Faculty of Cybernetics, Statistics and Economic Computer Science Exam at Probability Theory and Statistics Subject A Subject I. 1. On a probability field (0,1, P) we consider the events A,B,C. It is known that A and B are independent, A and C are incompatible, P(A) = }, P(A B) = 2 and P(AUC) = 4. Compute P(AUB), P(A[B), P(AUB), P(C|A) and P(A|C). (lp) 2. Let X be a continuous random variable X density funetion K(ae+1), 2€[-1,0] se-{ [ie 2€ [1,2] ; where k € R. 0, # € (—00,-1)U(0,1)U(2, +00) (a) Find the value of k. (0.5 p) (b) Compute the probability P(2X <3|2X+1>0). (0,75 p) (©) Apply Cebasev’s inequality to the random variable X, withe=4. (0.75 p) Subject II. 1. The joint distribution of the random variables X and Y is given in the following table XW] -2[ 07 3 [wm 1_[ @ [a/sl a 0 [Bafa] a? | 2ajs i. : (a) Complete the table (by finding the value of the parameter a) and write the distri- butions of X and Y. (0,75 p) (b) Compute the conditional expectation E(2¥ ~ 1X =1) and the probability PUX > UY <0]. (0,75 p) 2. The density function of the continuous bidimensional random vector Z = (X,Y) is given by tee salon { VE Go E10 001 x10-00) here ke {a) Find the value of k. (0,75 p) (b) Determine the covariance between X and 2Y — 3, denoted by Cou(X,2Y — 3) (0,75 p) Subject TIL, The value of an individual claim suffered by an insurance company (expressed in hundreds of Buros), chosen randomly, is modelled by a random variable X (the population characteristic), with density function {(x;0) = 2xe~*F. x > 0, and where the parameter > 0. (a) Estimate the parameter @ from a random sample of size n. (0,75 p) (b) Cheek if the estimator you obtained is unbiased. (0,75 p) (c) Compute the estimation for the following datas ;: 70; 100; 60; 80; 70; 90; 100; 90; 80. (0.5 p) (a) Construct a confidence interval for the parameter m of a normal population V(m, 0) for the confidence level 98%, using the datas from above. ‘The following quantiles are given’ 70,98 = 2,05; 20.99 = 2,33; ty 16,4; ts0,90 = 20,09; toa = 20, 1: tooo9 = 21,67. (1p)Faculty of Cybernetics, Statistics and Economic Computer Science Exam at Probability Theory and Mathematical Statistics Subject B Subject I. 1. On a probability field (©, X, P) we consider the events A,B,C. It is known that A and B are incompatible, A and C are independent, P(A) = 2, P(ANC) = } and P(AUB) = 4. Compute P(B), P(A|B), P(AN B) and PC). (1p) 2. Let X be a continuous random variable X density function { ke, 2 €[-1,0) S(c)=4 2+k, £e[1,2] » where k ER. 0, £€ (—co, 1) U (0,1) U(2, +00) (a) Find the value of k. (0.5 p) (b) Compute the probability P(2X +1>0|4X <6). (0,75 p) (©) Apply Cebasev's inequality to the random variable X, withe=1. (0,75 p) Subject H. 1. The joint distribution of the random variables X and Y is given in the following table XV] -1[1 [2 1 [0,25] 0,05] a 3 0.3 a {01 We know that M(Y) = 0,15. 1 (a) Complete the table (by finding the values of the parameters a,6) and write the distributions of X and Y. (0,75 p) (b) Compute the conditional expectation E(2Y — 3[X = 1) and write the distribution of the random variable Z, where Z = 255 (0,75 p) 2. The density function of the continuous bidimensional random vector Z = (X,Y) is given by selon) = { kety(ety), (EDN X IL ee keR 0, elsewhere (a) Find the value of k. (0.75 p) (b) Determine Ma(X —4¥). (0,75 p) Subject III. The value of the rentability of a certain