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STA4321 Test 2 Summer10

This document contains 6 practice questions for a math/statistics exam. The questions cover topics like probability density functions, moment generating functions, Poisson distributions, exponential distributions, normal distributions, and their related properties such as expected value, variance, and memoryless properties. Students are instructed to answer any 5 of the 6 questions provided.

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94 views1 page

STA4321 Test 2 Summer10

This document contains 6 practice questions for a math/statistics exam. The questions cover topics like probability density functions, moment generating functions, Poisson distributions, exponential distributions, normal distributions, and their related properties such as expected value, variance, and memoryless properties. Students are instructed to answer any 5 of the 6 questions provided.

Uploaded by

jb609
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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STA4321- Math/Stat-I

Test-2 Summer 10

Name (Capital letters):____________________________________________________


Last Name First Name

Answer any five problems from below

Q1. Let f X ( x) = kx 3 (1 − x) 4 for 0 < x < 1 .


(i) Find the value of k for which f X ( x) is a probability density function (pdf).
(ii) Find E ( X ) and Var( X ) .

Q2. Let M X (t ) = ( 52 + 53 et )5 be the MGF of a r.v. X .


(i) Identify the pmf (or pdf) of the r.v. X .
(ii) Find the value of E (e X )
(iii) Find the value of P ( X = 0) .
(iv) Differentiating M X (t ) find the mean, E ( X ) .
e− λ λ x
Q3. Let X be a Poisson random variable (r.v.) with parameter λ , i.e., X ∼ f X ( x) = , for
x!
x = 0,1, 2,
(i) Show that E ( X ) = λ .
⎛ 1 ⎞ 1 −λ
(ii) Show that E ⎜ ⎟ = (1 − e ) .
⎝ X + 1 ⎠ λ
Q4. Let f X ( x) = θ e −θ x for x > 0 .
(i) Find P( X > t ) .
(ii) Show that P ( X > s + t | X > t ) = P ( X > s ) (No-memory Property).

Q5. Let X 1 , X 2 , and X 3 independent and identically distributed (i.i.d) N(1,2) r.v.’s (i.e., normal
r.v.’s with μ = 1 and σ 2 = 2 ). Define Y = X 1 + X 2 + X 3 . Show that Y follows N(3,6).

1 2 −x
Q6. Let f X ( x) = x e , for x > 0 .
2
(i) Find E ( X ) and Var( X ) .
(ii) Find M X (t ) .

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