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P and S

The document discusses properties of binomial and Poisson distributions. It provides the mean and variance of a binomial distribution given the mean and standard deviation. It also defines the binomial distribution and lists its mean and variance. It calculates the probability that among a sample of 200 jobs, there are no jobs that need to wait until weekends, modeling this as a Poisson distribution problem.

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0% found this document useful (0 votes)
65 views138 pages

P and S

The document discusses properties of binomial and Poisson distributions. It provides the mean and variance of a binomial distribution given the mean and standard deviation. It also defines the binomial distribution and lists its mean and variance. It calculates the probability that among a sample of 200 jobs, there are no jobs that need to wait until weekends, modeling this as a Poisson distribution problem.

Uploaded by

uxhihaitaxhi6
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
33
1
⎛⎞
tMt −
tt
1

=== ⎜⎟
()
331
3 3
⎝⎠
−⎛⎞ ⎜⎟−
X

⎝⎠
⎛⎞⎛⎞⎛⎞⎛⎞tttttt⎛⎞⎛⎞
23231 2 2
11
+++ ⎜⎟⎜⎟⎝⎠⎝⎠⎝⎠⎝⎠
=++++=+ ⎜⎟⎜⎟⎜⎟⎜⎟ ⎝⎠⎝⎠
3 3 3 3 1! 9 2! 9 3!

μ⎛ ⎞
r
t
E X coefficient of in M t
==⎜⎟
⎝⎠
()()
r
'
rX
r
!

E X coefficient of in M t μ⎛ ⎞
2
t
2
.
===⎜⎟
⎝⎠
2'

()()
2! 9 X
2

11.

−−−
−−
⎣⎦
.

APP
⎧≥

2
x
exfx
x
2;0
A random variableXhas density function given by( )
= ⎨ . Find m.g.f of X
⎩<
0;0
∞∞

==
=
∫∫ tx tx tx x
M t E e e f x dx e e dx X(2 )
=

( ) ( ) ( )2
2t x e dx
−−

2
−∞
0
0
⎡⎤
−−
222
2 [ ] [0 1] , 2

−−
tx
(2 )
e
eet
=−=<
==− ⎢⎥
−∞ −
0
(2 ) 2 2 2
tttt
0

12.

UCOR
2x xe
f (x) , x 0

A continuous RV X has the pdf
= ≥ . Find the rth moment of X about the origin.
∫∫∫∫
xe
E X x f x dx x dx x e dx x e dx
11[]()
222
2
′=====
∞∞∞∞−
rrrrxrx
+−+−−
2 ( 3) 1
2
x
μ
000
r
=Γ+=Γ
1
( 3) ( )
r x e dx n
−∞
nx
−−


1

2
=+Γ=−
1
( 2)! int ( ) ( 1)!
r if n is positive eger n n
0

13. For a Binomial distribution with mean 2 and standard deviation2 , find the first two terms of the

ST
122
6226269
distribution. (May/June 2014) np and npq npq q q p n n
==⇒=⇒=⇒=∴=×=∴=
333
219
33
⎛⎞⎛⎞
xx
P X x nC p q C−
===⎜⎟⎜⎟
⎝⎠⎝⎠
xnx
9
xx

()

21109
333
⎛⎞⎛⎞⎛⎞
099
PXC
===⎜⎟⎜⎟⎜⎟
⎝⎠⎝⎠⎝⎠
()
0

2
2121 199
⎛⎞⎛⎞
18
PXC
××=⎜⎟⎜⎟
=== ⎝⎠⎝⎠
()
33333
1
87

14. Define Binomial Distribution .What are its mean and variance? ( April/May 2017) The
Probability of ‘x’ successes in ‘n’ trials is given by ( ) , 0,1,2,... x n x P X x nC p q x x−
===
Mean = np and variance = npq

St. Joseph’s Institute of Technology Page No 3

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
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, λ = np = (200)(0.01) =2,

λ
λ
x
e
By Poisson distribution, ( ) , 0,1,2,.....
PXxx
===
x
!
20
22

e

PX
( 0) e 0.1353
====
Probability that there are no jobs that have to wait until weekends =
0!

