VERSION B

Exam Probability Theory and Statistics

WI2180LR-II
Monday, January 25, 2016, 13.30-16.30

In this exam you are allowed to use a calculator (not a graphical one). We also hand-out a
formula-sheet (please return this after the exam). Each question has the same weight.
Remarks: Please mark the correct answers on the answer-sheet we hand-out. In case you make a
mistake, please do not cross out the incorrect answer, but remove it. It is very important that you
also fill in your study-number; this will identify you. Also, remember to fill in the version of the
exam; if this is missing the exam will not be graded.
In what follows, all decimals are rounded to the second decimal place.

1. Let A and B be two events such that P(A|B) = 1/4, P(A|A B) = 2/5 and P(B) = 2/3.
Compute P(A).
a. 1/6

b. 1/5

c. 1/4

d. 1/3

e. 2/5

f. 1/2

2. A dart hits a disc of radius r in a completely arbitrary way. What is the probability that the
dart hits a point that is closer to the center than the border of the disc?
a. 0.50

b. 0.50r

c. 0.75

d. 0.75r

e. 0.25

f. 0.25r

3. A family has 3 children: Allan, Bart, Charlie. Find the probability that Allan is older than Bart,
given that Allan is older than Charlie.
a. 0.33

b. 0.67

c. 0.25

d. 0.75

e. 0.20

f. 0.80

4. Suppose that 20% of the e-mail messages you receive are spam. A spam message contains the
word lottery with probability 0.70. If a message is not spam the probability that it contains the
word lottery is 0.05. Compute the probability that given that you receive a message containing
the word lottery this is spam.
a. 0.30

b. 0.70

c. 0.22

d. 0.78

e. 0.37

f. 0.63

5. Let X and Y be two independent random variables with uniform distribution U (0, 1). Find the
expectation of |X Y |.
a. 1

b. 0.25

c. 0.50

d. 0

e. 0.67

f. 0.33

6. A box contains 50 pills. The weight of each pill can be modeled via a random variable with
expectation 1.2g and variance 0.09g and it is independent of the weight of the other pills . Use
the Central Limit Theorem to find an approximation to the probability of the net weight of the
box being less than 59g.
a. 0.68

b. 0.06

c. 0.99

d. 0.01

e. 0.94

f. 0.32

7. Let X1 , . . . , X4 be a random sample from U (0, ) with > 0 unknown. Let M = max{X1 , . . . , X4 }.
Find c such that
P(M c) = 0.90
a. 0.03

b. 0.32

c. 0.56

d. 0.95

e. 0.97

f. 0.10

8. Let X N (2, 6), Y N (2, 8) and Z N (0, 1) be independent random variables. Then,
T = 2X+Y4 +4Z has distribution N (, 2 ) with
a.

= 3/2
= 3/2
b.
2
= 3/2
2 = 3

c.

= 3/2
2 = 6

d.

= 5/2
2 = 3/2

e.

= 5/2
2 = 3

f.

= 5/2
2 = 6



9. Let X be Bin (7, 1/3). Compute E X 2 X .
a. 4.67

b. 1.56

c. -0.78

d. 3.89

e. 7

f. 5.32

10. Let X and Y bet two random variables with E [X] = E [Y ] = 1 variance Var(X) = Var(Y ) = 2
and covariance Cov(X, Y ) = 2.5. Let Z = 2X Y . Compute Cov(Y, Z).
a. 17

b. 7

c. 6.5

d. 3

e. 1.5

f. 8

18.83

25.51

29.90

35.83

45.38

11. To study the lifetime of certain airplane polished window, a data set x1 , . . . , x31 of 31 independent
measurements are collected. The data set has no tie, which is if i =
6 j then xi 6= xj for all
i, j =, . . . , 31. Consider the boxplot based on this data set. Which of the following statements

are correct?
A. Half of the measurements are less than 29.9.
B. Number 29.9 is in the data set.
C. Numbers 25.51 and 35.83 are in the data set.
D. Exactly half of the measurements are in the interval [25.51, 35.83].
a. A only
b. A and B
f. all are correct

c. B and C

d. C and D

e. A, B and C

12. Let X1 , . . . , Xn be a random sample from an Pois (4/5) distribution. Let Yi = 1{Xi 2}, i.e.
Yi = 1 if Xi 2 and Yi
= 0 otherwise. By the Law of Large Numbers, for some a and any  > 0,
limn P |Yn a| >  = 0. Determine a.
a. 0.14

b. 0.05

c. 0.95

d. 0.86

e. 0.80

f. 0.20

13. Let X and Y be independent and exponentially distributed with mean 6 and 3 respectively.
What is the probability that Y is greater than X?
a. 0

b. 0.75

c. 0.67

d. 0.25

e. 0.5

f. 0.33

14. Let X be a random variable with distribution function F . Let > 0, R and G(x) = F ( x
).
Then G is the distribution function of
a. X +

b. (X )/ c. (X )

d. X/
2

e. 2 X +

f. 2 (X )

