MA3303 Probability and Complex Function - 03 - by WWW - LearnEngineering.in
MA3303 Probability and Complex Function - 03 - by WWW - LearnEngineering.in
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www.LearnEngineering.in
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www.LearnEngineering.in
www.LearnEngineering.in
Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
1 t 2 t2 2 t3
2 3
t t t
1 1
3 3 3 3 1! 9 2! 9 3!
tr
E X r r' coefficient of in M X t
r!
t2
E X 2 2' coefficient of in M X t .
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2
2! 9
2e2 x ; x 0
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11. A random variable X has density function given by f x . Find m.g.f of X
0 ; x 0
M X t E etx e f x dx e 2e dx 2 e dx
2 x 2 t x
eri
tx tx
0 0
e 2 t x 2 0 2 2
2 [e e ] [0 1] ,t 2 .
(2 t ) 0 2 t 2 t 2 t
e
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x 2 e x
12. A continuous RV X has the pdf f (x) , x 0 . Find the rth moment of X about the origin.
2
x 2e x 1 1
r E[ X r ] x xr dx x r 2e x dx x ( r 3) 1e x dx
En
r
f ( x)dx
0
2 20 20
1
x
n 1 x
(r 3) e dx (n)
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2 0
1
(r 2)! if n is positive int eger (n) (n 1)!
2
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13. For a Binomial distribution with mean 2 and standard deviation 2 , find the first two terms of the
distribution. (May/June 2014)
1 2 2
np 6 and npq 2 npq 2 6q 2 q p n 6 n 9
w.
3 3 3
x 9 x
2 1
P X x n Cx p q 9C x
x n x
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3 3
0 9 9
2 1 1
P X 0 9C0
3 3 3
1 8
2 1 2 1 2
P X 1 9C1 9 8 7
3 3 3 3 3
14. Define Binomial Distribution .What are its mean and variance? ( April/May 2017)
x n x
The Probability of ‘x’ successes in ‘n’ trials is given by P( X x) nCx p q , x 0,1, 2,...
Mean = np and variance = npq
15. One percent of jobs arriving at a computer system need to wait until weekends for scheduling, owing to
core-size limitations. Find the probability that among a sample of 200 jobs there are no jobs that have
to wait until weekends.
X be the Random variable denoting the no. of jobs that have to wait
p = 1%= 0.01, n = 200, = np = (200)(0.01) =2,
By Poisson distribution,
e2 20
Probability that there are no jobs that have to wait until weekends = P( X 0) e2 0.1353
0!
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16. A quality control inspector rejects 40% of a certain product. Find the probability that the first
acceptable product is the third one inspected.
Probability of rejection = q = 0.4
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Probability of acceptance = p = 0.6
P(X x) q x 1p, x 1,2,3,....
P(X=3) = q3-1p= (.4)2(.6) = 0.096
eri
17. If the probability that a target is destroyed on any one shot is 0.5, find the probability that it would be
destroyed on 6th attempt. (Nov / Dec 2013)
Given that, the probability that a target is destroyed on any one shot is 0.5
p 0.5 q 1 p 1 0.5 0.5 e
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By Geometric Distribution, P(X x) q x 1p, x 1,2,3,.... ; P(X 6) (0.5)61 (0.5) (0.5)6 0.0156
4
18. If X is a Uniformly distributed R.V with mean 1 and variance , find P(X<0).
3
En
ab
Mean = 1 a b 2 --------------(1)
2
b a 4
2
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variance = b a 4 ---------------(2)
12 3
(1) + (2) 2b = 6 b = 3
(1) – (2) 2a = -2 a = -1
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1 1
, a xb , 1 x 3
f ( x) b a f ( x) 4
0
0
w.
, otherwise , otherwise
0 0
1 1 0 1
P(X 0) f (x)dx dx x 1 .
4 4 4
ww
1 1
19. Suppose the length of life of an appliance has an exponential distribution with mean 10 years. What is
the probability that the average life time of a random sample of the appliances is atleast 10.5?
Mean of the exponential distribution = E(X) = 1/10 = 1/
x
1 1
, f (x) ex , x 0 f (x) e 10 , x 0
10 10
x
1 10
P(X 10.5) f (x)dx e dx e 1.05 0.3499
10.5 10.5
10
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1. i) A random variable X has the following probability function:
X : 0 1 2 3 4 5 6 7
2 2 2
P X : 0 K 2 K 2 K 3K K 2 K 7 K K
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Find (i) K (ii) Evaluate P X 6 , P X 6 and P 0 X 5 (iii) Determine the distribution
1
function of X (iv) P 1.5 X 4.5 X 2 (v) E 3 X 4 , Var(3 X 4) (vi) If P X C , find
eri
2
the minimum value of C . (April/May 2015)
Solution:
P( X x ) 1 e
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(i) We know that i
i
7
P X x 1,
x 0
K 2K 2K 3K K 2 2K 2 7K 2 K 1
En
1
10K2+9K−1=0 K or K 1 ( here K 1 is impossible, since P( X x) 0 )
10
1
K
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10
The probability mass function is
X x
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0 1 2 3 4 5 6 7
P( X x) 0 1 2 2 3 1 2 17
10 10 10 10 100 100 100
w.
