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UNIVERSITY OF PRETORIA
FACULTY OF NATURAL AND AGRICULTURAL SCIENCE
DEPARTMENT OF STATISTICS
MATHEMATICAL STATISTICS 111
EXAMINATION: 12 JUNE 2015
ALLOWED TIME: 180 MINUTES TOTAL MARKS: 100

SURNAME AND
INITIALS
STUDENT
NUMBER

SIGNATURE

QUESTION MARKS MARKS QUESTION MARKS MARKS

AWARDED AWARDED
1 8 10 6
2 5 11 7
3 7 12 4
4 5 13 10
5 6 14 4
6 5 15 5
7 5 16 5
8 5 17 6
9 7 TOTAL 100

 Answer all questions in the spaces provided with pen, no pencil will be marked.
 Write down the formulae you use.
 Marks will be awarded for notation. Show all steps and give reasons.
 Round final answers to 3 decimal places unless stated otherwise.
 Cell phones may not be used and must be switched off.
QUESTION 1 [8]

A large group of people is to be checked for two common symptoms of a certain

disease. It is thought that 22% of the people possess symptom A alone, 33%
possess symptom B alone, 11% possess both symptoms, and the remainder have
neither symptom. Hint: A Venn diagram may be helpful.

a) For one person chosen at random from this group, calculate these probabilities:
(5)

i. The person has at least one symptom.

ii. The person has neither symptom.

iii. The person has both symptoms, given that he has symptom B.

b) Let the random variable represent the number of symptoms possesed by a

person chosen at random from the group. Compute the probabilities associated
with each value of . (3)

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QUESTION 2 [5]

An insurance company estimates that 40% of policyholders who have only an auto
policy will renew next year and 60% of policyholders who have only a homeowners
policy will renew next year. The company estimates that 80% of policyholders who
have both an auto and a homeowners policy will renew at least one of those policies
next year. Company records show that 65% of policyholders have an auto policy
(event ),50% of policyholders have a homeowners policy (event ), and 15% of
policyholders have both an auto and a homeowners policy.

a) Using the company’s estimates, complete the following table.

| ∩ ′ 0.4
| ′∩
| ∩

b) Calculate the percentage of policyholders that will renew at least one policy next
year.

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QUESTION 3 [7]

a) If the sample space S is an infinite set, does this necessarily imply that any
random variable defined from S will have an infinite set of possible values? If
yes, say why. If no, give an example. (2)

b) Airlines sometimes overbook flights. Suppose that for a plane with 50 seats, 55
passengers have tickets. Define the random variable as the number of ticketed
passengers who actually show up for the flight. The probability mass function of
appears in the accompanying table.

Define a random variable as follows:

1 if all passengers who show up have a seat

0 otherwise

i. Calculate the probability mass function (pmf) of . (3)

ii. Give the name of the distribution and the parameter value(s) of . (2)

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QUESTION 4 [5]

Suppose that the number of subjects passed by a first year student, , has
probability mass function
0.1, 0,1,2,3

a) Calculate the value of . (3)

b) Calculate the probability that a randomly chosen first year student will pass at
most three of his/her subjects. (2)

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QUESTION 5 [6]

a) Let be a random variable with mean 11 and variance 9. Use Chebyshev’s

theorem to calculate 6 16 . (3)

b) Suppose that ~ , . Calculate the probability that is within 1.67 standard

deviations of its mean. (3)

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QUESTION 6 [5]

Suppose a container is filled with 6 red balls and 4 blue balls. Suppose a sample of
size 5 is drawn with replacement. Let =number of red balls in the sample.

a) Give the name of the distribution and the parameter value(s) of X. (1)

b) Calculate the probability that there will be more blue balls in the sample than red
balls. (2)

c) Calculate the probability that there are two blue balls in the sample. (2)

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QUESTION 7 [5]

Suppose that 10 containers are each filled with 6 identical red balls and 4 identical
blue balls. A sample of size 5 is drawn from each container without replacement.
Let =number of samples that contains no blue balls.

