[試題] 102下 林守德 機率 期末考

作者: irritum (働いたら 負け)   2014-06-17 02:31:00
課程名稱︰機率
課程性質︰必修
課程教師︰林守德
開課學院:電機資訊
開課系所︰資訊工程
考試日期(年月日)︰2014/6/16
考試時限(分鐘):180
是否需發放獎勵金:是
(如未明確表示,則不予發放)
試題 :
‧ Note, please use Φ function as the CDF of standard normal distribution (no
need to calculate the correct value). For instance, P(X < 1) given standard
normal distribution can be represented using Φ(1). Also Φ(2) = 98%,
Φ(1.65) = 95%.
‧Variance of Binomial distribution : np(1-p)
‧KL divergence:
┌ P(i) ┐
D_KL(P||Q) = Σ ln│ ─── │P(i)
i └ Q(i) ┘
1. Short Answer:
(a) What are PageRank and TFIDF? Why we need both of them to build a
good information retrieval model? (5 pts)
(b) Describe Central Limit Theory (5 pts)
(c) Describe p-value (5 pts)
(d) is KL-divergence a good 'distance' measure? If not, how to fix it
(5 pts)
2. 某次期末考有一百題「四選項」選擇題,一位學生發現他對每一個題目確定正確解答的
機率只有0.6,如果他不確定的話,就任意猜一個答案。請問他答對超過80題的機率大
約是多少? (8 pts)
3. Let X be a uniform random variable on [0,1] and conditional on X=x let Y be
an exponential with parameter θ=1/x.
(a) Find the joint density of X and Y (5 pts)
(b) Find E[Y] (5 pts)
4. 某種燈泡已知壽命100小時,standard deviation 30 小時。颱風天來了,假設現在我
  們要庫存一些燈泡,用以確保有98%以上的機率已有的燈泡連續點上可以發光至少2000
小時,那我們必須庫存至少多少燈泡? (8pts)
5. Let {X1, X2...Xn} be a sequence of Gamma random variables with parameter
α1,α2...αn and identical θ. Find the distribution function of ΣXi
i

(Hint: the mgf of Gamma(α,θ) is (1-θ) ) (8 pts)
6. A statistics department at a large university maintains at tutoring service
for students. The hypothesis is that 40% of the students that using service
would be from bussiness department, 30% from engineering deparment, 20%
from social science department and 10% from agriculture. A random sample of
120 students revealed that 52, 38, 21, 9 students from each department,
respcetively. Using Chi-square test to check whether the sampling results
follow the hypothesis with α=0.05 (Chi-square table is in the end) (8 pts)
7. You want to build an automatic process to correct "Chiese sentences" (中式
  英文) with misused verb. For example, you want the system to automatically
correct 'I opent the light' to 'I turn on the light'. You are given a large
set of English sentences written by native-Chinese writers, and a large set
of sentences from native English speakers. Please describe how you use
n-gram language model and noisy channel model to resolve this problem.
(10 pts)
8. If X1...Xn are iid and uniformly distributed between [θl,θu], please find
the maximum likehood estimation of θl and θu. (8 pts)
9. A coin (whose head-rate is p) is flipped until the first head occurs. Let X
denotes the number of flips Required,
(a) find the entropy H(X). (5 pts)
(b) Let Y denote the number of flips until the second head appears.
Thus, for example, Y=5 if the second head appears on the 5th flip.
Is H(Y) larger, smaller, or equal to 2H(X)? Explain your solution.
(5pts)
10. 大咩(Big Mia)、咩青(Mia green)、小羊(Little sheep)一起去一家有名的饅頭店:
咩咩饅頭店。咩咩饅頭店有賣兩種饅頭,巧克力饅頭和草莓饅頭。巧克力饅頭每十分
鐘出爐一次,草莓饅頭每八分鐘出爐一次。大咩、咩青、小羊到的時候剛好饅頭都賣
  完了,只能等下一次的出爐。
  小羊:"草莓!草莓!我要吃草莓饅頭(興奮)。"
咩青:"我要吃巧克力饅頭"。
大咩看了一下時間,發現等一下就要上機率課了,於是說:"我們還得趕去上機率課
  才行,下一個出爐是哪個饅頭,我們就全部吃那個饅頭好了!!"
  小羊和咩青:"好吧~~"
  問:
已知草莓饅頭和巧克力饅頭出爐的時間是互相獨立的。
小羊成功吃到草莓饅頭的機率是多少?(10 pts)  
11. 在資工系舉辦了一個來測驗同學們 coding 能力的競賽,而最後進到決賽的有學生A
和學生B,在決賽有著神奇的機器可以來測量學生的 "C Power",就如同七龍珠的戰
  鬥力探測器一般。已知學生A每分鐘可以產生100單位的 "C Power",而變異數為24;
  學生B則是每分鐘可以產生80單位的 "C Power",變異數為40。而在比賽剩最後10分
  鐘時,學生B暫時以40單位領先,請問到比賽結束結果是B產生較多的 "C Power" 
  的機率為何?(10pts)
12. 在獵人試煉中,小傑和他的夥伴到達了最後一關。尼特羅會長(主考官)要求各位交
出自己的分數公式。而要成為一個頂尖的獵人,最重要的就是體力和智力。小傑的體
力是200(全部人的平均是150,變異數是40),智力為100(全部人的平均是130,變
  異數是30),而我們知道體力和智力是獨立的,所以小傑交出了公式為
Grade = 0.75 * Energy + 0.25 * Intelligence。
請問covariance(Energy, Grade)為多少? (10pts)
Reference
Chi-square table:
┌─┬───┬───┬───┬───┬───┬───┬───┬───┐
│df│ 0.99│ 0.975│ 0.95│ 0.90│ 0.10│ 0.05│ 0.025│ 0.01│
├─┼───┼───┼───┼───┼───┼───┼───┼───┤
│ 1│ - │ 0.001│ 0.004│ 0.016│ 2.706│ 3.841│ 5.024│ 6.635│
├─┼───┼───┼───┼───┼───┼───┼───┼───┤
│ 2│ 0.020│ 0.051│ 0.103│ 0.211│ 4.605│ 5.991│ 7.378│ 9.210│
├─┼───┼───┼───┼───┼───┼───┼───┼───┤
│ 3│ 0.115│ 0.216│ 0.352│ 0.584│ 6.251│ 7.815│ 9.348│11.345│
├─┼───┼───┼───┼───┼───┼───┼───┼───┤
│ 4│ 0.297│ 0.484│ 0.711│ 1.064│ 7.779│ 9.488│11.143│13.277│
├─┼───┼───┼───┼───┼───┼───┼───┼───┤
│ 5│ 0.554│ 0.831│ 1.145│ 1.610│ 9.236│11.070│12.833│15.086│
└─┴───┴───┴───┴───┴───┴───┴───┴───┘

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