1 2 2 3 1 81
(ii) P X 6 P X 0 P X 1 ... P X 5
10 10 10 10 100 100
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81 19
P X 6 1 P X 6 1
100 100
P 0 X 5 P X 1 P X 2 P X 3 P X 4 K 2 K 2 K 3K
8 4
8K
10 5
(iii) The distribution of X is given by FX x defined by FX x P X x
P( X x)
FX x P X x
0 0 0 ,x 1
1 1 1
1 0+ = , 1 x 2
10 10 10
2 1 2 3
2 0+ + = , 2 x3
10 10 10 10
2 1 2 2 5
3 0+ + + = ,3 x 4
10 10 10 10 10
3 1 2 2 3 8 4
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4 0+ + + + = ,4 x 5
10 10 10 10 10 10 5
1 1 2 2 3 1 81
5 0+ + + + + = , 5 x6
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100 10 10 10 10 100 100
2 1 2 2 3 1 2 83
6 0+ + + + + + = , 6 x7
100 10 10 10 10 100 100 100
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17 1 2 2 3 1 2 17 100
7 0+ + + + + + + = 1, x 7
100 10 10 10 10 100 100 100 100
5K 5 5
2 K 3K K 2 K 7 K K 6 K 10 K
2 2 2 2
6 10 K 7
(v) To find E 3 X 4 , Var(3 X 4)
E 3X 4 3E( X ) E(4) 3E( X ) 4 (1)
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E ( X ) xP( X x)
0 P( X 0) 1 P( X 1) 2 P( X 2) 3 P( X 3) 4 P( X 4)
5 P( X 5) 6 P( X 6) 7 P( X 7)
w.
0 1 K 2 2K 3 2K 4 3K 5 K 2 6 2K 2 7 (7 K 2 K )
30 66 366
K 4K 6K 12K 5K 2 12K 2 49K 2 7K 30 K 66 K 2
ww
10 100 100
E ( X 2 ) x 2 P( X x)
0 P( X 0) 12 P( X 1) 22 P( X 2) 32 P( X 3) 4 2 P( X 4)
52 P( X 5) 62 P( X 6) 7 2 P( X 7)
0 12 K 22 2K 32 2K 42 3K 52 K 2 62 2K 2 72 (7 K 2 K )
K 8K 18K 48K 25K 2 72K 2 343K 2 49K
124 440 1240 440 1680 168 84
124 K 440 K 2
10 100 100 100 10 5
1
(vi) To find the minimum value of C if P X C
2
P( X x)
X x P( X x)
1
0 0 0<
.in
2
1 1 1 1
1 0+ = <
10 10 10 2
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2 1 2 3 1
2 0+ + = <
10 10 10 10 2
2 1 2 2 5 1
3 0+ + + = =
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10 10 10 10 10 2
3 1 2 2 3 8 4 1
4 0+ + + + = >
10 10 10 10 10 10 5 2
5
1
0+
1
+
2
+
2
+
3
+ e 1
=
81 1
>
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100 10 10 10 10 100 100 2
2 1 2 2 3 1 2 83 1
6 0+ + + + + + = >
100 10 10 10 10 100 100 100 2
17 1 2 2 3 1 2 17 100 1
En
7 0+ + + + + + + = 1>
100 10 10 10 10 100 100 100 100 2
the minimum value of C is 4
ii) Trains arrive at a station at 15 minutes interval starting at 4 a.m. If a passenger arrive at a
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station at a time that is uniformly distributed between 9.00 a.m. and 9.30 a.m., find the
probability that he has to wait for the train for (i) less than 6 minutes (ii) more than 10 minutes.
(May/June 2014)
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Solution:
Let X denotes number of minutes past 9.00 a.m. that the passenger arrives at the stop till 9.30a.m.
1
X ~U[0,30] f ( x) , 0 x 30
w.
30
(i )P that he has to wait for the train for less than 6 minutes
P (9 x 15) (24 x 30)
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30 dx 30 x x 1230 0.4
15 30 15 30
1 1 1
f ( x)dx f ( x)dx dx
15 30
9 24
9 24 9
30 24
(ii)P that he has to wait for the train for more than 10 minutes
P (0 x 5) (15 x 20)
30 dx 30 x x 1030 0.3333
5 20 5 20
1 1 1
f ( x)dx f ( x)dx
5 20
dx 0 15
0 15 0
30 15
iii) Find the moment generating function of a poisson distribution. Hence find mean and variance.
(APR / MAY’ 19)
Solution:
M.G.F= M X (t ) E (e tX )
e t
x
x
tx e
e tx
f (x) x!
e e
.in
x 1 x 1 x 1 x!
e
e 1
t
e t 2
ng
=
1! 2!
eri
e ee
t
M x (t) e
e t 1
d
Mean = E(X)= M X (t) e e
d et 1
e t e
e t 1
t 0
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dt t 0 dt t 0
Variance = Var ( X ) E ( X 2 ) E ( X ) 2
d '
Where E ( X 2 ) = dt
M (t)
e e
d t et 1
t 0
e t . e t e et 1 e et 1 .e t
t 0
En
X
t 0 dt
( 1)
Variance = Var (X) E(X2 ) E(X) ( 1) 2 .
