Math 130B, Fall 2018 Final Exam

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1. Chidi and Eleanor have a date at a 8 pm, and each, independently, will be late by
an amount of time that is exponentially distributed with parameter λ. Compute
the probability density function of the difference in their times of arrival. (Here we
mean the actual difference, not the absolute value; i.e. it changes sign depending on
who arrives first).

2. Let X and Y be independent distributions with respective probability density func-

tions fX and fY . Let Z = X + Y .
(a) Show that fZ|X (z|x) = fY (z − x)
(b) Assume that X and Y are exponentially distributed with parameter λ. Find the
conditional probability density function of X given that Z = z.
3. Suppose that X and Y are independent, identically distributed standard normal
random variables. If we define random variables U and V by

U =Y −X and V = X + 2Y

Compute the joint density function of U and V .

4. A fair coin is flipped N times. Find the covariance between the number of heads
among the first n flips and the last m flips when:
(a) n + m ≤ N
(b) n + m > N
5. Find the moment generating function of a binomial random variable X with param-
eter N and p where N is a geometric random variable with parameter p. Use it to
find the mean and variance of X.

6. Let X be a nonnegative continuous random variable with a nonincreasing probability

density function f . Show that
2E[X]
f (x) ≤ for x > 0
x2
7. Suppose you sell widgets on Etsy. Each widget you sell earns you $4.50 in profit.
The number of widgets you sell on a given day is a Poisson random variable with
mean 5. If each day’s sales are independent (that is, the number of widgets sold
on a given day is independent of the number sold on any other day), estimate the
probability that you’ll have made $1800 in profit in less than 90 days.