Probability (Math 336) - Exam #2 - Kenyon College概率（数学336）-考试# 2 -凯尼恩学院.doc

Probability (Math 336) - Final Fall 2002 - Hartlaub Complete all of the questions below. Please remember the ground rules we discussed in class. You may use your notes and consult any reference books that you want. However, you may NOT discuss these problems or your solutions with anyone else. Good luck and Happy Holidays! 1. Let X be a discrete random variable with p.d.f. Find the constant c; (5) P(.5X2); (5) P(X=2|X2); (5) the moment generating function of X; (5) E[X], using (d). (5) 2. Let X and Y be discrete random variables with joint p.d.f. Find the marginal distribution of Y. (10) Find the conditional distribution of X given Y = y. (10) From b deduce the value of E[X|Y=y]. (5) Using iterated conditional expectation, find E[X]. (10) 3. Suppose that X is a continuous random variable with p.d.f. Find the median of this distribution. (5) The interquartile range is defined to be Q3 - Q1 where Q1 = first quartile and Q3 = third quartile. Find the quartiles and use them to find the interquartile range. (10) Find the p.d.f. and c.d.f. of Y = X2. (15) 4. Find the numerical value for the sum . (10) 5. Pascal’s triangle gives a method for calculating the binomial coefficients; it begins as follows: 1 1 1 1 2 1 1 3 3 1 1 4 6 4 1 . . . . . . . . . . . . . . . . . . . The nth row of this triangle gives the coefficients for . To find an entry in the table other than 1 on the boundary, add the two nearest numbers in the row directly above. Find the 6th and 7th rows of Pascal’s triangle. (10) Prove that . This equation explains why Pascal’s triangle works. (15) 6. Let X be a continuous random variable with p.d.f. . Find the c.d.f. of X. (10) Find the 32nd percentile. (5) Find the expected value of X. (5) 7. If the moment generating function of X is , find the mean, variance, and p.d.f. of X. (15) 8. Suppose that 2000 points are selected independently and at random from the unit square . Let W equal the number of points that