2
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2. i) A continuous random variable X has the p.d.f f x kx3e x , x 0. Find the rth order moment of X
about the origin. Hence find m.g.f, mean and variance of X. (Nov/Dec 2015)
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Solution:
3 e x 2 e
x
e x
e x
Since kx e dx 1 k x
3 x
(3x ) (6 x) (6) 1
1 1 1 10
w.
1
k x3e x 3x2e x 6xe x 6 1 k (0) (6) 1 6 k 1 k .
0 6
ww
1 1
E ( X ) r x r f x dx x r x3e x dx x r 3e x dx
r
n e x x n 1dx , n 0
0
60 60 0
1 x r 311 1 r 3 !
6 0
here n r 4
e x dx ( r 4) n (n 1)!
6 6
4! 24
Putting r 1 , E ( X ) 1 4
6 6
5! 120
, E ( X ) 2 20
2
6 6
2
Mean = E ( X ) 1 4 ; Variance = E ( X 2 ) E ( X ) 2 1
2
2 20 4 20 16 4
2
To find M.G.F
M X (t) E(e ) e
tX tx
f (x)dx
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1 3 x
M X (t) e
tx
x e dx
6
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1 3 tx x 1
60
x e dx x 3e(1 t)x dx
60
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1 e(1 t)x 2 e
(1 t)x e(1 t)x e(1 t)x
x 3 3x
6x (1 t)4
3
6
(1 t) (1 t) (1 t)
2
6 0
1
x3
e(1t)x
3x 2
e(1t)x
e
e(1t)x
e(1t)x
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6x 6
6 (1 t) (1 t)2 (1 t)3 (1 t)4 0
1 6
(0) 4
6 (1 t)
En
1
M X (t)
(1 t) 4
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15C0 (0.05) 0 (0.95)150 15C1 (0.05)1 (0.95)151 15C2 (0.05) 2 (0.95)15 2 15C3 (0.05)3 (0.95)153
0.994
b) Six coins are tossed 6400 times. Using the Poisson distribution, what is the approximate
probability of getting six heads 10 times?
Solution:
6 6
Probability of getting six heads in one toss of six coins is p np 6400 =100
1 1
2 2
.in
2 3 4
et et et et
= ...
2 2 2 2
P
APring
et et et et
2 3
= 1 ...
2 2 2 2
1
et et
1
e
=
2 2
M.G.F= M X (t )
et
…………….. (1)e
gRin
2 et
d d et (2 et )et et (et )
Mean = E(X)= MX (t) 2
dt t 0 dt 2 et t 0 (2 et )2 t 0
EOn
Variance = Var ( X ) E ( X 2 ) E ( X ) 2
d
d 2et (2 et )2 et et 2(2 et )(e t )
Where E ( X 2 ) = M'X (t) 6
Crn
dt
t 0 dt
(2 e t 2
)
t 0
(2 e t 4
) t 0
Variance = Var ( X ) E ( X 2 ) E ( X ) = 6 - 4 =2
2
ea
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ii) A component has an exponential time to failure distribution with mean of 10,000 hours.
(i) The component has already been in operation for its mean life. What is the
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Solution:
Let X be the random variable denoting the time to failure of the component following exponential
1 1
distribution with Mean 10000 hours. 10, 000
10, 000
1
x
e 10,000 , x 0
The p.d.f. of X is f x 10, 000
0 , otherwise
(i) Probability that the component will fail by 15,000 hours given that it has already been in
operation for its mean life P X 15,000 / X 10,000
15,000 x
1
P 10,000 X 15,000 10000 e 10000
dx
10,000
15000
x 15000
1 e 10000 10000
x
e
10000 1 10000
10000 10000
.in
15000 10000 3
e 10000 e 10000 e 2 e 1 e 1 e 1.5 (2)
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x
x
10000
x
P X 10,000
1 1 e
e 10000 dx 1 e 10000
10000 10000 10000
eri
10,000
10000 10000
e e 1 e 1 (3)
Sub (2) & (3) in (1)
e
e1 e1.5 0.3679 0.2231
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(1) P X 15,000 / X 10,000 0.3936 .
e1 0.3679
(ii) Probability that the component will operate for another 5000 hours given that
it is in operation 15,000 hours P X 20,000/ X 15,000
En
10000
e dx
5000 5000
x
1 e 10000 10000
x
e0.5 0.6065
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1 e
10000 5000
10000 5000
w.
iii) An electrical firm manufactures light bulbs that have a life, before burn-out, that is normally
distributed with mean equal to 800 hours and a standard deviation of 40 hours. Find the
probability that a bulb burns between 778 and 834 hours. (April/May 2018)
ww
Solution:
x x 800
Given X N ( , ) where 800, 40, z
40
The standard normal z values corresponding to x1 778, x2 834 are
778 800 834 800
z1 0.55 and z2 0.85
40 40
P(778 X 834) P(0.55 Z 0.85)
P(0 Z 0.55) P(0 Z 0.85)
Hence the probability that a bulb burns between 778 and 834 hours is 0.5111
4. i) ax, 0 x 1
a, 1 x 2
If the density function of a continuous random variable X is given by f ( x)
3a ax, 2 x3
0, elsewhere
(i) Find the value of a (ii) Find the c.d.f of X (iii) Find P(X 1.5 ).
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Solution:
(i) Since f x dx 1 f ( x)dx 1
APring.
