FACULTY OF SCIENCE

DEPARTMENT OF STATISTICS

MODULE: Mathematical Statistics 2A (STA02A2)

CAMPUS: APK
ASSESSMENT: Theory Semester Test 2, Semester 1, 2023
DATE: 17 May 2023
DURATION: 75 minutes (1 hour 15 minutes)
MARKS: 35 = 100%
ASSESSOR(S): Miss E Smit
INTERNAL MODERATOR: Dr V van Appel

INSTRUCTIONS:
▪ This paper consists of 5 pages (excluding the cover page).
▪ This paper consists of 6 questions with sub-questions.
▪ Answer all questions in the answer booklet(s) provided.
▪ The use of a non-programmable calculator is allowed.
▪ Round off all intermediate and final answers to 3 decimal places, unless otherwise stated.
▪ Standard normal tables are provided on pages 3-4.
▪ Formulae are provided on page 5.
Question 1 (3 marks)
Consider the following joint probability mass function of random variables X and Y.
p(x, y) X
0 1 2
Y 1 0.4 0.3 0.1
2 0.1 0 0.1

Calculate the conditional expectation of X given that Y = 1, i.e., E ( X | Y = 1) .

Question 2 (13 marks)

X and Y are jointly distributed continuous random variables with joint probability density function:
6 xy 2 0  x  1, 0  y  1
f ( x, y ) = 
0 otherwise

2 3 1 3
where E ( X ) = , E (Y ) = , Var ( X ) = , and Var (Y ) = .
3 4 18 80

Let random variable Z = 5 + 3 X + 2Y .

2.1 (2 marks) The moment-generating function for random variables X and Y exists, namely M X ( t ) and

M Y ( t ) . Show that M Z ( t ) = e5t M X ( 3t ) M Y ( 2t ) .

2.2 (2 marks) Show that Cov ( 3 X , 2Y ) = 6Cov ( X , Y ) .

2.3 (4 marks) Calculate Cov ( X , Y ) and comment on your answer in term of dependence and correlation.

2.4 (2 marks) Calculate Var ( Z ) .

1 
2.5 (3 marks) Calculate E  .
X 

Question 3 (3 marks)
A certain insect lays a large number of eggs (Y), each surviving with a probability p. The number of eggs laid
follows a Poisson distribution with rate λ, i.e. Y ~ Poisson(λ). It is assumed that each egg’s survival
independent. Let X = the total number of survivors, then X | Y ~ binomial(Y, p). On average, how may eggs
will survive?

1
Question 4 (3 marks)
Consider a random variable X ~ uniform ( a, b ) . Derive the moment-generating function of X.

Question 5 (6 marks)
A random variable X follows a Chi-squared distribution with k degrees of freedom, i.e., X ~  k2 . The moment-

generating function of X is:

M X ( t ) = (1 − 2t ) 2 .
−k

5.1 (3 marks) Use the moment-generating function to find E ( X ) if k = 4.

5.2 (1 mark) Give the name of the following Theorem:

If X is a random variable with P ( X  0 ) = 1 and for which E ( X ) exists, then

E(X )
P( X  t) 
t
5.3 (2 marks) Use the results from Questions 5.1 and 5.2 to determine the upper limit of P ( X  10 ) .

Question 6 (7 marks)
6.1 (3 marks) X 1 , X 2 , , X n is a sequence of independent random variables with mean  and variance  2 .
n
S n − n
If S n =  X i , show that Z n = has a mean of 0 and a variance of 1.
i =1  n
6.2 (4 marks) A study has show that the average number of minutes of app engagement on a cell phone is
8.2 minutes, with a standard deviation of 3 minutes. Find the probability (to 4 decimal places) that the
total app engagement time of a sample of n = 100 people is between 13 and 14 hours.

