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Midterm 23

This exam consists of 5 problems worth a total of 50 points. Students have 50 minutes to complete the exam, which is closed book except for one double-sided sheet of notes. Full credit requires showing all work and justifying answers whenever possible. Points will be deducted for incorrect or irrelevant statements.

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mohamed
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50 views6 pages

Midterm 23

This exam consists of 5 problems worth a total of 50 points. Students have 50 minutes to complete the exam, which is closed book except for one double-sided sheet of notes. Full credit requires showing all work and justifying answers whenever possible. Points will be deducted for incorrect or irrelevant statements.

Uploaded by

mohamed
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Statistics 351 Midterm #2 November 16, 2007

This exam is worth 50 points.


There are 5 problems on 5 numbered pages.
You have 50 minutes to complete this exam. Please read all instructions carefully, and check
your answers. Show all work neatly and in order, and clearly indicate your final answers.
Answers must be justified whenever possible in order to earn full credit. Unless otherwise
specified, no credit will be given for unsupported answers, even if your final
answer is correct. Points will be deducted for incoherent, incorrect, and/or irrelevant
statements.
This exam is closed-book, except that one 8 21 11 double-sided page of handwritten notes is
permitted. No other aids are allowed.
You must answer all of the questions in the space provided. Note that blank space is NOT
an indication of a questions difficulty.
Name:
Instructor: Michael Kozdron

Problem
1
2
3
4
5

TOTAL:

Score

1.

(10 points) Suppose that the random vector X = (X1 , X2 )0 has a multivariate normal
distribution with mean vector and covariance matrix given by
 


1
2 2
=
and =
.
1
2 3
(a) Let Y1 = X1 X2 2 and Y2 = X1 + X2 . Determine the distribution of the random
vector Y = (Y1 , Y2 )0 .

(b) Determine the density function fY (y1 , y2 ) of Y.

(c) Determine the distribution of Y2 |Y1 = 0.

2.

(10 points) Let X = (X1 , X2 )0 be multivariate normal with mean vector and
covariance matrix where
 


5
1
=
and =
10
4
If Y1 = 2X1 + X2 + 1 and Y2 = 3X1 2X2 2 are independent, determine the value of .

3.

(10 points) Determine which of the following matrices cannot be the covariance matrix
of some random vector X = (X1 , X2 , X3 )0 :

4 2 0
4 2
0
2 2 2
0 , B = 2 3 1 , C = 2 2 2 ,
A = 2 3
0
0 1
0 1 1
2 2 2

1 2 0
D = 2 3 0 ,
0 0 1

1 1 0
E = 1 1 0 ,
0 0 1

Be sure to justify your answers.

1 1 0
F = 1 1 0 .
0 0 1

4.

(10 points) Suppose that the random vector X = (X1 , X2 )0 has the multivariate normal
distribution
  

0
1 1
XN
,
,
0
1 2

and that the random vector Y = (Y1 , Y2 )0 has the multivariate normal distribution
  

1
2 2
YN
,
,
1
2 3
Suppose further that X and Y are independent. It can be shown that if Z1 = X1 + Y1 and
Z2 = X2 Y2 , then the random vector Z = (Z1 , Z2 )0 has a multivariate normal distribution.
Determine the mean vector and covariance matrix of Z.

5.

(10 points) Let X1 , X2 , X3 be independent Exp(1) random variables. Compute


P (X(1) = X1 , X(2) = X2 , X(3) = X3 ).

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