P
0 1 2 3
f ( x)dx f ( x)dx f ( x)dx f ( x)dx f ( x)dx 1
0 1 2 3
1 2 3
ax dx a dx (3a ax)dx 1
e
0 1 2
(ii) CDF
x2
1
x2 Re
a a x 1 a 3x 1 a
2 0
2
2 2
1
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2
3
If 0 x 1
EOn
x
x
x x2
x
x2
F ( x) f ( x) dx dx
0
2 4 0 4
If 1 x 2
Crn
1
x2 x
x x1 x
x 1 x 1
F ( x) f ( x) dx dx dx
4 0 2 1 2 4
ea
2 2
.LU
0 1
If 2 x 3
3 x
x 1 2 x
x 1
F ( x) f ( x) dx dx dx dx
wT
2
0
2 1
2 2 2
1 x
x 2 x 3x x 2 3x x 2 5
2
wwS
4 0 2 1 2 4 2 2 4 4
0, x0
2
x , 0 x 1
2
x 1
FX x , 1 x 2
2 4
3x x 2 5
, 2 x3
2 4 4
1, x3
ii) A given lot of product contains 2% defective products. Each product is tested before delivery. The
probability that the product is good given that is actually good is 0.95 and the probability that
the product is defective given that it is actually defective is 0.94. If a tested product is defective,
what is the probability that it is actually defective? (NOV/DEC 2018)
Solution:
Let A be an event that defective products and let B be an event that product is good.
.in
Let D be an event that defective product is tested after delivery.
P A 0.02, P B 0.98, P D / B 0.95, P D / A 0.94, P D / B 0.05
P D / A P(A)
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P A / D
P D / A P(A) P D / B P(B)
0.94 0.02
eri
0.0188
0.27729
0.94 0.02 0.05 0.98 0.0678
5. i) The average percentage of marks of candidates in an examination is 42 with a standard deviation
e
of 10. If the minimum mark for pass is 50% and 1000 candidates appear for the examination,
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how many candidates can be expected to get the pass mark? If it is required, that double the
number of the candidates should pass, what should be the minimum mark for pass?
(Nov/Dec 2015)
Solution:
En
10
If 1000 students write the test, 1000 P X 50 212 students would pass the examination.
If double that number should pass, then the no of passes should be 424.
We have to find z1 , such that P z z1 0.424
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ii) Derive the MGF, mean and variance of Geometric distribution and also state and prove the
special property of it. ( May/June 16)
Solution:
P( X x) pq x 1 , x 1, 2,3,
Moment Generating Function
M X t E (etX ) etx p( x) etx q x 1 p p[et e 2t q e3t q 2 ]
x 1 x 1
pet
pet [1 qet qet 2 ] pet [1 qet ]1
1 qet
1
Mean 1'
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p
2
1 q 1
q
2
Variance 2 2
'
2
'
1
p
ng
p p
Memoryless property of geometric distribution.
Statement:
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If X is a random variable with geometric distribution, then X lacks memory, in the sense that
P X s t / X s P X t s, t 0 .
Proof:
e
The p.m.f of the geometric random variable X is P( X x) q x 1 p , x 1,2,3,....
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P X s t X s P X s t
P X s t / X s (1)
P X s P X s
P X t q t 1 t 2
x 1
p q p q p q p .... qt p 1 q q 2 q3 ....
t
En
x t 1
q s t
(1) P X s t / X s s
q t P[ X t ] P X s t / X s P X t
q
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iii) Find mean, variance and MGF of exponential distribution. Also prove the lack of memory
property of the Exponential distribution. (APR / MAY’ 19)
Solution:
w.
e x , x 0
We know that f x
0, otherwise
ww
M X t E etx etx f x dx e x etx dx
0 0
e x t dx
0
e x t
t 0 t
Mean
d2 2 2
2 M t 3
2
t 0 t t 0
2 X
dt
2
2 1 1
Variance 2 1 2 2 2 .
MEMORYLESS PROPERTY
Statement: If X is exponentially distributed with parameters , then for any two positive integers
.in
‘s’ and ‘t’, P X s t / X s P X t s, t 0
Proof:
ng
e x , x 0
The p.d.f of X is f x
0 , Otherwise
eri
P X k e x dx e x ek
k
k
P x s t x s
P X s t / x s
e
P x s
gin
P X s t e s t
s e t P X t
P X s e
En
Solution:
The R.V X ~ U[-5,5].
The p.d.f
1
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for 5 x 5
f ( x) 10
0 otherwise
w.
2 2 2
1 1 1
1 P X 2 f ( x)dx dx dx x 5
2
5 5
10 10 5 10
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1 7
2 5
10 10
2 P X 2 1 P X 2 1 P 2 X 2
2 2 2
1 1 1 1 4
P 2 X 2 f ( x)dx dx dx x 2 2 2
2
2 2
10 10 2 10 10 10
.in
55
5 x 5
1 1
F ( x) f ( x)dx f ( x)dx 10 dx 0 10 x
5
1
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5
5 5 5
10
0 for x 5
eri
x5
F ( x) for 5 x 5
10
for x 5
1
e
gin
b a
2
(4) Var ( X )
12
5 (5)
En
2
100 25
.
12 12 3
ii) x 1
3 1
Let P X x , x 1, 2,3,
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1 P X 4 P X 5 P X 6 P X 7
x 1
3 1
P( X x)
w.
