MMT-008

ASSIGNMENT BOOKLET
(Valid from 1st January, 2023 to 31st December, 2023)

M.Sc. (Mathematics with Applications in Computer Science)

PROBABILITY AND STATISTICS (MMT-008)

School of Sciences
Indira Gandhi National Open University
Maidan Garhi, New Delhi-110068

(2023)
Dear Student,

Please read the section on assignments and evaluation in the Programme Guide for Elective courses that
we sent you after your enrolment. A weightage of 20 per cent, as you are aware, has been assigned for
continuous evaluation of this course, which would consist of one tutor-marked assignment. The
assignment is in this booklet.

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7) This assignment is valid only upto December, 2023. For submission schedule please read the section
on assignments in the programme guide. If you have failed in this assignment or fail to submit it by
December, 2023, then you need to get the assignment for the session 2024 and submit it as per the
instructions given in the programme guide.
8) You cannot fill the exam form for this course till you have submitted this assignment. So solve it
and submit it to your study centre at the earliest.

We wish you good luck.

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 Assignment (MMT – 008)

Course Code: MMT-008

Assignment Code: MMT-008/TMA/2023
Maximum Marks: 100

1. State whether the following statements are True or False. Justify your answer with a short
proof or a counter example: (10)

a) If P is a transition matrix of a Markov Chain, then all the rows of lim P n are identical.
n →∞

b) In a variance-covariance matrix all elements are always positive.

X1 + X 2 + X 3  1 
c) If X1 , X 2 , X 3 are iid from N 2 (µ, ), then follows N 2  µ,  .
3  3 

d) The partial correlation coefficients and multiple correlation coefficients lie between − 1
and 1.

Mt 1
e) For a renewal function M t , lim = .
t →0 t µ

2. a) Let (X, Y) have the joint p.d.f. given by: (5)

1, if y < x;0 < x < 1

f ( x , y) = 
0, otherwise

i) Find the marginal p.d.f.’s of X and Y.

ii) Test the independence of X and Y.
iii) Find the conditional distribution of X given Y = y.
iv) Compute E(X | Y = y) and E(Y | X = x ).

b) Let the joint probability density function of two discrete random X and Y be
given as: (5)

X
2 3 4 5
0 0 0.03 0 0
Y 1 0.34 0.30 0.16 0
2 0 0 0.03 0.14

i) Find the marginal distribution of X and Y.

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 ii) Find the conditional distribution of X given Y=1.
iii) Test the independence of variable s X and Y.
Y 
iv) Find V  = x .
X 

3. a) Let X ~ N 3 (µ, Σ), where µ = [5, 3, 4]′ and (5)

2 1 1 
 
 =  1 1 0.5 .

1 0.5 1 


Find the distribution of:

 2 X1 + X 2 − X 3 
 
 X1 + X 2 + X 3 

b) Determine the principal components Y1 , Y2 and Y3 for the covariance matrix: (5)

 1 −2 0
 
 =  − 2 5 0

 0 0 1 


Also calculate the proportion of total population variance for the first principal
component.

4. a) Consider a Markov chain with transition probability matrix: (5)

1 2 3 4
1  0 0 1 0

 1
20 0 0

P= 
30 1 0 0

1 1 1 1
1 
4 8 8 2

i) Whether the chain is irreducible? If irreducible classify the states of a Markov chain
i.e., recurrent, transient, periodic and mean recurrence time.
ii) Find the limiting probability vector.

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 b) At a certain filling station, customers arrive in a Poisson process with an average time of
12 per hour. The time interval between service follows exponential distribution and as
such the mean time taken to service to a unit is 2 minutes. Evaluate: (5)

i) Probability that there is no customer at the counter.

ii) Probability that there are more than two customers at the counter.

iii) Average number of customers in a queue waiting for service.

iv) Expected waiting time of a customer in the system.

v) Probability that a customer wait for 0.11 minutes in a queue.

