Khalifa University Academic Year 2020-2021 -Spring 2021

MATH 243 - Probability and Statistical Inference Emilio Porcu, Berihu Teklu

Final Exam Wednesday May 24th, 2021

Duration: 120 minutes
Partial credits will be assigned based upon the correctness, completeness and clarity of your
solutions. Correct answers without proper justification will not receive full credit.

Full Name: Student ID: 1000

PROBLEM 1

[3 points] During transmission over a certain binary communication channel, it is equally likely to send either
a 1 or a 0. The probability of error given that a 1 was sent is 2/9, while the probability of an error given that
a 0 was sent is 1/9.

(a) What is the probability that a 1 is received?

(b) What is the probability that an error occurs?

(c) What is the probability that a 1 was sent, given that a 1 was received?

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PROBLEM 2

[6 points] Suppose buses arrive completely at random at a certain bus stop, and the number of buses that
arrive in a time period of length β is a random variable with mean β/5.

(a) What is the PMF of N , pN (n), the number of buses that arrive in β minutes?

(b) What is the probability that no buses arrive in a 10-minute interval?.

(c) How much time should you allow so that with probability 0.99 at least one bus arrives?

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PROBLEM 3

[6 points] Toss a fair coin 5 times. Let X be the total number of Heads among the first three tosses and Y
the total number of Heads among the last three tosses. (Note that, if the third toss comes out Heads, it is
counted both into X and into Y ).

(a) Write down the joint probability mass function of X and Y .

(b) Are X and Y independent? Explain.

(c) Compute the conditional probability P(X ≥ 2|X ≥ Y ).

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PROBLEM 4

[2 points] The volume of water in commercially supplied fresh drinking water containers is approximately Nor-
mally distributed with mean µ = 3 and variance σ 2 = 9. Compute the probability of the event, P(X 2 ≤ 9).
You may express your answer in terms of the Φ-function.

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PROBLEM 5

[8 points] Let X and Y be random variables that have the joint probability density function (pdf)
(
c(x + y) for 0 ≤ x ≤ 1, 0 ≤ y ≤ 1,
fX,Y (x, y) =
0 otherwise.

(a) Find the value of the constant c that makes the function fX,Y (x, y) a valid joint pdf.

(b) Find the marginal probability PDFs of both X and of Y .

(c) What is P(X > Y |X < 1/2)?

(d) Find fY (y|x), the conditional probability distribution of Y given X = x.

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PROBLEM 6

[4 points] A continuous random variable X is said to have an Exponential (λ) distribution if it has probability
density function
(
λe−λx for x > 0,
fX (x|λ) =
0 for x ≤ 0.
where λ > 0 is called the rate of the distribution.

(a) Show that the moment-generating function of X is

 
t
MX (t) = 1 −
λ

(b) Use MX (t) to find the mean of X.

(c) Use MX (t) to find the variance of X.

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PROBLEM 7

[2 points] (a) Suppose that X and Y are random variables with E(X) = E(Y ) = 0, and V ar(X) = 1, and
suppose we know X is independent from X + Y . What is the covariance between X and Y ?

[2 points] (b) Let X have probability density function (pdf) given by

(
1 2 −x
2x e for x > 0,
fX (x) =
0 for x ≤ 0.
Compute the moment generating function of X and use it to compute V ar(X).

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PROBLEM 8

[2 points] The mean IQ of a randomly selected student from a specific university is µ; its variance is 150.
A psychologist wants to estimate µ. To do so, for some n, she takes a sample of size n of the students at
random and independently and measures their IQ’s. Then she finds the average of these numbers. How large
a sample should she choose to make at least 92% sure that the average is accurate within ±3 points?

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PROBLEM 9

[2 points] Let X denote a random variable with pdf

(
1
x2 for 1 < x < ∞,
fX (x) =
0 otherwise.
Consider a random sample of size 72 from this distribution. Compute approximately the probability that 50
or more observations of the random sample are less than 3.

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PROBLEM 10

[3 points] Consider a random sample, x1 , x2 , ..., xn , from a population, with the parameter, θ, and a density
function

(
1 −|x−θ|
2e for − ∞ < x < ∞,
fX (x) =
0 otherwise.

(a) Write out the likelihood function.

(b) Write out the equation that, when solved, will give the maximum likelihood estimator of θ.

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 Tables 861

Table of the Standard Normal Distribution Function

x  
(x) = −∞ (2π)1 1/2 exp − 21 u2 du

x (x) x (x) x (x) x (x) x (x)