X 5 X 5 4 4
3 1 1 1
4 5 6
ww
4 4 4 4
3 1
4
1 1 2
1
4 4 4 4
4 1 4 1 4
3 1 1 3 1 3 1
1
4 4 4 4 4 4 4
3 1
2
1 1 2
1
.in
4 4 4 4
2 1 2 1 2
3 1 1 3 1 3 1
1
ng
4 4 4 4 4 4 4
1 1 4
3 E X 3
p 3
eri
4
1
1 16 4
(4) Var ( X ) 2 2 .
q 4
e
gin
p 3 4 9 9
4
iii) There are two boxes B1 and B2. B1 contains two red balls and one green ball. B2 contains one red
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(2) Two balls are drawn randomly from one of the boxes without replacement. One is red and
the other is green. What is the probability that they came from B1?
(3) A ball is drawn from one of the boxes is green. What is the prob. that it came from B2?
(4) A ball is drawn from one of the boxes is white what is the prob. that it came from B2?
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Solution:
1 1
Let B1 & B2 be the events that the boxes B1 & B2 respectively are selected. P ( B1 ) ; P ( B2 )
2 2
w.
2 1
1) Let A be the event that a red ball is selected. P ( A / B1 ) ; P ( A / B2 )
3 3
P( B1 ) P( A / B1 )
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P( was chosen given a red ball and a green ball were selected ) P ( B1 / C )
P ( B1 ) P (C / B1 )
P ( B1 ) P (C / B1 ) P ( B2 ) P (C / B2 )
1 2
2 3 1
1 2 1 2 3
2 3 2 3
1 2
3) Let D be the event that a green ball is selected. P( D / B1 ) ; P( D / B2 )
.in
3 3
P( B2 ) P( D / B2 )
P( ball is from B1 , given it is green) P ( B2 / D )
P( B1 ) P( D / B1 ) P( B2 ) P( D / B2 )
ng
1 2
2 3 2
1 1 1 2 3
eri
2 3 2 3
4) Let E be the event that a white ball is selected.
The given two boxes does not contained a white ball, hence the probability is 0
iv) e
Four boxes A, B, C, D contain fuses. The boxes contain 5000,3000,2000 and 1000 fuses
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respectively. The percentages of fuses in boxes which are defective are 3%, 2%, 1% and 0.5%
respectively. One fuse is selected at random arbitrarily from one of the boxes. It is found to be
defective fuse. Find the probability that it has come from box D. (APR / MAY’ 19)
En
Solution:
Let E1, E2, E3, E4, be the event that boxes A,B,C,D respectively are selected.
1
P(E1 ) P(E 2 ) P(E 3 ) P(E 4 )
4
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By Bayes theorem,
P( E4 ) P( D / E4 )
P( E4 / D)
P( E1 ) P( D / E1 ) P( E2 ) P( D / E2 ) P( E3 ) P( D / E3 ) P( E4 ) P( D / E4 )
w.
1
.005
4
0.005
0.07692
ww
2
x
2
1 1
The marginal function of Y is fY ( y)
f ( x, y )dx dx , 0 y 3
0
6 6 0 3
2. Find the value of k, if the joint density function of (X , Y) is given by
k (1 x)(1 y ) , 0 x 4,1 y 5
f ( x, y )
0 , otherwise
Given the joint pdf of (X , Y) is f(x , y) = k (1 – x) (1 – y), 0 < x < 4, 1 < y < 5
in
5 4
f ( x, y )dxdy 1 k (1 x)(1 y )dxdy 1
1 0
APring.
P
4
5
x2 x2
k x yx y dy 1
1
2 2 0
5
5
y2 1
k (4 4 y )dy 1 k 4 y 4 1 k (30 2) 1 32k 1 k
2 1 32
e
1
1 1 x 1 x
1
y2
P( X Y 1) 4 xydydx 4 x dx
0 0 0 2 0
Crn
1 1
2 x(1 x)2 dx 2 x(1 2 x x 2 )dx
0 0
ea
.LU
1
1
x2 x3 x 4 1 2 1 1
2 ( x 2 x x )dx 2 2 2
2 3
0 2 3 4 0 2 3 4 6
wT
8 xy , 0 x 1, 0 y x
4. If f ( x, y ) is the joint probability density
0 , elsewhere
wwS
5. The regression equations of X on Y and Yon X are respectively 5x – y = 22 and 64x – 45y = 24. Find the
mean values of X and Y.
Regression lines pass through the mean values of X and Y. Solving the two equations we get the
mean values.
Let 5x – y = 22 --------------(1)
64x – 45y = 24 --------------(2)
Multiply equation (1) by 45 and subtract equation ( 2)
225x – 45y = 990
– 64x + 45y = – 24
__________________
.in
161x = 966 x = 6
Substitute in equation 1
5 ( 6 ) – y = 22 y = 8.
ng
mean value of X = 6 and mean value of Y = 8
1
,0 y x 1
6. The joint p.d.f. of R.V. (X,Y) is given as f ( x , y ) x . Find the marginal p.d.f. of Y.
eri
0 , elsewhere
1
1
f ( x, y)dx dx log x y log1 log y log y, 0 y 1
1
The marginal pdf of Y is fY ( y)
y
e
x
gin
7. The following table gives the joint probability distribution of X and Y, find the marginal distribution
function of X and Y.
