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Unformatted text preview: 1 NAME ISyE 3770 Solutions Test 3b Fall 2010 This test is 55 minutes long. You are allowed three cheat sheets. 1. If U 1 , U 2 , U 3 are i.i.d. Unif(0,1), whats the distribution of 3 3 i =1 n( U i )? Solution: Erlang 3 (1/3) 2. If X 1 , X 2 , X 3 are i.i.d. Nor(1 , 2), whats the distribution of 3 i =1 X i ? Solution: Nor(3,6) 3. If X is standard normal, whats the probability that X > 1? Solution: P ( X > 1) = (1) = 0 . 8413 . 4. Suppose that the rainfall during November is Nor(10 , 4) (measured in centimeters). Find the probability that November rainfall will total at least 14 cm. Solution: P ( X > 14) = P ( X 10 4 > 14 10 4 ) = P ( X > 2) = 1 (2) = 0 . 0227 . 5. If X and Y are i.i.d. Nor(0 , 1), whats the probability that X Y < 1? Solution: Because X Nor(0 , 1) and Y Nor(0 , 1), X Y follows a Normal distribution with E [ X Y ] = 0 and Var ( X Y ) = Var ( X ) + Var ( Y ) = 2, i.e., X Y Nor(0 , 2). Thus, P ( X Y < 1) = P ( X Y 2 < 1 2 ) = 1 (0 . 707) = 0 . 24 . 6. If X and Y are Nor(1 , 1) and X + Y Nor(2 , 1), whats the correlation of X and Y ?...
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 Spring '07
 goldsman

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