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UNSWSYDNEY

SCHOOL OF MATHEMATICS AND STATISTICS

Semester 1 2017

MATH2801
Theory of Statistics

TI ME ALLOW ED - Two (2) hours


TOTAL NUMBER OF QUESTIONS - 4
ANSWER ALL QUESTIONS
THE QUESTIONS ARE OF EQUAL VALUE I

ANSWER EA.CH QUESTION IN A SEPARAT E BOOK


THIS PAPER MAY BE RETAINED BY THE CANDIDATE
ONLY CALCULATORS WITH AN AFFIXED "UNSW APPROV ED"
STICKER MAY BE USED

All answers must be written in ink. Except where they are expressly reguired pencils
may· only be used for drawing, sketching or graphical work.
.. '

,.

Semester 1 20L 7 l\1ATH2801 Page .2


·,

M8:ny parts of t�1e questi.ons in thi� examination refer to properties of distri­


butions listed in the forrimla sheet of common distributions at the end of the
exam. You may state and use any results in that list without proving them.

1. [15 marks]Answer this qu�stion in a separate book

a) [7 marks] There are 3 coins in a bag: a copper coin, a gold coin and a
silver coin. When flipped, the probability a coin will come up heads is
0.3 for the yqpper coin, 0.5 for the gold coin and 0. 7 for the silver coin.
In a depar�ment store promotion, points are awarded to some shoppers.
The immber of points is determined by a chance experiment: A coin is
randomly selected from the bag (the three coins are equally likely to be
, .. chosen). The chosen coin is then flipped 10 times. The number of points
awarded is N, the ·numbe1· of heads obtained on the ten flips.
i) Compute the probability a shopper is mvarded no points, that is,
coinpute JP(N = 0). ( Wr�ite an exact expression for the answer ) and
als� give this answer to 4 decimal places.)
ii} ·write an exact expression for JP(N = n) for n = 0, l, ... , 10. ( You are
NOT asked to approximate these to any number of decimal places.)
iin Does N have a binomial �istribution? Give a reason for your answer.
b) [8 marks] Let X and .Y be two random variabl�s with joint density
function:.

fx,y(x, y) = cxy, 0< X < 2, 0<y< X <2


1 •

i) Draw a sketch showing the region of the plane for which fx,Y (x, y) >
0. Determine the value of the constant c so that fx,y(x, y) is a valid
bivariate density function.
ii) Determine the marginal density fx (x).
iii) Are X and Y independent? Give a reason for your answer.
!,
iv) Compute IP(X. � Y � ½).

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Semester 1 2017 lvfATH2801 Page 3

2. [15 marks] Answer this question in a separate book


Let X be an exponential random variable, X rv Exponential(2).
a) [2 marks] Write down fx(x), the density function for X. Hence, deter­
mine the cumulative distribution function Fx (x) = JP(X � x).
b) [6 marks] Using your answer to �1art a), or otherwise:
i) Compute the probability JP(X � 2);
ii) Compute the probability JP(X � 4);
iii) Draw a sketch of the density function and use shading to indicate
the areas corresponding to the probabilities in parts (i)) and (ii);
iv) Compute the conditional probability JP(X � 2IX � 4).
c) [3 marks] State E(X) and Var(X). Hence compute E(X2 ).
d) [4 marks) Let Y = X2 + 4. Determine the density function for Y.