5. a) A service station has 5 mechanics each of whom can service a scooter in 2 hours on the
average. The scooters are registered at a single counter and then sent for servicing to
different mechanics. Scooters arrive at a service station at an average rate of 2 scooters
per hour. Assuming that the scooter arrivals are Poisson and service times are
exponentially distributed, determine: (5)

i) Identify the model.

ii) The probability that the system shall be idle.

iii) The probability that there shall be 3 scooters in the service centre.

iv) The expected number of scooters waiting in a queue.

v) The expected number of scooters in the service centre.

vi) The average waiting time in a queue.

b) A random sample of 12 factories was conducted for the pairs of observations on sales
( x1 ) and demands ( x 2 ) and the following information was obtained: (5)

 X = 96,  Y = 72,  X 2
= 780,  Y 2 = 480,  XY = 588

The expected mean vector and variance covariance matrix for the factories in the
population are:

9 
µ= 
7 

13 9
and =  .
 9 7

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 Test whether the sample confirms its truthness of mean vector at 5% level of
significance, if:

i) Σ is known,
ii) Σ is unknown.

[You may use: χ 22,0.05 = 10.60, χ 32, 0.05 = 12.83, χ 24, 0.05 = 14.89, F2,10, 0.05 = 4.10]

6. a) Let the random vector X′ = (X1 , X 2 , X 3 ) has mean vector [−2, 3, 4] and variance
1 1 1
 
covariance matrix = 1 2 3 . Fit the equation Y = b 0 + b1X + b 2 X 2 . Also obtain the
 
1 3 9 

multiple correlation coefficient between X 3 and [X1 , X 2 ]. (5)

b) Define ultimate extinction in a branching process. Let p k = bc k −1 , k = 1, 2, ....;

∞
0 < b < c < b + c < 1 and p 0 = 1 −  p k . Then discuss the probability of extinction in
k =1

different cases for E(X1 ) ≥ 1 or E(X1 ) < 1. (5)

7. a) If the random vector Z be N 4 (µ, Σ), where: (5)

1
 
2
µ= 
5
 
− 2

3 3 0 9
 
3 2 −1 1
and  =  .
0 −1 6 − 3
 
9 1 −3 7 

Find r34 , r34.21.

b) Suppose life times X1 , X 2 ,..... are i.i.d. uniformly distributed on (0, 3) and C1 = 2 and
C 2 = 8. Find: (5)

i) µT

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 ii) T which minimizes C (T) and which is the better policy in the long-run in terms of
cost.

8. a) Consider the Markov chain with three states, S = {1, 2, 3} following the transition
matrix (5)

1 2 3
 1 1 
11 4 
2 4
 
p=2 1 0 2

3 3 

31 1
0
 2 2 

i) Draw the state transition diagram for this chain.

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ii) If P(X1 = 1) = P(X1 = 2) = , then find P(X1 = 3, X 2 = 2, X 3 = 1).
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iii) Check whether the chain is irreducible and a periodic.
iv) Find the stationary distribution for the chain.

b) If N1 ( t ), N 2 ( t ) are two independent Poisson process with parameters λ1 and λ 2

respectively, then show that (5)

λ1 λ2
P( N1 ( t ) = k [ N1 ( t ) + N 2 ( t ) = n ] = n C k p k q n −k , where p = ,q = .
λ1 + λ 2 λ1 + λ 2

 X1  0 
9. a) Let X =   be a normal random vector with the mean vector µ =   and covariance
X 2  1 
1 − 1
matrix  . Suppose Y = AX + b, where (5)
− 1 2 

1 2 0 
   
A = 2 1 , b = 1  and Y ~ N 3 .
   
1 1  2

i) Find P(0 ≤ X 2 ≤ 1).

ii) Compute E(Y).
iii) Find the covariance matrix of Y.
iv) Find P(Y3 ≤ 4).

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 b) A box contains two coins: a regular coin and one fake two-headed coin. One coin is
chosen at random and tossed twice. The following events are defined: (5)

A: first coin toss results in a head.

B: second coin toss results in a head.

C: coin 1 (regular) has been selected.

Find P(A | C), P(B | C), P(A ∩ B) | C), P(A), P(B) and P(A ∩ B).

10. a) Consider three random variables X1 , X 2 , X 3 having the covariance matrix (5)

 1 0.12 0.08
 
0.12 1 0.06.
 
0.08 0.06 1 

Write the factor model, if number of variables and number of factors are 3 and 1
respectively.

b) A particular component in a machine is replaced instantaneously on failure. The

successive component lifetimes are uniformly distributed over the interval [2, 5 ] years.
Further, planned replacements take place every 3 years. (5)

Compute

i) long-terms rate of replacements.

ii) long-terms rate of failures.