STAtistics / Mr. Hansen
1/5/2006

Name: _________________________

Test #4

Probability, random variables, Type I/Type II error, PPV, and simulations

Time limit: 50 minutes.

 

Useful Formulae:

 

 

 

P(A È B) = P(A) + P(B) – P(A Ç B)

 



 

E(X) = mX = S xi pi

 

 

 

1.

At the NIA, 30% of the employees are moles (i.e., double agents). To root them out, we try administering polygraph tests. The polygraph flags (“+” reading) 80% of moles, and the polygraph clears 75% of non-moles. There are no ambiguous results.

(a)

State H0.

(b)

Compute a, the probability of a Type I error.

(c)

Compute b, the probability of a Type II error.

(d)

Compute P(mole | person is flagged by the polygraph test).

(e)

What name do we give to (d)? (Abbrev. is acceptable.)

(f)

Compute P(not mole | person is cleared by the polygraph test).

(g)

In an SRS of 10 employees, compute the probability that more than 4 are moles. Work is not required.

(h)

What assumption (a rule of thumb that we learned) is needed in order to proceed with the computation in part (g)? Is this assumption probably reasonable if NIA is a large agency?

(i)

In an SRS of 10 employees, compute the probability that at least 1 is a mole. This time, work is required.

 

 

2.

Mr. Hansen is a terrible free-throw shooter, hitting only 15% of his attempts. This probability is unchanging and independent of trials.

(a)

What model is appropriate for determining the probability of hitting the first success in 1, 2, 3, 4, . . . tries? Explain in detail, listing all the requirements that are satisfied.

(b)

Compute the expected number of shots needed for Mr. Hansen’s first success.

(c)

Estimate the standard deviation of the number of shots needed for Mr. Hansen’s first success. Consider only the cases 1 through 8. Show work. [The formula  gives

the exact value, but because p is so low, many more than 8 cases are needed for accuracy.]

 

 

3.

In a dice game with standard dice numbered 1-6, I will roll 2 dice. If I obtain 2 even numbers, I win $10 from you. If I obtain 2 odd numbers, I will pay you $15. If the dice are a mixture of odd and even, nobody wins. Write out the instructions for a simulation to see what the probability that I will be ahead money after 4 rolls is. Note: A game consists of 4 rolls of the pair of dice. Then use your calculator’s pseudorandom digit generator to estimate this probability by simulating 8 games. Show your results in a table.