16. A quality control inspector rejects 40% of a certain product. Find the probability that the
first acceptable product is the third one inspected.
P(X=3) = q3-1p= (.4)2
(.6) = 0.096

PP
Probability of rejection = q = 0.4
Probability of acceptance = p = 0.6
x1
P(X x) q p, x 1,2,3,.... −
===

17.

R A
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 = ⇒ = − = − =
= = =; 6 1 6 P(X 6) (0.5) (0.5) (0.5) 0.0156 −
====
By Geometric Distribution, x 1 P(X x) q p, x 1,2,3,.... −

18. 4
If X is a Uniformly distributed R.V with mean 1 and variance 3, find P(X<0).

STUCO
ab
Mean = 1ab2
+
= ⇒ + = --------------(1)
2

variance = ( )
2

4
ba ba4

= ⇒ − = ---------------(2)
12 3
(1) + (2) ⇒2b = 6 ⇒ b = 3
(1) – (2) ⇒2a = -2 ⇒ a = -1
1
,
1
,13

⎪<<

⎪−<<
axb
= ⎨⎪
⎩x
f x b a⇒
fx
()
()4
=
⎨−


0 , otherwise
0 , otherwise
111
P(X 0) f (x)dx dx x
00
0

<====
∫ ∫.
[]

444
1
−−
11

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/λ⇒10 = 1/λ
11
, f (x) e , x 0 f (x) e , x 0
λ==λ>⇒=>
x
−λ
10 10

x
10

>====
∫∫
∞ ∞−

P(X 10.5) f (x)dx e dx e 0.3499


x
1
10 1.05
10
10.5 10.5

St. Joseph’s Institute of Technology Page No 4

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
20. IfXis a normal variate withmean = 30and S.D = 5. FindP X [26 40 ≤ ≤ ]
X follows N(30, 5)∴ = = μ σ 30 & 5
X
Let



=be the standard normal variate
σ
−−≤≤=≤≤⎢⎥
PXPZ⎡⎤ ⎣ ⎦ = − ≤ ≤ P Z [ 0.8 2] = − ≤ ≤ + ≤ ≤ P Z P Z [ 0.8 0 0 2 ] []
26 30 40 30 26 40
[] 55
= ≤ ≤ + ≤ ≤ P Z Z [0 0.8 0 2 ] [ ] = + = 0.2881 0.4772 0.7653 .

PART – B

1. i) A random variableXhas the following probability function:


:01234567
X

APP
PXKKKKKKKK
:022327
222

Find (i)K(ii) Evaluate P X P X ( < ≥ 6 , 6 ) ( )andP X (0 5 < < )(iii) Determine the
1
distribution function ofX(iv)P X X (1.5 4.5 2 < < > )(v) E X (3 4 − ), Var(3 4) X − (vi) If[ ] 2
P X C≤ > , find
C (April/May 2015)
the minimum value of .
STUCOR
Solution:
(i) We know that
∑ ()1==
PXx
i
i
7

∑ ==
P X x ⇒222 K K K K K K K K + + + + + + + = 2 2 3 2 7 1
⇒( )
1,
x
=
0

1
⇒ 10K2+9K−1=0 ⇒ 1
K or K = = − ( hereK =−1is impossible, sinceP X x ( ) 0 = ≥)
10
1
∴ 10
K=

∴ The probability mass function is

X x =0 1 2 3 4 5 6 7
P X x ( ) =01
1
2
17
2
3
2
100
100
100
10
10
10
10

1 2 2 3 1 81
(ii) P X P X P X P X ( < = = + = + + = 6 0 1 ... 5 ) ()()()
=++++=
10 10 10 10 100 100
81 19 1
PXPX(≥=−<616)() 100 100
=−=

P X P X P X P X P X (0 5 1 2 3 4 < < = = + = + = + = ) ( ) ( ) ( ) ( ) = + +
4
+KKKK223= 5
8
= 8K 10
=

(iii) The distribution of X is given byF x X ( )defined byF x P X x X ( ) = ≤ ( )

St. Joseph’s Institute of Technology Page No 5

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
2 2 1 2 3
0+ 10+ 10= 10, 2 3 ≤ <x
10

