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These questions are all multiple choice or short answer. You don’t have to show any work.
Concept 5. answer: B.
Concept 6. answer: 2. B
1
18.05 Final Exam Solutions 2
Concept 12. answer: D. By the form of the posterior pdf we know it is beta(8, 13).
Concept 15. answer: E. unknown. Frequentist methods only give probabilities for data
under an assumed hypothesis. They do not give probabilities or odds for hypotheses. So
we don’t know the odds for distribution means
0.4
A B C D
Problem 2. (20)
3/5 2/5
R2 B2 R1 R2
18.05 Final Exam Solutions 3
3 2 6
(a) P (R1 ∩ R2 ) = · = = 0.3 .
5 4 20
2 4
P (R2 |B1 )P (B1 ) 5 · 6 8/30 8
(b) P (B1 |R2 ) = = 3 2 2 4 = = .
P (R2 ) 5 · 4 + 5 · 6
17/30 17
Problem 3. (15) F (1): Since you never get more than 6 on one roll we have F (1) = 0 .
F (2) = P (X = 1) + P (X = 2):
P (X = 1) = 0
21 7
P (X = 2) = P (total on 2 dice = 7,8,9,10,11,12) = = .
36 12
F (7): The smallest total on 7 rolls is 7, so F (7) = 1 .
1 3
2(1 − x)2 = 0.125 ⇒ (1 − x)2 = ⇒ x= . x
16 4 x = q0.875
Analytic mehtod: We want a such that F (a) = 7/8. Since f (x) is defined in two pieces we
have to compute F (a) in two pieces.
1/2
1/2 1
F (1/2) = 4x dx = 2x2 0
= .
0 2
Since 54 is not in the range of X we have a = 3/4 . (The same answer as with the geometric
method.)
1
Problem 6. (15) Let X ∼ U(a, b). The pdf of X is f (x) = on the interval [a, b].
b−a
Thus,
b b b
x2 b2 − a 2
Z Z
x b+a
E(X) = xf (x) dx = dx = = =
a a b−a 2(b − a) a 2(b − a) 2
Z b
Var(X) = (x − μ)2 f (x) dx
a
Z b( )
a+b 2 1
= x− dx
a 2 b−a
3
b
x − a+b
2 1
=
3 b − a
a
= . . . algebra . . .
1 1
= (b − a)3
12 b−a
(b − a)2
= .
12
0.01 0.99
1 D+ 0 0.04 D
−
0.96
T+ T− T+ T−
P (D+ |T + ) 1/4.96 1
(b) Odds(winning) = Odds(D+ |T + ) = − +
= = .
P (D |T ) 3.96/4.96 3.96
4
Since the payoff ratio is greater than 1/(odds of winning), it is a good bet.
1
Equivalently we can argue the
1 3.96 4
E(winnings) = 400 · − 100 · = > 0.
4.96 4.96 4.96
A positive expected winnings means it’s a good bet.
Thus,
10 81 433
Var(X) = E(X 2 ) − E(X)2 = − =
7 100 700
43
E(Y 2 ) =
70
( )2
2 43 2 43 43 · 27
Var(Y ) = E(Y ) − E(Y ) = − =
70 70 702
therefore
113/700
Cor(X, Y ) = J J
433/700 43 · 27/702
Note: We J
would accecpt –even encourage solutions– that left the fractions uncomputed,
e.g. σY = 43/70 − (43/70)2 .
Problem 9. (20) (a) Let X ∼ binomial(25, 0.5) = the number supporting the referendum.
We know that
1 25 5
E(X) = 12.5, Var(X) = 25 · = , σX = .
4 4 2
X − 12.5
Standardizing and using the CLT we have Z = ≈ N(0, 1) Therefore,
5/2
( )
X − 12.5 14 − 12.5
P (X ≥ 14) = P ≥ ≈ P (Z ≥ 0.6) = Φ(−0.6) = 0.2743 ,
5/2 5/2
z0.05
So we want √ ≤ 0.01.
