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The Chinese University of Hong Kong

二０一三至一四年度下學期科目考試
Course Examination 2nd Term, 2013-14

科目編號及名稱
Course Code & Title :
ENGG2430E Engineering Mathematics III
時間 小時 分鐘
Time allowed : Two hours minutes
學號 座號
Student I.D. No. : Seat No. :

1. Answer ALL the questions on answer book.

2. Full mark is 100.

3. This is an open-book and open-note examination.

4. Calculators are permitted.

5. Solve all problems using the answer book provided.

6. Write your student ID number and seat number clearly on the front page
of your answer book.

7. Question papers should be returned after the examination.

8. Do not turn over this page until instructed to do so.

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Part 1: Common questions (30 pts)

Q.1 (15 pts)

There are 100 soldiers. One of them has a special disease, and the rest 99 are healthy.
We select a solider uniformly at random, and put him through a medical test. The test is
95% accurate. That is, if the soldier has the disease, then the test result will be positive
with probability 0.95 and be negative with probability 0.05. Similarly, if the solider is
healthy, then the test result will be negative with probability 0.95 and be positive with
probability 0.05. The randomly-selected soldier performs the test and the result is
positive.
(a) (5 pts) Your friend Tom says that since the test result is positive and the test is 95%
accurate, thus the probability that the soldier has the decease is 0.95. Tom's
argument is wrong because he confuses with two conditional probabilities. Can you
help Tom by pointing out the two probabilities?
(b) (10 pts) Given the test result is positive, what is the probability that the
randomly-selected soldier has the disease?

Q.2 (15 pts)

(Note: In answering Q.2, you might need to use the Normal Distribution Table attached
at the end of the exam paper).
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Part 2: Individual questions (70 pts)

Q.3 (15 pts)

The random variables X and Y are independent. Show that

Var ( XY ) ≥ Var ( X ) ⋅ Var (Y )

where ′ Var ′ means Variance.

Q.4 (20 pts)

A random variable X is called a Laplace random variable if its probability distribution
function is given by

−λ x
f X ( x) = k e λ > 0, −∞< x<∞

where k is a constant.
(a) (5 pts) Find the value of k.
(b) (5 pts) Find the cumulative distribution function of X.
(c) (10 pts) Find the mean (i.e., expectation) and variance of X.

Q.5 (25 pts)

Let X and Y have the joint probability density function

⎧ 15 x 2 y 0 < x < y <1

f ( x, y ) = ⎨
⎩ 0 elsewhere

(a) (8 pts) What are the marginal probability density functions of X and Y ?
(b) (6 pts) What are the marginal cumulative distribution functions of X and Y ?
(c) (6 pts) Are X and Y independent? Justify your answer.
(c) (5 pts) What is the conditional probability density function of Y given X = x ?

Q.6 (10 pts)

80 determinations of the daily emission (in tons) of sulfur oxides from an industrial plant
are available. The sample mean is 18.85 and the sample variance is 30.77. Construct an
approximate 99% confidence interval for the plant’s true average daily emission of sulfur
oxides.
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