. 0.01

e. 0.94

f. 0.32

Let X 1 ,

Find c such that

, X 4 be a random sample from U (0, θ) with θ > 0 unknown. Let M = max{X 1 ,

P(M ) = 0.90

a. 0.03

b. 0.32

c. 0.56

d. 0.95

e. 0.97

f. 0.10

1

,

X 4 }.

45.38

18.83

8.

9.

10.

11.

Let X N (2, 6), Y N (2, 8) and Z N (0, 1) be independent random variables. Then,

T = 2X+Y +4Z

4

a.

µ = 3/2

σ 2 = 3/2

has distribution N (µ, σ 2 ) with

b.

µ = 3/2

σ 2 = 3

c.

µ = 3/2

σ 2 = 6

d.

µ = 5/2

σ 2 = 3/2

e.

µ = 5/2 σ 2 = 3

Let X be Bin (7, 1/3). Compute E X 2 X .

a. 4.67

b. 1.56

c. -0.78

d. 3.89

e. 7

f.

µ = 5/2 σ 2 = 6

f. 5.32

Let X and Y bet two random variables with E [X] = E [Y ] = 1 variance Var(X) = Var(Y ) = 2 and covariance Cov(X, Y ) = 2.5. Let Z = 2X Y . Compute Cov(Y, Z).

a. 17

b. 7

c. 6.5

d. 3

e. 1.5

f. 8

To study the lifetime of certain airplane polished window, a data set x 1 ,

measurements are collected.

i, j =,

The data set has no tie, which is if i

, x 31 of 31 independent

= j then x i = x j for all

, 31. Consider the boxplot based on this data set. Which of the following statements 35.83

29.90

25.51

are correct?

 A. Half of the measurements are less than 29.9. B. Number 29.9 is in the data set. C. Numbers 25.51 and 35.83 are in the data set. D. Exactly half of the measurements are in the interval [25.51, 35.83]. a. A only b. A and B c. B and C d. C and D e. A, B and C f. all are correct

12.

13.

14.

Let X 1 ,

Y i = 1 if X i 2 and Y i = 0 otherwise. By the Law of Large Numbers, for some a and any > 0,

lim n P | Y n a| > = 0. Determine a.

, X n be a random sample from an Pois (4/5) distribution. Let Y i = 1{X i 2}, i.e.

¯

a. 0.14

b. 0.05

c. 0.95

d. 0.86

e. 0.80

f. 0.20

Let X and Y be independent and exponentially distributed with mean 6 and 3 respectively. What is the probability that Y is greater than X?

a. 0

b. 0.75

c. 0.67

d. 0.25

e. 0.5

f. 0.33

Let X be a random variable with distribution function F . Let σ > 0, µ R and G(x) = F ( xµ ). Then G is the distribution function of

σ

a. σX + µ

b. (X µ)

c. σ(X µ)

d. X/σ µ

e. σ 2 X + µ

f.

σ 2 (X µ)

2

15. Let X and Y be independent random variables with ﬁnite expectation, joint distribution func- tion F X,Y (·), and marginal distribution functions F X (·) and F Y (·), respectively. The equality E[X + Y ] = E[X] + E[Y ] holds

 a. always b. only if X and Y are independent c. only if X and Y are uncorrelated d. never e. F X (·) and F Y (·) are the same f. only if F X,Y (·) = F X (·)F Y (·)

16. Let (x 1 , y 1 ),

, (x n , y n ) be a bivariate dataset modeled via a simple linear regression model, i.e.

Y i = α + βx i + U i

for i = 1,

, n,

where U i are independent random variables with E [U i ] = 0 and Var(U i ) = σ 2 . Suppose α and β are estimated via the Least Square Method. The residuals r i of this procedure are equal to

A. the diﬀerence between the actual values of y i and the estimated values of y i .

B. the quantities that are minimized in the least square method.

C. the vertical distance between the ith point and the estimated regression line.

a. A only

b.

B only

c.

C only

d.

A and B

e.

A and C

f.

B and C

17. The procedure we have studied for constructing a 90% conﬁdence interval for the mean µ of a random sample guarantees that

A. If we take repeated samples, approximately 90% of the conﬁdence intervals calculated from those samples would contain the sample mean.

B. If we take repeated samples, approximately 90% of the conﬁdence intervals calculated from those samples would contain µ.

C. If we take repeated samples, the sample mean would equal µ in approximately 90% of the samples.

a. A only

b.

B only

c.

C only

d.

A and B

e.

A and C

f.

