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Probability and Statistics Test 1: Solutions for Poisson and Exponential Distributions - P, Exams of Probability and Statistics

Solutions for selected problems on poisson and exponential distributions, including finding moments, expected values, and probabilities. Students can use this document as a study aid for understanding these concepts.

Typology: Exams

Pre 2010

Uploaded on 11/06/2009

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Sample Test 2 Prob&Stats 1
1. [20] Let Xhave the p.d.f. f(x) = cejxjfor ๎˜€1๎˜”x < 1(please note the absolute value
sign).
(a) Show that c= 1=(2e๎˜€2).
(b) Find the median of X.
(c) Find the moment generating function M(t)of X. Check M(0).
(d) Find the expected value of X.
2. [20] Use the moment generating function M(t) = e๎˜•(et๎˜€1)(or the cumulant generating
function) of the Poisson distribution to show that ๎˜–=๎˜•and ๎˜›2=๎˜•.
3. [20] Suppose that the probability of a certain item being defective is p= 0:01. Suppose
further that the quality of an item is independent of the quality of the other items. An
inspector selects ten items at random. Let Xequal the number of defective items in the
sample.
(a) How is Xdistributed?
(b) Give the values of E[X]and V ar [X].
(c) Find P(X= 0),P(X๎˜”1), and P(X๎˜•1).
4. [20] The number of hurricanes per year within 100 miles of Boca Raton follows a Poisson
distribution with mean 0.68. What is the probability that in this zone
(a) no hurricane happened in a given year?
(b) exactly 2 were reported?
(c) at least 2 were reported?
(d) at most 2 were reported?
5. [20] Let Xhave an exponential distribution with mean ๎˜’ > 0. Show that
P(X > x +yjX > x) = P(X > y):
1

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Sample Test 2 Prob&Stats 1

  1. [20] Let X have the p.d.f. f (x) = cejxj^ for 1  x < 1 (please note the absolute value sign). (a) Show that c = 1= (2e 2). (b) Find the median of X. (c) Find the moment generating function M (t) of X. Check M (0). (d) Find the expected value of X.
  2. [20] Use the moment generating function M (t) = e(et^1 )^ (or the cumulant generating function) of the Poisson distribution to show that  =  and ^2 = .
  3. [20] Suppose that the probability of a certain item being defective is p = 0: 01. Suppose further that the quality of an item is independent of the quality of the other items. An inspector selects ten items at random. Let X equal the number of defective items in the sample. (a) How is X distributed? (b) Give the values of E [X] and V ar [X]. (c) Find P (X = 0), P (X  1), and P (X  1).
  4. [20] The number of hurricanes per year within 100 miles of Boca Raton follows a Poisson distribution with mean 0.68. What is the probability that in this zone (a) no hurricane happened in a given year? (b) exactly 2 were reported? (c) at least 2 were reported? (d) at most 2 were reported?
  5. [20] Let X have an exponential distribution with mean  > 0. Show that

P (X > x + y j X > x) = P (X > y) :