X
1 2 3
Y
En
X
1 2 3 p(y)
Y
1 0.1 0.1 0.2 0.4
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X 1 2 3
Y 1 2
p(x) 0.3 0.4 0.3
p(y) 0.4 0.6
ww
8. Let X and Y be two independent R.Vs with Var(X) = 9 and Var(Y) = 3. Find Var(4X – 2Y + 6)
Var(4X – 2Y + 6) = 16 Var(X) + 4 Var(Y) = 16(9) + 4(3) = 156
9. The joint pdf of a two dimensional random variable (X,Y) is given by f ( x , y ) kxe y , 0 x 2, y 0.
Find the value of k.
Given that f(x,y) is pdf of (X,Y)
f(x,y) ≥ 0 , for all x ,y
.in
2 2 2 2 2 2
P 1 X 2,1 Y 2 f ( x, y)dxdy e ( x y ) dxdy e x .e y dxdy
1 1 1 1 1 1
1 1 e 1
2 2 2 2
ng
e x dx. e y dy e x . e y e1 e2
2 2 2
2 2 0.054
1 1
1 1
e e e
49
The lines of regression in a bivariate distribution are X + 9Y = 7 and Y + 4X = . Find the coefficient of
eri
11.
3
correlation.
49
x + 9y – 7 = 0 ----------- (1)
3
y + 4x –
e
= 0 ----------- (2)
gin
Let (1) be the regression line of Y on X and let (2) be the regression line of X on Y.
1 7 1
y x b1
9 9 9
1 49 1
En
x y b2
4 12 4
1 1 1 1
r b1b2 . 1
9 4 36 6
arn
3 1 1
f ( x, y ) ( x 2 y 2 ), 0 x 1, 0 y 1. Determine P X , Y
2 2 2
ww
1 1 1
1
1 2 1
32 y3
P X , Y f ( x, y)dydx x 2 y 2 dydx x 2 y dx
2
1 3
2 2 x 1
y x 0 y 1
2 20 3 1
2 2 2
1 1 1
3 2 1 1 1
2
3 x2 7 3 x3 7 x 2 2
x 1 1 dx dx
2 0 2 3 8 2 0 2 24 2 6 24 0
3 1 1 7 1 3 8 1
. .
2 6 8 24 2 2 48 4
14. Determine the value of the constant c if the joint density function of two discrete random variables X
and Y is given by p(x,y) = cxy, x = 1,2,3 and y = 1,2,3.
X
1 2 3 p(y)
Y
1 c 2c 3c 6c
2 2c 4c 6c 12c
3 3c 6c 9c 18c
p(x) 6c 12c 18c 36c
Since p(x,y) is the joint pdf of X and Y
.in
p(x,y) ≥ 0 , for all x ,y
ng
15. The joint probability mass function of X and Y is
X\Y 0 1 2
eri
0 0.1 0.04 0.02
1 0.08 0.2 0.06
2 0.06 0.14 0.3
e
gin
Check if X and Y are independent.
X\Y 0 1 2 pX(x)
0 0.1 0.04 0.02 0.16
En
1
Given rXY = , 2X 3, 2Y 5 rXY = Cov ( X , Y ) , X 0, Y 0
4 XY
w.
Let the auxillary random variable be V = Y. The transformation functions are u = x + y, v = y, y > 0 v>
0 and 0 < x < 2 0 < u – v < 2 v < u < v + 2
19. The joint probability mass function of the discrete random variable (X , Y) is given by the table
X
2 4
Y
1 1/10 1.5/10
3 2/10 3/10
5 1/10 1.5/10
Find the conditional probability P ( X = 2 / Y = 3)
.in
X
2 4 PY(y)
Y
1 1/10 1.5/10 2.5/10
ng
3 2/10 3/10 5/10
5 1/10 1.5/10 2.5/10
PX(x) 4/10 6/10 1
eri
P( X 2 , Y 3) 2 / 10 2
P ( X = 2 / Y = 3) =
PY (3) 5 / 10 5
20.
e
The two lines of regression are 4x – 5y + 33 = 0 and 20x – 9y = 107. Calculate the coefficient of
gin
correlation between X and Y.
4x – 5y + 33 = 0 ----------- (1) 20x – 9y = 107 ----------- (2)
Let (1) be the regression line of Y on x and let (2) be the regression line of X on Y.
4 33 4
En
y x b1
5 5 5
9 107 9 4 9 9 3
x y b2 r b1b2 . 0.6 1
20 20 20 5 20 25 5
arn
PART – B
1. 25e 5 y , 0 x 0.2, y 0
(i) The joint pdf of the random variables X and Y is defined as f ( x , y ) . (a)
0 , elsewhere
Le
f X ( x)
f ( x, y)dy 25e y dy 25 e y 25 e e0 25(1) 25, 0 x 0.2
0
0
ww
0.2
The marginal PDF of Y is fY ( y) f ( x, y)dx 25e
y
dx 25e y x 0 25e y 0.2 5e y , 0 y
0.2
0
0.2
0.2 x2 0.04
E(X) = xf X ( x)dx x(25)dx 25 25
0.5
0 0
2 2
E(Y) = yfY ( y)dy y(5e y )dx 5 ye y e y 50 1 5
0
0
E(XY) =
0.2
y x2 0.04
= 25 ye y
e . 250 1. (25)(0.02) 0.5
0 2 2
0
Cov(x,y) = E(XY) – E(X)E(Y) = 0.5 – (0.5)(5) = –2
k ( x 1)e y , 0 x 1, y 0
(ii). Find the constant k such that f ( x , y ) is a joint p.d.f. of the
0 , otherwise
.in
continuous random variable (X,Y). Are X and Y independent R.Vs? Explain.