B and C

18. A quality control specialist for a restaurant chain takes a random sample of size 6 to check the amount of soda served in the 16 oz. serving size. The sample mean is 13.30 oz. with a sample

Assume that the amount of soda served is normally distributed

standard deviation of 1.55 oz

N (µ, σ 2 ). Find the 95% conﬁdence interval for µ.

 a. (11.96, 14.63) b. (12.02, 14.58) c. (11.67, 14.93) d. (11.75, 14.85) e. (12.26, 14.34) f. (12.06, 14.54)

19. Let X 1 ,

, X 2n be a random sample from a distribution with ﬁnite variance σ 2 . Suppose we

estimate the expectation of the distribution with the sample mean of the ﬁrst n elements of the

random sample, i.e.

relative eﬃciency Var X n /Var

X 2n . What is the

¯

¯

X n and with the sample mean of the whole sample, i.e.

¯

X ¯ 2n ?

a. 1

b. 2

c. 0.5

d. 0.25

e. 4

f. 0.33

20. Let X 1 , X 2 , X 3 be a random sample from Bin (4, p). Let T = X 1 +X 2 +X 3 Compute the bias of T .

4

a. p/4

b. 2p

c. p/4

d. 2p

e. 3p

be an estimator of p.

f. 3p/4

21. Let X 1 ,

, X 5 be a random sample from a geometric distribution with parameter p (0, 1). Let

, X 5 . Compute the maximum likelihood estimate of p

2, 4, 6, 4, 3 be a realization of X 1 ,

based on the given dataset.

a. 0.26

b. 0.74

c. 0.5

d. 0.17

e. 0.79

f. 0.21

3

22. Below you ﬁnd the sketch of a density function f (x). Identify expectation and median of the distribution with density f (x). f(x)
0
A
B
C
x
 a. A is the expectation and B is the median b. A is the expectation and C is the median c. B is the expectation and C is the median d. A is the median and B is the expectation e. A is the median and C is the expectation f. B is the median and C is the expectation

23. Let x 1 ,

, x 6 be a realization of a random sample X 1 ,

, X 6 from a Ber (p) distribution. It is

given that the realized sample mean x¯ 6 = 0.3. Compute the sample variance s

6 = 5

2

1

6

i=1 (x i x¯ 6 ) 2 .

a. 0.21

b. 0.25

c. 0.33

d. 0.66

e. 0.75

f. 0.79

24. Let X 1 ,

, X 4 be a random sample from a N (µ, 4) distribution. We test H 0 : µ = 6 against

¯

H 1 : µ = 9. We use the sample mean X 4 as test statistic. Compute the p-value corresponding to

x¯ 4 = 7.

a. 0.46

b. 0.64

c. 0.02

d. 0.98

e. 0.16

f. 0.84

25. Let X 1 ,

, X n be a random sample from a Exp (λ) distribution. We test H 0 : λ = 2 against

H 1 : λ = 3. We use X 1 as test statistic. We reject H 0 in favor of H 1 if X 1 < 0.25. Compute the probability of committing type I error.

a. 0.12

b. 0.88

c. 0.53

d. 0.47

e. 0.39

f. 0.61

The grade will be computed as:

number of questions answered correctly ×10

25

4

1 d.

2 e.

3 b.

4 d.

5 f.

6 f.

7 c.

8 b.

9 a.

10 d.

11 e.

12 c.

13 c.

14 a.

15 a.

16 e.

17 b.

18 c.

19 b.

20 b.

21 a.

22 f.

23 b.

24 e.

25 e.

5

Explanations of the multiple choice questions:

1 d. Note that P(A B) = P(B) P(A|B) = 1/6 and P(A B) = P(A) + P(B) P(A B). Therefore, we have

2/5 = P(A|A B) =

Solving this we ﬁnd P(A) = 1/3.

P(A)

P(A) + P(B) P(A B) =

P(A)

P(A) + 2/3 1/6 .

2 e. The answer is the ratio between favorable cases (which is the area close to the center with radius

1/2) over all possible cases (which is the complete area of the disc), which is πr 2 /4

= 1/4.

πr 2 b. Let A, B, and C be the age of Allan, Bart, and Charlie respectively. Given that Allan is older than Charlie the following are possible A > B > C, A > C > B and B > A > C. In two cases out of three Allan would be older than Bart. Thus, 2/3. Alternatively we can compute P ({A > B}|{A > C}) = P ({A>B}{A>C}) . On the one hand we have

3

P ({A>C})

P({A > C}) =

B > C }, {A > C > B}} and we have in total 3! = 6 possible combinations.