risky asset, chosen randomly, is modelled by a random variable X (the population characteristic), with density funetion [(w;0) = xfee"F x € R, and where the parameter @ > 0. (a) Estimate the parameter @ from a random sample of size m. (0.75 p) (b) Check if the estimator you obtained is unbiased. (0.75 p) (c) Compute the estimation for the following datas x, : 45; 50; 50; 60; 40; 45; 55; 35; 50. (0,5p) (a) Construct a confidence interval for the parameter m of a normal population N(m,a) for the confidence level 90%, using the datas from above. The following quantiles are given: 20,95 = 1,65: Zap = 1,28; ts95 = 15,51; tyo.90 = 13,36; tyoos = 16, 2; toxag0 = 14, 68 (p)Varianta A. I. 1. Se considera variabilele aleatoare independente X; : ( > + ) vk € {12,3}. 3 ais > (a) (0,50 p.) Calculafi probabilitatea P(X; +X» = —1). (b) (0,50 p.) Determinafi, la alegere, functiile caracteris variabilelor aleatoare X; si X2+ Xz. ice sau functiile generatoare de momente ale ap xe [-3,0] eth, 2€ (0,1) 0, 2€ (-00,-3)U(1,+00), 2. Variabila aleatoare continu X are densitatea de repartitie f(x) = unde k eR. (a) (0,50 p.) Aflafi constanta I, (b) (1,25 p.) Determinati functia de repartitie a variabilei aleatoare X gi calculati P(X +2 > 0|2X < 1). (©) (0,75 p.) Caleulati momenta centrat de ordinul doi al vatiabilei aleatoare Y = 2— 3X. (@) (0,50 p.) Utilizénd inegalitatea lui Cebagev, determinati tn minorant al probabilitatii (4 Vk {1,2,3}. (a) (0,50 p.) Caleulafi probabilitaten P(X, - Xs 4) (b) (@,50 p.) Determinati, la alegere, functiile caracteristice sau funcfiile generatoare de momente ale variabilelor aleatoare X, gi X, + X3. k-2, e[-1,0] 2. Variabila aleatoare continu X are densitatea de repartitie f(x) ta, 2€ (0,3) 0, 2 € (—co,-1)U(2, $00). unde k € R. (a) (0,50 p.) Aflati constanta k. (b) (1,25 p.) Determinati functia de repartitie a variabilei aleatoare X si calculati P(2X +1 > 0|X <2). (©) (0,75 p.) Calculati momentul initial de ordinul doi al variabilei aleatoare ¥ = 2X — 1. (4) (0,50 p.) Utilizand inegalitatea lui Cebagev, determinafi un minorant al probabilititii P(—1 < X < §) I. 1, Variabila aleatoare bidimensionali Z = X,Y) are repartitia dati in tabelul urmiitor: XW 2 [PX =a) =3 @ Dp 3 op. PY = yi) [27 4q unde a,p,q€R. (a) (0,50 p.) S& se comploteze tabelul si sii se serie repartifiile marginale. ) (0,75 p.) Six se calculeze dispersia variabilei aleatoare 2Y — 3|X|. 2. Se considers funetia f2(e,y) = { Bleviy+ a). ona) € 10. x 2) (a) (0,50 p.) Sii se arate ci fz este densitatea de repas je a unei variabile aleatoare continne Z = (X,Y). (b) (0,75 p.) S& se calculeze momentul initial de ordinul (2,2) al variabilelor aleatoare X si Y, notiat maa. IIL. 1. Se consideri selectia repetati ape X aviind densitatea de repartitie f(x,<) 7 (a) (1,00 p.) Sa se estimeze parametrul @ pe baza selectiei considerate. , Xn dintr-o populatie caracterizata de variabila aleatoare #,2>0,0>0. (b) (0,50 p.) Si se arate ci estimatorul objinut este absolut corect. (c) (0,50 p.) 88 se caleuleze media variabilei aleatoare Y = 5 — 2X3Xn. (@) (0,50 p.) Sa se calculeze valoarea estimatorului pentru selectia 1,5; 1,8; 1,8 2,2; 2; 2,35 2,3; 5 2.7381Varianta C I. 1. Se consideri variabilele aleatoare independente Xi, : ( une ) wee 0.2.3). (a) (0,50 p.) Calculati probabilitatea P(X; + X3 = 1). (b) (0,50 p.) Determinafi, la alegere, functiile caractoristice sau functiile gencratoare