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stanbul Kltr University

Faculty of Engineering

MCB1007
Introduction to Probability and Statistics

Second Midterm

Fall 2014-2015

Number:

Name:

Department:

 You have 90 minutes to complete the exam. Please do not leave the examination
room in the rst 30 minutes of the exam. There are six questions, of varying credit
(100 points total). Indicate clearly your nal answer to each question. You are
allowed to use a calculator. During the exam, please turn o your cell phone(s).
You cannot use the book or your notes. You have one page for cheat-sheet notes
at the end of the exam papers.
Good luck! Emel Yavuz Duman, PhD.

Question 1. Question 4.
Question 2. Question 5.
Question 3. Question 6.
TOTAL

   17 points
A statistics professor classies his students according to their grade point average (GPA)
and their gender. The accompanying table gives the proportion of students falling into
the various categories.

PP
PP GPA
P Under 2.0 2.0 3.0 Over 3.0
Gender PPPP
Male 0.05 0.25 0.10
Female 0.10 0.30 0.20

One student is selected at random. Let we dene two random variables X and Y as


0, student is a male 0, student has GPA under 2.0
X= , Y = 1, student has GPA between 2.0 and 3.0
1, student is a female

2, student has GPA over 3.0

Find the conditional variance of Y given that X = 1.


Answer. Joint probability distribution of X and Y is
H
HH y
H 0 1 2 g(x)
x HH
0 0.05 0.25 0.10 0.4
1 0.10 0.30 0.20 0.6
h(y) 0.15 0.55 0.30 1

f (1, y) f (1, y)
The conditional distribution of Y given X = 1 is w(y|1) = = for
g(1) 0.60
y = 0, 1, 2. That is, that

f (1, 0) 1 f (1, 1) 3 f (1, 2) 2


w(0|1) = = , w(1|1) = = , w(2|1) = = .
g(1) 6 g(1) 6 g(1) 6

On the other hand



2
1 3 2 11
2
E[Y |1] = y 2 w(y|1) = 02 + 12 + 22 = ,
y=0
6 6 6 6

2
1 3 2 7
E[Y |1] = yw(y|1) = 0 +1 +2 = .
y=0
6 6 6 6

Since the conditional variance of Y given that X = 1 is

Y2 |1 = E[Y 2 |1] (E[Y |1])2

we nd that  2
11 7 17
Y2 |1 = = .
6 6 36

MCB1007 - Int. to Prob. and Statistics 2 Second Midterm



   17 points
Flip a fair coin 3 times. Let X be the number of heads in the rst 2 ips and let Y be
the number of heads on the last 2 ips. Compute Cov(X, Y ).
Answer. With 3 tosses there are 8 outcomes in the sample space S = {HHH, HHT, HT H,
HT T, T HH, T HT, T T H, T T T }. So,
1 1
f (0, 0) = P (T T T ) = , f (0, 1) = P (T T H) = , f (0, 2) = 0,
8 8
1 2 1
f (1, 0) = P (HT T ) = , f (1, 1) = P (T HT ) = P (HT H) = , f (1, 2) = P (T HH) = ,
8 8 8
1 1
f (2, 0) = 0, f (2, 1) = P (HHT ) = , f (2, 2) = P (HHH) = .
8 8
Thus we have the following table
HH
H y
0 1 2 g(x)
x HHH
0 1/8 1/8 0 2/8
1 1/8 2/8 1/8 4/8
2 0 1/8 1/8 2/8
h(y) 2/8 4/8 2/8 1