a) Calculate the probability that a sample contains no blue balls. (2)

b) Give the distribution and parameter value(s) of . (2)

c) Calculate the expected number of samples that contains no red balls. (1)

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QUESTION 8 [5]

WST111 students arrive for consultation according to a Poisson process with a rate
of 4 per hour. Suppose that the lecturer has the following consultation hours per
week:

Monday 09h00-10h00
Tuesday 11h00-12h30
Thursday 10h00-11h00
Friday 09h00-10h30

a) Calculate the probability that the lecturer will have 6 students for consultation on
Monday. (2)

b) What is the expected number of students that will come for consultation in a
week? (3)

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QUESTION 9 [7]

Let be a random variable such that 0 if 1,2,3,4 and 0,

otherwise. The cumulative distribution function is 0.05 1 at the values
1,2,3,4.

a) Calculate . Show all steps. (4)

b) Calculate 2 4 . (2)

c) Calculate 1.2 . (1)

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QUESTION 10 [6]

The moment generating function of a random variable is given by

, 4.

a) Give the probability density function of . (2)

a) Use to determine the mean and variance of . (4)

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QUESTION 11 [7]

a) Show that the cumulative distribution function of the exponential distribution with
parameter is given by 1 for 0. (2)

b) The time to failure, , of a component in an electronic device has an exponential

distribution with parameter and a median of four hours. Determine the value of
. (2)

c) Suppose that the time to failure, , of a component in an electronic device has an

exponential distribution with expected time to failure equal to 5 hours. The lifetime
of a randomly selected component is already known to be more than 2 hours.
Calculate the probability that it will last for more than 7 hours.
(3)

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QUESTION 12 [4]

The length of time necessary to complete a key operation in the construction of

houses has an exponential distribution with mean 10 hours. The cost of completing
this operation is given by the formula
100 40 3 .

a) Calculate the variance of . (1)

b) Calculate the expected cost. (3)

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QUESTION 13 [10]

Wires manufactured for use in a computer system are specified to have resistances,
, between 0.12 and 0.14 ohms. The actual measured resistances of the wires
produced by company A have a normal distribution with mean 0.13 ohm and
standard deviation 0.005 ohm. Give all answers correct to four decimal places.

a) What is the probability that a randomly selected wire from company A’s production
will meet the specifications? (4)

b) If four of these wires are used in a computer system and all four wires are
selected from company A, what is the probability that all four used in a randomly
selected system will meet the specifications? (2)

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Wires manufactured for use in a computer system are specified to have resistances,
, between 0.12 and 0.14 ohms. The actual measured resistances of the wires
produced by company A have a normal distribution with mean 0.13 ohm and
standard deviation 0.005 ohm. Give all answer correct to four decimal places.

c) Determine the 33rd percentile of the distribution of actual measured resistances of

the wires produced by company A? (3)

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QUESTION 14 [4]

A machine is shut down for repairs if a random sample of 100 items selected from
the daily output of the machine reveals at least 15% defectives. (Assume that the
daily output is a large number of items.) If on a given day the machine is producing
only 10% defective items, what is the approximate probability that it will be shut
down? Use the continuity correction.

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QUESTION 15 [5]

Suppose that has a probability density function given by

/
, 0
.
0, elsewhere

a) Find the value of that makes a valid density function.

(2)

b) What are the mean and standard deviation of ? (2)

c) It can be shown that has a distribution. Calculate the degrees of freedom. (1)

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QUESTION 16 [5]

A manufacturing plant uses a specific bulk product. The amount of product used per
day has a gamma distribution with 2 and 3 (measurement in tons) .

a) Calculate the probability that the plant will use more than 6 tons on a given day.
(3)

b) How much of the bulk product should be stocked so that the plant’s chance of
running out of the product is only 0.04?
(2)

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QUESTION 17 [6]

Show that the moment generating function of ~ , is given by

/
. You may assume that .

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