Solution:
ng
To find k : Given that f(x,y) is pdf of (X,Y)
f(x,y) ≥ 0 , for all x ,y and f ( x, y)dxdy 1
eri
1
f ( x, y )dxdy 1 k ( x 1)e y dxdy 1
0 0
1
k ( x 1)dx . e y dy 1 e
gin
0 0
1
x 2
k x . e y 1
2 0
En
3 2
k (1) 1 k
2 3
arn
2 y
( x 1)e , 0 x 1, y 0
f ( x, y) 3
0 , otherwise
Le
0
0
3 3 2 0 3 2 2 3
2
Consider f X ( x ) . fY ( y) = ( x 1) . e y = f(x , y)
3
X and Y are independent
4 xy , 0 x 1, 0 y 1
2. (i). Let the joint p.d.f. of R.V. (X,Y) be given as f ( x, y ) , find the marginal
0 , elsewhere
densities of X and Y and the conditional densities of X given Y = y. (April/May 2018)
Solution:
The marginal density function of X is
f x
y
f ( x, y) 4 xy
fY ( y )
2y
2 x, 0 x 1
.in
(ii). The joint density function of two random variable X and Y is given by
6 2 xy
x , 0 x 1, 0 y 2
f ( x, y) 7
ng
2 .
0 , elsewhere
eri
1 1
(a) Compute the marginal p.d.f of X and Y ? (b) Find E(X) & E(Y) (c) P X , Y
2 2
Solution:
The marginal pdf of X is
e
gin
2
6 2 xy 6 2 x y2
2
6
f X ( x) f ( x, y ) dy x dy x y 2 x x , 0 x 1
2
0
7 2 7 2 2 0 7
The marginal pdf of Y is
En
1
6 xy 6 x3 x 2 y 6 1 y
1
fY ( y )
f ( x, y ) dx x 2 dx
0
7 2 7 3
,0 y 2
2 2 0 7 3 4
1
6 2 x4 x2
arn
1
6 2 6 3 2 1 6 1 1 6
E(X) = xf X ( x)dx x 2 x x dx 2 x x
0
7 7 0 7 4
2 7 2 2 7
0
2 2
6 y y2 6 y 2 y3
2
6 1 y 6 2 2 8
Le
2
2
1 1 6
2 2
xy 6 2
x y2
P( X , Y ) f ( x, y ) dy dx x 2 dy dx x 2 y dx
2 2 1 0 1
7 2 0
7 2 2 1
ww
2 2 2
1 1 1 1
2
6 x2 x 6 3x 2 15 x 2
2
6 x3 15 x 2 2
2 x2 x dx dx
0
7 2 16 0
7 2 16 0 7 2 32 0
6 1 15 6 23 69
.
7 16 128 7 128 448
3. (i). If X,Y and Z are uncorrelated random variables with zero means and standard deviations 5 , 12 and
9 respectively and if U = X + Y, V = Y + Z, find the correlation coefficient between U and V.
Solution:
Given E(X) = E(Y) = E(Z) = 0
.in
Now, E(U) = E(X+Y) = E(X) + E(Y) = 0 and E(V) = E(Y+Z) = E(Y) + E(Z) = 0
ng
E(U2) = E((X+Y)2) = E(X2 + Y2 + 2XY) = E(X2) + E(Y2) + 2E(XY) = 25 + 144+ 0 = 169
E(V2) = E((Y+Z)2) = E(Y2 + Z2 + 2YZ) = E(Y2) + E(Z2) + 2E(YZ) = 144 + 81+ 0 = 225
eri
U2 = E(U2) – (E(U))2 = 169 and V2 = E(V2) – (E(V))2 = 225
E(UV) = E{(X+Y)(Y+Z)} = E(XY) + E(XZ) + E(Y2) + E(YZ) = 0 + 0 + 144 + 0 = 144
E (UV ) E (U ) E (V ) 144 48
rUV
U . V (13)(15 ) 65
e
gin
e ( x y ) , x 0, y 0
(ii). The joint pdf of the continuous R.V (X,Y) is given as f ( x , y ) . Find the pdf
0 , elsewhere
X
En
x x
u v v u
The Jacobian of the transformation is J = v
y y 0 1
w.
u v
The joint density of U and V is fUV ( u, v ) J f XY ( x , y ) v e ( x y ) v e v ( u 1 )
ww
The range space of (U , V) is obtained from the range space of (X , Y) and the transformations
x = uv, y = v
x 0 and y 0 we have uv 0 and v 0
u 0 and v 0
v e v ( u 1) , u 0 , v 0
fUV ( u, v )
0 , elsewhere ,
The pdf of U is the marginal density function of U,
(iii). The life time of a certain brand of an electric bulb may be considered as a random variable with
mean 1200h and standard deviation 250h. Find the probability, using central limit theorem, that the
average lifetime of 60 bulbs exceeds 1250hours. (NOV/DEC 2018)
Solution:
Let Xi (i=1,2,...60) denote the life time of the bulbs.