de momente ale variabilelor aleatoare X3 gi X; + Xo. =, ©€[-1,0] 2. Variabila alcatoare continua X are densitatea de repartitie f(r) = 4 kx, x € (0,3) 0, © (-c0,-1)U(3, +00), unde k ER. (a) (0,50 p.) Aflagi constanta k. (b) (1,25 p.) Determinali functia de repartitie a variabilei aleatoare X i calculati P(2X +1 > 0|X <2). (©) (0,75 p.) Calculagi momentul initial de ordinul doi al variabilei aleatoare ¥ = 1 — 2X. (a) (0,50 p.) Utilizéind inegalitatea lui Cebagev, determinati un minorant al probabilitatii P(—4 < X < IL. 1. Variabila aleatoare bidimensionali Z = (X,Y) are repartitia data in tabelul urmator: xv T T [P&=a) 1 are 2 - 2 3 0 z PY = yy) unde a €R. (a) (0,50 p.) Si se completeze tabelul gi sii se scrie repartitiile marginale. (b) (0,75 p.) Sa se calculeze dispersia variabilei aleatoare 2X — 3Y +1. 2. Se considers functia f(x,y) -{ pve it bite Wee) alte) (a) (0,50 p,) Si se arate cit fy este densitatea de repartifie a unei variabile aleatoare continue Z = (X,Y). (b) (0,75 p.) Sa se studieze independenta variabilelor aleatoare X si ¥ si sii se caleuleze coeficientul de corelatie al variabilelor aleatoare X si Y. ILL. 1. Se considera selectia repetata X1, X2,.... Xx dintr-o populatie caracterizata de variabila aleatoare X avand densitatea de repartitie f(x,0) = ae¥, 2>0,8>0, (a) (1,00 p.) Sa se estimeze parametrul # pe baza selectiei considerate. (b) (0,50 p.) 8 se arate cé estimatorul obtinut este absolut corect. (©) (0,50 p.) Si se calenleze dispersia variabilei aleatoare ¥ = 3— 2X14 Xp. (4) (0,50 p.) Si se calculeze valoarea estimatorului pentru selectia 1,5; 1,8; 1,8; 2,25 2; 2,Varianta D 1. Se consider variabilele aleatoare independente Xx ( ) vk € {1,2,3}. (a) (0,50 p.) Caleulati probabilitatea P(X,» Xy = -1). (b) (0,50 p.) Determinati, la alegere, functiile caracteristice sau func! variabilelor aleatoare X» si X; + Xs. le generatoare de momente ale Bb Te [-2,0] 2. Variabila aleatoare continu’ X are densitatea de repartitie f(z) x, vé (0,1) oO, x € (—00, —2) U (1, +00), unde ke R. (a) (0,50 p.) Aflafi constanta k. (b) (1,25 p.) Determinati functia de repartitie a variabilei aleatoare X si calculati P(2X +1> 0|X <2). (© (75 p.) Caleula (A) (0,50 p.) Utilizand inegalitatea lui Cebagev, determinati un minorant al probabilitatii P(—$ < X <1 3 momentul centrat de ordinul doi al variabilei aleatoare Y = 2X — 3. TL. 1. Variabila aleatoare bidimensionali Z = (X,Y) are repartitia dati in tabelul urmator: xW_[-t 1 [PR =a) 1 pF 2 @ P PY =) | 60 4g unde a,p,q € R. (a) (0,50 p.) S& se completeze tabelul si si se scrie repartifiile marginale. (b) (0,75 p.) Si se calculeze dispersia variabilei aleatoare 3X — 4|Y'|. : oe af Bev +2vva). (ey) € (0,2) x (0,1) 2. Se considerd functia Jf, on = { a ( 0, alifel (a) (0,50 p.) Si se arate c& fz este densitatea de repartitie a unci variabile aleatoare continue Z X,Y) (b) (0,75 p.) Si se calculeze covarianta variabilelor aleatoare X — 2 si ¥ +1 ia repetatit X1, Xp, .., Xp dintr-o populatie caracterizats de variabila aleatoare X avind densitatea de repartitie f(z,a) = eee 2>0,0>0. (a) (1,00 p.) Sa se estimeze parametrul 9 pe baza selectiei considerate. (b) (0,50 p.) Sit se arate ci estimatorul obtinut este absolut corect. =4XGXya. (d) (0,50 p.) Sa se calculeze valoarea estimatorului pentru selectia 1,5; 1,8; 1,8; 2,25 2; 2, (6) (0,50 p.) Sit se ealeuleze media variabilei aleatoare Y 2,3; 2,85 2,75 2,1