FABIZ IB

February 1, 2009

EXAM A

I. (3p) Answer the following multiple choice questions and fill the correct answer in the table below:

Question 1 2 3 4 5 6 7 8 9 10
Answer

3 9 27
1. The sum of the geometric series + + + ...... is: 1+
4 16 64
a) 14 ; b) 34 ; c) 34 ; d) 3 ; e) 4 .
P∞
2. Consider the following power series n=0 (n + 1)xn and let C be the convergence set. Then:
a) C = [−1, 1] ; b) C = [−1, 1) ; c) C = (−1, 1] ; d) C = (−1, 1) ; e) C = R.

3. Consider f (x, y, z, t) = 2x2 − 3xy + 7yz − 6z 2 + 3zt + 4t2 . Then fx002 + fy002 + fz002 + ft002 is:
a) 2 ; b) 0 ; c) −4 ; d) 12 ; e) 10.
R∞
4. The value of the integral x100 e−x dx is: a) 100 ; b) 101! ; c) 99! ; d) π ; e) 100! .
0
S
5. If A and B are independent events with P (A) = 0.4 and P (A B) = 0.6 then P (B) is:
1 1 2 1 3
a) ; b) ; c) ; d) ; e) .
2 3 3 4 4
6. A box contains 4 red marbles and 3 blues. Two marbles are selected randomly. What is the probability that one is
red and one is blue if we sample with replacement?
12 24 3!4! 3!4! 24!
a) 49 ; b) 49 ; c) 49! ; d) 7!7! ; e) 49! .

7. Which of the following statements involving the r.v. X is FALSE?

a) V ar(X) ≥ 0; b) E(3X) = 3E(X); c) V ar(3X) = 9 V ar(X);
d)V ar(X + 3) = V ar(X) + 32 ; e) Cov(X, X) = V ar(X).

8. Consider an experiment with two possible outcomes with probabilities p (success) and q (failure). What is the
probability of success before the third trial?
a) p(1 + q) ; b) pq 2 ; c) p2 q ; d) p + q ; e) pq.

9. Suppose that E[X] = 3, E[Y ] = 4, V ar[X] = 5, V ar[Y ] = 6, and Cov(X, Y ) = 4. Find V ar[X + 2Y ].
a) 29 ; b) 0 ; c) 45 ; d) 17 ; e) 15.

10. Consider a Normal r.v. X ∼ N (m = 2, σ 2 = 9). Which of the following statements is TRUE?
a) E[ X−2 X−2
3 ] = 0, V ar[ 3 ] = 1 ; b) E[X] = 2, V ar[X] = 3 ; c) E[ X−2 2 X−2
3 ] = 3 , V ar[ 3 ] = 3 ;
d) E[X] = 3, V ar[X] = 2; e) E[X] = 9, V ar[X] = 2 .

II. (2p) Find the local extremes of the following function: f (x, y, z) = x2 + yz + z 2 − 3x + y + 1.
½
αx(1 − x) if 0 ≤ x ≤ 1;
III. (2p) A continuous random variable X has pdf f (x) =
0 otherwise.
Find α, E[X] and V ar[X] and calculate the probability P (1/2 < X ≤ 3/4).

IV. (2p) Let X and Y be discrete r.v. with distributions:

µ ¶ µ ¶
−1 1 −1 2
X: 1 1 Y : 2 1
2 2 3 3

and let P (X = −1, Y = −1) = λ.

a) Write the bivariate distribution of Z = (X, Y ) specifying the values of λ for which the distribution exists.
b) Calculate the correlation of X and Y in terms of λ.
c) Find λ such that X and Y are uncorrelated. For which value of λ, X and Y are independent?