MTH 206 Statistical Distribution Theory 1 st SEMESTER 2022/23 Quiz 1 EXAMINATION
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1st SEMESTER 2022/23 Quiz 1 EXAMINATION
BACHELOR DEGREE - Year 3
MTH 206
Statistical Distribution Theory
Questions
Q 1. One of four different prizes was randomly put into each box of a cereal. If a family always
purchase this type of cereal, then we use ξi to denote whether the i-th box has a new prize or not, i.e. {ξi = 1} means there is a new prize and {ξi = 0} means there is no new prize.
(1) Determine the distribution of ξ 1 . [5 marks]
(2) Find the probability P(ξ1 = 1, ξ2 = 0, ξ3 = 0, ξ4 = 1). [5 marks]
(3) Define N4 = i(4)=1 ξi, find the probability mass function of N4 . [5 marks]
(4) Define G1 = inf{n > 1 | ξi = 1}, find the distribution of G1 . [5 marks]
(5) Define
n
G2 = inf{n > 1 | ξi = 2}
i=1
n
G3 = inf{n > 1 | ξi = 3}
i=1
n
G4 = inf{n > 1 | ξi = 4}
i=1
find the distribution of G2 - G1, G3 - G2, G4 - G3 . [15 marks]
(6) Find the expectation of IG4 . [5 marks]
[40 marks]
Q 2. The telephone calls arrive at a doctor’s office, according to a Poisson process, on the average of
three every six minutes. Let X denote the waiting time until the first call that arrives after 9 A.M.
(1) What is the PDF of X? [10 marks]
(2) Find moment generating function ϕX (t) = IetX . [10 marks]
(3) Find mean IX and variance Var(X). [10 marks]
[30 marks]
Q 3. Let the joint PMF of X and Y be defined by
f (x, y) = c(x + y), x = 1, 2, y = 1, 3, 5
where c is a constant.
(a) Determine the constant c. [10 marks]
(b) Find marginal PMFs of X and Y . [10 marks]
(c) Find P(Y = 2X + 1). [10 marks]
[30 marks]
Appendix
0.1 Binomial distribution
A discrete random variable X, taking values in positive integers {0, 1, . . . , n}, follows Binomial distribution B(n, p) if its probability mass function is given by
P(X = k) = P 、k(n) pk (1 - p)n −k , for k e {0, 1, . . . , n}.
0.2 Poisson distribution
A discrete random variable X, taking values in positive integers {0, 1, . . . }, follows Poisson distribution Poi(λ) if its probability mass function is given by
λk
,
0.3 Geometric distribution
A discrete random variable X, taking values in positive integers {0, 1, . . . }, follows geometric distribution Geo(p) if its probability mass function is given by
P(X = k) = qk − 1p, for k = 1, . . .
0.4 Negative Binomial distribution
A discrete random variable X, taking values in positive integers {n, n + 1, . . . }, follows negative binomial distribution NB(n, p) if its probability mass function is given by
P(X = k) = 、qk −npn , for k = n, n + 1, . . .
0.5 Exponential distribution
A continuous random variable X is called exponential distributed with parameter λ > 0, i.e. X ~ Exp(λ), if its probability density function is given by
f (x) = 入z
0.6 Gamma distribution
A continuous random variable X follows Gamma distribution Gamma(α, θ) if its probability density
function is given by
f (x) = _
0.7 Table of standard normal distribution function
2023-01-11