15. Let X and Y be independent random variables with finite expectation, joint distribution function FX,Y (), and marginal distribution functions FX () and FY (), respectively. The equality
E [X + Y ] = E [X] + E [Y ] holds
a. always
c. only if X and Y are uncorrelated
e. FX () and FY () are the same

b. only if X and Y are independent

d. never
f. only if FX,Y () = FX ()FY ()

16. Let (x1 , y1 ), . . . , (xn , yn ) be a bivariate dataset modeled via a simple linear regression model, i.e.
Yi = + xi + Ui

for i = 1, . . . , n,

where Ui are independent random variables with E [Ui ] = 0 and Var(Ui ) = 2 . Suppose and
are estimated via the Least Square Method. The residuals ri of this procedure are equal to
A. the difference between the actual values of yi and the estimated values of yi .
B. the quantities that are minimized in the least square method.
C. the vertical distance between the ith point and the estimated regression line.
a. A only

b. B only

c. C only

d. A and B

e. A and C

f. B and C

17. The procedure we have studied for constructing a 90% confidence interval for the mean of a
random sample guarantees that
A. If we take repeated samples, approximately 90% of the confidence intervals calculated from
those samples would contain the sample mean.
B. If we take repeated samples, approximately 90% of the confidence intervals calculated from
those samples would contain .
C. If we take repeated samples, the sample mean would equal in approximately 90% of the
samples.
a. A only

b. B only

c. C only

d. A and B

e. A and C

f. B and C

18. A quality control specialist for a restaurant chain takes a random sample of size 6 to check the
amount of soda served in the 16 oz. serving size. The sample mean is 13.30 oz. with a sample
standard deviation of 1.55 oz.. Assume that the amount of soda served is normally distributed
N (, 2 ). Find the 95% confidence interval for .
a. (11.96, 14.63) b. (12.02, 14.58) c. (11.67, 14.93) d. (11.75, 14.85) e. (12.26, 14.34)
f. (12.06, 14.54)
19. Let X1 , . . . , X2n be a random sample from a distribution with finite variance 2 . Suppose we
estimate the expectation of the distribution with the sample mean of the first n elements of the
n and with the sample mean of the whole sample, i.e. X
2n . What is the
random sample, i.e. X

relative efficiency Var Xn /Var X2n ?

a. 1

b. 2

c. 0.5

d. 0.25

20. Let X1 , X2 , X3 be a random sample from Bin (4, p). Let T =

Compute the bias of T .
a. p/4

b. 2p

c. p/4

d. 2p

e. 4
X1 +X2 +X3
4

e. 3p

f. 0.33
be an estimator of p.
f. 3p/4

21. Let X1 , . . . , X5 be a random sample from a geometric distribution with parameter p (0, 1). Let
2, 4, 6, 4, 3 be a realization of X1 , . . . , X5 . Compute the maximum likelihood estimate of p
based on the given dataset.
a. 0.26

b. 0.74

c. 0.5

d. 0.17
3

e. 0.79

f. 0.21

22. Below you find the sketch of a density function f (x). Identify expectation and median of the
distribution with density f (x).
f (x)

a. A is the expectation and B is the median b. A is the expectation and C is the median
c. B is the expectation and C is the median d. A is the median and B is the expectation
e. A is the median and C is the expectation f. B is the median and C is the expectation
23. Let x1 , . . . , x6 be a realization of a random sample X1 , . . . , X6 from a Ber (p) distribution.
It is
1 P6
2
given that the realized sample mean x
6 = 0.3. Compute the sample variance s6 = 5 i=1 (xi x
6 )2 .
a. 0.21

b. 0.25

c. 0.33

d. 0.66

e. 0.75

f. 0.79

24. Let X1 , . . . , X4 be a random sample from a N (, 4) distribution. We test H0 : = 6 against

4 as test statistic. Compute the p-value corresponding to
H1 : = 9. We use the sample mean X
x
4 = 7.
a. 0.46

b. 0.64

c. 0.02

d. 0.98

e. 0.16

f. 0.84

25. Let X1 , . . . , Xn be a random sample from a Exp () distribution. We test H0 : = 2 against

H1 : = 3. We use X1 as test statistic. We reject H0 in favor of H1 if X1 < 0.25. Compute the
probability of committing type I error.
a. 0.12

b. 0.88

c. 0.53

The grade will be computed as:

d. 0.47

e. 0.39

number of questions answered correctly 10

25

f. 0.61

Answers multiple choice questions:

1 d.
2 e.
3 b.
4 d.
5 f.
6 f.
7 c.
8 b.
9 a.
10 d.
11 e.
12 c.
13 c.
14 a.
15 a.
16 e.
17 b.
18 c.
19 b.
20 b.
21 a.
22 f.
23 b.
24 e.
25 e.

Explanations of the multiple choice questions:

1 d. Note that P(A B) = P(B) P(A|B) = 1/6 and P(A B) = P(A) + P(B) P(A B). Therefore,
we have
P(A)
P(A)
2/5 = P(A|A B) =
=
.
P(A) + P(B) P(A B)
P(A) + 2/3 1/6
Solving this we find P(A) = 1/3.
2 e. The answer is the ratio between favorable cases (which is the area close to the center with radius
2
1/2) over all possible cases (which is the complete area of the disc), which is rr/4
2 = 1/4.

