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QUESTION PAPER LAYOUT:

This question paper consists of 9 questions (pp. 1-12) and statistical tables (pp.
13). Please ensure that your question paper is complete.

Mark:
60
Paper C STA02A2 (Probability Theory)

QUESTION 1 [6]

1.1) Consider a sample space Ω = {ω1 , ω2 , ω3 , ...}. Suppose that A and B are events
defined on Ω. Define a probability measure on the sample space Ω. (4)

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1
1.2) If P (A) = 3
and P (B c ) = 14 , can A and B be disjoint? Explain. (2)

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Paper C STA02A2 (Probability Theory)

QUESTION 2 [4]
Suppose that chips for an integrated circuit are tested and the probability that they are
detected as defective is 0.95, and the probability that they are declared sound if in fact
they are sound is 0.97. If 5% of the chips are faulty, what is the probability that a chip
that is declared faulty is sound?

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Paper C STA02A2 (Probability Theory)

QUESTION 3 [9]
A certain river floods every year. Suppose that the low-water mark is set at 1 and the
high water mark Y has a distribution function

1
FY (y) = 1 − , 1 ≤ y < ∞.
y2

3.1) Verify that FY (y) is a cumulative density function (cdf). (3)

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3.2) Find the probability density function (pdf) of Y . (2)

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Paper C STA02A2 (Probability Theory)

3.3) Suppose the water level of a downstream dam, X is related the the water level of
the river. That is X = Y 2 . Find the probability density function for X. (4)

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Paper C STA02A2 (Probability Theory)

QUESTION 4 [14]

Consider the bivariate density function


4xy if 0 ≤ x ≤ 1, 0≤y≤1
fXY (x, y) =
0 otherwise.
4.1) Find the marginal density function of Y . (3)

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Paper C STA02A2 (Probability Theory)

4.2) Find the P (X ≤ 1/2 | Y ≥ 3/4). (6)

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Paper C STA02A2 (Probability Theory)

 
4.3) Find E X|Y = y . (5)

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Paper C STA02A2 (Probability Theory)

QUESTION 5 [5]
Let X1 , ..., Xn be random variables.
5.1) Under what condition will (1)
n
! n
X X
V ar Xi = V ar(Xi ).
i=1 i=1

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5.2) Apply (5.1) to find the variance of a binomial random variable Y . (4)

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Paper C STA02A2 (Probability Theory)

QUESTION 6 [5]
Suppose that Y has a Poisson distribution with parameter λ, but λ varies from time to
time according to an exponential distribution with parameter α, where α > 0. Find E(Y )
using the law of total expectation.

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Paper C STA02A2 (Probability Theory)

QUESTION 7 [6]
Suppose that X is uniformly distributed on the interval (0, 1).

7.1) Find the moment generating function for X. (3)

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7.2) If a and b are constants, derive the moment generating function of V = aX − b and
state the distribution of V . (3)

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Paper C STA02A2 (Probability Theory)

QUESTION 8 [7]
In a single-server queue model, Ti is the time between the arrival of the (i − 1)th and
ith customers. Furthermore, one of the models assumptions is that the Ti are inde-
pendent, Exp(0.5) distributed random variables. Find the normal approximation of
P (T1 + · · · + T30 ≤ 60).

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Paper C STA02A2 (Probability Theory)

QUESTION 9 [4]

Let X1 , ..., Xn be a random sample of independent N (µ, σ 2 ) random variables. Describe,

with explanation, the distribution of
X̄ − µ
,
√S
n

where
v
n u n
1X u 1 X
X̄ = Xi and S = t (Xi − X̄)2 .
n i=1 n − 1 i=1

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Paper C STA02A2 (Probability Theory)

Cumulative Normal Distribution - Values of P

Corresponding to zp for the Normal Curve.

z is the standard normal variable. The value of P

for −zp equals 1 minus the value of P for +zp ; for
example, the P for -1.62 equals 1 - .9474 = .0526.

zp 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879
0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389
1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015
1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177
1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319
1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545
1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633
1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706
1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767
2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817
2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857
2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890
2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952
2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986
3.0 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990
3.1 0.9990 0.9991 0.9991 0.9991 0.9992 0.9992 0.9992 0.9992 0.9993 0.9993
3.2 0.9993 0.9993 0.9994 0.9994 0.9994 0.9994 0.9994 0.9995 0.9995 0.9995
3.3 0.9995 0.9995 0.9995 0.9996 0.9996 0.9996 0.9996 0.9996 0.9996 0.9997
3.4 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9998

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