Instructor : H.H. Kim
Econometrics
1
Quiz 01
Name: ______________________
1. Find the probability in the following using the applicable probability distribution table.
a.
If
Y
is distributed
t
90
, find Pr(

1.99
≤
Y
≤
1.99)
b.
If
Y
is distributed
N
(0,1), find Pr(

1.99
≤
Y
≤
1.99)
c.
If
Y
is distributed
F
4,7
, find Pr(
Y
>
4.12)
2.
Consider two random variables X and Y. Suppose that Y is normally distributed with mean 4,
and variance 5, and X is also normally distributed with mean 5, and variance 3. And we know that
the mean of XY is
18
. New random variable Z is defined as Z = 1+2X+3Y.
a. What is the mean of Z?
b. What is the variance of Z?
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