1 and on the other P ({A > B} ∩ {A > C}) =

2

6 2 since {A > B} ∩ {A > C} = {{A >

4 d. Let S be the event “the message is spam” and W the event “the message contains the word

lottery”. We have P(S ) = 0.20, P(W |S ) = 0.70 and P(W |S c ) = 0.05. We have to compute P(S |W ) =

P(W |S)P(S)

P(W |S)P(S)+P(W |S c )P(S c ) =

0.7×0.2

0.7×0.2+0.05×0.8 = 0.78.

5

f. Let V

1

= |X Y |. E[V ] =

0

1

0

1

|x y|dxdy =

0

1

y

1

(x y)dxdy +

0

y

0

(y x)dxdy =

1

3 .

6 f.

P(X 1 + ··· + X n < 59). Let Z N (0, 1) then P(X 1 + ··· + X n < 59) = P(Z < 0.47) = P(Z > 0.47) =

0.3192

Let X i

be the weight of the i-th pill.

Then we are asked to ﬁnd an approximation to

c. We have P M c = 1 P M < c = 1 P(X 1 ) 4 = 1 c 4 . Therefore, we look for c such that c 4 = 0.10, which is c 0.5623

7

θ

θ

8 b. Note that E [T ] = 1/4(2E [X] + E [Y ] + 4E [Z]) = 3/2, and Var(T ) = 1/16(4Var(X) + Var(Y ) + 16Var(Z)) = 3.

9 a.

E X 2 X = E X 2 E[X] = Var(X) + E[X] 2 E[X] = 14/9 + (7/3) 2 7/3 = 4.67.

10 d.

Therefore, Cov(X, Z) = 2E[XY ] E Y 2 2E[X] E[Y ] + E[Y ] 2 = 3.

First, note that E Y 2 = Var(Y ) + E [Y ] 2 = 3 and E [XY ] = Cov(X, Y ) + E [X] E [Y ] = 3.5.

< x (31) . Hence, x (16) = 29.9 is

the median; q n (0.25) = x (8) = 25.51; and q n (0.75) = x (24) = 35.83. There are 17 observations, namely,

11 e. Because there is no tie in the data set, we have x (1) < x (2) <

x (8) ,

, x (24) lie in [25.51, 35.83], so more than half.

6

12

c. Note that Y 1 Ber (p) with p = P(X i 2).

Thus, a = E [Y i ] = P(X i 2) = e 4/5 (1 + 4/5 +

16/50) 0.953

13 c.

f (x, y) = 1/18e x/6y/3 if x 0 and y 0 and f (x, y) = 0 otherwise. Therefore,

Using that X and Y are independent we obtain the joint pdf as product of marginals, i.e.

P(Y > X) =

0

y

0

f

(x, y)dxdy = 1 3

0

e y/3 (1 e y/6 )dy = 1/3

14

σX + µ.

a.

F ( xµ ) = P X xµ = P(σX + µ x) = G(x).

σ

σ

Thus, G is the distribution function of

15 a. Expectation is always linear.

16 e.

17 b.

18 c. The conﬁdence interval is computed as (13.30 ± 2.571 × 1.55/ 6)

19 b. This is exercise 20.1 of the textbook. Var X n /Var

¯

X 2n =

¯

2

σ 2 /2n = 2 .

σ

/n

20 b. Note that E[T ] = 3/4E[X 1 ] = 3p. Therefore, the bias is 2p.

21 a. The likelihood of the given dataset is p 5 (1 p) 14 , and the log-likelihood 5 ln(p) + 14 ln(1 p).

Solving for the derivative of the (log-)likelihood equal to 0, we ﬁnd that the maximum of this function is attained at p = 5/19 0.26.

22 f. Since this distribution is right-skewed both the expectation and the median with be larger then

the location of the mode. Moreover the expectation is “more sensitive” to the elements in the tail compared to the median. Thus, the expectation is larger than the median. Roughly speaking, you can see this by interpreting the the median as the quantity that divides the area under the plot into two equal areas while the expectation as “a center of gravity”.

23 b. Since the sample is from a Bernoulli distribution x i = x

20

x 6 i=1 x i x 6 ) = 6 x 6 x¯ 6 ) = 0.252.

2

5

2

2

i

for all i.

Thus, s

2

6 =

1

5 (

6

i=1 x i

24 e. Clearly we would reject H 0 if X 4 is large. Therefore, the p-value is determined by P X 4 7|H 0 =

P X 4 7|µ = 6 . Note that under H 0 , X 4 N (6, 4/4) and let Z N (0, 1). Then, P X 4 7|µ = 6 =

P(Z 1) 0.16.

¯

¯

¯

¯

¯

25 e. The type I error is P(X 1 < 0.25|H 0 ) = P(X 1 < 0.25|λ = 2) = 1 e 2×0.25 = 0.39.

7