ST2334 P ROBABILITY AND S TATISTICS

S EMESTER I, AY 2022/2023

Example Questions for the Final Examination

• The format of the exam is open book (hard copies or/and soft copies physically stored on
the laptop for exam are allowed), onsite through exam software: Exemplify. A laptop
with the software installed and solid battery that can last for at least 2 hours is needed.

• Calculators of any kind are allowed.

• All chapters covered during the semester, i.e., Chapters 1 – 7.

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1. Multiple choice question: choose the unique correct answer.
A random variable X has the following probability function.
x
fX (x) = , for x = 0.4, 0.6, 0.9, 2.1;
4
and fX (x) = 0 elsewhere.
What type of random variable is X?

(a) Continuous
(b) Discrete
(c) Unable to determine
(d) None of the given options

2. True/False
Suppose X ∼ N(0, 1) and Y ∼ N(0, 1.52 ). P(X < 1) is larger than P(Y < 1).

• TRUE
• FALSE

3. Multiple choice question: choose the unique correct answer.

A professor receives, on average, 21.7 emails from students the day before the midterm
exam. To compute the probability of receiving at least 10 emails on such day, what type of
probability distribution will he use?

(a) Binomial distribution.

(b) Poisson distribution.
(c) Normal distribution.
(d) Negative Binomial distribution.

4. Multiple choice question: choose the unique correct answer.

Which of the following would be an appropriate null hypothesis?

(a) The mean of a population is equal to 55.

(b) The mean of a sample is equal to 55.
(c) The mean of a population is greater than 55.
(d) None of the given options

5. Multiple choice question: choose the unique correct answer.

Let A, B be events in sample space S. Which of the following may NOT be true?

(a) A ∩ A′ = 0/
(b) A ∪ A′ = S.
(c) (A ∪ B)′ = A′ ∪ B′
(d) A ∪ B = A ∪ (B ∩ A′ )

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6. Fill in the blank.
Let X and Y be independent random variables such that E(X) = 1, E(Y ) = 2, V (X) = 3,
V (Y ) = 4. Compute V (2X −Y ).
Answer:

7. Fill in the blank.

We toss a fair die until the outcome “6” appears twice. Find the probability that it takes 5
tosses.
Answer:

8. True/False
Under the usual random sampling setup, we can halve the standard deviation of the sample
mean by doubling the sample size.

• TRUE
• FALSE

9. True/False
Let X be a discrete random variable; then E(X) always exists.

• TRUE
• FALSE

10. True/False
Let fX (x) be the probability function for random variable X. If fX (x) = 0 for every x ∈
(0, 10), then P(X ≤ 0 or X ≥ 10) = 1.

• TRUE
• FALSE

11. Multiple choice question: choose the unique correct answer.

Which of the following is a valid cumulative distribution function?


 0 x ≤ −1
0.3 −1 < x ≤ 1

(a) F(x) =

 0.7 1 < x ≤ 10
1 elsewhere



 0 x < −1
0.5 −1 < x < 1

(b) F(x) =

 0.7 1 < x < 10
1 elsewhere



 0 x < −1
0.6 1 < x ≤ 10

(c) F(x) =

 0.7 −1 < x ≤ 1
1 elsewhere


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 

 0 x < −1
0.6 −1 ≤ x < 1

(d) F(x) =

 0.7 1 ≤ x < 10
1 elsewhere


12. True/False
Let µ b1 and µ b2 be two estimators for the population mean µ based on the random sample
X1 , X2 , . . . , Xn . If V (µ
b1 ) < V (µ
b2 ), then µ
b1 must be a better estimator than µ
b2 .

• TRUE
• FALSE

13. Multiple choice question: choose the unique correct answer.

The life time (in years) of a certain brand of light bulb follows an exponential distribution
1
with the probability density function: exp(−x/2). What is the probability that the bulb
2
will last for more than 5 years, given that it has been working for 3 years?

1
(a) exp(−5/2)
2
(b) exp(−5/2)
1
(c) exp(−1)
2
(d) exp(−1)

14. Multiple choice question: choose the unique correct answer.

Which of the following is a random sample:

(a) In order to estimate the probability of getting heads for a biased coin, flip the coin 100
times and collect the results for all flips.
(b) In order to study the scores of undergraduate students of Singapore, 1000 registered
undergraduates in NUS were randomly sampled.
(c) In order to study the average studying hours of students in NUS every week. A random
survey with size 1000 was conducted at all libraries of NUS.
(d) In order to study the average life time of a brand of bulbs, all bulbs’ life times in LT32
over a whole semester were recorded.