3 2 1 2 2 5
0+ 10+ 10+ 10= 10,3 4 ≤ <x
10

4 3 1 2 2 3 84
0+ 10+ 10+ 10+ 10=
10
= , 4 5 ≤ <x
10 5

5 1
100

1 2 2 3 1 81
0+ 10+ 10+ 10+ 10+ 100=

6 2
100

1 2 2 3 1 2 83
0+ 10+ 10+ 10+ 10+ 100+ 100=
1

7 17
1
100
1 2 2 3 1 2 17
0+ 10+ 10+ 10+ 10+ 100+ 100+

STUCOR
A ( 2,3,4 3,4,5,6,7) (1.5 4.5 / 2)
(iv) ( 3,4,5,6,7)
PXXPXX
Xx= PXx() PX
=

0 0 0 ,x 1 <

1 1 1 1
0+ 10= 10 , 1
10
< < > = ( 3,4)
=

=∩=
PX =
=
=PX

( 3,4,5,6,7)
( 3) ( 4)
PXPX
=+=
=
=+=+=+=+=
PXPXPXPXPX
( 3) ( 4) ( 5) ( 6) ( 7)
23
KK
+ 555K
222
=
+++++2
2327 = − = Var X Var X (3 4) 9 ( ) (2) − = − − − −
KKKKKK −−−−−
(v) To find E X (3 4 − ), Var(3 4) X −
E X xP X x ( )
()==

E X E X E E X (3 4 3 ( ) (4) 3 ( ) 4 (1) − = = = 6 10 6 10 7
= − = − − − − − − − ) 2 Var X Var X Var K K K
++
Var X Var X (3 4) 3 ( ) (4) 9 ( ) 0 9 ( ) − = −

0 ( 0) 1 ( 1) 2 ( 2) 3 ( 3) 4 ( 4)

=×=+×=+×=+×=+×=
PXPXPXPXPX
+×=+×=+×=
5 ( 5) 6 ( 6) 7 ( 7)
PXPXPX
222
= + × + × + × + × + × + × + × + 0 1 2 2 3 2 4 3 5 6 2 7 (7 ) K K K K K K
2 30 66 30 66
K K 2 2 2 = + + + + + + + K K K K K K K K 4 6 12 5 12 49 7 10
100
K K 366
=+=+
=
100
22E X x P X x ( ) ( ) = =

= × = + × = + × = + × = + × = 0 ( 0) 1 ( 1) 2 ( 2) 3 ( 3) 4 ( 4) P X P X P X P

XPX
2222

+×=+×=+×=
5 ( 5) 6 ( 6) 7 ( 7)
PXPXPX
222

2222222222
= + × + × + × + × + × + × + × + 0 1 2 2 3 2 4 3 5 6 2 7 (7 ) K K K K K K K K
222
= + + + + + + + K K K K K K K K 8 18 48 25 72 343 49
2 124 440 1240 440 1680 168 84 124 440
10 100 100 100 10 5

KK+
=+=+====

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
3 366 1098 400 698
(1)⇒E X (3 4 − =) 4 69.8
×−
−===
100 100 100
⎡⎤
(3 4) 9 ( ) 9 ( ) ( ) 9 16.8 13.3956 30.6396 − = = − = − = ⎣ ⎦ Var X Var X E X E X
2
2

(2) ⇒( ) [ ]
1
(vi) To find the minimum value of C if [ ] 2
P X C≤ >
=
X x =P X x ( ) P X x ( ) ≤

1
000< 2
1 1 1 1
1 100+ 10= 10< 2

∴the minimum value of C is 4

OR APP
2 1 2 3 1
2 100+ 10+ 10= 10< 2
2 1 2 2 5 1
3 100+ 10+ 10+ 10= 10= 2
3 1 2 2 3 84
4 100+ 10+ 10+ 10+ 10=
1
=> 2
10 5
1 1 2 2 3 1 81
5 1000+ 10+ 10+ 10+ 10+ 100=
1
100> 2
2 1 2 2 3 1 2 83
6 1000+ 10+ 10+ 10+ 10+ 100+ 100=
1
100> 2
100
100= 1
1 2 2 3 1 2 17
1000+ 10+ 10+ 10+ 10+ 100+ 100+
17
7
1
100=> 2

ii)

(May/June 2014)

UC
Trains arrive at a station at 15 minutes interval starting at 4 a.m. If a passenger arrive at a
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.