3 b. Let A, B, and C be the age of Allan, Bart, and Charlie respectively. Given that Allan is older
than Charlie the following are possible A > B > C, A > C > B and B > A > C. In two cases out of
three Allan would be older than Bart. Thus, 2/3.
Alternatively we can compute P ({A > B}|{A > C}) = P ({A>B}{A>C})
. On the one hand we have
P ({A>C})
1
2
P ({A > C}) = 2 and on the other P ({A > B} {A > C}) = 6 since {A > B} {A > C} = {{A >
B > C}, {A > C > B}} and we have in total 3! = 6 possible combinations.
4 d. Let S be the event the message is spam and W the event the message contains the word
lottery. We have P(S) = 0.20, P(W |S) = 0.70 and P(W |S c ) = 0.05. We have to compute P(S|W ) =
P(W |S)P(S)
0.70.2
P(W |S)P(S)+P(W |S c )P(S c ) = 0.70.2+0.050.8 = 0.78.
5 f. Let V = |X Y |. E [V ] =

R1R1
0

|x y|dxdy =

R1R1
0

(x y)dxdy +

R1Ry
0

(y x)dxdy = 13 .

6 f. Let Xi be the weight of the i-th pill. Then we are asked to find an approximation to
P(X1 + + Xn < 59). Let Z N (0, 1) then P(X1 + + Xn < 59) = P(Z < 0.47) = P(Z > 0.47) =
0.3192




4
M
4
7 c. We have P M
c = 1 P < c = 1 P(X1 c) = 1 c . Therefore, we look for c such
4
that c = 0.10, which is c 0.5623
8 b. Note that E [T ] = 1/4(2E [X] + E [Y ] + 4E [Z]) = 3/2, and Var(T ) = 1/16(4Var(X) + Var(Y ) +
16Var(Z)) = 3.
9 a.

 
E X 2 X = E X 2 E [X] = Var(X) + E [X]2 E [X] = 14/9 + (7/3)2 7/3 = 4.67.
 
10 d. First, note that E Y 2 = Var(Y ) + E [Y ]2 = 3 and E [XY ] = Cov(X, Y ) + E [X] E [Y ] = 3.5.
 
Therefore, Cov(X, Z) = 2E [XY ] E Y 2 2E [X] E [Y ] + E [Y ]2 = 3.
11 e. Because there is no tie in the data set, we have x(1) < x(2) < ... < x(31) . Hence, x(16) = 29.9 is
the median; qn (0.25) = x(8) = 25.51; and qn (0.75) = x(24) = 35.83. There are 17 observations, namely,
x(8) , ..., x(24) lie in [25.51, 35.83], so more than half.
6

12 c. Note that Y1 Ber (p) with p = P(Xi 2). Thus, a = E [Yi ] = P(Xi 2) = e4/5 (1 + 4/5 +
16/50) 0.953
13 c. Using that X and Y are independent we obtain the joint pdf as product of marginals, i.e.
f (x, y) = 1/18ex/6y/3 if x 0 and y 0 and f (x, y) = 0 otherwise. Therefore,
Z Z y
Z
1 y/3
P(Y > X) =
f (x, y)dxdy =
e
(1 ey/6 )dy = 1/3
3 0
0
0
x

14 a. F ( x
= P(X + x) = G(x). Thus, G is the distribution function of
) = P X
X + .
15 a. Expectation is always linear.
16 e.
17 b.

18 c. The confidence interval is computed as (13.30 2.571 1.55/ 6)

n /Var X
2n =
19 b. This is exercise 20.1 of the textbook. Var X

2 /n
2 /2n

=2.

20 b. Note that E [T ] = 3/4E [X1 ] = 3p. Therefore, the bias is 2p.

21 a. The likelihood of the given dataset is p5 (1 p)14 , and the log-likelihood 5 ln(p) + 14 ln(1 p).
Solving for the derivative of the (log-)likelihood equal to 0, we find that the maximum of this function
is attained at p = 5/19 0.26.
22 f. Since this distribution is right-skewed both the expectation and the median with be larger then
the location of the mode. Moreover the expectation is more sensitive to the elements in the tail
compared to the median. Thus, the expectation is larger than the median. Roughly speaking, you can
see this by interpreting the the median as the quantity that divides the area under the plot into two
equal areas while the expectation as a center of gravity.
P
23 b. Since the sample is from a Bernoulli distribution xi = x2i for all i. Thus, s26 = 15 ( 6i=1 xi
P
2
x6 20
x26 ) = 65 (
x6 x
26 ) = 0.252.
i=1 xi 6


4 is large. Therefore, the p-value is determined by P X
4 7|H0 =
24 e. Clearly we
would reject H0 if X


4 7| = 6 . Note that under H0 , X
4 N (6, 4/4) and let Z N (0, 1). Then, P X
4 7| = 6 =
P X
P(Z 1) 0.16.
25 e. The type I error is P(X1 < 0.25|H0 ) = P(X1 < 0.25| = 2) = 1 e20.25 = 0.39.