Scope 2011Final

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Preparing the Final Exam, STAT 3021, Fall 2011 Date: December 22, Thursday Time: 10:30 am -12:30 pm Final Scope Handout 1 Probability Sample Space, Events. Probability of an Event, Conditional Probability. Multiplicative Rules, Bayes’ Rule. Handout 2 Random Variables and Probability Distributions Concept of a Random Variable. Discrete and Continuous Probability Distributions. Joint Probability Distributions. Handout 3 Mathematical Expectation Mean, Variance, and Covariance of Random Variables. Means and Variances of Linear Combinations of Random Variables. Chebyshev’s Theorem. Handout 4 Some Discrete Probability Distributions Hypergeometric Distribution Binomial and Multinomial Distributions. Negative Binomial and Geometric Distributions. Poisson Distribution.. Handout 5 Some Continuous Probability Distributions Normal Distribution and Application of Normal Distribution. Normal Approximation to the Binomial. Gamma, Exponential, and Chi-Squared Distributions. Relation between the Poisson Process and Exponential Distribution. The Memoryless Property.

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Final 11

Transcript of Scope 2011Final

Page 1: Scope 2011Final

Preparing the Final Exam, STAT 3021, Fall 2011

Date: December 22, Thursday Time: 10:30 am -12:30 pm

Final Scope

Handout 1 Probability

• Sample Space, Events.

• Probability of an Event, Conditional Probability.

• Multiplicative Rules, Bayes’ Rule.

Handout 2 Random Variables and Probability Distributions

• Concept of a Random Variable.

• Discrete and Continuous Probability Distributions.

• Joint Probability Distributions.

Handout 3 Mathematical Expectation

• Mean, Variance, and Covariance of Random Variables.

• Means and Variances of Linear Combinations of Random Variables.

• Chebyshev’s Theorem.

Handout 4 Some Discrete Probability Distributions

• Hypergeometric Distribution

• Binomial and Multinomial Distributions.

• Negative Binomial and Geometric Distributions.

• Poisson Distribution..

Handout 5 Some Continuous Probability Distributions

• Normal Distribution and Application of Normal Distribution.

• Normal Approximation to the Binomial.

• Gamma, Exponential, and Chi-Squared Distributions.

• Relation between the Poisson Process and Exponential Distribution.

• The Memoryless Property.

Page 2: Scope 2011Final

Handout 6 Moments and Moment-Generating Functions.

Handout 7 Fundamental Sampling Distributions and Data Descriptions.

• Box Plot.

• Central Limit Theorem.

• Sampling Distribution of S2.

• t-Distribution.

• F -Distribution.

Handout 8 & 9 One and Two-Sample Estimation Problems.

• Point Estimation: Unbiasedness and Efficiency.

• Estimating the Mean and Variances.

• Prediction Interval of a Future Observation.

• Confidence Intervals for µ and µ1 − µ2. Scenarios 1-4.

Final Preparation

• Make sure you totally understand the homework problems.

• For the final exam, you are allowed to use three two-page two-sided ”cheat sheets”.

• There are about 6-8 problems in the final exam. The total score is 100 points.

• You can only use standard calculators that do not have external memory drives ordata ports to be used as communication devices.

• Probability tables for distributions will be given.

• Office hours for the final exam: STSS 118, 3:30pm-4:30pm, December 14th andFord Hall 350, 2:30pm-4:30pm, December 21th.