Solution:

ST
Let X denotes number of minutes past 9.00 a.m. that the passenger arrives at the stop till
9.30a.m. X ~U[0,30] ⇒ 1
fxx=<<
( ) , 0 30
()
i
P that he has to wait for the train for less than 6 minutes
30
()
=<<∪<<
Pxx
(9 15) (24 30)
[]
=+=+=+==
∫∫∫∫
1 1 1 12
( ) ( ) 0.4
15 30 15 30
15 30

f x dx f x dx dx dx x x
30 30 30 30
{[ ] [ ] }
9 24
9 24 9 24
( ) 10
ii more
P that he has to wait for the train for than minutes
()
=<<∪<<
Pxx
(0 5) (15 20)
[]
=+=+=+==
∫∫∫∫
1 1 1 10
( ) ( ) 0.3333
5 20 5 20
5 20

f x dx f x dx dx dx x x
30 30 30 30
{[ ] [ ] }
0 15
0 15 0 15
St. Joseph’s Institute of Technology Page No 7

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
iii) Find the moment generating function of a poisson distribution. Hence find mean and variance.
(APR / MAY’ 19)

Solution:

⎪=>

λ
λ
λ
x
e
x
; 0,1,2,...; 0
()
PXx
x
= = ⎨⎪

!
0,
otherwise
tX
M.G.F= ( ) ( )
XM t = E e

∑∑∑
λ
⎛⎞ λ
−λ
∞ ∞ ∞ −λ
x
e f (x) e e
⎜⎟⎜⎟
== ⎝⎠
tx tx
t
()
e
x
e
x! x!
x1x1x1
===
⎡⎤λ
⎢⎥λ

COR APP
2
=+++
⎢⎥
e1
1! 2!
t
()
e
t
e
−λ
=
⎢⎥
⎣⎦
ee
−λ λ
e
t

=
()
t
e1
M (t) e xλ −
=
dd
M (t) e e e
⎡⎤⎡⎤ =λ⎢⎥⎢⎥
⎧⎫⎧⎫ ⎨⎬⎨⎬==λ ⎩⎭⎩⎭⎣⎦⎣⎦
λ−λ−
dt dt
tt
e1e1
t
()
Mean = E(X)= [ ] ( )( )
X

t0t0t0
===
Variance =( )
22
Var(X )= E(X ) − E(X )
dd
M (t) e e e . e e e .e
⎡⎤⎡⎤ ⎡⎤=λ=λλ+ ⎢⎥⎢⎥
⎧⎫⎧⎫ ⎨⎬⎨⎬ ⎣⎦ ⎩⎭⎩⎭⎣⎦⎣⎦
ttt
'tttte1e1e1
λ−λ−λ−

Where( )2 E X =( )( )( )( ) ( ) dt dt

t0t0t0
X

===
=λλ+
( 1)
22
2
Var (X) E(X ) E(X) ( 1) = − = λ λ + − λ = λ .
Variance =( )

2. i) A continuous random variable X has the p.d.f( )3, 0. −


=≥x
f x kx e xFind the rth order moment of X
U
about the origin. Hence find m.g.f, mean and variance of X. (Nov/Dec 2015)

Solution:

ST
⎞⎛⎞
−−−

⎡⎤⎛⎞⎛⎞⎛ ⎢⎥⎜⎟⎜⎟⎜⎟⎜⎟−+−=
e
eee kxxx

xxxx

(3 ) (6 ) (6) 1
kx e dx⇒3 2
−= x

3
Since
1
1111

⎝⎠⎝⎠⎝⎠⎝⎠− ⎣⎦
0
0

−−−−= 1
∞−−−
⎡⎤ ⎣ ⎦ x x x k x e x e xe⇒k [(0) ( 6) 1 − − =]⇒6 1 k =⇒ 6
k=.
32
3661
0
∞∞