2
Standard Normal Distribution
Entry represents area under the cumulative standard normal distribution from −∞ to z
Z 0
z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
-3.4 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0002
-3.3 0.0005 0.0005 0.0005 0.0004 0.0004 0.0004 0.0004 0.0004 0.0004 0.0003
-3.2 0.0007 0.0007 0.0006 0.0006 0.0006 0.0006 0.0006 0.0005 0.0005 0.0005
-3.1 0.0010 0.0009 0.0009 0.0009 0.0008 0.0008 0.0008 0.0008 0.0007 0.0007
-3.0 0.0013 0.0013 0.0013 0.0012 0.0012 0.0011 0.0011 0.0011 0.0010 0.0010
-2.9 0.0019 0.0018 0.0018 0.0017 0.0016 0.0016 0.0015 0.0015 0.0014 0.0014
-2.8 0.0026 0.0025 0.0024 0.0023 0.0023 0.0022 0.0021 0.0021 0.0020 0.0019
-2.7 0.0035 0.0034 0.0033 0.0032 0.0031 0.0030 0.0029 0.0028 0.0027 0.0026
-2.6 0.0047 0.0045 0.0044 0.0043 0.0041 0.0040 0.0039 0.0038 0.0037 0.0036
-2.5 0.0062 0.0060 0.0059 0.0057 0.0055 0.0054 0.0052 0.0051 0.0049 0.0048
-2.4 0.0082 0.0080 0.0078 0.0075 0.0073 0.0071 0.0069 0.0068 0.0066 0.0064
-2.3 0.0107 0.0104 0.0102 0.0099 0.0096 0.0094 0.0091 0.0089 0.0087 0.0084
-2.2 0.0139 0.0136 0.0132 0.0129 0.0125 0.0122 0.0119 0.0116 0.0113 0.0110
-2.1 0.0179 0.0174 0.0170 0.0166 0.0162 0.0158 0.0154 0.0150 0.0146 0.0143
-2.0 0.0228 0.0222 0.0217 0.0212 0.0207 0.0202 0.0197 0.0192 0.0188 0.0183
-1.9 0.0287 0.0281 0.0274 0.0268 0.0262 0.0256 0.0250 0.0244 0.0239 0.0233
-1.8 0.0359 0.0351 0.0344 0.0336 0.0329 0.0322 0.0314 0.0307 0.0301 0.0294
-1.7 0.0446 0.0436 0.0427 0.0418 0.0409 0.0401 0.0392 0.0384 0.0375 0.0367
-1.6 0.0548 0.0537 0.0526 0.0516 0.0505 0.0495 0.0485 0.0475 0.0465 0.0455
-1.5 0.0668 0.0655 0.0643 0.0630 0.0618 0.0606 0.0594 0.0582 0.0571 0.0559
-1.4 0.0808 0.0793 0.0778 0.0764 0.0749 0.0735 0.0721 0.0708 0.0694 0.0681
-1.3 0.0968 0.0951 0.0934 0.0918 0.0901 0.0885 0.0869 0.0853 0.0838 0.0823
-1.2 0.1151 0.1131 0.1112 0.1093 0.1075 0.1056 0.1038 0.1020 0.1003 0.0985
-1.1 0.1357 0.1335 0.1314 0.1292 0.1271 0.1251 0.1230 0.1210 0.1190 0.1170
-1.0 0.1587 0.1562 0.1539 0.1515 0.1492 0.1469 0.1446 0.1423 0.1401 0.1379
-0.9 0.1841 0.1814 0.1788 0.1762 0.1736 0.1711 0.1685 0.1660 0.1635 0.1611
-0.8 0.2119 0.2090 0.2061 0.2033 0.2005 0.1977 0.1949 0.1922 0.1894 0.1867
-0.7 0.2420 0.2389 0.2358 0.2327 0.2296 0.2266 0.2236 0.2206 0.2177 0.2148
-0.6 0.2743 0.2709 0.2676 0.2643 0.2611 0.2578 0.2546 0.2514 0.2483 0.2451
-0.5 0.3085 0.3050 0.3015 0.2981 0.2946 0.2912 0.2877 0.2843 0.2810 0.2776
-0.4 0.3446 0.3409 0.3372 0.3336 0.3300 0.3264 0.3228 0.3192 0.3156 0.3121
-0.3 0.3821 0.3783 0.3745 0.3707 0.3669 0.3632 0.3594 0.3557 0.3520 0.3483
-0.2 0.4207 0.4168 0.4129 0.4090 0.4052 0.4013 0.3974 0.3936 0.3897 0.3859
-0.1 0.4602 0.4562 0.4522 0.4483 0.4443 0.4404 0.4364 0.4325 0.4286 0.4247
-0.0 0.5000 0.4960 0.4920 0.4880 0.4840 0.4801 0.4761 0.4721 0.4681 0.4641

3
Standard Normal Distribution (continued)
Entry represents area under the cumulative standard normal distribution from −∞ to z
0 Z
z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879
0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389
1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015
1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177
1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319
1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545
1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633
1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706
1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767
2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817
2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857
2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890
2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952
2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986
3.0 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990
3.1 0.9990 0.9991 0.9991 0.9991 0.9992 0.9992 0.9992 0.9992 0.9993 0.9993
3.2 0.9993 0.9993 0.9994 0.9994 0.9994 0.9994 0.9994 0.9995 0.9995 0.9995
3.3 0.9995 0.9995 0.9995 0.9996 0.9996 0.9996 0.9996 0.9996 0.9996 0.9997
3.4 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9998

4
FORMULA SHEET
Discrete
Probability Mass Function Valid Range E(X) Var(X)
Distributions
n
p ( x ) =   p x (1 − p ) np (1 − p )
n− x
Binomial x = 0,1, n np
 x
1 1− p
p ( x ) = (1 − p )
x −1
Geometric p x = 1, 2,
p p2
 x − 1 r r = 1, 2, r (1 − p ) r (1 − p )
p ( x) =   p (1 − p )
Negative x−r

binomial  r −1  x = r , r + 1, p p2
 r  n − r 
   m = 1, 2, ,n
x m − x
Hypergeometric p ( x ) =   r = 0,1, ,n NA NA
n 
  x = 0,1, ,m
m
e−   x
Poisson p ( x) = x = 0,1,  
x!

Continuous
Probability Density Function Valid Range E(X) Var(X)
Distributions
b+a (b − a )
2
1
Uniform f ( x) = a xb
b−a 2 12
x0 1 1
Exponential f ( x ) = e− x
 0  2
   −1 −  x x0  
Gamma f ( x) = x e
 ( ) ,  0  2
1  x− 
2
− 
Normal f ( x) =
1 
e 2   −  x    2
 2
 ( a + b ) a −1
f ( x) = x (1 − x )
b −1
Beta 0  x 1 NA NA
 ( a )  (b)

Properties of the Gamma Function


 ( ) =  x −1e− x dx  ( n ) = ( n − 1)! for n = 1, 2,3,
0

 ( + 1) =  ( )  ( 12 ) = 