School of Applied Mathematics and Informatics: H H H H H H
School of Applied Mathematics and Informatics: H H H H H H
Question 2 (2.0 points) Let X be an exponential random variable with parameter λ = 5 and
define Y = [X], the largest integer in X , (i.e. [x] = 0 for 0 ≤ x < 1, [x] = 1 for 1 ≤ x < 2 etc.)
(a) What is P [Y = 10]?
(b) Let Y represent the number of periods that a machine is in use before failure. What is the
probability that the machine is still working at the end of the 10th period given that it does
not fail before the 6th period?
Question 3 (2.0 points) Two students, A and B, are working independently on homework
(not necessarily for the same class). Student A takes X1 ∼ Exponential(λ1 ) hours to finish his
or her homework, while B takes X2 ∼ Exponential(λ2 ) hours.
(a) Find the cumulative distribution function and probability density function of X
X1 , the ratio
2
Question 4 (4.0 points) Independent random samples of n1 = 100 and n2 = 100 observations
were selected from two normal populations, Y1 ∼ N(µ1 ; σ12 ) and Y2 ∼ N(µ2 ; σ22 ):
Population 1 Population 2
Sample mean y 1 = 35.685 y 2 = 35.8
2
Sample variance s1 = 0.7305 2
s2 = 1.2221
(a) Find a 99% confidence interval for E(Y1 ) = µ1 .
(b) How large a sample is needed in Question 4(a) if we wish to be 95% confident that our
sample mean will be within 0.12 of the true mean?
(c) Suppose you wish to detect a difference between the population means. Conduct the test
and state your conclusions. Use a 0.05 level of significance.
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Appendix:
1 Rx −t2 /2
The standard normal CDF Φ(x) = √ e dt Critical values of the t-distribution
2π −∞
HH α
x 1, 645 1, 960 2, 330 2, 575 HH 0,950 0,990 0,995
n HH
Φ(x) 0, 9500 0, 9750 0, 9901 0, 9950 15 1, 753 2, 602 2, 947