A. Theoretical component of the exam. Two theorems should be proven.

Proofs should include all necessary logical steps and references to all the facts (definitions, theorems, lemmas), which are used for this proof. Proofs should be accompanied by the comments in clear English. 1. Prove that the function
f ( x) = 1 4 2 exp( ( x 7) 2 )dx 32

can be a probability

density function of a random variable. What is this random variable? What are its mean and variance? (8 marks) 2.
Prove the following theorem : If the random variable X is normal with parameters and 2 then
2 random variable Z 2 = ( X )

is 2( 1 ) destributed.

Use the fact that p.m.f. for 2 (1) is :

2 (1) =

1 2 ( 1 ) 2

x 2e

x 2

1 2 2 x e 2

( ( 1 ) = ) 2
(10 marks)

B. Exam problems 3. X is a discrete random variable whose characteristic function is equal to

f (t ) = 1 2t 2 t 3 0.5t 1 5t e + e + e + e 7 7 7 7

1) What is mean value of X? ANSWER:

f ' (t ) = 2 2t 2 t 3 0.5 0.5t 5 5t 10.5 3 e + e + e + e , thus = f ' (0) = = =1.5 7 7 7 7 7 2

2) What is the variance of X? ANSWER:

f ' ' (t ) = 4 2 t 2 t 1.5 .5 0.5t 25 5t 4 + 2 + .75 + 25 31.75 127 e + e + e + e , f ' ' (0 ) = = = 7 7 7 7 7 7 28 127 9 127 63 64 16 2 thus 2 = f ' ' (0) [ f ' (0)] 2 = = = = =2 28 4 28 28 7 7

3) What are the values of X in decsending order? ANSWER: 0.5, 1, 2 and 5 4) What are the corresponding values for p.m.f. of X?

ANSWER:

3 2 1 1 , , , 7 7 7 7

(3 + 3 + 2 + 1 = 9 marks) 4. . a) Let bivariate continuous random function has p.d.f f ( x, y ) =1 / 40, for 0 x 10, 10 x y 14 x i. Sketch the support for this random variable.

ANSWER:

10 ii. Find f 1 ( x ) the marginal p.d.f. of r.v. X ANSWER: f 1 ( x) =

14 x

14

10 x

f ( x, y )dy =1/10 for 0 x 10

iii. Find f 2 ( y ) the marginal p.d.f. of r.v. Y

14 y

ANSWER: f 2 ( y ) =
14 y

10 y

f ( x, y )dx =1/10 for 4 y 10 for all 4 x 6

f 2 ( y) =
f 2 ( y) =

f ( x, y )dx =(14-y)/40 for 10 y 14 for all 0 x 4

0

10

10y

f ( x, y )dx =y/40 for 0 y 4 for all 6 x 10

iv.

Are r.v. X and Y dependent or independent? Prove your answer.

ANSWER: X and Y are dependent because f ( x. y ) f 1 ( x ) f 2 ( y ) v. Find h(y|x) the conditional p.d.f of Y given that X=x. ANSWER: 1/40:1/10=1/4 for 10 x y 14 x for all 0 x 10 vi. Calculate E(Y|x), the conditional mean of Y given that X=x
1 1 y 2 y =14x 1 y dy = | y =10x = [(14 x ) 2 (10 x ) 2 ] = 12 x ANSWER: E(Y|x)= 4 4 2 8 y =10 x
y =14 x

b) Each front tire on a particular type of vehicle is supposed to be filled to a pressure of 26 psi. Suppose the actual air pressure in each tire is a random variable X for the right tire and Y for the left tire, with joint pdf
2 2 K ( x + y ) fk ( x, y ) = 0

20 x 30, 20 y 30 otherwise

i. What is the value of K (provide answer with 8 decimal points)? ANSWER:

1=
30 30

f ( x, y)dxdy = K ( x + y )dxdy = K x + dydx + K y dxdy = 10 K

2 2 20 20 30 30 2 30 30 2 20 20 20 20

30

= 20 K ( 19,000 / 3) K = 3 / 380,000 =0.00000789

20

x 2 dx + 10 K y 2 dy
20

30

ii. What is the probability that both tires are underfilled (provide answer with 3 decimal points)? ANSWER:
P( X 26 and Y < 26) =
26 20