15. Multiple choice question: choose the unique correct answer.

The Central Limit Theorem is important in statistics because

(a) for a large sample size, n, it says the population is approximately normal.
(b) for any population, it says the sampling distribution of the sample mean is approxi-
mately normal, regardless of the sample size.
(c) for a large sample size, n, it says the sampling distribution of the sample mean is
approximately normal, regardless of the shape of the population.

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 (d) for any sized sample, it says the sampling distribution of the sample mean is approxi-
mately normal.

16. Fill in the blank.

John rolls a fair die 6 times independently. What is the probability that he will get numbers
more than 2 at least twice?

Answer:

17. Fill in the blank.

Jill’s bowling scores are approximately normally distributed with mean 170 and standard de-
viation 20, while Jack’s bowling scores are approximately normally distributed with mean
160 and standard deviation 15. If Jack and Jill each bowl one game, then assuming that their
scores are independent random variables, the probability that the sum of the scores is higher
than 340 is approximately equal to .

Answer:

18. Fill in the blank.

An experiment was carried out to test whether mean weight gain for pigs fed ration A is
higher than those fed ration B. Eight pairs of pigs were used. The rations were assigned at
random to the two animals within each pair. The gain (in kilograms) after 45 days, assuming
normally distributed, are given as follows.

Pairs 1 2 3 4 5 6 7 8 mean sd
Ration A 30 17 18 21 22 30 24 27 23.625 5.0409
Ration B 26 18 15 20 21 25 27 23 21.875 4.1555
Difference, A - B 4 -1 3 1 1 5 -3 4 1.75 2.7646

Suppose that the pigs within each pair were littermates. What is the observed value of the
test statistic in testing the alternative hypothesis that ration A is better, in terms of mean
weight gain, than ration B at a 5% significance level?
Answer:

19. Fill in the blanks.

The mean lifetime of 100 randomly selected pumps made by a particular factory was 200
days. Assuming it is known that the population standard deviation σ = 40, find a 95%
confidence interval for the mean lifetime of pumps made by the factory.
Answer: ( , ) (Round to 1 decimal place).
Note: z0.025 = 1.96; z0.05 = 1.64.

20. Fill in the blanks.

We roll a fair die 3 times. Find the probability that the sum is equal to 5.
Answer:

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21. True/False
Consider the Z-test for H0 : µ = 0 based on X1 , . . . , Xn i.i.d. N(µ, σ 2 ). It turns out that
X̄ = 2.3. The p-value for the one-sided test (H1 : µ > 0) is half of that for the two-sided test
(H1 : µ ̸= 0).

• TRUE
• FALSE

22. Fill in the blanks.

A new COVID rapid test is able to correctly diagnose that you do not have the virus 90% of
the time. However, if you do have the virus, it fails to detect it 25% of the time. Given that
the overall COVID infection rate at a particular worker dorm is 20%, what is the probability
of a worker being infected if his rapid test does not detect the virus?
Answer:

23. Multiple responses question: choose all that apply.

Which of the following can happen if the hypothesis is rejected.

(a) p-value> α;
(b) test statistic falls in the rejection region;
(c) type I error occurs;
(d) type II error occurs.

24. Fill in the blanks.

Let X1 , X2 , . . . , X100 be independent and identically distributed continuous!random variables
100
with E(Xi ) = 5 and V (Xi ) = 4. Compute approximately P ∑ Xi > 510 .
i=1
Answer:

25. Multiple choice question: choose the unique correct answer.

Which of the following statements about probability is INCORRECT?

(a) If A and B are two events and P(A ∩ B) = P(A), then P(A ∩ B′ ) = 0.
(b) Let S be the sample space and let A be an event. If there exists an x ∈ S but x ∈
/ A, then
P(A) < 1.
(c) Let A and B be two events; then P(A ∪ B) ≤ P(A) + P(B).
(d) Let A and B be independent events. If P(A) > 0 and P(B) > 0, then A and B are not
mutually exclusive.

26. Fill in the blanks.

Consider the following game:

• First round: the gamer flips a fair coin. If he gets a head, he loses; otherwise he wins
the round.

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 • Second round: the gamer flips two fair coins independently. If he gets two heads, he
loses; otherwise he wins the round.
• Third round: the gamer flips three fair coins independently. If he gets three heads, he
loses; otherwise he wins the round.
• And so on.

