MA 2212

Polytechnic Institute of NYU MIDTERM

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SAMPLE

Directions: You MUST SHOW ALL YOUR WORK as neatly and clearly as possible and indicate the nal answer clearly. You may use a calculator.

Problem Possible 1 2 3 4 5 5 Total 15 15 20 15 20 15 100

Points

2 (1) (15 points) Telephone calls arrive a college switchboard at an average rate of 3 calls every 4 minutes according to a Poisson process. (a) Find the probability that there will be at least 3 calls in the next 12 minutes. (b) Find the probability that there will be no calls in the next 12 minutes.

3 (2) (15 points) A committee of 16 persons is selected randomly from a group of 400 people, of whom are 240 are women and 160 are men. Approximate the probability that the committe contains at least 3 women.

4 (3) (20 points) The probability mass function (p.m.f.) of some random variable X is f (0) = 0.4 f (x) = cx if x = 1, 2, 3

(a) Determine c. (b) What are the mean, variance and standard deviation of X ?

5 (4) (15 points) The 2% of certain candy is underweight, and you buy 60 candies. Approximate the probability that at most 4 candies are underweight among the 60.

6 (5) (20 points) For a random variable X , the mean is E (X ) = 0.6, and the probability mass function (p.m.f.) of is a + bx if x = 0, 1. (a) Determine a, b. (b) What are the variance and the standard deviation of X ?

7 (6) (15 points) The results of rolling a six-sided dice ve times are x1 = 4, x2 = 1, x3 = 3, x4 = 6, x5 = 3. (a) Determine the sample mean, sample variance and sample standard deviation. (b) Based on the answers in (a), may the data be approximated by a Poisson distribution?

8 Some denitions and formulas you might nd useful (1) For a random sample x1 , x2 , . . . , xn , the sample mean and the sample variance are dened as n n 1 1 2 x = xi and s = ( xi x )2 . n i=1 n 1 i=1 And the sample standard deviation is simply s = s2 . (2) P (n, r) = n! ; (n r)! C (n, r) = n r = n! . r!(n r)!

(3) If A and B are any two events, then P (A B ) = P (A) + P (B ) P (A B ). (4) The conditional probability of A, given B , is P (A|B ) = P (A B ) , if P (B ) > 0. P (B )

(5) Events A and B are independent if and only if P (A B ) = P (A)P (B ). Otherwise A and B are called dependent events. (6) (Bayes Theorem) If the events B1 , B2 , . . ., Bk constitute a partition of the sample space S , where P (Bi ) > 0 for i = 1, 2, . . . , k , then for any event A in S such that P (A) > 0, P (Br |A) = P (Br A)
k i=1

P (Bi A)

P (Br )P (A|Br )
k i=1

P (Bi )P (A|Bi )

for r = 1, 2, . . . , k.

(7) If f (x) is the p.m.f. of a discrete random variable X , then = E (X ) =

x possible value

xf (x)

is the expected value, or mean of X . In addition E (X 2 ) =

x possible value

x2 f (x)

is the second moment, and Var (X ) = E [(X )2 ] = E (X 2 ) 2 is the variance, and the standard deviation of X is dened to be = moment generating function of the X above is M (t) =
x possible value

Var X . The

etx f (x)

9 A table for some well-known distributions. (Note: In the following table q = 1 p.) Name Binomial(n, p) f ( x) = p.m.f n x nx p q x m.g.f M (t) = (q + pet )n mean variance np npq

x = 0, 1, 2, . . . , n Geometric(p) f (x) = q x1 p x = 1, 2, . . . Negative Binomial (r, p) x = r, r + 1, r + 2, . . . Poisson() f (x) = e x x! M (t) = e(e 1)

t

M (t) =

pet 1 qet

1 p

q p2

f (x) =

x 1 r x r pq r1

M (t) =

(pet )r (1 qet )r

r p

rq p2

x = 0, 1, 2, . . . Hypergeometric f (x) =
N1 x N2 nx N n nN1 N

(N1 , N2 , N = N1 + N2 , n) x = 0, 1, . . . , min{n, N1 } For Geometric distribution with probability p, the probability that the rst k trials are failures is (1 p)k . Approximation by Poisson distribution (Using the notation of the Table above) Name Binomial(n, p) Approximation n x nx e x p q x! x = np

Hypergeometric

N1 x

N2 nx N n

e x x!

nN1 N