Here =1200, 2 2502
.in
Let X denote the average life time of 60 bulbs.
2 X
By Central limit theorem, X follows N , . Let Z
n
ng
n
P X 1250 P Z 1.55 0.0606
eri
4. (i). Obtain the equation of the regression line Y on X from the following data.
X 3 5 6 8 9 11
Y 2 3 4 6 5 8
Solution:
e
gin
X Y U=X–6 V=Y–6 U2 V2 UV
3 2 –3 –4 9 16 12
5 3 –1 –3 1 9 3
6 4 0 –2 0 4 0
En
8 6 2 0 4 0 0
9 5 3 –1 9 1 –3
11 8 5 2 25 4 10
arn
6 –8 48 34 22
2
8
48
2
V 1.33 , U2 U 1 7 , U 2.646 ,
n 6 n 6
V 2
342
w.
Cov(U , V) =
n 6
Cov(U ,V ) 4.997
rUV 0.484
U . v (2.646) (3.898)
rXY 0.484
.in
(2.646)
Y 0.713 X 0.321
(ii) X and Y are two random variables having the joint probability mass function
ng
f x , y k 3x 5y ; x 1, 2, 3 : y 0, 1, 2 . Find the marginal distribution and conditional
distribution of X, P(X = xi /Y = 2) , P(X ≤2 / Y ≤ 1). (April/May 2019)
eri
Solution:
X
1 2 3 PY(y)
Y
0
e
3k 6k 9k 18k
gin
1 8k 11k 14k 33k
2 13k 16k 19k 48k
PX(x) 24k 33k 42k 99k
En
To find k:
We know that Total probability = 1
P(x,y) = 1 99k = 1
arn
k = 1/99
The marginal distribution of X is The marginal distribution of Y is
X 1 2 3
Y 0 1 2
Le
P(X = xi /Y = 2)
X 1 2 3
ww
5. (i) In a partially destroyed laboratory record only the lines of regressions and variance of X are
available. The regression equations are 8x – 10y + 66 = 0 and 40x – 18y = 214 and variance of X = 9. Find
(a) the correlation coefficient between X and Y (b) Mean values of X and Y (c) variance of Y.
Solution:
Given 8x – 10y = –66 ……(1)
40x – 18y = 214 ……(2)
Let (1) be the regression line of y on x and (2) be the regression line of x on y.
8 x 66 8 4
10y = 8x + 66 y the regression coefficient of y on x is b1
10 10 10 5
18 y 214 18 9
40x = 18y + 214 x the regression coefficient of x on y is b2
40 40 40 20
4 9 9
b1b2 = 1
5 20 25
.in
Let r be the correlation between x and y.
9 3
r b1b2 0.6 [Since both regression coefficients are positive, r is positive]
ng
25 5
Let x, y be the point of intersection of the two regression lines.
eri
Solving (1) and (2) we get x , y
5 x (1) 40x – 50y = – 330
40x – 18y = 214
Subtracting – 32y = – 544
e
gin
y = 17
Now, 8x – 10y = – 66 8x – 10(17) = – 66 8x = 170 – 66 8x = 104 x = 13
x, y = (13 , 17) is the mean of X and Y.
4
En
Y2 b1 b
We know, 2 Y2 1 X2 Y2 5 .(9) Y2 16 Variance of Y is 16
X b2 b2 9
20
arn
(ii) The joint probability density function of a two dimensional random variable (X,Y) is given by
x2
f ( x, y) xy 2 , 0 x 2, 0 y 1 . Compute (i) P(X > 1), (ii) P(Y < ½ ), (iii) P(X < Y) (iv) Are X and
8
Le
Y independent?
Solution:
The marginal pdf of X is
w.
1
2 x2
1
y3 x2 x x2
8 3x , 0 x 2
x
f X ( x) f ( x, y) dy xy dy x y
0 8 3 8 0 3 8 24
ww
y
2 x2
1 y 1
x 2 y 2 x3
P( X Y ) xy dxdy dy
0 0 0
8 2 24 0
1
1
y4 y3 y5 y4 1 1 53
.in
dy
0
2 24 10 96 0 10 96 480
x 1
8 3x . 2 y 2 ≠ f(x , y) X and Y are not independent.
ng
Consider f X ( x ) . fY ( y) =
24 3
UNIT III - TESTING OF HYPOTHESIS
PART – A
eri
1. Define Population, Sample and Sample Size.
The group of individuals under study is called population. The population may be finite or infinite.
e
A finite subset of statistical individuals in a population is called Sample. The number of individuals in a
sample is called Sample Size (n).
gin
2. Define Parameter and Statistic. (APRIL / MAY ‘15)
The Statistical constants in population namely mean µ and variance 2 which are usually referred to as
parameters. Statistical measures computed from sample observations alone, i.e. mean x and variance s2
En
To test the significant difference between the means of two dependent samples or paired
observation.
To test the significance of the mean of a random sample.
To test the significance of an observed correlation coefficient.
Le
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UNIT - 5
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