3. [15 marks] Answer this question in a separate book


a) [8 marks] Let X and Y be independent identically distributed expo­
nential random variables, X, Y rv Exponential(2) for i = 1, 2.
i) A) Write down the joint density function fx,y(x, y).
B) Using the joint density function, write down an expression for an
integral which would compute the :p..robabil1ty JP(X + Y < 4).
Include in your answer a sketch· of the region of integration. Note
that you are not asked to evaluate this integral - just to write an
expression and draw the ac,'tompanying sketch.
ii) A) Write down expressions for mx ( u) arid my ( u), the moment gen­
erating functions for X and X.
B) Using mx(u) and my(u), determine the moment generating func­
tion Mx+Y(u).
C) Hence determine the distribution of liV = X + Y.
b) [7 marks]
i) State the Central Limit Theorem in one of the forms given in this
course.
ii) Let X1 , X2 , ... , X40 be independent identically distributed variables,
Xi rv Exponential(2), ·for i = 1,.2, ... 40.
Set X = (1/40)(X1 + X2 + · · · + X40 ). Using the Central Limit The­
orem, compute the probability JP(X � 2.3).
Give your answer in terms of the <1? function.
· In your answer include a sketch I
of a suitable curve with a shaded
area that corresponds to this probability.

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Semester 1 2017 MATH2801 Page 4

4. [15 marks] Answer this question in a separate book

a) [6 marks] Let X1, X2, ... , Xn be a random sample from a Poisson (,:\)
distribution.
i) Determine the method of moments estimator for ,,\.
ii) Determine the maximum likelihood estimator for ,,\.
iii) Determine the Fisher information In ( ,,\).
b) [9 marks] The Australian Drinking Water guidelines recommend that
drinking water contains no more than 0.05 mg/L of cadmium.
A small dam is sampled to investigate the levels of cadmium to determine
whether the water exceeds this recommended maximum level.
Four water samples are taken and cadmium levels are measured. The
sample mean is 0.07 mg/L and standard deviation is 0.0085 mg/L.
Carry O\lt an appropriate hypothesis test to answer the question by an­
swering the following:
i) State the null and alternative hypotheses.
ii) State any assumption( s) you are making in order to carry out this
hypothesis test.
iii) State the formula for the test statistic and the null distribution.
iv) Compute the observed value of the test st<;1tistic.
v) Give an expression for the P-value, and sketch a curve, shading the
area corresponding to the P-value.
vi) You may assume that the P-value= 0.0011 to 4 decimal places. "\i\Trite
a relevant conclusion concerning the cadmium level of the dam.
Semester 1 2017 MATH2801 Page 5

Table of some common distributions

X mass/density domain mean variance mgf


function mx(u) = E(euX)

Bernoulli P(X=l)=p {0, 1 } p pq u


q+pe
P(X = 0) = q = l - p

Binomial k
(�)p (l - p
)n-� k = 0,l,... ,n np np(l - p) ( 1 - P+peu)n
Bin(n,p)

Geometric p(l - p)k-l k = 1,2,... l


p -r
(1-p) e-u-l
+p

Poisson(,\) e->- ,\k /k! k = 0,l,... ,\ ,\ exp{,\(eu - 1 )}

ebu _eau
Uniform (b - a)- 1 XE (a, b ) ½(a+b) fi(b-a)
2
u(b-a.)

1 _J. X
7Je /3
Exponential(.8) x E (0,oo) 1
.8 .32 l-(3u

_1_ exp { - (x-aµ) eµu+½a u


2
Normal } x E {-oo, oo} (72 2 2
v'21r a2 2 2 µ
N(µ,a-2 )

e-x//3 x o:-l l a
Gamma (a,.8) I'(a)/30: x E (0, oo) a,8 a,8 2 (1- /3u )

I'(a+/3) xa-l a a/3


Beta .8(a,.8) I'(a)I'(/3) (l - x)/3-l x E [0,l]
a+/3 (a+f3)�(a+f3+l)

Some formulae

The 4> function, is defined by 4>(z) = P(Z :s; z), for Z rv N(O, 1).
Let X1, ... , Xn be independent N(µ, o- 2) variables. Then X and S2 are independent,
(n - l)S
2
---- rv 2
and a-2 Xn-l'

T he Delta Method
Let 01 , 02 , ... be a sequence of estimators of 0 such that
0 -0
vn -+ N(O, 1).
D
n
o-/
Suppose the function g is differentiable at 0 and g' ( 0) -=I= 0. Then

g(0) - g(0) :£+ N(O, 1).


n
g'(0)o-/fo