1
1
∫∫
′ rrrx
E X x f x dx x x e dx μr3

()
6
===
=
∫rx
x e dx 1
( )3

+−

>

−−
Γ=
, 0 x n n e x dx n
6
00
0
0
113!
)
heren r = + 4 ( 3 1 1 ( )

==Γ+=
∫ rrx

−++− +
e x dx r Γ = − n n( 1)!
( 4)
666
0

4! 24
Puttingr =1, 1 ()4

E X = = = = μ′
66

St. Joseph’s Institute of Technology Page No 8

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
5! 120
r = 2 ,22 ( ) 20

E X = = = = μ′
66

[]
∴Mean =1 E X( ) 4 = = μ′; Variance = ( )2
′′
2
2

21 EXEX()()−=−μμ
( )2
2 μ = − = − = 20 4 20 16 4
To find M.G.F
tX tx
M (t) E(e ) e f (x)dx X∞
==

−∞

1
M (t) e x e dx
=

tx 3 x

∴=

OR APP
X
6
−∞
∞∞
11
x e dx x e dx
==
∫∫
3 tx x 3 (1 t)x

−−−
66
00
−−−−−
−−− ⎡⎤⎛⎞⎛⎞⎛⎞⎛⎞
e
1 e e e x 3x 6x 6
(1 t)x (1 t)x (1 t)x (1 t)x

⎟ −
=−+−⎢⎥⎜⎟⎜⎟⎜⎟⎜ ⎢⎥⎝⎠⎝⎠⎝⎠⎝⎠−−−−− ⎣⎦
32

()()()()
6 (1 t) (1 t) (1 t) (1 t)
234
0
∞ −−
−−−−−− ⎡⎤
ee
1ee x 3x 6x 6
(1 t)x (1 t)x (1 t)x (1 t)x
−− ⎥
=−− ⎢ ⎣⎦−−−−
32

6 (1 t) (1 t) (1 t) (1 t)
234
0
⎡⎤⎛⎞−
6
1 (0)
4
=− ⎜⎟ −
⎢⎥ ⎢⎥⎝⎠ ⎣⎦
6 (1 t)
1 M (t)
(1 t)
X
4

C
ii)

a) A machine manufacturing bolts is known to produce 5% defective. In a random sample of 15


bolts, what is the probability that there are (1). Exactly 3 defective bolts, and (2). Not more
than 3 defective bolts? (NOV/DEC 2018)
STU
Solution:
Given n 15, p 0.05, q 0.95
===
By BinomialDistribution, ( ) nC p q
PXx
==
x n-x
x

15 (0.05) (0.95) −
=x x
(1) P(Exactly 3 defective bolts)=P(X 3) 15 (0.05) (0.95) 0.0307
===
C
15
x
3 15 3

C
(2) P(Not more than 3 defective bolts) P(X 3) (X 0) ( 1) ( 2) ( 3) = ≤ = = + = + = + =

PPXPXPX

3

=+++ 3 15 3
15 (0.05) (0.95) 15 (0.05) (0.95) 15 (0.05) (0.95) 15

CCC
3(0.05) (0.95)
0 15 0 1 15 1 2 15 2
−−−

C−
012

=
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
1
1
⎛⎞

p⎛ ⎞
Probability of getting six heads in one toss of six coins is
= = ×⎜ ⎟
⎝ ⎠ λ np =100
6400
2
=⎜⎟
⎝⎠
2

St. Joseph’s Institute of Technology Page No 9


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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
(100)
Let X be the number of times getting 6 heads 100 1030 ( 10) 1.025 10

e

PX
===×
10!

3. i) 1
, x= 1,2,3,...
A random variable X has the probability mass function f (x) = x
2
Find its (i) M.G.F (ii) Mean (iii) Variance.

