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STA1503/101/3/2014

Tutorial Letter 101/3/2014

Distribution Theory I
STA1503

Semesters 1 & 2

Department of Statistics

IMPORTANT INFORMATION:
This tutorial letter contains important
information about your module and
includes the assignment questions
for both semesters.

BAR CODE

university
Learn without limits. of south africa
CONTENTS

Page

1 INTRODUCTION ..................................................................................................................4
1.1 Tutorial matter.......................................................................................................................4
2 PURPOSE OF AND OUTCOMES FOR THE MODULE ..........................................................5
2.1 Purpose ...............................................................................................................................5
2.2 Outcomes.............................................................................................................................5
3 LECTURER(S) AND CONTACT DETAILS .............................................................................6
3.1 Lecturer(s)............................................................................................................................6
3.2 Department ..........................................................................................................................6
3.3 University .............................................................................................................................7
4 MODULE RELATED RESOURCES .......................................................................................7
4.1 Prescribed books ..................................................................................................................7
4.2 Recommended books ...........................................................................................................7
4.3 Electronic Reserves (e-Reserves) ..........................................................................................7
5 STUDENT SUPPORT SERVICES FOR THE MODULE ..........................................................7
5.1 Contact with Fellow Students .................................................................................................7
5.1.1 Study Groups .......................................................................................................................7
5.1.2 myUnisa ...............................................................................................................................8
5.1.3 Discussion classes ...............................................................................................................8
6 MODULE-SPECIFIC STUDY PLAN .......................................................................................8
7 MODULE PRACTICAL WORK AND WORK-INTEGRATED LEARNING .................................8
8 ASSESSMENT .....................................................................................................................9
8.1 Assessment plan ..................................................................................................................9
8.2 General assignment numbers ................................................................................................9
8.2.1 Unique assignment numbers .................................................................................................9
8.2.2 Due dates for assignments ..................................................................................................10
8.3 Submission of assignments .................................................................................................10
8.4 Assignments.......................................................................................................................10
9 OTHER ASSESSMENT METHODS.....................................................................................11
10 EXAMINATION ...................................................................................................................11

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STA1503/101

10.1 Examination Admission .......................................................................................................11


10.2 Examination Period .............................................................................................................11
10.3 Examination Paper ..............................................................................................................11
10.4 Previous Examination Papers ..............................................................................................12
10.5 Tutorial Letter with Information on the Examination ...............................................................12
11 FREQUENTLY ASKED QUESTIONS ..................................................................................12
12 SOURCES CONSULTED ....................................................................................................12
13 CONCLUSION ...................................................................................................................12
ADDENDUM A: FIRST SEMESTER ASSIGNMENTS ......................................................................13
A.1 Assignment 01 ....................................................................................................................13
A.2 Assignment 02 ....................................................................................................................15
ADDENDUM B: SECOND SEMESTER ASSIGNMENTS ..................................................................17
B.1 Assignment 01 ....................................................................................................................17
B.2 Assignment 02 ....................................................................................................................19

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1 INTRODUCTION
Dear Student

Welcome to this module. We trust your studies will be rewarding and successful!

The focus in this module is on the theory behind statistical inference, namely probability theory
and distribution theory. You will learn to characterize different distributions and their unknown
parameters using the correct and relevant estimates. This is the start of a process to provide
every statistician with a solid undergraduate foundation in statistical theory underlying problems
encountered in the work situation. The module is titled Distribution theory I, indicating that the
emphasis will be on theoretical mathematical statistics. Without distribution theory there will be
no legal basis for our statistical inference. The one in the name indicates a vertical level jump
starting at first level with STA1503, followed by STA2603 (Distribution theory II) at second level and
finally to STA3703 (Distribution theory III) at third level.

The prerequisites for STA1503 are such that at the stage of enrolment you should have completed
the modules STA1501 and STA1502 and also have a thorough knowledge of first-level calculus.
There is therefore an assumption of pre-knowledge of basic statistics and a solid grasp of important
mathematical techniques. STA1503 is the third of the three compulsory first-level modules that form
the basis for a degree with a major in Statistics. All three these first-level modules are presented in
the semester system from 2010 onwards.

Take note that every tutorial letter you will be receiving is important and you have to read them
all immediately and carefully. Some information contained in these tutorial letters may be urgent,
while others may, for example, contain examination information. So, it is wise to keep them all in a
file!

We trust that you will enjoy this module and work seriously and continuously. We hope that you will
enjoy this module and wish you all the best!

