PRACTICE PROBLEMS: TEST 2

THOMAS LAETSCH

1) 48000 fair dice are rolled independently. Let X count the number of sixes that appear. a) What type of random variable is X ? b) Write the expression for the probability that between 7500 and 8500 sixes show. That is P (7500 X 8500). c) The sum you wrote in part b) is ridiculous to evaluate. Instead, approximate the value by a normal distribution and evaluate in terms of the distribution (x) = P (N (0, 1) x) of a standard normal random variable. d) Why do you think it is better to approximate this by a normal distribution rather than a Poisson distribution?

2) Suppose that on average 2 people in a major city die each year from alien attack. Suppose that each attack is random and independent. a) If X is the number of deaths from alien attack within the next year from a randomly selected major city, what type of random variable is X ? b) Use the Poisson approximation to approximate the probability that the next major city you visit will have at least 3 deaths due to alien attack? c) Explain why you think it might be better to use a Poisson approximation instead of a normal approximation?

3) Consider the following graph of the distribution FX (x) of X

THOMAS LAETSCH

dened by 0 .3 FX (x) = .8 1 x<0 0x<1 1x<3 x3

a) Is the random variable X discrete, continuous, or neither? b) What is the state space SX of X ? c) What is the expected value E [X ]?

4) Suppose the number of requests made to a server during an interval of time is modeled by a Poisson process N (t) with parameter = 1 where t is in milliseconds. What is the probability that at least 10 requests are made in the rst 5 milliseconds given that at least 6 requests are made within this same period of time?

5) Suppose that the time between costumer arrivals in a store is given by an exponential random variable X = Exp(), such that the average time between arrivals is 2 minutes. a) Find . b) What are E (X ) and Var(X )? c) What is the probability that a the store owner will have to wait 10 minutes for the next customer to arrive given that hes already waited 5 minutes? d) Suppose you walk past the store and notice its empty. What is the probability from the time you walk past the store, the store remains empty for 5 more minutes?

6) Suppose X and Y are jointly continuous random variables with joint density function given by, fX,Y (x, y ) = e(x+2y) 0 0 < x < , 0 < y < otherwise

a) Find . b) Find the (marginal) density functions for X and Y . c) What type of random variables are X and Y ? d) What is the conditional probability that X > 10 given that Y > 20?

7) Suppose that an experiment has two outcomes 0 or 1 (such as ipping a coin). Suppose that you run N independent experiments and for the ith experiment you let the random variable Xi tell you the outcome for 1 i N . Then we can assume that for each i, that Xi = Ber(p) with N p = P (Xi = 1) (where p is the same for each i). Then, let X = i=1 Xi . a) What is the state space SX of X ?

PRACTICE PROBLEMS: TEST 2

b) For any given k in SX , what is P (X = k )? c) What type of random variable is X ?

8) Suppose X = N (, 2 ). In terms of the distribution (x) = P (N (0, 1) x) of the standard normal random variable, nd the probability that X is 1 1 greater that 2 + , or less that 3 2 + . That is, nd P ((X > 2 + ) (X < 3 2 + )). 9) Let X be a positive continuous random variable with density fX (x). Let Y = log(X ). a) Find the density fY (y ) of Y in terms of the density of X . b) If X = Unif((0, 5]), what is fY (y )?