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Stat 515 Final Exam Practice Problems + Solution: Z Z Z Z

This document contains the solutions to practice problems for a statistics final exam. It includes solutions to 7 practice problems covering topics like probability density functions, expectations, variances, order statistics, and transformations of random variables. For each problem, the student has written out the main steps and circled their final answers. This provides a concise review of key statistical concepts and techniques needed for the final exam.

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Saied Aly Salamah
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72 views4 pages

Stat 515 Final Exam Practice Problems + Solution: Z Z Z Z

This document contains the solutions to practice problems for a statistics final exam. It includes solutions to 7 practice problems covering topics like probability density functions, expectations, variances, order statistics, and transformations of random variables. For each problem, the student has written out the main steps and circled their final answers. This provides a concise review of key statistical concepts and techniques needed for the final exam.

Uploaded by

Saied Aly Salamah
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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Prof. H. K.

Hsieh

Stat 515 Final Exam Practice Problems + Solution


Students Name:

Section:

NOTE: Write main steps of your work clearly and circle your answers.
1. Suppose that the joint p.d.f. of X and Y is given by
f (x, y) = 8xy, 0 < x < y < 1
=0
elsewhere
(a) Verify that the f (x, y) given above is indeed a p.d.f.
Answer:
1

Z
0

8xydxdy =

Z
0

4yx2 ]y0 dy

4[y 3 ]dy = y 4 ]10 = 1.

So, f (x, y) is a pdf.


(b) Find the marginal probability density of X, f1 (x).
Answer:
Z 1
8xydy = 4xy 2 ]1x = 4x(1 x2 ), 0 < x < 1.
f1 (x) =
x

(c) Find the marginal probability density of Y , f2 (y).


Answer:
Z y
8xydy = 4yx2 ]y0 = 4y 3 , 0 < y < 1.
f2 (y) =
0

(d) Are X and Y independent?


Answer: X and Y are not independent as f (x, y) 6= f1 (x)f2 (y). We can also
argue that X and Y can not be independent as x and y in the support of f (x, y)
depend each other.
(e) Find the expected value of X and variance of X.
Answer:
E(X) =

Z
0

xf1 (x)dx =

Z
0

x4x(1x2 )dx = 4[x3 /3x5 /5]10 = 4(1/31/5) = 8/15.

V (X) = E(X 2 ) [E(X)]2 = (work out by yourself).


(f) Find the conditional density fY |x (y) of Y given X = x.
Answer:
f (y|x) = 8xy/[4x(1 x2 )] = 2x/(1 x2 ), 0 < x < y < 1
2. Suppose that X and Y are independent and each has p.d.f.
f (t) = 2t
1

0<t<1

(a) Write down the joint p.d.f. of X and Y , f (x, y) =?, including the support of the
function.
f (x, y) = (2x)(2y) = 4xy, 0 < x < 1, 0 < y < 1.
(b) Draw the line x + y = 21 , indicating the origin and coordinates x and y. Then
indicate the area of x + y < 12 in the support of f (x, y).
(Draw by yourself.)
(c) Find Pr{X + Y < 21 }.
Z 1 Z 1 y
Z 1
1
1
2
2
2
y
4xydxdy =
2y[x2 ]02 dy
Pr{X + Y < } =
2
0
0
0
Z 1
Z 1
1
2
2
=
2y[( y)2 ]dy =
2y[1/4 y + y 2 ]dy
2
0
0

y2 y3 y4
= 2

+
8
3
4
"

#1
2

=
0

1
96

3. Consider gains X1 , X2 (in dollars) of two investiments. Assume that the two gains are
independent and normally distributed with
X1 N (100, 25),

X2 N (50, 16)

noting that the second mean is a negative number. Denote the total gain by T =
X1 + X2 .
(a) What is the distribution of the total gain? That is, give the name, mean and
variance of the distribution of T .
Since T is the sum of two normal variables, T is also a normal variable with
E(T ) = 100 + (50) = 50; V (T ) = 25 + 16 = 41
(b) What is the chance that the total gain will be greater than $60?

P [T > 60] = P [Z > (60 50)/ 41] = P [Z > 1.56] = 0.0594


(c) What are the name, mean, variance, and standard deviation of the distribution
of Y = 2X1 3X2 , respectively?
Y has a normal distribution as it is a linear function of normal variavles. The
mean and variance of Y are
E(Y ) = E[2X1 3X2 ] = 2(100) 3(50) = 200 + 150 = 350
V (Y ) = V [2X1 3X2 ] = 22 (25) + (3)2 (16) = 244
4. Suppose X and Y are independent and each has a uniform distribution in the interval
(0, 1).
(Omit this problem)
(a) Write down the joint pdf of g(x, y) of X and Y .
2

(b) Find the m.g.f. m(t) of X.


(c) Compute the m.g.f. of U , where U = X 2Y .
5. Suppose X and Y are independent and each has a distribution with p.d.f.:
f (t) = 2e2t , for t > 0.
(a) Find the pdf of W = X 2 . (Noting that X has positive support.)
w = x2 which is one-to-one transformation as X is non-negative. The inverse is
1
x = w 2 , and
1 1
dx
= w 2
J=
dw
2
So the pdf of W is
g(w) = 2e2

w1

w 2 = w 2 e2

, for w > 0.

(b) Write down the joint pdf of g(x, y) of X and Y .


f (x, y) = 2e2x 2e2y = 4e2(x+y) , for x > 0, y > 0.
(c) Define U = X + 3Y , and V = Y , then find the joint p.d.f. of U and V .
u = x + 3y, v = y; x = u 3v, y = v, J = 1
u 3v > 0, v > 0 u > 3v > 0
h(u, v) = 4e2[(u3v)+v]] = 4e2(u2v) u > 3v > 0
(d) Find the p.d.f. of U .

h(u) = 4

1
u
3

e2(u2v) dv

0
2u

= 4e

1
u
3

e4v dv

0
1

= e2u [e4v ]03

= e2u [e 3 u 1],

u>0

6. Suppose X1 , X2 , X3 , X4 are independent and each has a distribution with p.d.f.:


f (x) = 2x, for 0 < x < 1.
Let Y1 , Y2 , Y3 , Y4 be their order statistics (Y1 Y2 Y3 Y4 ).
(a)

i. Pr[X1 < t] = 0 t2xdx = t2 , 0 < x < 1


ii. Pr[t1 < X1 < t2 ] = t22 t21 , 0 < t1 t2 < 1
iii. Pr[X1 > t] = 1 t2
R

(b) Find pdf of Y1 .


g1 (y1 ) =

4!
f (y1 )[P (X > y1 ]3 = 4(2y1 )[1 y12 ]3 = 8y1 [1 y12 ]3 , 0 < y1 < 1
1!3!

(c) Find pdf of Y4 .


g4 (y4 ) =

4!
[F (y4 )]3 f (y4 ) = 4[y42 ]3 (2y4 ) = 8y47 , 0 < y4 < 1
3!1!

(d) Find joint pdf of Y1 and Y3 .


g13 (y1 , y3 ) =

4!
(2y1 )[y32 y12 ](2y3 )[1 y32 ], 0 < y1 < y3 < 1
1!1!1!1!

7. Problems in HW#7. (See solution for HW#7)

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