武汉大学2012概率统计期末考试B

武汉大学2012概率统计期末考试B
武汉大学2012概率统计期末考试B

武汉大学2012——2013第一学期概率统计B 试题

(54学时A )

学院____________________专业______________学号____________姓名________________

一、(14分)某系有三个班,1班有24位同学,其中12人是特长生;2班有20位同学,

其中8人是特长生;3班有26位同学,其中8人是特长生;现从此70个同学中任找一个同学;(1)求他是特长生的概率?(2)若他是特长生,求他来自1班的概率? (3)若每班任找一人组成三人队参加数模竞赛,求此队的三人全是特长生的概率? 二、(12分)某真菌的寿命(单位:小时)在区间(0,5)服从均匀分布;

(1)求其寿命大于3小时的概率?

(2)观测3个此类真菌,求恰有2个寿命大于3小时的概率? 三、(14分)若随机变量(,)X Y 的联合概率密度为

(,)0

k f x y ?=?? 221

x y +≤其他 ;k 为常数。

⑴求随机变量X 和Y 的边沿概率密度();()x y f x f y ; ⑵X 和Y 是否独立 ? (3

)求Z =

四、(12分)设,A B 为随机事件,111

(),(),()432

P A P B A P A B =

|=|=,设,X Y 分别表示一次实验中,A B 发生的次数。求:(1)二维随机变量(,X Y )的联合概率分布。 (2),X Y 的相关系数ρ。

五、(12分)若 一批种子的发芽率为0.8,分别用切比雪夫不等式和中心极限定理估计这样

的种子10000粒发芽数在7800——8200之间的概率。(标准正态分布的分布函数用

()x Φ表示)

六、(12分)若X 1…Xn 是来自正态总体2

(,)N m s 的样本,X 是样本均值,

2

21

1()1n i i S X X n ==--∑是样本方差。 ⑴ 求2

S 的期望和方差。 (2)选取常数,a b ,使得X b

t a

S

-=服从(1)t n -分布。 七、(12分)若总体在区间(1,)q 服从均匀分布,X 1…Xn 是其样本,

(1)求q 的矩估计和极大似然估计。 (2) 判别他们的无偏性。并将不是无偏估计的估计化为无偏估计。 八、(12分)据报道:12月7日,全球有感地震18次,其中6级以上2次,某专家说:全球每年发生6级以上地震大约250次,标准差约为60次,最近9年,测得6级以上地震年平均约274.0次,问:可否认为最近9年地球的6级以上地震次数有大幅增加? (0.05α=)(假设地震次数近似服从正态分布2

(,)N m s ,数据为计算方便有改动) 已知: (1.65)0.95,(1.96)0.975Φ=Φ= ,其中()x Φ为标准正态分布的分布函数。

武汉大学2012——2013第一学期概率统计B 试题参考答案

(54学时A )

学院____________________专业______________学号____________姓名________________

三、(14分)某系有三个班,1班有24位同学,其中12人是特长生;2班有20位同学,

其中8人是特长生;3班有26位同学,其中8人是特长生;现从此70个同学中任找一个同学;(1)求他是特长生的概率?(2)若他是特长生,求他来自1班的概率? (3)若每班任找一人组成三人队参加数模竞赛,求此队的三人全是特长生的概率?

解:(1)282

705P =

= ………………………………….6’ (2)123

287P == ……………………………………………10’

(3)12884

24202665

P ==

…………………………………..14’ 四、(12分)某真菌的寿命(单位:小时)在区间(0,5)服从均匀分布; (1)求其寿命大于3小时的概率?

(2)观测3个此类真菌,求恰有2个寿命大于3小时的概率?

解:(1)5

3

1

0.45

P dx =

=?

……………………………….6’ (2)设3个 真菌中寿命大于3小时的个数为X ,则(3,0.4)X B 所以 2

2

3(2)0.40.60.288P X C ===或

36

125

。 …………12’ 三、(14分)若随机变量(,)X Y 的联合概率密度为

(,)0k f x y ?=??

221

x y +≤其他 ;k 为常数。

⑴求随机变量X 和Y 的边沿概率密度();()x y f x f y ; ⑵X 和Y 是否独立 ?

(3)求Z =

解:显然,1

k π

=

(1

)()(,)0X f x f x y dy +∞

-∞

=

=??

