ISEN 609

Quiz 3

Oral Quiz
There are 25 questions in total
At the end of the quiz, based on your
answers a score on 10 would be assigned
We will randomly select the person who gets
the first question and keep going in a roundrobin fashion (will explain this in person).
In TRUE/FALSE questions an explanation is
needed.

Question 1
If X is the sum of two i.i.d. random variables
X1 and X2, i.e. X = X1+X2, then X can also be
written as X = X1+X1 = 2X1. True or False?

Question 2
If X and Y are random variables with the
same mean and standard deviation, then the
CDF must be the same for both. True or
False?

Question 3
In the recent repair-shop problem where X 2
depends on X1 so that E[X2|X1] = 4X1 and
Std.Dev.[X2|X1] = X1, is X1 independent of
X2? In other words, is E[X1|X2]=E[X1]?

Question 4
A r.v. X has PDF f(x) = (1-|x|)/2 for -1 < x < 1
and f(x) = 0 otherwise. What is E[X]?

Question 5

F(x) = 0
if x < 0
F(x) = sin(x) if 0 <= x <= /2
F(x) = 1
if x > /2
Can the above F(x) be a CDF of a r.v.?

Question 6
If a continuous r.v. X has standard deviation
equal to the mean, then X is exponentially
distributed. True or False?

Question 7
All the examples of random quantities we
have seen in class are either absolutely
discrete or absolutely continuous. Give an
example of a random quantity that is partially
discrete and partially continuous.

Question 8
If X is a positive-valued continuous r.v., i.e.
F(0) = 0, then

E[ X ] [1 F ( x)]dx
0

True or False?

Question 9
There are two paths to go from A to B. One
takes exp(1/3) time and the other takes
Unif(0,6) time. If you want to make it before 3
time units from A to B which path would you
choose?

Question 10
Can you have two positive-valued
continuous random variables X and Y such
that the PDF of one is always greater than
that of the other?

Question 11
Can you have two positive-valued
continuous random variables X and Y such
that the CDF of one is never less than that of
the other?

Question 12
A double-exponential r.v. has PDF for all x as

| x|
f ( x) e
2
What is F(0)?

Question 13
For a CDF

F ( x)

0
x0
ax b 0 x 1
cx 0.5 1 x 2
1

Compute a, b and c

x2

Question 14
If 25 samples are drawn according to an
exponential distribution with mean 1 and the
25 numbers are sorted, then what would you
expect the 13th number to be in this sorted
list? In other words, what is the median of an
exponential random variable?

Question 15
Let X ~ exp(), and for some constant a
(such that a>0), Y = aX
True or false? Y ~ exp(/a)

Question 16
X1, X2, , Xn are i.i.d. r.v. with mean and
standard deviation .
X = (X1+X2++Xn)/n
What are E[X] and Var[X]?

Question 17
For a positive-valued r.v. X, the coefficient of
variation is defined as

Var [ X ]
COV ( X )
E[ X ]
If X is Erlang, then COV(X) <= 1 and if X is
exponential COV(X)=1. True or False?

Question 18
True or false? Var[X] can be expressed as

Var [ X ] E { X E[ X ]}

Question 19
The mode of a continuous r.v. X is the value
of x for which the PDF f(x) attains the
maximum value. What is the mode of an
Erlang(2,) r.v.?

Question 20
If X ~ exp(3), what is P{X>3}?

Question 21
If X ~ unif(a,b), what is P{X<(a+b)/2}?

Question 22
If X ~ Erlang(k,), what is E[X2] ?

Question 23
If X ~ Normal(0,1), and P{X>3} = a, then
what is P{-3 < X < 3} in terms of a?

Question 24
If X and Y are iid Erlang(3,) r.v.s what is
E[X+Y] ?

Question 25
If X ~ Unif(4,10), what is the standard
deviation of X?