Professional Documents
Culture Documents
Each of the following questions requires a short answer (i.e. answers to each
part should be at most 3 to 4 lines).
E X2 2X :
P (AB) = P (A) :
(d) The function 2e2t cannot be a valid moment generating function MX (t)
for any random variable X. Why?
(e) Given that one-third of the females in a certain tribe have height greater
than 1.68 metres, and two-thirds of the males have heights greater than
1.68 metres, explain what is wrong with the following statement:
“If we choose one male and one female, at least one must have a height
greater than 1.68 metres, since 31 + 23 = 1 ”
(f) Under what speci…c conditions will the convolution of two binomial
random variables result in a variable which itself has a binomial distri-
bution?
(i) What are the expected value and variance of the winnings for one entry
in the game speci…ed in part (h) above?
1
Question 2 [11 marks]
A manufacturing company has three lines producing ‡irps. Line 1 manu-
factures 45% of the ‡irps, line 2 manufactures 35% and line 3 manufactures
20%. However, some ‡irps produced are faulty. 3% produced in line 1, 1%
in line 2 and 0.05% in line 3 are defective.
(a) Set out the preceding details using probability notation i.e. de…ne
events, their probabilities, and any conditional probabilities.
(c) On production line 3, a quality control worker selects ‡irps for checking.
He selects randomly until he …nds 3 which are defective. What is the
probability that he …nds 2 good ‡irps in the selection?
(d) Because of its lower rate of defectives, a special order for 10,000 ‡irps
has been assigned to production line 3. Use a sensible approximation
to obtain an estimate of the probability that no more than 4 ‡irps in
this batch will be defective.
(e) Before being transported to retail outlets, the ‡irps are sealed into
packets of 12 and sent to a central storage depot. A customer received
a packet produced in March, which contained 1 defective ‡irp. What is
the probability that this packet was manufactured on production line
1?
(f) In one year, line 2 produces a total of 580,000 ‡irps. What is the
probability that between 5700 and 5750 (inclusive) defective ‡irps are
produced in this year?
2
Question 3 [15 marks]
The random variables X and Y are continuous, with pdf
(c) Determine E (X) ; var (X) ; E (Y ) ; var (Y ) ; cov (X; Y ) and corr (X; Y ) ;
3
Question 4 [15 marks]
(a) The random variables X1 ; X2 ; : : : are independent and identically dis-
tributed, with
1 1 2
fX (x) = p e 2 x :
2
That is, they have the standard normal distribution.
p (1 p)n 1
; n = 1; : : :
fN (n) =
0 ; otherwise,
X
N
SN = Xj ;
j=1
4
Question 5 [15 marks]
(a) The random variables X and Y have joint pdf
1 2
fX;Y (x; y) = k exp x + 2xy + 5y 2 :
2
(b) The number of cars passing through the Herring Road entrance to
Macquarie University between 9am and 10am has been modelled as a
Poisson process with rate 50 per minute. What is the distribution of
the time it takes for four consecutive cars to arrive?
5
Question 6 [15 marks]
(a) The random variable X has pdf
(
( + ) 1
( ) ( )
x 1 (1 x) ; 0<x<1
fX (x) =
0 ; otherwise.
and ( y
1
e ; y>0
fY (y) =
0 ; otherwise.
Find the pdf of Z = X + Y by using the convolution formula. Pay
special attention to the special case where = :
6
Question 7 [20 marks]
(a) The random variable X has pdf
1 jxj
fX (x) = e :
2
(i) Using Tchebyshe¤’s inequality, …nd an upper bound to
Pr fjXj > 2g :
E fg (jX j)g
Pr fjX j sg :
g (s)
Pr X(n) log n + x