MAS103

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MASENO UNIVERSITY

SCHOOL OF MATHEMATICS STATISTICS AND ACTUARIAL SCIENCE


MAIN CAMPUS – September - December, 2019

MAS103: INTRODUCTION TO PROBABILITY THEORY TIME: 2 HOURS


Answer Question 1 and any other two questions

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Question One (30 Marks)

a) Consider two events A and B. Find 𝑝𝑝(𝐴𝐴 ∩ 𝐵𝐵) if 𝑝𝑝(𝐴𝐴) = 0.2, 𝑝𝑝(𝐵𝐵) =
0.4 and 𝑝𝑝(𝐴𝐴|𝐵𝐵) + 𝑝𝑝(𝐵𝐵|𝐴𝐴) = 0.75 (3 Marks)
b) A civil engineer is studying a left-turn lane that is long enough to hold four
cars. Let 𝑋𝑋 be the number of cars in the lane at the end of a randomly chosen
red light. The engineer believes that the probability that 𝑋𝑋 = 𝑥𝑥 is proportional
to (𝑥𝑥 + 1)(𝑥𝑥 + 8) for 𝑥𝑥 = 0, 1, 2, 3, 4 (the possible values of 𝑋𝑋). Determine
i) The probability function of 𝑋𝑋 (3 Marks)
ii) The probability that 𝑋𝑋 will be at least 2 (3 Marks)
c) The random variable Y has probability density function
2𝑥𝑥, 0 < 𝑥𝑥 < 1
𝑓𝑓(𝑥𝑥) = �
0, otherwise
Find and sketch the cumulative density function of 𝑋𝑋 (5 Marks)
d) Suppose a random variable X has a probability density function given by
𝑐𝑐𝑒𝑒 −2𝑥𝑥 , 𝑥𝑥 > 0
𝑓𝑓(𝑥𝑥) = �
0, otherwise
i) Find the value of the constant 𝑐𝑐 (3 Marks)
ii) Find the value of 𝑝𝑝(1 < 𝑋𝑋 < 2) (3 Marks)
e) Consider the random variable 𝑋𝑋 whose moment generating function is given
by
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𝑀𝑀𝑋𝑋 (𝑡𝑡) = (3𝑒𝑒 𝑡𝑡 + 𝑒𝑒 −𝑡𝑡 ) for − ∞ < 𝑡𝑡 < ∞
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Determine
i) 𝐸𝐸(𝑋𝑋) (3 Marks)
ii) 𝑉𝑉𝑉𝑉𝑉𝑉(𝑋𝑋) (2 Marks)
f) A biased coin, twice as likely to come up heads as tails, is tossed once. If it
shows heads, a chip is drawn from urn I, which contains three white chips
and four red chips; if it shows tails, a chip is drawn from urn II, which
contains six white chips and three red chips. Given that a white chip was
drawn, what is the probability that the coin came up tails? (5 Marks)

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Question Two (20 Marks)

a) In a certain large population, the heights 𝑋𝑋 of adult females can be assumed


to have a Normal distribution with mean 160 cm and variance 100 cm2.
i) Find the probability that a randomly chosen woman is more than 174
cm tall. (4 Marks)
ii) Find the probability that a randomly chosen woman is within 4 cm of
the population mean height. (4 Marks)
iii) Given that a randomly chosen woman is more than 174 cm tall, find
the probability that she is more than 179.6 cm tall. (4 Marks)
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b) A random variable Y has the moment generating function 𝑀𝑀𝑌𝑌 (𝑡𝑡) = 𝑒𝑒 3𝑡𝑡+8𝑡𝑡 .
Calculate 𝑝𝑝(−1 ≤ 𝑌𝑌 ≤ 9) (8 Marks)

Question Three (20 Marks)

a) Explain carefully why a continuity correction is needed when a discrete


random variable is approximated by a continuous random variable in order
to calculate a probability for the discrete random variable. (3 Marks)
b) Explain when a Poisson approximation or a Normal approximation to a
binomial probability may be used, carefully distinguishing between the two.
(4 Marks)
c) A fair die is thrown 300 times. Find an approximation to the probability that
there are fewer than 45 sixes. (5 Marks)
d) The number of accidents in a factory in one working week has a Poisson
distribution with mean 0.2.
i) What is the distribution of the number of accidents in this factory in
three years, comprising 150 working weeks (regarded as independent)?
(4 Marks)
ii) Find an approximation to the probability that in three years there are
35 or more accidents. (4 Marks)

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Question Four (20 Marks)

a) In Maseno, the weather on any day is dry with probability 2/3 and wet with
probability 1/3, the weather on different days being independent.
i) Find the probability that the next three days are dry. (2 Marks)
ii) Find the probability that exactly two of the next three days are wet.
(3 Marks)
b) A Maseno resident walks his dog with probability 0.9 when it is dry but with
probability 0.6 when it is wet. If it is known that he walked his dog last
Tuesday, what is the probability that last Tuesday was dry in Maseno?
(5 Marks)
c) The random variable 𝑋𝑋 follows the binomial distribution with probability mass
function
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𝑝𝑝𝑋𝑋 (𝑥𝑥) = � � 𝑝𝑝 𝑥𝑥 (1 − 𝑝𝑝)3−𝑥𝑥 , 𝑥𝑥 = 0, 1, 2, 3, 0 < 𝑝𝑝 < 1
𝑥𝑥
i) Write down 𝐸𝐸(𝑋𝑋), 𝑉𝑉𝑉𝑉𝑉𝑉(𝑋𝑋) and 𝑝𝑝(𝑋𝑋 = 1) in terms of the parameter 𝑝𝑝
(5 Marks)
ii) Find 𝑝𝑝(𝑋𝑋 = 0|𝑋𝑋 < 2) and 𝑝𝑝(𝑋𝑋 = 1|𝑋𝑋 < 2), simplifying your answers as far
as possible (5 Marks)

Question Five (20 Marks)

The random variable Y has probability density function


𝑓𝑓𝑌𝑌 (𝑦𝑦) = 𝑘𝑘(𝑦𝑦 + 𝑦𝑦 3 ) for 0 < 𝑦𝑦 < 2
and zero otherwise, where 𝑘𝑘 is a positive constant.
a) Determine the value of 𝑘𝑘 (4 Marks)
b) Show that the cumulative distribution function is
0, 𝑦𝑦 ≤ 0,
𝑦𝑦 2 𝑦𝑦 2 + 2
𝐹𝐹(𝑦𝑦) = � � �, 0 < 𝑦𝑦 < 2,
12 2
1, 𝑦𝑦 ≥ 2.

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c) Hence find 𝑝𝑝(0.5 < 𝑌𝑌 < 1.5) (8 Marks)
d) Find the variance of Y. (8 Marks)

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