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MATH 2131 FINAL EXAM Thursday, April 12th; 180 minutes

NAME:

STUDENT NUMBER:

READ THE FOLLOWING CAREFULLY AND SIGN BELOW:

This exam has a total of 11 questions worth 140 points and is written on 11 pages (including this page). Use your time wisely and do not spend too much time on any one question. If you get stuck on something, move on and then come back to it later. The questions are in no particular order.

If you run out of space, use the back of the pages.

No aids other than a non-programmable calculator are allowed. A phone is not a valid calculator.

A separate aid sheet with some densities and tables has been provided for you.

Good Luck!

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DO NOT OPEN UNTIL INSTRUCTED TO DO SO

 Question Max Score Your Score 1 20 2 20 3 15 4 20 5 10 6 10 7 6 8 11 9 18 10 5 11 5 TOTAL 140

(1) Let X and Y have the joint density function

f

(x, y)

=

λ 2 e λx

0

0 y < x <

otherwise.

 (a) (10 marks) Find the marginal densities of X and Y . (b) (5 marks) Find the conditional density of Y given X = x. (c) (5 marks) Find E[Y |X = x].

(2)

(a) (10 marks) State and prove the weak law of large numbers.

 (b) (5 marks) State the central limit theorem. (c) (5 marks) Describe what we learn from each of these results, where they apply, and how they relate to one another.

(3) Let U be uniform random variable on [0, 1]. In each of the following cases, ﬁnd a function g such that g(U ) has the same distribution as the variable X.

 (a) (7 marks) X is exponential with rate λ. (b) (8 marks) X is geometric with probability p.

(4) Let X and Y have the joint density

f (x, y)

=

7 6 (x + y) 2

0

0 x 1, 0 y 1

otherwise.

 (a) (5 marks) Find P (X > Y ). (b) (5 marks) Find the marginal density of X. (c) (5 marks) Find the conditional density of Y |X = x. (d) (5 marks) Are X and Y independent?

(5) (10 marks) Suppose that X and Y are independent standard normal random variables.

Find the density of R = X 2 + Y 2 .

(6) (10 marks) Clearly identify if each statement is TRUE or FALSE.

 (a) The signiﬁcance level of a statistical test is equal to the probability that the null hy- pothesis is true. (b) If the signiﬁcance level of a test is decreased, the power would be expected to in- crease. (c) If a test is rejected at the signiﬁcance level α, the probability that the null hypothesis is true equals α. (d) A type I error occurs when the test statistic falls in the rejection region of the test. (e) A type II error is more serious than a type I error.

(7) In each case below, justify your reasoning fully.

 (a) (3 marks) If X ∼ F n,m , what is the distribution of 1/X? (b) (3 marks) If T ∼ t n , what is the distribution of T 2 ?

(8) A manager wishes to determine whether the mean times required to complete a certain tasks differ for the three levels of employee training. He randomly selected 10 employees with each of the three levels of training (Beginner, Intermediate, and Advanced). Do the data provide sufﬁcient evidence to indicate that the mean times required to complete a certain task differ for the different levels of training? The data is summarized in the table below.

Level of Training

n

x¯

s 2

 Advanced 10 24.2 21.54 Intermediate 10 27.1 18.64 Beginner 10 30.2 17.76
 (a) (8 marks) Test the appropriate hypothesis (as given above) by ﬁlling in the table below. Clearly state your conclusion. Source df SS MS F Treatments 180.067 Error Total 702.527 (b) (3 marks) Based on your conclusion to the hypothesis test in (a), what have you learned from the data?

(9) For the data given in the previous question, you decide to test if there is a difference in the Advanced and Beginner levels, as these appear to be the most different levels. Here is the data again

 Level of Training n x¯ s 2 Advanced 10 24.2 21.54 Beginner 10 30.2 17.76
 (a) (5 marks) Perform the hypothesis test to see if there is a difference in these two levels using α = 0.01. Clearly state the assumptions that you make as you go along. (b) (3 marks) Discuss the validity of this procedure. (c) (10 marks) Assume that σ 2 = 20.00 is known for both the Advanced and Beginner classes. What is the power of the above test when µ advanced − µ beginner = 1?

(10) (5 marks) Use moment generating functions to show that if X follows an exponential distribution, cX (c > 0) does also. Also, identify the new rate parameter.

(11) (5 marks) Show that E[Var(Y |X)] V (Y ).