Solution:
tX
M.G.F= ( ) ( )
XM t = E e
x

= ⎟ ⎠⎞

⎜ ⎝⎛
t

tx e
1

=
∑∑∑ ∞


tx
efxe
()
==
x

11 2 12
x
x
=
x
=
234

⎜ ⎝⎛
+ ⎟
⎟ ⎠⎞

⎜ ⎝⎛
+ ⎟
⎟ ⎠⎞

⎜ ⎝⎛
+ ⎟
⎟ ⎠⎞
tttt
eeee
COR APP
= ...
+
2222
⎢ ⎡+ ⎟
⎢ ⎣ ⎟ ⎠⎞
=⎥
⎥ ⎦⎤
23

⎜ ⎝⎛
+⎟
⎟ ⎠⎞

⎜ ⎝⎛
+ ⎟
⎟ ⎠⎞

⎜ ⎝⎛
tttt
eeee
1
+ ...
2
222

1
⎢⎡
⎣−

⎦⎤
tt
ee
=
1
2
2
t
eMt

M.G.F= t
( ) …………….. (1)
=
2
X
e
⎧⎫ ⎡⎤⎡⎤−−− =⎢⎥⎢⎥ −⎪⎪ ⎢⎥⎢⎥
⎧⎫ ⎪⎪ ⎨⎬⎨⎬== ⎩⎭− ⎩⎭ ⎣⎦⎣⎦
Mean = E(X)= [ ]
ttttt

(2 e )e e ( e )
dde M (t) 2
dt dt = 2 e (2 e )
X
tt2
t0
t0t0
==
Variance =( )
22
Var(X )= E(X ) − E(X )
⎧⎫ ⎤−−−− ⎡⎤ = ⎥⎣⎦ −⎪⎪ ⎥
⎧⎫ ⎪⎪⎡⎤⎡ ⎨⎬⎨⎬ == ⎢⎥⎢ ⎩⎭− ⎩⎭⎢⎥⎢ ⎣⎦⎣⎦
e ) e e 2(2 e )( e )
d d 2e (2 M (t) 6
tt2tttt
'X
t2t4

dt dt = (2 e ) (2 e )
2
Where( ) E X =
t0
t0t0
==
Variance =( )
22
Var(X )= E(X ) − E(X ) = 6 - 4 =2

ii)

STU
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 Probability that it will fail by 15,000 hours?
(ii) At 15,000 hours the component is still in operation. What is the
probability that it will operate for another 5000 hours? (Nov/Dec 2015)

Solution:
LetXbe the random variable denoting the time to failure of the component following exponential
1 1 10,000
distribution withMean 10000 =hours. 10,000
∴=⇒=
λ
λ
⎧−
x
10,000
1 ,0
ex
fx
⎪≥
The p.d.f. ofXis( )
= ⎨⎪

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]

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020

[]
PX
10,00015,000
(1)
<<
=−−−−−−−−
PX
[]
>
10,000
15,000
=
∫ x

1

P X [10,000 15,000 < < ]


e dx
10000
10000
10,000
⎡⎤
15000
x
⎢⎥⎡⎤
15000

x
1
e
e
=− ⎢⎥
= ⎢⎥ −
10000

10000
⎢⎥⎣⎦

10000 1
⎣⎦
10000
10000
10000
⎡⎤⎡⎤
15000 10000 3

−− −−−
=−−−−− ⎢⎥
=−−=−− ⎢⎥ ⎣⎦⎣⎦
eeeeee
1 1 1.5 2
10000 10000 (2)
TUCOR APP
⎡⎤

⎢⎥⎡⎤
11
x
xx
∞∞
− −−

==− ⎢⎥
= ⎢⎥ −
e dx e
e
P X[ >10,000] 10000

10000 10000

10000 10000 1

⎢⎥⎣⎦
⎣⎦
10,000
10000

10000
10000


=−−=−−−−−−−⎡ ⎣⎦eee
11 −∞−−
(3)
Sub (2) & (3) in (1)
0.3679 0.2231

(1) ⇒ P X[ < > 15,000/ X 10,000]1 1.5
−−

=e e

= = 0.3936 .
0.3679

1
e
(ii) Probability that the component will operate for another 5000 hours given
that it is in operation 15,000 hours= > > P X X [ 20,000/ 15,000]
= > P X[ 5000] [By memoryless property] ∞


x
1

= f x dx 10000

=

()
e dx
10000
5000
5000
⎡⎤

x
⎢⎥⎡⎤
−∞
x
1
e
e
=− ⎢⎥
= ⎢⎥ −
10000
10000

0.6065 −
0.5

==e
⎢⎥⎣⎦

10000 1
⎣⎦
5000
10000
5000

S
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)