1.1 Tutorial matter


Take note that every tutorial letter you will be receiving is important and you have to read them
all immediately and carefully. Some information contained in these tutorial letters may be urgent,
while others may, for example, contain examination information. So, it is wise to keep them all in a
file!

Some of this tutorial matter may not be available when you register. Tutorial matter that
is not available when you register will be posted to you as soon as possible, but is also
available on myUnisa.

At the time of registration, you will receive an inventory letter that will tell you what you have re-
ceived in your study package and also show items that are still outstanding. Also see the brochure
entitled my Studies @ Unisa.

Check the study material that you have received against the inventory letter. You should have
received all the items listed in the inventory, unless there is a statement like out of stock or not

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STA1503/101

available. If any item is missing, follow the instructions on the back of the inventory letter without
delay.

Shortly after registration The Department of Despatch should supply you with the following tutorial
matter for this module:

Tutorial letter 101. Read it and save it as it contain important information as well as your
assignments for the semester.

A study guide written by a lecturer to guide you through the relevant sections in the pre-
scribed book. Use it together with the textbook as the guide indicates the relevant prescribed
sections, explaining difficult concepts in more detail, giving additional examples and exer-
cises, etc.

Other tutorial letters to further assist you with your studies, will be dispatched to you through-
out the year.

If you have access to the Internet, you can view the study guide and tutorial letters for the modules
for which you are registered on the Universitys online campus, myUnisa, at http://my.unisa.ac.za

There are two types of tutorial letters:

The 100-series (e.g. Tutorial letter 101, 102, 103, etc.) containing general information, as-
signment questions, information about your lecturer or the examination, a trial paper, etc.

The 200-series (e.g. Tutorial letter 201, 202, 203, etc.) containing the solutions to the assign-
ments and the trial paper.

2 PURPOSE OF AND OUTCOMES FOR THE MODULE


2.1 Purpose
Qualifying Students will have a solid fundamental introductory knowledge of skills in statistical the-
ory and have a clear understanding of the nature of mathematical statistics in terms of its objective,
namely statistical inference. These competencies include knowledge of statistical inference in an
accurate mathematical manner. In this process, distribution theory models will be applied in specific
discrete and continuous random variables. This module will support further studies and application
in the sector of statistics theory in the field of statistics, as part of the Bachelor of Science and
Bachelor of commerce qualifications. This module will be an illustration of Mathematical Statis-
tics as a theory of information to contribute to the development of communities and of research in
Southern Africa, Africa or globally utilizing mathematics extensively, but only as a tool.

2.2 Outcomes
Qualifying students will be able to:

Apply basic mathematical methods and rules of probability using set theory.

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Present the probability distribution for a discrete random variable.

Utilize probability models for continuous random variable.

Characteristics of the random variable as in the binomial, geometric, negative binomial,


hyper-geometric and Poisson distribution are recognized.

Theory underpinning the expected values, standard deviation, and variance of the continuous
distributions are explained.

Understand the role of probability in decision making and the application in basic statistical
inference.

Describe random variables and the probabilities associated with them in the form of a table,
formula or graph and also in terms of its parameters, usually the expected value and the
variance.

Apply the correct principles to determine the lower bound for the probability of a random
variable falling in a specific interval (theorem of tchebysheff)

3 LECTURER(S) AND CONTACT DETAILS


3.1 Lecturer(s)
The lecturer responsible for this module is as follows:

Ms.M.A Managa
E-mail address: managma@unisa.ac.za

You might also want to write to us. Letters should be sent to:

Ms.M.A Managa
Department of Statistics
PO Box 392
UNISA
0003

All queries that are not of a purely administrative nature but are about the content of this module
should be directed to me. Please have your study material with you when you contact me. E-mail
address is included above.

PLEASE NOTE: Letters to lecturers may not be enclosed with or inserted into assignments.

3.2 Department
The contact details will be sent to all students in a later tutorial letter.

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STA1503/101

3.3 University
If you need to contact the University about matters not related to the content of this module, please
consult the publication My Studies @ Unisa that you received with your study material. This
brochure contains information on how to contact the University (e.g. to whom you can write for
different queries, important telephone and fax numbers, addresses and details of the times certain
facilities are open).
Always have your student number at hand when you contact the University.