On the other hand, since


2
2 4 2
X = E(X) = xg(x) = 0 g(0) + 1 g(1) + 2 g(2) = 0 + 1 + 2 = 1,
x=0
8 8 8

2
2 4 2
Y = E(Y ) = yh(y) = 0 h(0) + 1 h(1) + 2 h(2) = 0 + 1 + 2 = 1,
y=0
8 8 8

2 
2
2 1 1 1 10
XY = E(XY ) = xyf (x, y) = 1 1 +12 +21 +22 =
x=0 y=0
8 8 8 8 8

then we have
10 2
Cov(X, Y ) = XY = E(XY ) E(X)E(Y ) = 11= .
8 8

MCB1007 - Int. to Prob. and Statistics 3 Second Midterm



   10 + 7 points
It is known that 3% of the circuit boards from a production line are defective. If a
random sample of 120 circuit boards is taken from this production line
(a) determine the probability that the sample contains exactly 2 defective boards.
Answer. Substituting x = 2, n = 120, and = 0.03 into the formula for the binomial
distribution, we obtain

120 120!
b(2; 120, 0.03) = 0.032 (1 0.03)118 = 0.032 0.97118 = 0.1766059636.
2 2! 118!

(b) use the Poisson approximation to estimate the probability that the sample contains
2 defective boards and compare this result with (a).
18
Answer. Substituting x = 2, = n = 120 0.03 = 5
= 3.6 into the formula for
Poisson distribution, we get

3.62 e3.6
p(2; 3.6) = = 0.1770577215.
2!
Since n = 120 10 and n = 3.6 < 10 we see that the approximation obtained in (b)
0.1770577215 is very close the exact probability 0.1766059636.

   10 + 5 points
A manufacturer received an order of 250 computer chips. Unfortunately, 12 of the chips
are defective. To test the shipment, the quality-control engineer randomly selects 20
chips from the box of 250 and tests them.
(a) What is the probability of obtaining 3 defective chips? (Leave your answer in terms
of factorials)
Answer. Substituting x = 3, n = 20, N = 250, and M = 12 into the formula for the
hypergeometric distribution, we get


12
238 12! 238!

= 3! 9! 17! 221! .
h(3; 20, 250, 12) = 3
25017
250!
20
20! 230!

(b) How many defective chips would you expect to select?


nM
Answer. The mean of the hypergeometric distribution is = N
. So the expected
number of defective chips is
nM 20 12 24
= = = = 0.96.
N 250 25

MCB1007 - Int. to Prob. and Statistics 4 Second Midterm



   10 + 7 points
Suppose that during practice, a basketball player can make a free throw 80% of the
time. Furthermore, assume that a sequence of free-throw shooting can be thought of
as independent trials. What is the probability that the basketball player makes his (a)
tenth free throw on his twelfth shot, (b) rst free throw on his sixth shot?
Answer.
(a) Substituting x = 12, k = 10, and = 0.8 into the formula for the negative binomial
distribution, we get

11 11! 10 2
b (12; 10, 0.80) = 0.810 (1 0.8)2 = 0.8 0.2 0.236.
9 9!2!

(b) Substituting x = 6, and = 0.8 into the formula for the geometric distribution, we
get
4
g(6; 0.8) = 0.8(1 0.8)61 = 0.8 0.25 = = 2.56 104.
15625

   10 + 7 points
(a) Find the moment generating function of the random variable whose probability
density is given by 
2e2x , for x > 0,
f (x) =
0, elsewhere.
Answer. The moment generating function of the random variable X is
c
tX tx 2x x(t2)
MX (t) = E[e ] = e 2e dx = 2 e dx = 2 lim ex(t2) dx
0 0 c 0
2 c 2 2

= lim ex(t2) = lim (ec(t2) e0 ) = (0 1)
t 2 c 0 t 2 c t2
2
= for t < 2
2t

(b) Use the moment generating function to determine 1 and 2 for f (x) given in (a).

 dr MX (t)
Answer. Since r = for r = 1, 2 we obtain
dtr t=0

dMX (t) d 1

1 = = (2(2 t) ) = (2(2 t)2 ) t=0 = ,
1
dt t=0 dt t=0 2

d2 MX (t) d 2
3
1
2 = = (2(2 t) ) = (4(2 t) ) = .
dt2
t=0 dt t=0
t=0 2

MCB1007 - Int. to Prob. and Statistics 5 Second Midterm