2 n
From the table z0.05 = Φ(−0.05) = 1.65. So we want
1.65 √ 165
√ ≤ 0.01 ⇒ n≥ ⇒ n > (82.5)2 = 6806.25
2 n 2
answer: n = 6807
data is � 2
1
f (data | τ ) = x1 x2 · · · xn τ n e
− 2 τ xi .
The log likelihood is
1 � 2
ln(f (data | τ )) = ln(x1 x2 · · · xn ) + n ln(τ ) − τ xi .
2
18.05 Final Exam Solutions 7
We find the MLE for τ by taking a derivative of the log likelihood with respect to τ and
setting equal to 0.
Problem 11. (15) (a) We assume the random error terms ei are independent, have mean
0 and all have the same variance (homoscedastic).
(b)
(n − 1)s2
(ii) We use the statistic ∼ χ2 (44). The 80% confidence interval for σ 2 is
σ2
[ ]
(n − 1)s2 (n − 1)s2
, ,
c0.9 c0.1
where c0.9 and c0.1 are the right critical values from the chi-square distribution with 44
degrees of freedom.
[ ] [ ]
2 (n − 1)s2 (n − 1)s2 44 · 16 44 · 16
80% CI for σ = , = ,
56.37 32.49 56.37 32.49
(b) The 80% bootstrap CI is [x − δ0∗.1 , x − δ0∗.9 ], where δ0∗.1 and δ0∗.9 are empirical right tail
critical points for δ ∗
18.05 Final Exam Solutions 8
Problem 13. (15) (a) Since μ = 1/p we should use the approximation p̂ = 1/x .
(b) Step 1. Approximate p by p̂ = 1/x.
Step 2. Generate a bootstrap sample x∗1 , . . . , xn∗ from geom(p̂).
Step 3. Compute p∗ = 1/x∗ and δ ∗ = p∗ − p̂.
Repeat steps 2 and 3 many times (say 104 times.
Step 4. List all the δ ∗ and find the critical values.
∗
Let δ0.025 = 0.025 critical value = 0.975 quantile.
∗
Let δ0.975 = 0.975 critical value = 0.025 quantile.
∗
Step 5. The bootstrap confidence interval is [p̂ − δ0.025 ∗
, pˆ − δ0.975 ].
Problem 14. (30) (a) We will use the standardized mean based on H0 as a test statistic:
x − μ0 x−3
z= √ = . = 5(x − 3).
σ/ n 2/10
At α = 0.05 we reject H0 if
z < z0.975 = −1.96 or z > z0.025 = 1.96.
(Or we could have used x as a test statistic and got the corresponding rejection region.)
5−3
(b) With this data we have z = 2/10 = 10. The rejection region is two sided so
Problem 16. (20) (a) Let θ represent the number of sides to the die. The data is x1 = 7
Hypothesis prior likelihood unnorm. post. posterior
p(θ)p(x1 = 7 | θ)
θ p(θ) p(x1 = 7 | θ) p(θ)p(x1 = 7 | θ) p(θ | x1 = 7) =
p(x1 = 7)
θ=6 1/2 0 0 0
θ=8 1/4 1/8 1/32 3/5
θ = 12 1/4 1/12 1/48 2/5
18.05 Final Exam Solutions 10
p(θ = 12 | x1 = 7) 2/5 2
(b) Odds = = = .
p(θ = 12 | x1 = 7) 3/5 3
(c) We extend the table in order to compute the posterior predictive probability.
θ p(θ | x1 = 7) p(x2 = 7 | θ) p(θ | x1 = 7)p(x2 = 7 | θ)
θ=6 0 0 0
θ=8 3/5 1/8 3/40
θ = 12 2/5 1/12 2/60
Total 13/120
13
The total probability p(x2 = 7 | x1 = 7) = .
120
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