4 MODULE RELATED RESOURCES


4.1 Prescribed books
The prescribed book for this module is

Wackerly, Dennis D; Mendenhall, William III and Scheaffer, Richard L;


Mathematical statistics with applications (2008), 7th ed

You have to buy this book. Please consult the list of official booksellers and their addresses listed in
my Studies @ Unisa. Prescribed books can be obtained from the Universitys official booksellers. If
you have difficulty locating your book(s) at these booksellers, please contact the Prescribed Books
Section at 012 429 4152 or e-mail vospresc@unisa.ac.za.
For shorter reference, we use WMS when we need to draw your attention to the prescribed book.

4.2 Recommended books


There are no recommended books for this module.

4.3 Electronic Reserves (e-Reserves)


There are no e-Reserves for this module.

5 STUDENT SUPPORT SERVICES FOR THE MODULE


For information on the various student support systems and services available at Unisa (e.g. stu-
dent counseling, tutorial classes, language support), please consult the publication my Studies @
Unisa that you received with your study material.

5.1 Contact with Fellow Students


5.1.1 Study Groups
It is advisable to have contact with fellow students. One way to do this is to form study groups.
Please consult the publication my Studies@Unisa to find out how to obtain the addresses
of students in your region.

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5.1.2 myUnisa
If you have access to a computer that is linked to the internet, you can quickly access resources
and information at the University. The myUnisa learning management system is Unisas online
campus that will help you to communicate with your lecturers, with other students and with the
administrative departments of Unisa - all through the computer and the internet.

To go to the myUnisa website, start at the main Unisa website, http://www.unisa.ac.za, and then
click on the Login to myUnisa link on the right-hand side of the screen. This should take you to
the myUnisa website. You can also go there directly by typing in http://my.unisa.ac.za.

Please consult the publication my Studies @ Unisa which you received with your study material for
more information on myUnisa.

5.1.3 Discussion classes


There are no discussion classes offered in this module. Should the need for discussion classes
arise in future, students will be informed well in advance about actual dates and venues

6 MODULE-SPECIFIC STUDY PLAN

SEMESTER 1 Study units for preparing your From To


assignments
WMS and Study Guide:
Assignment 1 WMS:From Chapters 2.3 to 4 and Registration 1 March 2014
Guide: Study units 2.3 to 4
Start writing your assignment 2 March 2014 10 March 2014
Assignment 2 WMS: From Chapters 5 to 6 and 11 March 2014 31 March 2014
Guide: Study units 5 to 6
Start writing your assignment 1 April 2014 7 April 2014

SEMESTER 2 Study units for preparing your From To


assignments
WMS and Study Guide:
Assignment 1 WMS:From Chapters 2.3 to 4 and Registration 18 August 2014
Guide: Study units 2.3 to 4
Start writing your assignment 19 August 2014 25 August 2014
Assignment 2 WMS: From Chapters 5 to 6 and 26 August 2014 14 September 2014
Guide: Study units 5 to 6
Start writing your assignment 15 September 2014 22 September 2014

7 MODULE PRACTICAL WORK AND WORK-INTEGRATED LEARNING


There are no practicals for this module.

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8 ASSESSMENT
8.1 Assessment plan
The assessment in this module consists of two assignments and an examination.

Your final mark for the module is determined from your year mark and your examination mark.
The year mark forms 20% and the examination mark 80% of the final mark. The year mark is the
average of the marks you receive for assignments 1 and 2. An assignment submitted late or not at
all will give you 0%. If you do well in your assignments you have a good year mark and that can
make all the difference between a pass or fail or between a distinction or simply a pass!

The two assignments prescribed for this module must be seen as part of the learning process.
The typical assignment question is a reflection of a typical examination question. There are fixed
submission dates for the assignments and each assignment is based on specific chapters in the
prescribed book. You have to adhere to these dates as assignments are only marked if they are
received on or before the due dates.

You will only get examination admission if you submit the first assignment by its due date. You
should complete both assignments as well as you can, since

they are the sole contributors towards your year mark,

they form an integral part of the learning process and indicate the form and nature of the
questions you can expect in the examination.

Assignments and Learning

Assignments are seen as part of the learning material for this module. As you do the assignment,
study the reading texts, consult other resources, discuss the work with fellow students or tutors
or do research, you are actively engaged in learning. Looking at the assessment criteria given
for each assignment, and the feedback you receive in your marked assignment, will help you to
understand what is required of you more clearly.

8.2 General assignment numbers


The two assignments are numbered 01 and 02 for each semester.

8.2.1 Unique assignment numbers


Please note that each assignment has its unique six-digit assignment number which has to be
written on the cover of your assignment upon submission. The unique numbers are given later on
in this tutorial letter; you will find them in the heading of each set of assignment questions.