26

20

K ( x 2 + y 2 )dxdy = 12 K x 2 dx
20

26

26 4 Kx 3 |20 = 38,304 K = .3024

((1+1+1+2+2+2) + (2+3) = 14 marks) 5. A professor of statistics is trying to determine which of three statistical software packages is the best for his students. He believes that the time (in hours) it takes a student to master particular software may be influenced by gender. A 3 X 2 factorial experiment with three replicates was designed, as shown below: Software 1 2 Gender Male Female 29 26 24 32 20 30 32 23 26 31

21 18 20 25

25 27 22 30 SS 34.778 53.389 26.778 213.333 328.278 df 2 1 2 12 17 MS 17.389 53.389 13.389 17.778 F 0.978 3.003 0.753 P-value 0.4041 0.1087 0.4919 F critical 2.807 3.177 2.807

Source of Variation Software Gender Interaction Error Total

5a) Is there sufficient evidence at the 10% significance level to infer that the time it takes a student to master software and the gender of the student interact? Formulate appropriate hypotheses. ANSWER:
H 0 : Software type and gender do not interact

H 1 : Software type and gender do interact

Conclusion: Dont reject the null hypothesis. No interaction between the time it takes a student to master software and the gender of the student. 5b) Test at the 10% significance level to determine if differences exist among the types of software. Formulate appropriate hypotheses. ANSWER: H 0 : No difference among the means of the types of software H 1 : At least two means differ Conclusion: Dont reject the null hypothesis. No the time it takes a student to master software and the gender of the student 5c) Test at the 10% significance level to determine if differences exist among male and female students. Formulate appropriate hypotheses. ANSWER: H 0 : No difference among the means of the male and female students H 1 : At least two means differ Conclusion: Dont reject the null hypothesis. No difference among the means of the male and female students. (4 + 3 + 2 = 9 marks) 6. 1) A total of 200 people in each of three grocery stores were asked if they favored, opposed, or were indifferent to the sale of lottery tickets in grocery stores. The results of the survey are

summarized below. Use the statistical software computer output shown here to conduct a chi-square test of independence at = 0.05. Opinion Favor Oppose Indifferent Chi-Square Test
Expected counts are printed below observed counts 1 2 3 Total Store A 21 64.33 101 63.67 78 72.00 200 Store B 78 64.33 63 63.67 59 72.00 200 Store C 94 64.33 27 63.67 79 72.00 200 Total 193 191 216 600

Store A 21 101 78

Store B 78 63 59

Store C 94 27 79

Chi-Sq = 29.188 + 2.903 + 13.680 + 21.892 + 0.007 + 21.117 + 0.500 + 2.347 + 0.681 = 92.315 DF = 4

ANSWER: H 0 : People opinion concerning the sale of lottery tickets in grocery stores and store type are independent. H a : People opinion concerning the sale of lottery tickets in grocery stores and store type are dependent. 2 2 With df = (r-1)(c-1) = 4, and = 0.05, we reject H 0 when X > .05 = 9.48733 Since X 2 = 92.315 > 9.48733, we can reject H 0 and conclude that the two variables are dependent; that is, the opinion of people is not the same at the three stores. 2) In a Kruskal-Wallis test to determine whether differences exist among three different advertisements, the following statistics were obtained: n1 = 20 , n 2 = 28 , n3 = 25 , T1 = 884 , T2 = 756, and T3 =1061 . 2a) Formulate the appropriate null and alternative hypotheses ANSWER: H 0 : The locations of all three populations are the same. H 1 : At least two population locations differ. 2b) What is rejection region for H statistics? Conduct the test at the 5% significance level. ANSWER:
2 Rejection region: H > 0.05,2 = 5.991

Test statistic: H = 10.167 2c) What conclusion about null hypothesis can be made? ANSWER: Conclusion: Reject the null hypothesis. There is enough evidence to conclude that differences exist among three different advertisements

(4 + (2 + 2 + 2) = 10)