Math 19B: linear algebra and probability
Oliver Knill, Spring 2011
Problem 1) TF questions (10 points) 1) T F Two events A, B which are disjoint satisfy P[A B ] = P[A] + P[B ].
3/23-25/2011: Midterm exam
Your Name:
Please enter your name in the above box. You have to do this exam on your own. Answer each question on the same page as the question is asked. If needed, use the back or the next empty page for work. If you need additional paper, write your name on it. Do not detach pages from this exam packet or unstaple the packet. Please write neatly Answers which are illegible for the grader can not be given credit. Unless stated, give computations, details reasons. No calculators, computers, or other electronic aids are allowed. There is no hour time limit. 90 minutes should suce and 3 hours are reasonable. You have to chose one day from the 23-25th and do the exam during that day. Staple it together and bring it to class on Friday. The exam is open book in the sense that you can use the class lecture notes and any handwritten notes of yours but no other books or text resources.
Explanation: Two events A, B which are independent satisfy P[A B ] = P[A] P[B ].
2)
Explanation: The empty set is always an event in any probability space.
3)
Explanation: 1 )= 1 1 1 1 )= 1
If T is a linear map which satises T ( 4) T F 1 , then T is orthogonal. 1
and T (
Explanation:
1 1
5)
Explanation: 1 2 3 4 5 6 7 8 9 10 Total: 10 10 10 7) 10 10 10 10 10 10 10 100 10) 9) T F 8) T F T F
The vectors 1 , 1 , 0 are linearly independent.
1 0
1 0
6)
The expectation of the random variable X = (2, 3, 5) is 10/3.
Explanation: The standard deviation of the random variable X = (5, 6, 7) is 1/3.
Explanation: Let A, B be arbitrary 2 2 matrices. If a vector x is in the kernel of A, then it is in the kernel of BA.
Explanation: Let A, B be arbitrary 2 2 matrices. If a vector x is in the kernel of B , then it is in the kernel of BA.
Explanation: The least square solution of the linear system of equations Ax = y is a real unique solution of the system if A is invertible.
Problem 2) (10 points) Match the matrices with their actions: A-J domain codomain A-J domain codomain
Problem 3) (10 points) Systems of linear equations a) (6 points) Find the general solution of the following system of linear equations using row reduction.
x+y+z+u+v = 4 xy+zu+v = 0 xy+z = 2
y can be written as x = b + V , where b is a particular solution z b) (2 points) The solutions x = u
v and V is a linear space. What is the dimension of V ?
c) (2 points) Which of the three cases did appear: exactly one solution, no solution or innitely many solutions?
Problem 4) (10 points) Random variables, independence Lets look at the following two vectors in R4 :
5 X = 4
a) (2 points) The two vectors span a linear space V . Write V it as an image of a matrix A. b) (3 points) Find the space W of all vectors perpendicular to X, Y . Write W as the kernel of a matrix B . We can see these matrices also as random variables over the probability space {1, 2, 3, 4 }. For example X (1) = 7, X (2) = 5, X (3) = 4, X (4) = 2. c) (2 points) Check that the two random variables X, Y are uncorrelated. What does Pythagoras tell about Var[X + Y ]? d) (3 points) Are the two random variables X, Y independent random variables?
1 ,Y = 2
A= B= C= D= E=
1 2 1 1 1 1 0 1 0 1
0 1 0 2 0 1 1 0 1 2
F= G= H= I= J=
0 2 1 1 1 0 1 1 1 2
1 1 1 0 1 1 1 2 1 1
Problem 5) (10 points) Basis and Image a) (5 points) Find a basis for the kernel of the following diamond matrix:
b) (5 points) Find a basis for the image of the matrix A.
A=
0 0 0 0 8 0 0 0 0
0 0 0 8 8 8 8 0 0
0 0 8 8 8 8 8 0 0
0 8 8 8 8 8 8 8 0
8 8 8 8 8 8 8 8 8
0 8 8 8 8 8 8 8 0
0 0 8 8 8 8 8 0 0
0 0 0 8 8 8 8 0 0
0 0 0 0 8 0 0 0 0
Problem 8) (10 points) Combinatorics and Binomial Distribution a) (2 points) We throw 20 coins. What is the probability that 5 heads show up? b) (3 points) We throw 7 dice. What is the probability that 3 of the dice show the number 5? c) (5 points) Assume that the random variable X counts the number of heads when throwing a coin 20 times. What is the expectation of this random variable?
Problem 9) (10 points) Bayes formula a) (7 points) We throw 10 coins. What is the probability that the rst coin is head if we know that 5 times heads comes up? b) (3 points) Is the following argument correct? Whether your answer is yes or no, give a short reason. The chance that an earth quake hit is P[A] = 1/1000. The chance that a tsunami hits is P[B ] = 1/1000. Therefore, the chance that an earth quake and a tsunami hit both is P[A] P[B ] = 1/1 000 000. The event that a quake and tsunami hit at the same time is therefore a one in a million event.
Problem 6) (10 points) Inverse and Coordinates Let S= and A= 1 1 1 1 1 1 1 1 .
a) (4 points) Find the inverse of S by row reducing the 2 4 matrix [S |I2 ]. b) (2 points) Assume the matrix A describes the transformation in the standard basis. Find the matrix B in the basis given by the column vectors of S . c) (2 points) Two of the three matrices A, B, S are similar. Which ones? Problem 10) (10 points) Data tting Fit the following data using functions of the form f (x) = ax + bx3 . x y 1 0 1 1 1 2 -1 1
Problem 7) (10 points) Expectation, Variance, Covariance 1 2 3 and Y = 1 5 7 with 6 elements. They encode two
The vectors X =
1 1 1 can be seen as random variables over a probability space 1 1 2 dierent data measurements, where 6 probes were taken.
a) (2 points) Find the expectations E[X ], E[Y ]. b) (2 points) Find the variances Var[X ] and Var[Y ]. c) (2 points) Find the standard deviations [X ] and [Y ]. d) (2 points) What is the covariance Cov[X, Y ] of X and Y ? e) (2 points) Find the correlation Corr[X, Y ] of X and Y .
