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School of Applied Mathematics and Informatics: H H H H H H

This document contains a final exam for a course in probability and statistics. It consists of 4 questions. Question 1 has two parts about the probability of winning chess games against opponents of unknown skill levels. Question 2 has two parts involving an exponential random variable and the probability a machine fails after a certain number of periods. Question 3 has two parts about the ratio of exponential random variables modeling the time taken by two students to complete homework. Question 4 has three parts involving confidence intervals, sample size determination, and hypothesis testing using data from two normal populations. An appendix defines the standard normal CDF and provides critical t-values.
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0% found this document useful (0 votes)
123 views1 page

School of Applied Mathematics and Informatics: H H H H H H

This document contains a final exam for a course in probability and statistics. It consists of 4 questions. Question 1 has two parts about the probability of winning chess games against opponents of unknown skill levels. Question 2 has two parts involving an exponential random variable and the probability a machine fails after a certain number of periods. Question 3 has two parts about the ratio of exponential random variables modeling the time taken by two students to complete homework. Question 4 has three parts involving confidence intervals, sample size determination, and hypothesis testing using data from two normal populations. An appendix defines the standard normal CDF and provides critical t-values.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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SCHOOL OF APPLIED MATHEMATICS AND INFORMATICS

FINAL EXAM QUESTIONS – 20201


Course: Probability and Statistics (MI2020E). Time: 90 minutes
Question 1 (2.0 points) You are going to play 2 games of chess with an opponent whom you
have never played against before (for the sake of this problem). Your opponent is equally likely
to be a beginner, intermediate, or a master. Depending on which, your chances of winning an
individual game are 85%, 50%, or 25%, respectively.
(a) Congratulations: you won the first game! Given this information, what is the probability
that you will also win the second game (assume that, given the skill level of your opponent,
the outcomes of the games are independent)?
(b) Explain the distinction between assuming that the outcomes of the games are independent
and assuming that they are conditionally independent given the opponent’s skill level. Which
of these assumptions seems more reasonable, and why?

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

of their problem-solving times.


(b) Find the probability that B finishes his or her homework before A does.

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.

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

Student’s full name: ...............................................................................................................

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