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8.2.2 Due dates for assignments
The closing dates for the submission of the assignments are:

SEMESTER 1 Study units for preparing your assignments Due Date


WMS and Study Guide:
Assignment 1 WMS:From Chapters 2.3 to 4 and 10 March 2014
Guide: Study units 2.3 to 4
Assignment 2 WMS: From Chapters 5 to 6 and 07 April 2014
Guide: Study units 5 to 6

SEMESTER 2 Study units for preparing your assignments Due Date


WMS and Study Guide:
Assignment 1 WMS:From Chapters 2.3 to 4 and 25 August 2014
Guide: Study units 2.3 to 4
Assignment 2 WMS: From Chapters 5 to 6 and 22 September 2014
Guide: Study units 5 to 6

8.3 Submission of assignments


For detailed information on assignments, please refer to the my Studies @ Unisa brochure, which
you received with your study package.
To submit an assignment via myUnisa:

Go to myUnisa.

Log in with your student number and password.

Select the module.

Click on assignments in the menu on the left-hand side of the screen.

Click on the assignment number you wish to submit.

Follow the instructions.

For general information and requirements as far as assignments are concerned, see the brochure
my Studies @ Unisa which you received with your study material.

8.4 Assignments
This tutorial letter 101 contains the assignments for both semesters, so select the semester you are
enrolled for and do the set of assignments for that semester only. The assignments for Semester
1 are in Appendix A, pages 1316. The assignments for Semester 2 are in Appendix B, pages
1719. Solutions to the assignments will be posted to ALL students registered for this module a
while after the closing date of the relevant assignment. Solutions will also be available on myUnisa.

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STA1503/101

9 OTHER ASSESSMENT METHODS


There are no other assessment methods for this module.

10 EXAMINATION
10.1 Examination Admission
You need to have a final mark of 50% to pass this module and 75% to obtain a distinction.

In this module a maximum of 20 marks is added to your examination mark (out of 80) to form your
final mark. This 20% contribution comes from the marks you obtained for the two assignments and
is called your year mark. If you do well in your assignments you have a good year mark and that
can make all the difference between a pass or fail or between a distinction or simply a pass!
Currently admission to the examination is only based on the proof that you are actively involved
in your studies. This proof is based on the submission of your first assignment before a fixed
given date. Admission therefore does not rest with the department and if you do not submit that
particular assignment in time, we can do nothing to give you admission. Although you are most
probably a part time student with many other responsibilities, work circumstances will not be taken
into consideration for exemption from assignments or the eventual admission to the examination.
No concession will be made to students who do not qualify for the examination.

10.2 Examination Period


This module is offered in a semester period of fifteen weeks. This means that
if you are registered for the first semester, you will write the examination in May/June 2014
and should you fail and qualify for a supplementary examination, that supplementary exami-
nation will be written in October/November 2014.
if you are registered for the second semester, you will write the examination in October/November
2014 and should you fail and qualify for a supplementary examination, that supplementary
examination will be written in May/June 2015.
The examination section will provide you with information regarding the examination in general,
examination venues, examination dates and examination times. Eventually, your results will also
be processed by them and sent to you.

10.3 Examination Paper


Your examination will be a 2 hour examination. The questions will be similar to the assignment
questions, but there will also be questions on theory. Should you have a final mark of less than
50%, it implies that you failed the module STA1503. However, should your results be within a
specified percentage (usually from 40% to 49%), you will be given a second chance in the form of
a supplementary examination on the dates as specified in 10.2. Please note that the year mark
does not apply in the case of a supplementary examination. The final mark after a supplementary
examination is simply the mark you achieved in that examination, expressed as a percentage

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10.4 Previous Examination Papers
Previous examination papers are not available to students.However, you will receive a trial
paper towards the end of the semester that you can use as an indication of typical examination
questions. Solutions to this trial paper is also sent out in a follow-up tutorial letter. Remember
that the examples, exercises, activities in the guide as well as your assignment questions are also
indicators of typical examination questions.

10.5 Tutorial Letter with Information on the Examination


As mentioned before, you will receive a tutorial letter containing a trial paper. Should the lecturer
want to discuss any matter about the examination, it will be included in this tutorial letter. In the
study guide you are given clear indications of the sections in the textbook that you have to know
and can be tested on in the examination. Remember that you have to work continuously and do
not treat statistics as any other subject, where it may be possible to study only selected sections of
the work. All the topics are interlinked and you will definitely run into trouble if you skip sections!