0.00 0.5000 0.60 0.7257 1.20 0.8849 1.80 0.9641 2.40 0.9918
0.01 0.5040 0.61 0.7291 1.21 0.8869 1.81 0.9649 2.41 0.9920
0.02 0.5080 0.62 0.7324 1.22 0.8888 1.82 0.9656 2.42 0.9922
0.03 0.5120 0.63 0.7357 1.23 0.8907 1.83 0.9664 2.43 0.9925
0.04 0.5160 0.64 0.7389 1.24 0.8925 1.84 0.9671 2.44 0.9927
0.05 0.5199 0.65 0.7422 1.25 0.8944 1.85 0.9678 2.45 0.9929
0.06 0.5239 0.66 0.7454 1.26 0.8962 1.86 0.9686 2.46 0.9931
0.07 0.5279 0.67 0.7486 1.27 0.8980 1.87 0.9693 2.47 0.9932
0.08 0.5319 0.68 0.7517 1.28 0.8997 1.88 0.9699 2.48 0.9934
0.09 0.5359 0.69 0.7549 1.29 0.9015 1.89 0.9706 2.49 0.9936
0.10 0.5398 0.70 0.7580 1.30 0.9032 1.90 0.9713 2.50 0.9938
0.11 0.5438 0.71 0.7611 1.31 0.9049 1.91 0.9719 2.52 0.9941
0.12 0.5478 0.72 0.7642 1.32 0.9066 1.92 0.9726 2.54 0.9945
0.13 0.5517 0.73 0.7673 1.33 0.9082 1.93 0.9732 2.56 0.9948
0.14 0.5557 0.74 0.7704 1.34 0.9099 1.94 0.9738 2.58 0.9951
0.15 0.5596 0.75 0.7734 1.35 0.9115 1.95 0.9744 2.60 0.9953
0.16 0.5636 0.76 0.7764 1.36 0.9131 1.96 0.9750 2.62 0.9956
0.17 0.5675 0.77 0.7794 1.37 0.9147 1.97 0.9756 2.64 0.9959
0.18 0.5714 0.78 0.7823 1.38 0.9162 1.98 0.9761 2.66 0.9961
0.19 0.5753 0.79 0.7852 1.39 0.9177 1.99 0.9767 2.68 0.9963
0.20 0.5793 0.80 0.7881 1.40 0.9192 2.00 0.9773 2.70 0.9965
0.21 0.5832 0.81 0.7910 1.41 0.9207 2.01 0.9778 2.72 0.9967
0.22 0.5871 0.82 0.7939 1.42 0.9222 2.02 0.9783 2.74 0.9969
0.23 0.5910 0.83 0.7967 1.43 0.9236 2.03 0.9788 2.76 0.9971
0.24 0.5948 0.84 0.7995 1.44 0.9251 2.04 0.9793 2.78 0.9973
0.25 0.5987 0.85 0.8023 1.45 0.9265 2.05 0.9798 2.80 0.9974
0.26 0.6026 0.86 0.8051 1.46 0.9279 2.06 0.9803 2.82 0.9976
0.27 0.6064 0.87 0.8079 1.47 0.9292 2.07 0.9808 2.84 0.9977
0.28 0.6103 0.88 0.8106 1.48 0.9306 2.08 0.9812 2.86 0.9979
0.29 0.6141 0.89 0.8133 1.49 0.9319 2.09 0.9817 2.88 0.9980
0.30 0.6179 0.90 0.8159 1.50 0.9332 2.10 0.9821 2.90 0.9981
0.31 0.6217 0.91 0.8186 1.51 0.9345 2.11 0.9826 2.92 0.9983
0.32 0.6255 0.92 0.8212 1.52 0.9357 2.12 0.9830 2.94 0.9984
0.33 0.6293 0.93 0.8238 1.53 0.9370 2.13 0.9834 2.96 0.9985
0.34 0.6331 0.94 0.8264 1.54 0.9382 2.14 0.9838 2.98 0.9986
0.35 0.6368 0.95 0.8289 1.55 0.9394 2.15 0.9842 3.00 0.9987
0.36 0.6406 0.96 0.8315 1.56 0.9406 2.16 0.9846 3.05 0.9989
0.37 0.6443 0.97 0.8340 1.57 0.9418 2.17 0.9850 3.10 0.9990
0.38 0.6480 0.98 0.8365 1.58 0.9429 2.18 0.9854 3.15 0.9992
0.39 0.6517 0.99 0.8389 1.59 0.9441 2.19 0.9857 3.20 0.9993
0.40 0.6554 1.00 0.8413 1.60 0.9452 2.20 0.9861 3.25 0.9994
0.41 0.6591 1.01 0.8437 1.61 0.9463 2.21 0.9864 3.30 0.9995
0.42 0.6628 1.02 0.8461 1.62 0.9474 2.22 0.9868 3.35 0.9996
0.43 0.6664 1.03 0.8485 1.63 0.9485 2.23 0.9871 3.40 0.9997
0.44 0.6700 1.04 0.8508 1.64 0.9495 2.24 0.9875 3.45 0.9997
0.45 0.6736 1.05 0.8531 1.65 0.9505 2.25 0.9878 3.50 0.9998
0.46 0.6772 1.06 0.8554 1.66 0.9515 2.26 0.9881 3.55 0.9998
0.47 0.6808 1.07 0.8577 1.67 0.9525 2.27 0.9884 3.60 0.9998
0.48 0.6844 1.08 0.8599 1.68 0.9535 2.28 0.9887 3.65 0.9999
0.49 0.6879 1.09 0.8621 1.69 0.9545 2.29 0.9890 3.70 0.9999
0.50 0.6915 1.10 0.8643 1.70 0.9554 2.30 0.9893 3.75 0.9999
0.51 0.6950 1.11 0.8665 1.71 0.9564 2.31 0.9896 3.80 0.9999
0.52 0.6985 1.12 0.8686 1.72 0.9573 2.32 0.9898 3.85 0.9999
0.53 0.7019 1.13 0.8708 1.73 0.9582 2.33 0.9901 3.90 1.0000
0.54 0.7054 1.14 0.8729 1.74 0.9591 2.34 0.9904 3.95 1.0000
0.55 0.7088 1.15 0.8749 1.75 0.9599 2.35 0.9906 4.00 1.0000
0.56 0.7123 1.16 0.8770 1.76 0.9608 2.36 0.9909
0.57 0.7157 1.17 0.8790 1.77 0.9616 2.37 0.9911
0.58 0.7190 1.18 0.8810 1.78 0.9625 2.38 0.9913
0.59 0.7224 1.19 0.8830 1.79 0.9633 2.39 0.9916

“Table of the Standard Normal Distribution Function” from HANDBOOK OF STATISTICAL TABLES
by Donald B. Owen. © 1962 by Addison-Wesley.

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