Prob Stat Fall 2022 final.

Academic integrity requires that you neither give nor receive any
aid. Write your solutions in the space provided after each exercise.

x (x−µ)2
Poisson: P (X = x) = e−λ λx! . Normal: √1 e− 2σ 2 .
σ 2π

Exponential: αe−αx 1[0,∞) (x). Expectation 1

α

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Exercise 1 A list of 7 items is arranged in random order; to find a
requested item, they are searched sequentially until the desired item
is found. What is the expected number of items that must be sear-
ched through, assuming that each item is equally likely to be the one
requested?

Exercise 2 If X and Y are two independent exponential r.v. with

expectation 3, what are the density function and the expectation of
M ax(X, Y )?

Exercise 3 A random sample of size 900 is taken in a population.

It contains 180 senior citizens. Give one confidence interval of level
99% for the proportion p of senior citizens in the population.
How could you use this sample to test the hypothesis p = 15%
against p > 15% at some level α? (Do not perform the numerical
calculation, just give the formula.)
.

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Exercise 4 Let X, Y be the coordinates of a point chosen randomly
and uniformly in a disk of radius R. Are they independent? Justify
your answer. √
Compute P (M ax(|X|, |Y |) ≤ R/ 2).
Give the probability density function of the distance D of (X, Y ) to
the center of the disk. What is the correlation between X and D?
Are they independent?

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Exercise 5 Let X have the density f (x) = c( √1x )1[0,1] (x) Find c,
E(X) and V ar(X).

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Exercise 6 Let (Xn , , n > 0 be a.sequence of independent exponen-
tial variables of parameter α. Denote X1 + ... + Xn by Sn . For any
positive number u, compute E(e−uSn ).
Let N be a geometric r.v. with parameter p, independent of the Xn ’s:
For n > 0, P (N = n) = p(1 − p)n−1 . Compute E(e−uSN ).