You are automatically admitted to the exam on the submission of Assignment 01 by a specific date
see Section 8.1. Please note that lecturers are not responsible for exam admission, and ALL
enquiries about exam admission should be directed by e-mail to exams@unisa.ac.za.

11 FREQUENTLY ASKED QUESTIONS


The my Studies @ Unisa brochure contains an A-Z guide of the most relevant study information.
Please refer to this brochure for any other questions.

12 SOURCES CONSULTED
No books other than the prescribed book was consulted in preparing this tutorial letter.

13 CONCLUSION
Remember that there are no "short cuts" to studying and understanding statistics. You need to be
dedicated, work consistently and practise, practise and practise some more! We trust that you will
find a depth of knowledge in STA1503 that you can apply in many aspects of your life.
Be positive, determined and eager to learn and you will be successful!

Ms M.A Managa

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STA1503/101

ADDENDUM A: FIRST SEMESTER ASSIGNMENTS


A.1 Assignment 01

ONLY FOR SEMESTER 1 STUDENTS


ASSIGNMENT 01
Unique Nr.: 776393
Fixed closing date: 10 MARCH 2014

Question 1
If A and B are independent events with P.A/ D 0:66; and P.B/ D 0:35, find

(a) P.A \ B/

(b) P.A [ B/

(c) P.A [ B/

(d) P.A \ B/

(e) P.A=B/

Question 2
To verify the accuracy of their accounting entries, a company uses auditors for verification on a
regular basis. The companys employees make erroneous entries 8% of the time. Suppose that an
auditor randomly checks four entries.

(a) Find the probability distribution for Y , the number of errors detected by the auditor.

(b) Construct a probability histogram for p .y/ :

(c) Find the probability that the auditor will detect more than one error.

Question 3
To promote more effective use of energy usage a company offered discount rates to consumers
who kept their energy usage below a certain established subsidy standard. It was found that 60%
of their customers in a specific region have reduced their electricity usage sufficiently to qualify
for the discounted rates. If four subscribers from that region are randomly selected what is the
probability that

(a) all four qualify for the favorable rates?

(b) at least three qualify for the favorable rates?

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Question 4
Tests for indications of asbestos in the lungs of employees at an insulation manufacturer resulted in
four persons with positive indications of asbestos being sent to a medical center for further testing.
If 45% of the employees have positive indications of asbestos in their lungs, find the probability that
twelve employees must be tested in order to find the four positives to send for further testing.

Question 5
The number of students attending a discussion forum, Y , has been observed for a long period of
time and found to have a mean of 15 and a standard deviation of 3. The probability distribution of
Y is not known. What can be said about the probability that Y will be greater than 12, but less than
42?

Question 6
For a certain type of soil the number of wireworms per cubic meter has a mean of 121. Assuming a
Poisson distribution of wireworms, give an interval that will include at least 59 of the sample values
of wireworm counts obtained from a large number of 1 cubic meter samples.

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STA1503/101

A.2 Assignment 02

ONLY FOR SEMESTER 1 STUDENTS


ASSIGNMENT 02
Unique Nr.: 744742
Fixed closing date: 7 APRIL 2014

Question 1
Let the distribution function of a random variable Y be
8
>
> 0; y 0
>
>
>
>
>
> y
>
> ; 0<y<2
>
< 8
F.y/ D
>
> y2
>
> ; 2 y<4
>
>
>
> 16
>
>
>
:
1; y 4

(a) Find the density function of Y

(b) P .1:5 Y 2:5/

(c) P .Y 1:8/

(d) P .Y 1:5 j Y 2:5/

(e) Find the mean and the varience of Y

Question 2
Computer parts have to be ordered and the delivery time, Y , is uniformly distributed on the interval
one to five days.

(a) Find the probability that the delivery time exceeds two days.

(b) Late delivery results in additional cost, given by C D c1 C c2 Y 2 : Find the expected cost
associated with a single late delivery.

Question 3
If Y has an exponential distribution and P .Y > 3/ D 0:0357 calculate

(a) D E .Y /

(b) P .Y 1:4/

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Question 4

(a) If Y is a continuous random variable with moment-generating function m.t/ and U is given by
U D aY C b, prove that the moment-generating function of U is given by ebt m.at/:

(b) If Y has mean and variance 2, and Y is normally distributed, use its moment-generating
function
t2 2
t C
m.t/ D e 2

and a) to derive the moment-generating function of U D 2Y C 3

(c) Identify the distribution of U .