What is the probability that the gamer will make his first win in the 4th round?
Note: you can assume that from rounds to rounds, the flips are independently conducted.
Answer:

27. Multiple choice question: choose the unique correct answer.

Let {X1 , X2 , . . . , X25 } be a random sample from the N(µ, 22 ) distribution. Consider the hy-
X̄
potheses: H0 : µ = 0 versus H1 : µ ̸= 0, and the test statistic Z = √ . Suppose that we
2/ 25
reject H0 if |zobs | > 2; and do not reject H0 otherwise. What is the probability that we will
not reject H0 given that the true value of µ is equal to 2?
Note: Φ(z) denotes the c.d.f. of the standard normal distribution: Φ(z) = Pr(Ze ≤ z) with
Ze ∼ N(0, 1).

(a) Φ(−3) − Φ(−7)

(b) Φ(2) − Φ(−2)
(c) Φ(−2) − Φ(−6)
(d) Φ(−3) − Φ(−8)

28. True/False
For any θ ∈ R, the function

 θ − x if θ − 1 ≤ x < θ
f (x) = x − θ if θ ≤ x ≤ θ + 1
0 elsewhere


can serve as a probability density function of some distribution, whose population mean is
equal to θ .

• TRUE
• FALSE

29. Multiple choice question: choose the unique correct answer.

In a course, students are graded based on a “normal curve”. For example, students within 0.5
standard deviation from the mean receive a C; between 0.5 and 1.0 standard deviation above
the mean receive a C+; between 1.0 and 1.5 standard deviation above the mean receive a B;
between 1.5 and 2.0 standard deviation receive a B+, etc. The class average in an exam was
60 with a standard deviation of 10. What are the bounds for a B grade and the percentage of
students who will receive a B grade?

(a) (65, 75), 24.17%

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 (b) (65, 75), 12.08%
(c) (70, 75), 18.38%
(d) (70, 75), 9.19%

30. Multiple choice question: choose the unique correct answer.

Flip an unfair coin. If a head shows, roll a fair die and report the number; otherwise, roll a
fair die twice and report the summation minus 1. Then P(6 is reported) =?
(a) 1/6
(b) 1/4
(c) 1/2
(d) can not tell
31. Fill in the blanks.
Suppose that X1 is Poisson with expectation 1, X2 is Poisson with expectation 1, and X3 is
Poisson with expectation 2 and assume that the three random variables are independent. Let
Y1 = X1 + X2 and let Y2 = X2 + X3 . The conditional probability that Y1 = 1, given that Y2 = 2,
is equal to .
Answer: (Leave your answer to 3 decimal places.)
32. Fill in the blanks.
An urn contains 3 red balls and 5 white balls. 4 balls are drawn uniformly at random without
replacement from the urn. Let X be the random variable for the number of red balls drawn.
If X ≤ 1, you win $X. If X > 1, you flip a fair coin. If the coin comes up heads, you double
your winnings and win a total of $2X. If the coin comes up tails, you still win $X. Let W be
the random variable for your winnings. Find the probability that W is odd.
Answer: (Leave your answer to 4 decimal places.)
33. Multiple choice question: choose the unique correct answer.
Let X be a random variable with density function
 √
 k x , for 0 ≤ x ≤ 1
1−x
f (x) = ke 2 , for x > 1

0 , otherwise
where k is a constant. What is the value of k?

(a) 1/2
(b) 2/5
(c) 3/8
(d) 4/9

34. Multiple responses question: choose all that apply.

Let X1 , X2 , . . . , Xn1 be independent and identically distributed (i.i.d.) random variables with
population mean µ1 ; let Y1 ,Y2 , . . . ,Yn2 be i.i.d. random variables with population mean µ2 ;
let U1 ,U2 , . . . ,Un3 be i.i.d. random variables with population mean 4. All these random vari-
ables have the unknown but common variance σ 2 . Which of the following is/are unbiased
estimator(s) for σ 2 ?

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 n1
∑i=1 (Xi − X̄)2 + ∑nj=1
2
(Y j − Ȳ )2 + ∑nk=1
3
(Uk − 4)2
(a) .
n1 + n2 + n3 − 2
n1
∑i=1 (Xi − X̄)2 + ∑nj=1
2
(Y j − Ȳ )2 + ∑nk=1
3
(Uk − 4)2
(b) .
n1 + n2 + n3 − 3
n n n
1
∑i=1 (Xi − X̄)2 + ∑ j=1
2
(Y j − Ȳ )2 + ∑k=1
3
(Uk − Ū)2
(c) .
n1 + n2 + n3 − 2
n1
∑i=1 (Xi − X̄)2 + ∑nj=1
2
(Y j − Ȳ )2 + ∑nk=1
3
(Uk − Ū)2
(d) .
n1 + n2 + n3 − 3
35. Fill in the blank.
Let X1 , X2 , . . . , X10 be independent and identically distributed random variables having the
exponential distribution Exp(1). Let T = min{X1 , X2 , . . . , X10 }. Find E(T ).
Answer: