8/3/2020 Week 2 Homework - Summer 2020: Simulation and Modeling for Engineering and Science - ISYE-6644-OAN/O01

Week 2 Homework - Summer 2020

Due May 29 at 11:59pm Points 33 Questions 33
Available May 22 at 8am - May 29 at 11:59pm 8 days Time Limit None

Instructions
Please answer all the questions below.

This quiz was locked May 29 at 11:59pm.

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LATEST Attempt 1 1,779 minutes 27 out of 33

Score for this quiz: 27 out of 33

Submitted May 29 at 4:59am
This attempt took 1,779 minutes.

Question 1 1 / 1 pts

(Lesson 2.1: Derivatives.) BONUS: If , find the

derivative .

a.

b.

Correct! c.

This follows by the chain rule,

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d.

(c). This follows by the chain rule,

Question 2 1 / 1 pts

(Lesson 2.1: Derivatives.) BONUS: If , find the

derivative .

a.

b.

c.

Correct!
d.

By the chain rule,

(d). By the chain rule,

Question 3 1 / 1 pts

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(Lesson 2.2: Finding Zeroes.) BONUS: Suppose that

. Use any method you want to find a zero of
, i.e., such that .

a.

b.

c.

Correct! d.

This doesn't take too much work. Namely, set

This is the same as or

(d). This doesn't take too much work. Namely, set

This is the same as or

Question 4 1 / 1 pts

(Lesson 2.3: Integration.) BONUS: Find

a. 1/2

b. 7/2

c. 7/3

Correct!
d. 13/3

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We have

(d). We have

Question 5 1 / 1 pts

(Lesson 2.3: Integration.) BONUS: Find

a. 1

b.

Correct!
c. 23.6

We have

d. 46.2

(c). We have

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Question 6 1 / 1 pts

(Lesson 2.3: Integration.) BONUS: Find

a. 1

Correct!
b. 0

If we let and , then

and
, so that

seems to get us into a 0/0 issue. Thus, we'll need to employ

L'Hôspital's Rule:

c.

d. undetermined

(b). If we let and , then

and
, so that

seems to get us into a 0/0 issue. Thus, we'll need to employ

L'Hôspital's Rule:

Question 7 1 / 1 pts

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(Lesson 2.4: Numerical Integration.) BONUS: Find the approximate value

of the integral using the lesson's form of the Riemann sum
with , and .

a. -2

b. 1/3

Correct!
c. 3/4

We have

Well, this is sort of close to the true integral of 2/3. Of course, we

could've done even better if had been bigger or if we had used the
midpoint of each interval instead of the right endpoint.

d. 3

(c). We have

Well, this is sort of close to the true integral of 2/3. Of course, we

could've done even better if had been bigger or if we had used
the midpoint of each interval instead of the right endpoint.

Question 8 1 / 1 pts

(Lesson 2.5: Probability Basics.) If and

and are independent, find the probability that exactly one of
and occurs.

a. 0.144

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Correct! b. 0.288

You could also have used a binomial distribution argument to solve

this problem,
i.e.,

c. 0.576

d. 0.6

e. I'm from The University Of Georgia. Is the answer -3?

The answer is (b). To see why, note that

You could also have used a binomial distribution argument to solve

this problem,
i.e.,

Question 9 1 / 1 pts

(Lesson 2.5: Probability Basics.) Toss 3 dice. What's the probability that a
"4" will come up exactly twice?

Correct!
a. 5/72

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Write out every possible outcome explicitly, or use the following

binomial argument: Let denote the number of times a "4" comes
up. Clearly,

b. 1/2

c. 13/16

d. 1/8

(a). Write out every possible outcome explicitly, or use the

following binomial argument: Let denote the number of times a
"4" comes up. Clearly,

Question 10 1 / 1 pts

(Lesson 2.6: Simulating Random Variables.) BONUS: Suppose and

are independent Uniform(0,1) random variables. (You can simulate these
using the RAND() function in Excel, for instance.) Consider the nasty-
looking random variable

where the cosine calculation is carried out in radians (not degrees). Go

ahead and calculate . . . don't be afraid. Now, repeat this task 1000
times (easy to do in Excel) and make a histogram of the 1000 's. What
distribution does this look like?

Correct!
a. Normal

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This is the Box-Muller method to generate normal random variables.

We'll learn much more about this later on.

b. Unif(0,1)

c. Exponential

d. Weibull

(a). This is the Box-Muller method to generate normal random

variables. We'll learn much more about this later on. Here's some
example Matlab code that works well. . .

%Matlab code
clear all;close all;clc;
z_vec=zeros(1000,1);
for i = 1:1000
u = rand;
v = rand;
z_vec(i)= sqrt(-2*log(u))*cos(2*pi*v);
end
nbins = 30;
bins = linspace(-5,5,nbins);
histogram(z_vec,bins)

Of course, you can do this easily in R, Excel, Python etc.

Question 11 1 / 1 pts

(Lesson 2.7: Great Expectations.) Suppose that is a discrete random

variable having with probability 0.2, and with probability
0.8. Find .

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a. -1

b. 3

c. 1

Correct!
d. 2.2

So the
answer is (d).

. So the
answer is (d).

Question 12 1 / 1 pts

(Lesson 2.7: Great Expectations.) Suppose that is a discrete random

variable having with probability 0.2, and with probability
0.8. Find .

a. -1

b. 1

Correct!
c. 2.56

In addition to the above work,

so that we have . So the

answer is (c).

d. 5.12

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In addition to the above work,

so that we have . So the

answer is (c).

Question 13 1 / 1 pts

(Lesson 2.7: Great Expectations.) Suppose that is a discrete random

variable having with probability 0.2, and with probability
0.8. Find .

a. 3

b.

c. -2

Correct!
d. 44/15

Finally, by LOTUS,

so that . So the answer is (d).

Finally, by LOTUS,

so that . So the answer is (d).

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Question 14 1 / 1 pts

(Lesson 2.7: Great Expectations.) Suppose X is a continuous random

variable with p.d.f. for . Find .

a. 2/3

b. 1

c. 3/2

Correct! d. 2

By LOTUS,

(d) By LOTUS,

Question 15 1 / 1 pts

(Lesson 2.8: Functions of a Random Variable.) Suppose is the result of

a 5-sided die toss having sides numbered . Find the
probability mass function of .

a.

b.

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Correct! c.

This follows because

No other possible values for .

d.

(c). This follows because

No other possible values for .

Question 16 0 / 1 pts

(Lesson 2.8: Functions of a Random Variable.) Suppose is a

continuous random variable with p.d.f. for . Find
the p.d.f. . (This may be easier than you think.)

orrect Answer a. , for

b. , for

ou Answered c. , for

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d. , for

(a). Note that the c.d.f. of is (you can do this in your

head). So by the Inverse Transform Theorem, we immediately
have that is Unif(0,1), with the p.d.f. .

Question 17 1 / 1 pts

(Lesson 2.9: Jointly Distributed RVs.) Suppose that for

. Find .

a. 1

b. 1/2

c. 1/4

Correct! d. 1/8

So the answer is (d).

So the answer is (d).

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Question 18 1 / 1 pts

(Lesson 2.9: Jointly Distributed RVs.) Suppose that for

. Find the marginal p.d.f. of .

Correct! a. , for

, for
. So the answer is (a).

b. , for

c. , for

d. , for

, for
. So the answer is (a).

Question 19 0 / 1 pts

(Lesson 2.9: Jointly Distributed RVs.) YES or NO? Suppose and

have joint p.d.f. for ,
, and whatever constant makes the nasty mess integrate to
1. Are and independent?

ou Answered a. Yes

orrect Answer b. No

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NO! The lesson has a theorem that says that , are

independent if and only if you can write with
no funny limits for some functions and . Can't do such a
factorization, so and ain't indep.

Question 20 0 / 1 pts

(Lesson 2.10: Conditional Expectation.) BONUS: Suppose that

for . Hint (you may have seen this

someplace): the marginal p.d.f. of turns out to be

for . Find the conditional p.d.f. of

given that .

orrect Answer a.

ou Answered b.

c.

d.

So the answer is (a).

Question 21 1 / 1 pts

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(Lesson 2.10: Conditional Expectation.) BONUS: Again suppose that

for . Hint (you may already have seen this

someplace): the the marginal p.d.f. of turns out to be
for . Find .

a.

Correct! b.

By the definition of conditional expectation, we have

So the answer is (b).

c.

d.

By the definition of conditional expectation, we have

So the answer is (b).

Question 22 0 / 1 pts

(Lesson 2.10: Conditional Expectation.) BONUS: Yet again suppose that

for . Hint (you may already have seen this
someplace): the the marginal p.d.f. of turns out to be
for . Find .

a. 1/2

ou Answered b. 2/3

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orrect Answer c. 3/4

d. 1

By Law of the Unconscious Statistician and Question 21,

So the answer is (c).

Let's check this answer. First of all, the marginal p.d.f. of is:

Then

Finally, by double expectation, , so

the check works!

Question 23 1 / 1 pts

(Lesson 2.11: Covariance and Correlation.)

Suppose that the correlation between December snowfall and
temperature in Siberacuse, NY is . Further suppose that
100 in and (degrees F) . Find (in units of
degree inches, whatever those are).

Correct! a. -25

b. -5

c. 5

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d. 25

The answer is (a). since

Question 24 1 / 1 pts

(Lesson 2.11: Covariance and Correlation.) If and both have mean

and variance 4, and , find .

Correct! a. 34

b. 36

c. 40

d. 41

So the answer is (a).

Question 25 1 / 1 pts

(Lesson 2.12: Probability Distributions.)

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You may recall that the p.m.f. of the Geometric distribution is

If the number of orders at a production center this month is a Geom(0.7)

random variable, find the probability that we'll have at most 3 orders.

a. 0.027

b. 0.14

c. 0.86

Correct! d. 0.973

Denote . Then

Denote . Then

So the answer is (d).

Question 26 0 / 1 pts

(Lesson 2.12: Probability Distributions.) Suppose the SAT math score of

a University of Georgia student can be approximated by a normal
distribution with mean 400 and variance 225. Find the probability that the
UGA Einstein will score at least a 415.

ou Answered a. 0.5

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orrect Answer b. 0.1587

c. 0.975

d. 0.8413

This answer is (b). To see why, let denote his score and let
denote a standard normal random variable. Then

where you could've used the back of the book or the NORMSDIST
function in Excel to look up that last probability. (Actually, this is a
famous one, so you may have memorized it).

Question 27 1 / 1 pts

(Lesson 2.13: Limit Theorems.)

What is the most-important theorem in the universe?

a. Eastern Limit Theorem

Correct! b. Central Limit Theorem

c. Central Limit Serum

d. Central Simit Theorem (simit is a tasty Turkish bagel)

(b).

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Question 28 1 / 1 pts

(Lesson 2.13: Limit Theorems.) If are i.i.d. from some

distribution with mean 1 and variance 400, find the approximate
probability that the sample mean is between 0 and 2.

a. 0.1587

b. 0.3174

Correct! c. 0.6826

First of all, note that and

Then by the CLT, we have
Nor (1,1). Thus,

So the answer is (c).

d. 0.8413

First of all, note that and

Then by the CLT, we have Nor
(1,1). Thus,

So the answer is (c).

Question 29 1 / 1 pts

(Lesson 2.14: Estimation.)

Suppose we collect the following observations: 7, , 1, 6. What is the
sample variance?

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a. 13

b.

Correct!
c. 18

First of all, the same mean is . Then the

sample variance is

So that the answer is (c).

d. 28

First of all, the same mean is . Then the

sample variance is

So that the answer is (c).

Question 30 1 / 1 pts

(Lesson 2.14: Estimation.) BONUS: Consider two estimators, and ,

for an unknown parameter . Suppose that the ,
, , and . Which estimator
might you decide to use and why?

a. - it has lower expected value

b. - it has lower MSE

c. - it has lower variance

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Correct! d. - it has lower MSE

Although low bias and variance are just great individually, we are
usually interested in the estimator with the lower MSE, which
balances bias and variance.
Of course, MSE = Bias + Variance. Thus, MSE and
MSE . So the answer is (d).
Note that (a) is incorrect because lower expected value doesn't
necessarily tell us about bias. (b) is just plain wrong, wrong, wrong.
(c) is close, but variance isn't as important as MSE.

Although low bias and variance are just great individually, we are
usually interested in the estimator with the lower MSE, which
balances bias and variance.
Of course, MSE = Bias + Variance. Thus, MSE and
MSE . So the answer is (d).
Note that (a) is incorrect because lower expected value doesn't
necessarily tell us about bias. (b) is just plain wrong, wrong, wrong.
(c) is close, but variance isn't as important as MSE.

Question 31 1 / 1 pts

(Lesson 2.15: Maximum Likelihood Estimation.) BONUS: Suppose that

are i.i.d. . Find , the MLE of . (Don't panic --
- it's not that difficult.)

Correct!
a.

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The likelihood function is

To simplify things (as per the suggestion in the lesson), take logs:

where is a constant with respect to .

The recipe says that you now set the derivative , and solve for :

Solving, we get . (I won't do a second

derivative test because I'm lazy.) Thus, the correct answer is (a).

b.

c.

d.

The likelihood function is

To simplify things (as per the suggestion in the lesson), take logs:

where is a constant with respect to .

The recipe says that you now set the derivative , and solve for
:

Solving, we get . (I won't do a second

derivative test because I'm lazy.) Thus, the correct answer is (a).

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Question 32 0 / 1 pts

(Lesson 2.15: Maximum Likelihood Estimation.) BONUS: Suppose that

we are looking at i.i.d. Exp( ) customer service times. We observe times
of 2, 4, and 9 minutes. What's the maximum likelihood estimator of ?

a. 5

ou Answered b. 1/5

c. 25

orrect Answer d. 1/25

From the lesson, we know that the MLE of is .

Therefore, the Invariance Property states that the MLE of

. This is choice (d).

Question 33 1 / 1 pts

(Lesson 2.16: Confidence Intervals.) BONUS: Suppose we collect the

following observations: (as in a previous question in this
homework). Let's assume that these guys are i.i.d. from a normal
distribution with variance . Give me a two-sided 95%
confidence interval for the mean .

a.

Correct! b.

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The confidence interval will be of the form

where , the sample mean , the sample variance

, and , so that the -distribution quantile (which
you have to look up) is . All of this stuff yields

This is choice (b).

c.

d.

The confidence interval will be of the form

where , the sample mean , the sample variance

, and , so that the -distribution quantile (which
you have to look up) is . All of this stuff yields

This is choice (b).

Quiz Score: 27 out of 33

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