Stats 265 Practice Final Paper Review

Practice Questions for STAT 265 Final Exam, December 14, 2015
1. Show that Var(aY1 bY2 ) = a2 Var(Y1 ) + b2 Var(Y2 ) 2abCov(Y1 , Y2) with Cov =
E(Y1 Y2 ) E(Y1 )E(Y2 ).
2. Prove the Tchebysheffs Theorem: P ( k < Y < + k) 1
1
.
k2
3. Suppose random variable Y follows a normal distribution with mean and variance 2 ,
find the mean and variance of Y using two methods.
(a) By definition.
(b) Using moment-generating function
4. Suppose that 60% of the students regularly attend the lectures, 20% attend once a while,
and 20% do not attend. If a student attend lectures, her/his chance of obtaining an A
is 5%; if a student attends lectures once a while, her/his probability of obtaining an A
is 2 %; if a student does not attend lectures, her/his chance is 1%. Randomly select one
student who obtains an A, what is the probability that this student does not attend
lectures?
5. Suppose that emergency calls to 911 follow a Poisson distribution with an average of 3
calls per minute. Find the probability that
(a) 6 calls in a period of 2 minutes.
(b) At most 2 calls in a period of 2 minutes
(c) 2 calls in the first minute of a 2 minutes period, given that 6 calls occur in the
entire period.
6. Suppose Y has density function
(a) Find k.
2
for 0 < y 1
ky
k(2 y) for 1 < y < 2
f (y) =
0
Otherwise
(b) Find the cumulative distribution (probability) function F (y).

(c) Calculate P (0.5 < Y < 1.5)
(d) Find the P (Y < 1.5|Y > 0.5)
7. David is writing an exam consisting of 30 questions. For each question, the probability
that David is not sure how to do it is 0.1.
(a) It takes David 5 minutes to solve a question that he is sure and 20 minutes for a
question that he is not sure. Let X be the total time that David finishes the exam.
Find the expected value and variance of X.
(b) Let Y be the number of questions that David is not sure. If it takes David 5
minutes to solve a question that he is sure and (4Y 2 + 16) minutes to finish all
those questions that he is not sure. Let X be the total time that David finishes
the exam. Find the expected value and variance of X.
8. Suppose random variable Y follows a normal distribution with mean and variance 2 ,
(a) By definition.
9. Suppose random variable Y follows a gamma distribution with density function
y
y 1 e
f (y) =
,
()
0 y < , > 0, > 0

(a) By definition.
10. Suppose Y has density function
(a) Find k.
2
for 0 < y 1
ky
k(2 y) for 1 < y < 2
f (y) =
0
Otherwise
(b) Find the cumulative distribution (probability) function F (y).

(c) Calculate P (0.5 < Y < 1.5)
(d) Find the P (Y < 1.5|Y > 0.5)
11. Y1 and Y2 have a joint density function

y1 +y2
1
y e 2 , y1 > 0, y2 > 0
8 1
f (y1 , y2 ) =
0,
elsewhere.
(a) Find the marginal distributions of Y1 and Y2 .
(b) Are Y1 and Y2 independent?
(c) Find E( YY12 )
(d) Find Var(2Y1 3Y2 ).
12. Y1 and Y2 have a joint density function

6(1 y2 ), 0 y1 y2 1
f (y1, y2 ) =
0,
elsewhere.
(a) Find the marginal distributions of Y1 and Y2 .
(b) Are Y1 and Y2 independent?
(c) Find E(Y1 |Y2 = y2 ) and Var(Y1 |Y2 = y2 ).
(d) Find E(Y1 + 2Y2 ) and Var(Y1 + 2Y2 )
13. Let X and Y be independent random variables, X Uniform(0, 1), Y Uniform(0, 1).
Find Var(X 2 + 3Y 3 ).
14. Suppose that X binomial(n, p), Y binomial(n, p) and that X and Y are independent. Use moment generating functions to show that X + Y binomial(n + m, p).
15. Suppose that a company has determined that the the number of jobs per week, N,
varies from week to week and has a Poisson distribution with mean . The number of
hours to complete each job, Yi , is gamma distributed
PN with parameters and . The
total time to complete all jobs in a week is T = i=1 Yi . Note that T is the sum of a
random number of random variables. Find
(a) E(T |N = n).
(b) E(T ), the expected total time to complete all jobs.
16. Suppose that the number of minutes that you need to wait for a bus is uniformly
distributed on the interval [0, 15]. If you take the bus five times, what is the probability
that your longest wait is less than 10 minutes?
17. The Weibull density function is given by
(
m
1
m1 y
my
e
, y > 0, > , m > 0
f (y) =
0,
elsewhere.
If a random sample of size n is taken from a Weibull distributed population, find the
distribution function and density function for Y(1) = min{Y1 , Y2 , , Yn }.
(a) Find the density function of Y(1) .
(b) Find E[Y(1) ].

Stats 265 Practice Final Paper Review

Uploaded by

Copyright:

Available Formats

Stats 265 Practice Final Paper Review

Uploaded by

Document Information

Original Description:

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Stats 265 Practice Final Paper Review

Uploaded by

Copyright:

Available Formats

Practice Questions for STAT 265 Final Exam, December 14, 2015

(b) Find the cumulative distribution (probability) function F (y).

0 y < , > 0, > 0

find the mean and variance of Y using two methods.

(b) Find the cumulative distribution (probability) function F (y).

12. Y1 and Y2 have a joint density function

You might also like