Question5
Let Y be a random variable with probability density function given by

2 .1 y/ ; 0 y 1
f .y/ D
0; elsewhere

(a) Find the density function of U1 D 2y 1:

(b) Find the density function of U2 D 1 2y

(c) Find the density function of U3 D Y 2

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STA1503/101

ADDENDUM B: SECOND SEMESTER ASSIGNMENTS


B.1 Assignment 01

ONLY FOR SEMESTER 2 STUDENTS


ASSIGNMENT 01
Unique Nr.:746973
Fixed closing date: 25 AUGUST 2014

Question 1
An oil prospecting firm hits oil or gas on 10% of its drillings. If the firmdrills two wells, the four
possible simple events and three of their associate probabilities are as given in the accompanying
table. Find the probability that the company will hit oil or gas

(a) on the first drilling and miss on the second.

(b) on at least one of the two drillings.


Simple Event Outcome of the First Drilling Outcome of the Second Drilling Probability
E1 Hit(oil or gas) Hit(oil or gas) 0:01
E2 Hit Miss ?
E3 Miss Hit 0:09
E4 Miss Miss 0:81

Question 2
Student attending the university of Florida can select from 130 major areas of study. A students
major is identified in the registrars records with a two-or-three letters code (for a example, statistics
majors are identified by STA, math majors by MS). Some student opt for a double major and
complete the requirement for both of the majors areas before graduation.The registrar was asked
to consider assigning these double majors a distinct two-or-three letters code so that they could be
identified through the student recordss system.

(a) What is the maximum number of possible double major available to University of Florida
student?

(b) If any two-or-three letters code is available to identify major or double majors, how many
major code available?

(c) How many major code are required to identified students who have either a single major or a
double major?

(d) Are there enough major codes available to identified all single and double majors at the
University of Florida?

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Question 3
A study of the posttreatment behavior of a large number of drug abusers suggests that the likeli-
hood of conviction within a two-year period after treatment may depend upon the offenders edu-
cation. The proportions of the total number of cases falling in four education-conviction categories
are shown in the following table
Status within 2 Years after Treatment
Education Convicted Not Convicted Total
10 years or more 0:10 0:30 0:40
9 years or less 0:27 0:33 0:60
Total 0:37 0:63 1:00
Suppose that a single offender is selected from the treatment program. Define the events
A: The offender has 10 or more years of education.
B: The offender is convicted within two years after compltion of treatment.
Find the following:
(a) P.A/
(b) P.B/
(c) P.A \ B/
(d) P.A [ B/
(e) P.A/
(f) P.A [ B/
(g) P.A \ B/
(h) P.A=B/
(i) P.B=A/

Question 4
If A and B are independent events show that A and B are independent. Are A and B

Question 5
A complex electronic system is built with a certain number of backup components in its subsystems.
One subsystem has four identical components, each with a probability of 0:2 of failing in less than
1000 hours.The subsystem will operate if any two of the four components are operating. Assume
that the components operate independently. Find probability that
(a) exactly two of the four components last longer than 1000 hours
(b) the subsystem operate longer than 1000 hours.

Question 6
In the daily production of a certain kind of rope, the number of defects per foot Y is assumed
to have a Poisson distribution with D 2. The profit per foot when the rope is sold is given by
X D 50 2Y Y 2 .

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STA1503/101

B.2 Assignment 02

ONLY FOR SEMESTER 2 STUDENTS


ASSIGNMENT 02
Unique Nr.872919:
Fixed closing date: 22 SEPTEMBER 2014

Question 1
1 2 3
Let m.t/ D et C e2t C e3t . Find
6 6 6

(a) E .Y / and
(b) V .Y /

Question 2
Let X and Y be continuous random variables with joint probability density function:
cy for 0 y 2
f .x; y/ D
0 otherwise
(a) Find the value of c that makes f .y/ a probability density function
(b) Find F.y/
(c) Use F.y/ to find P.1 Y 2/

Question 3
The joint density function of Y1 and Y2 is given by
6 .1 y2 / ; 0 y1 y2 1
f Y1 ;Y2 .y1 ; y2 / D
0; elsewhere
(a) Find E.Y1 / and E.Y2 /
(b) Find V .Y1 / and V .Y2 /
(c) Find E.Y1 3Y2 /

Question 4
Let Y be a random variable with probability density function given by
2 .1 y/ ; 0 y 1
f .y/ D
0; elsewhere

(a) Find the density function of U1 D 2y 1:


(b) Find the density function of U2 D 1 2y
(c) Find the density function of U3 D Y 2

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