AP&S(CST-290)

UNIT-1
Assignment-1

SET 1
1. By method of least square ,find the curves y = ax + bx2 that best fits the following data.

x 1 2 3 4 5
y 1.8 5.1 8.9 14.1 19.8

.
3. In a trivariate distribution
 1  2 ,  2  3 ,  3  3 , r12=0.7 , r31= 0.5 , r23=0.5 find
a) r23.1 b) R1.23 c)b12.3 ,b13.2 d)  1.23
SET 2
Q1 Variate Value Frequency
60 – 62 5
63– 65 18
66 – 68 42
69 – 71 27
72 – 74 8
Q2. An oil company conducts a geological study that indicates that an exploratory oil well should have a
20% chance of striking oil. What is the probability that the first strike comes on the third well drilled?

a) What is the probability that the third strike comes on the seventh well drilled?
b) What is the mean and variance of the number of wells that must be drilled if the oil company
wants to set up three producing wells?

Q3. Given the following find the regression equation of i)X1 on X2 and X3
Trait Mean SD r12 r23 r31
X1 28.02 4.42 0.8 - -
X2 4.91 1.10 - -0.56 -
X3 594 85 - - -0.40
SET 3
Q1.Subway trains on a certain line run every half hour between midnight and six in the morning. What is
the probability that a man entering the station at a random time during this period will have to wait atleast
20 minutes
Q2. A cont r.v. X has a pdf f(x) = k 𝑥 2 𝑒 −𝑥 ; 𝑥 ≥ 0 . Find k, mean and variance.
Q3 Find the regression curve Y on X , given f(x , y)=xe−x(y+1) ,x≥0 ,y≥0

SET 4
1. A representative from the National Football League's Marketing Division randomly selects
people on a random street in Kansas City, Missouri until he finds a person who attended the last
home football game. Let p, the probability that he succeeds in finding such a person, equal 0.20.
And, let X denote the number of people he selects until he finds his first success. What is the
probability mass function of X?
2. A coin has been weighted so that it has a 0.9 chance of landing on heads when
flipped. What is the probability that the first time the coin lands on heads is after
the 3rd flip?
4
3. If X is uniformly distributed with mean 1 and variance .
3
i) Find P(X<0).
ii)If X has exponential distribution with mean 2, find P(X<1 / X<2).

SET 5
1. Fit a curve y=a𝑏 𝑥 :

x 2 3 4 5 6
y 144 172.8 207.4 248.8 295.8
Q2 Variate Value Frequency
60 – 62 5
63– 65 18
66 – 68 42
69 – 71 27
72 – 74 8
Fit a normal curve to the following data by the method of areas.
.Q3. a)Elaborate the concept of Memoryless property of exponential distribution .
b)Suppose that the amount of time one spends in a bank is exponentially distributed with mean 10
minutes, λ = 1/10. What is the probability that a customer will spend more than 15 minutes in the bank?
What is the probability that a customer will spend more than 15 minutes in the bank given that he is
still in the bank after 10 minutes
SET 6
1. Find the multiple linear regression equation of X1 on X2 and X3 from the following data.

X1 4 6 7 9 13 15
X2 15 12 8 6 4 3
 X3 30 24 20 14 10 4

2. .
3
3. If a r.v. X has the MGF M(t) =3−𝑡, obtain the standard deviation of X.
SET 7
Q1 Find the regression curve Y on X , given f(x , y)=xe−x(y+1) ,x≥0 ,y≥0
Q2. Derive normal equations for fitting of the curve type y = ax + b/x
Q3 A cont r.v. X has a pdf f(x) = k 𝑥 2 𝑒 −𝑥 ; 𝑥 ≥ 0 . Find k, mean and variance

UNIT – 2
ASSIGNMENT -2
SET 1

x 1
Ques 1- If X is a random Variable having the p.d.f f ( x)  ,  1  x  1 . Find E(X) and V(X)..
2
Ques 2

-
Ques 3-
 SET 2
Ques 1- The probability density function of two random variables (X , Y ) is given by
2, 0  x  y  1
f ( x, y )  
0, elsewhere
Find the conditional mean and variance of X and Y=y

Ques 2- The joint density function of a two-dimensional random variable is given by

2 ; 0  x  1, 0  y  x
f ( x, y )  
 0, elsewhere
(i) Find the marginal density function of X and Y
(ii) Find conditional density function of Y given X  x and of X for given Y  y

Ques 3- The joint density function of two random variables X and Y is given by
 xy
 0  x  1, 1  y  5
f ( x, y )   96

 0 otherwise
Find (a) E(X) (b) E(XY)
.

SET 3
8 xy ,0  x  y  1
Ques- 1 Let f ( x, y )   .
0, elsewhere

Ques-2 Let X and Y be a random variables having joint density function f(x,y)=4xy, 0≤x≤1,
0≤y≤1 and f(x,y)=0 elsewhere. Find (i) E(X) (ii) E(Y) (iii) E(X+Y) (iv) E(XY
Ques-3 . Given f ( x, y)  e( x y ) ; 0  x   , 0  y   . Find (i) P( X  1) (ii) P( X  Y X  2Y )
(iii) P(1  X  Y  2)

SET 4
Ques-1 The joint density function of a two-dimensional random variable is given by
91  x  y 
f ( x, y )  ; 0  x   , 0  y   . Find the marginal distributions of X and Y ,
2(1  x) 4 (1  y) 4
and the conditional distribution of Y for X=x.

