STAT 233 Final, Spring 2005
American University of Beirut · Advanced Probability and Random Variables · 2 pages
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AMERICAN UNIVERSITY OF BEIRUT
MATH 233, Final Exam
February 2, 2002
Time = 1 hour 30 minutes
Front au ordinary deck of 52 playiug cards, cards are drawn oue at a
time aud without replacement. Compute the probability that the third
spade appears on the sixth draw.(5 pts)
Bowl I contains 7 ved balls and 3 white balls and bowl IL has 4 red and 6
white balls. Two balls are selected randomly and without replacement
from Bowl I and transferred to bowl II. Three balls are then selected
at, random and without replacement from bow! I.
(a) Find the probability of sclecting three white balls. (5 pts)
(b) Given three white balls are selected from bowl I, compute the
conditional probability that two white balls were transferred from
bowl I. (5 pts)
Let X and Y have the joint pdf f(x,y) = kay if 0 <2 <y <1, zero
elsewhere.
(a) What is the value of & such that f(z,y) is a pdf? (5 pts)
(b) Find the value of the random variable E(X|y). (10 pts)
Let X and Y he iucependent random variables with respective distri-
sutions b(10,1/3) and b(15,1/3). If Z = 25 — X - Y, what is the
wobability of Z exceeding 2? (10 pts)
t is known from the past that the birth weight (in Kg) of male baby
in Lebanon has a N(3.5,1) distribution. Let Y denote the number of
yabies in a randoin sample of 20 new born male babies to exceed 3.5
kg.. Find P(Y < 3). (10 pts)
6. Let X and Y be independent and identically distributed random vari-
ables with common distribution N(0,1). Let U = X2+ Y? and V =
X+Y.
(a) Find the joint pdf, g(u,v), of (U,V). (10 pts)
(b) Find the marginal density function of U. (5 pts)
(¢) Compute the covariance of U and V. (5 pts)