?

11x -<<其他;

()(,)0Y f y f x y dx +∞

-∞

==??

?

-11y <<其他; ………………..8’

(2)显然,X 和Y 不独立。 ……………………….10’

(3)设()h z

是一非负连续函数,

2

1

(,)()2R h f x y dxdy h z zdz =???;

所以,Z =2()0z z f z ?=??

01

z ≤≤其他。………14’

四、(12分)设,A B 为随机事件,111

(),(),()432

P A P B A P A B =

|=|=,设,X Y 分别表示一次实验中,A B 发生的次数。求:(1)二维随机变量(,X Y )的联合概率分布。 (2),X Y 的相关系数ρ。 解:(1)1

()()()12

P AB P A P B A =|=

,()1()()6P AB P B P A B ==|

所以 1

{1,1}()12P X Y P AB ====,1{1,0}()()()6

P X Y P AB P A P AB ====-=

1{0,1}()()()12P X Y P AB P B P AB ====-=

,2{0,0}3

P X Y === 故 (,X Y )的联合概率分布为

..6’

(2)

11135,,,,46121636

EX EY EXY DX DY =

==== 故 1

(,)24

COV X Y EXY EXEY =-=,

,X Y 的相关系数ρ …………………………………………………..12’ 五、(12分)若 一批种子的发芽率为0.8,分别用切比雪夫不等式和中心极限定理估计这样

的种子10000粒发芽数在7800——8200之间的概率。(标准正态分布的分布函数用

()x Φ表示)

解:用X 表示10000粒种子的发芽数,则(10000,0.8)X B

8000,1600EX DX ==;

所以,由切比雪夫不等式

2

{78008200}{200}10.96200

DX

P X P X EX ≤≤=|-|≤≥-

= ……………6’ 由中心极限定理

8200800078008000

{78008200}(

)()2(5)114040

P X --≤≤=Φ-Φ=Φ-=…….12’

六、(12分)若X 1…Xn 是来自正态总体2

(,)N m s 的样本,X 是样本均值,

2

21

1()1n

i i S X X n ==--∑是样本方差。 ⑴ 求2

S 的期望和方差。 (2)选取常数,a b ,使得X b

t a

S

-=服从(1)t n -分布。 解:(1)因为

222

(1)

(1)n S n χσ

-- ,

又2

2

(1)1,(1)2(1)E n n D n n χχ-=--=- 所以 2

2

2

42

,1

ES DS n σσ==- …………………….6’ (2)a b μ=

= ……………………………………………………12’

七、(12分)若总体在区间(1,)q 服从均匀分布,X 1…Xn 是其样本,

(1)求q 的矩估计和极大似然估计。 (2) 判别他们的无偏性。并将不是无偏估计的估计化为无偏估计。

解:(1)矩估计

令 1

2

EX X θ+==,得 121X θ

=- 再求极大似然估计

似然函数 1

(1)()0

n

L θθ??-=???

121,,...n X X X θ<<其他

所以,q 的极大似然估计 212=max{,,...}n X X X θ …………………..6’ (2)因为 1

()E θθ=,所以,矩估计 121X θ=+是无偏估计。 而 2

1

()1

n E n θθθ+=≠+, 故 q 的极大似然估计 212=max{,,...}n

X X X θ不是q 的无偏估计。 可将其化为无偏估计 122

(1)max{,,...}1'=n n X X X n

θ+-。 ……….12’

八、(12分)据报道:12月7日,全球有感地震18次,其中6级以上2次,某专家说:全球每年发生6级以上地震大约250次,标准差约为60次,最近9年,测得6级以上地震年平均约274.0次,问:可否认为最近0年地球的6级以上地震次数有大幅增加? (0.05α=)(假设地震次数近似服从正态分布2

(,)N m s ,数据为计算方便有改动) 已知: (1.65)0.95,(1.96)0.975Φ=Φ= ,其中()x Φ为标准正态分布的分布函数。 解:由题意,做假设,01:250,:250H H μμ=>

274.0,9,60.0X n σ===,0.05α= …………….4’

检验统计量 u =

拒接域为 1.65u > …………………………………………8’

计算得 1.2u =,不落在拒接域内。所以,接受0H ,即认为最近9年地球的6级以上地震次数没有大幅增加。………………………………………………..12’

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