Exam 1 2025 Spring
Exam 1 2025 Spring
E XAM I: 2025-03-25
I NSTRUCTORS
M ARK C. W ILSON
University of Massachusetts Amherst
S TUDENT NAME :
S TUDENT ID N UMBER :
CLOSED BOOK. NO ELECTRONIC DEVICES ALLOWED. PLEASE BE RIGOROUS AND PRECISE AND
SHOW YOUR WORK. IF YOU NEED EXTRA WORKING SPACE, USE THE BACK OF A PAGE. IF YOU HAVE
QUESTIONS DURING THE EXAM, RAISE YOUR HAND. THIS EXAM CONSISTS OF FIVE PROBLEMS THAT
CARRY A TOTAL OF 100 POINTS, AS MARKED. STANDARD DURATION: 75 MINUTES. GOOD LUCK!
1 a+b (b − a + 1)2 − 1
P (X = k) = ; E[X] = ; V [X] =
b−a+1 2 12
• B ERNOULLI : F OR k = 0 OR 1:
1−p IF k=0
P (X = k) = ; E[X] = p; V [X] = p(1 − p)
p IF k=1
• B INOMIAL : F OR k = 0, . . . , n
n
P (X = k) = pk (1 − p)n−k ; E[X] = np V [X] = np(1 − p)
k
• G EOMETRIC : F OR k = 1, 2, 3, . . .
1 1−p
P (X = k) = (1 − p)k−1 · p E[X] = V [X] =
p p2
• P OISSON : F OR k = 0, 1, 2, . . .
λk
P (X = k) = e−λ ; E[X] = λ V [X] = λ
k!
1
Problem 1: (7 + 7 + 6 = 20 points)
For this problem, write each answer as a fraction in simplest terms.
A student is taking a multiple-choice test where each question has 4 possible answers. She knows the
answers to 50% of the questions, and 30% of the time can narrow the answers down to two choices, but
she has no idea about the remaining 20% of questions.
(i) What is the probability that she correctly answers a randomly chosen question from the test?
(ii) If I mark a question I choose uniformly at random and find that she got it right, what is the probability
that she guessed completely?
(iii) If I mark a question I choose uniformly at random and find that she got it wrong, what is the
probability that she guessed completely?
2
Problem 2: (7 + 7 + 6 = 20 points)
Suppose that c is a constant and X is a random variable supported on the set {1, 2, . . . , 10}, having
PMF pX (n) = c/n for 1 ≤ n ≤ 10.
For parts (i) and (ii), simplify and leave your answer in terms of c.
(i) Compute the conditional probability P (X is even | X < 4).
(ii) Compute the value of E[X].
(iii) How would we calculate the value of c? (you don’t need to do the full computation)
3
Problem 3: (7 + 7 + 6 = 20 points)
Suppose I have a coin with probability p of heads (0 < p < 1), and flip it twice. Call this Experiment
E.
(i) Suppose that I repeatedly perform independent runs of Experiment E. What is the expected number
of runs needed (as a function of p) until the first run for which I get both head and tail?
(ii) What is the probability that if I run Experiment E once and I get equal numbers of heads and tails,
that my first toss was a head?
(iii) Explain how I could use the above to simulate a fair coin with my coin.
4
Problem 4: (7 + 7 + 6 = 20 points)
Suppose W denotes the number of major international awards a randomly chosen distinguished speaker
has, while B denotes the number of books they wrote. The joint PMF of W and B is given in the
following table (where c is a variable whose value we will compute later).
Your answers to parts (i)–(iii) should be expressions involving c, simplified as much as possible.
Problem 5: (7 + 7 + 6 = 20 points)
Let X be a continuous random variable with PDF
(
1/x2 if x ≥ 1
fX (x) =
0 if x < 1.
(i) Compute a simple explicit formula for the CDF.
(ii) What is the median of the distribution (the number c such that there is equal probability mass to
the left and the right)?
(iii) What happens if we try to compute E[X]?