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2021 2022 Final

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14 views5 pages

2021 2022 Final

Uploaded by

selina030328
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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I pledge that the answers in this examination are my own and that I will not

seek or obtain an unfair advantage in producing these answers. Specifically,

❖ I will not plagiarize (copy without citation) from any source;


❖ I will not communicate or attempt to communicate with any other person
during the examination; neither will I give or attempt to give assistance to
another student taking the examination; and
❖ I will use only approved devices (e.g., calculators) and/or approved device
models.
❖ I understand that any act of academic dishonesty can lead to disciplinary
action.”

Please reaffirm the honesty pledge by writing “I pledge to follow the Rules
on Academic Honesty and understand that violations may lead to severe
penalties” onto the first examination answer sheet.
1

CITY UNIVERSITY OF HONG KONG

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Course code & title : MA2506/2510 Probability and Statistics

Session : Semester B, 2021-2022

Time Allowed : Three hours

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This paper has four pages. (including this page)

————————————————————————————————————————

Instructions to candidates:

1. Answer all questions.

2. Start each main question on a new page.

3. Show all steps.

————————————————————————————————————————

This is a closed-book examination. Materials, aids & instruments which students are per-
mitted to use during examination:

Approved calculators

————————————————————————————————————————
2

1. (15 marks) Pick k numbers from {1, 2, . . . , N } one by one, with replacement (which
means the same number can appear more than once). Find the probabilities for the
following events:

(a) k distinct numbers are selected.


(b) The number 1 appears exactly m times (m ≤ k).
(c) k distinct numbers are selected and they are strictly increasing.

2. (10 marks) An urn initially contains 5 white and 7 black balls. Each time a ball is
selected its color is noted and it is replaced in the urn along with 2 other balls of the
same color.

(a) Compute the probability that the first 2 balls selected are white and the next
two black.
(b) Compute the probability that, of the first 4 balls selected, exactly 2 are black.
3

3. (15 marks)

(a) Suppose two events A and B are independent and mutually exclusive. Prove
min{P (A), P (B)} = 0
(b) Suppose P (A) = 1 for an event A. Prove A is independent of any event B.
(c) Suppose the cumulative distribution function (CDF) of a random variable X is
given by

1 − (1 + x)e−x x ≥ 0

F (x) =
0 x<0

Find the probability density function (PDF) of X.

4. (10 marks) Assume that Y1 , Y2 , and Y3 are random variables, with E(Y1 ) = 2, E(Y2 ) =
−1, E(Y3 ) = 4, V ar(Y1 ) = 4, V ar(Y2 ) = 6, V ar(Y3 ) = 8, Cov(Y1 , Y2 ) = 1, Cov(Y1 , Y3 ) =
−1, Cov(Y2 , Y3 ) = 0. Find E(3Y1 + 4Y2 − 6Y3 ) and V ar(3Y1 + 4Y2 − 6Y3 ).

5. (15 marks) A coin is flipped independently for 100 times, and let X be the number of
heads.

(a) Find the estimate of P (head) by using method of moment.


(b) Find the estimate of P (head) by using maximum likelihood estimation.
(c) If we observe X = 55, construct a 95% confidence interval for P (head).
4

6. (20 marks) A research article reports a sample of time to repair (min) a rail break in
the high rail on a curved track of a certain railway line. It is believed that the data
follows a normal distribution with known standard deviation 160. The sample size is
16, and the sample mean is 240.

(a) Is there compelling evidence for concluding that true average repair time exceeds
200 min? Conduct a hypothesis test using a significance level 0.05 by calculating
the rejection region.
(b) State the p-value for the test above.
(c) Suppose the true mean is 300, what is the type II error probability of the test in
(a); that is, β(300).

For (b) and (c), you can state your answers in terms of Φ, the cumulative distribution
function of the standard normal distribution.

7. (15 marks) A sample of 25 pieces of laminate used in the manufacture of circuit


boards was selected and the amount of warpage (mm) under particular conditions was
determined for each piece, resulting in a sample mean warpage of 1.94 and a sample
standard deviation of 0.3.

(a) Suppose the amount of warpage follows a normal distribution. Construct a 95%
confidence interval for the true mean warpage.
(b) Suppose a one-sided confidence bound is in need. What is the lower confidence
bound of the 95% one-sided confidence interval.
(c) Suppose that we do not know the distribution of the amount of warpage. Instead,
a random sample of 64 pieces of laminate was selected with the same sample mean
and sample standard deviation. Construct a 95% confidence interval for the true
mean warpage.

For (a) and (b) the final answers can be stated using the notation tn,α to denote the
critical value of the t-distribution with n degrees of freedom and tail probability α.

—END—

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