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Answers to 2005 Final Exam: Probability and Statistics - Prof. Jeffrey Hart, Exams of Statistics

The answers to multiple choice questions from a 2005 final exam in probability and statistics. It includes the correct answers for each question and references to specific pages in the notes for further clarification. The document also introduces the concept of i.i.d. Beta random variables in the context of a manufacturing plant producing parts with varying proportions of defective items.

Typology: Exams

Pre 2010

Uploaded on 02/13/2009

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koofers-user-28h 🇺🇸

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Answers to 2005 Final Exam
Answers to multiple choice questions: (c), (a), (d), (c), (a), (c), (b), (b), (b), (d).
11. See pp. 71-72 of the notes.
12. We have
P(M1|y) = 1
2·m1(y)
m(y),
where
m(y) = 1
2m1(y) + 1
4m2(y) + 1
4m3(y)
and
mi(y) = ZΘ
fi(y|θ)πi(θ)dθ, i = 1,2,3.
13. See pp. 73-74 of the notes.
14. See pp. 1, 34-35 of the notes.
15. A manufacturing plant produces parts on a daily basis. The “true” proportion of defective
parts changes from day to day. On a given day the number of defective parts in a sample of
parts has a binomial distribution with proportion θi. We might assume that θ1, . . . , θnover
a period of ndays are i.i.d. beta random variables. See pp. 327-328 of the notes for more on
hierarchical models.
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Answers to 2005 Final Exam

Answers to multiple choice questions: (c), (a), (d), (c), (a), (c), (b), (b), (b), (d).

  1. See pp. 71-72 of the notes.
  2. We have

P (M 1 |y) =

m 1 (y) m(y)

where m(y) =

m 1 (y) +

m 2 (y) +

m 3 (y)

and mi(y) =

Θ

fi(y|θ)πi(θ) dθ, i = 1, 2 , 3.

  1. See pp. 73-74 of the notes.
  2. See pp. 1, 34-35 of the notes.
  3. A manufacturing plant produces parts on a daily basis. The “true” proportion of defective parts changes from day to day. On a given day the number of defective parts in a sample of parts has a binomial distribution with proportion θi. We might assume that θ 1 ,... , θn over a period of n days are i.i.d. beta random variables. See pp. 327-328 of the notes for more on hierarchical models.