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