Ques-2 Let (X,Y) be a 2-D random variable which is non negative and continuous and have
1 y
 xe ,0  x  2, y  0
joint density f ( x, y )   2

0, elsewhere
Find distribution of X+Y
Ques-3 The joint density function of a two-dimensional random variable is given by
2  x  y ; 0  x  1, 0  y  1
f ( x, y )  
 0, elsewhere
Find (i) the marginal density function of X and Y (ii) conditional density function of Y given
X  x and of X for given Y  y (iii) Var(X) and Var(Y) (iv) Co-variance between X and Y

SET 5
Ques-1 If X and Y are two random variables having joint density function


f ( x, y)  6 x 2 y,0  x  1,0  y  1
0 otherwise

Find a) P( 0< X< ¾, 1/3<y<2) b) P(X+Y<1) c) P( X>Y) and P(X<1/Y<2)

Ques-2 Let (X,Y) be a 2-D random variable which is non negative and continuous and have joint
4 xye  x  y  , x  0, y  0

2 2

density f ( x, y )  

0, elsewhere
Find density function of √𝑋 2 + 𝑌 2
Ques-3 If the pdf of 2-D random variableis
x y 
 2

f ( x, y )   e , x  0, y  0,   0



0, elsewhere
𝑋−𝑌
Find distribution and marginal pdf of 2

SET 6
8 xy ,0  x  1, 0  y  x
Ques-1 Let f ( x, y )   .
0, elsewhere
 Find (i) marginal density of X (ii) marginal density of Y (iii) conditional density of X (iv)
conditional density of Y (v) E (Y X ) (vi) E (Y X  x)

Ques-2 The probability density function of two random variables (X , Y ) is given by

2, 0  x  y  1
f ( x, y )  
0, elsewhere
Find the conditional mean and variance of X and Y=y

Ques-3

SET 7
. Ques-1 The probability density function of two random variables (X , Y ) is given by
2, 0  x  y  1
f ( x, y )  
0, elsewhere
Find the conditional mean and variance of X and Y=y
x 1
Q2 If X is a random Variable having the p.d.f f ( x)  ,  1  x  1 . Find E(X) and V(X).
2
Q3.

AP&S(CST-290)

15.UNIT 3

AP&S(CST-290

Assignment-3

SET 1
Ques 1 IF T is an unbiased estimator of α , show that T2 is unbiased estimator of α2
Ques 2- Prove that in sampling from a N(µ,  2 ) population, the sample mean is a consistent
estimator of µ

Ques 3- State and prove central limit theorem

SET 2
Ques1 - Discuss the relation between CLT and WLLN.
Ques 2- Examine whether the weak law of large numbers holds for the sequence { X k } of
independent random variables defined as follows:
P[ X k  2 k ]  2 ( 2k 1)
P[ X k  0]  1  2 2k ,
Ques-3 Let X 1 , X 2 ,........, X n be jointly normal with E ( X i )  0 and E ( X i 2 )  1 for all i and
Cov( X i , X j )   if j  i  1 and =0, otherwise. Examine if WLLN holds for the sequence
{ X n }.

SET 3
Ques-1. If the variable X p assumes the value 2 p2 log p with probability 2  p ; p  1,2,......., examine
if the law of large numbers holds in this case

Ques-2In a random sampling from normal population N(µ,  2 ) find maximum likelihood
estimator for µ when  2 is not known.
Ques-3:prove that MLE of the parameter α of a population having density function
2
  x ,0  x   for a sample of unit size is 2x, x being the sample value . Show also that
2
estimate is baised.

SET 4
Quest-1Find MLE for the parameter  of a poisson distribution on the basis of sample size n, also find its
variance

Ques-2 Obtain MLE for α and β for rectangular population

 1 
 ,  x   
f ( x;  ,  )      
0, otherwise 
 
Question-3: In a random sampling from normal population N(µ,  2 ) find maximum likelihood
estimator for the simultaneous estimation of  2 and µ

SET 5

Q1.Let x1,x2,………..xn be a random sample from uniform population on [ 0 , α].Find sufficient

estimator of α.
Q2. Let x1,x2,………..xn be a random sample from normal population with mean zero and
𝑥𝑖2
variance  2 . Examine if ∑𝑛𝑖=1 is MVB estimator for  2
𝑛

Q3. A random sample of size 5 is drawn from a normal population with unknown µ , consider
the following estimators to estimate µ
X  X2  X3  X4  X5 X  X2
a) t1= 1 b) t2= 1  X3
5 2

2 X 1  X 2  X 3
c) t3=
3
 is such that t3 is unbiased estimator µ. Find  .Are t1 , t2 unbiased?
Also select the best estimator.

SET 6
Q1. Prove that M.V.U estimator is unique.
Q2.A random sample of size 3 is drawn from a population with mean µ and variance  2 ,
consider the following estimators to estimate µ
a) t1= X 1  X 2  X 3 b) t2= 2 X 1  3 X 2  4 X 3

X 1  X 2  X 3 
c) t3=
9
Are t1 , t2 unbiased estimators ?

Q3.i)Find value of  such that t3 is an unbiased estimator of µ.

ii) With this value of  such that t3 is an consistent estimator.
iii) which is best estimator
SET 7

Q1. Obtain the MLE of 𝛼, 𝛽 𝑓𝑜𝑟 a random sample from the exponential population
𝑓(𝑥; 𝛼, 𝛽 ) = 𝑘𝑒 −𝛽(𝑥−𝛼) , 𝛼 < 𝑥 < ∞, 𝛽 > 0 and k being a constant.
Q2.Obtain the most general form of distribution differentiable in θ, for which the sample mean is
the MLE
Q3.A sample of size n is drawn feom each of the four normal populations which has same variance
 2 . The mean of the four population are a+b+c, a+b-c, a-b+c and a-b-c. What are the MLE for
a, b , c and  2 .