Solution:
xx
X N where z μ
μσμσ
σ− −
800 ( , ) 800, 40,
Given 40
====
The standard normal z values corresponding to 1 2 x x = = 778, 834are
778 800 834 800
0.55 0.85
−−
z and z
==−==
40 40
12

PXPZ
(778 834) ( 0.55 0.85)
<<=−<<
= < < − + < < P Z P Z (0 0.55) (0 0.85)

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
=<<+<<PZPZ
(0 0.55) (0 0.85)
0.2088 0.3023 0.5111
=+=
Hence the probability that a bulb burns between 778 and 834 hours is 0.5111

4. i) ⎧ ≤≤
axx
,01

⎪≤≤
ax
,12
fx
a ax x
()
3,23
If the density function of a continuous random variable X is given by
= ⎨− ≤ ≤ ⎪⎪

0,
elsewhere
(i) Find the value of a (ii) Find the c.d.f of X (iii) Find P(X≤ 1.5).
Solution:

STUCOR APP
=

= ⇒f x dx ( ) 1

(i) Sincef x dx ( ) 1
−∞
−∞
0123

+++
+=
∫∫∫∫∫

f x dx f x dx f x dx f x dx f x dx ( ) ( ) ( ) ( ) ( ) 1

0123
−∞

∫∫∫
123
ax dx a dx a ax dx
++−=
(3 ) 1
012
⎡⎤⎡⎤
xx
13
22

aaxaxa
++−=⇒=⎢⎥⎢⎥
⎣⎦⎣⎦
31
1
2

[]
222
1
02
(ii) CDF
If 0 1 ≤ ≤x
x
⎡⎤
x xx x x
F x f x dx dx
22
=⎢⎥
=== ⎣⎦∫ ∫
()()
244
If x
12
≤≤
−∞
00
⎡⎤
⎡⎤
x
x x x F x f x dx dx dx
11()()
224224
+=−⎢⎥⎢⎥
==+= ⎣⎦⎣⎦∫ ∫∫
xxx
1
12

If x
23
≤≤
0101
−∞

∫∫∫∫
xx
F x f x dx dx dx dx
13()()
2222
⎛⎞
xx
12
==++−⎜⎟
⎝⎠
012
⎡⎤⎛⎞
⎡⎤
xxxxxx
335
−∞
12
222

=++−=−−⎢⎥ ⎜⎟
⎢⎥ ⎣⎦⎝⎠⎣⎦
x
4224244
021
0, 0
⎧<
x
⎪⎪ ≤ ≤ ⎪⎪

,01
2
x
x
2
Fxx
=
⎨−≤≤
1
,12

x
24
()
X
35
,23
xx
x
⎪⎪
⎪−−≤≤
2
244
1, 3
⎪⎪
⎩>
x

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
()(1.5)[ ( 1. ) ()()]
iiiPFFxPx X == X
≤≤
5
=−=
1.5
0.5
1
24

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. P A P B P D B P D A P D B
=====
0.02, 0.98, / 0.95, / 0.94, / 0.05
Let D be an event that defective product is tested after delivery.

+
PP
()()()()()
PDP
/ A (A)
PAD
PDPPDP
/
/ A (A) / B (B)

( )( )
=
+
()()
0.0188
0.94 0.02 0.27729
===
0.94 0.02 0.05 0.98 0.0678
( )( )
( )( ) ( )( )
5. i)

(Nov/Dec 2015)

R A
The average percentage of marks of candidates in an examination is 42 with a standard
deviation of 10. If the minimum mark for pass is 50% and 1000 candidates appear for the
examination, 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?

STUCO
Solution:
denote the marks of the candidates, then
LetX ( )2 X N 42,10

Let 42
z−
X
= , P X P z [ ≥ = ≥ 50 0.8 ] [ ] = − < < 0.5 0 0.8 P z [ ] = − = 0.5 0.2881
0.2119 10
If 1000 students write the test, 1000 50 212 P X[ ≥ ≅] students would pass the
examination. If double that number should pass, then the no of passes should be 424.
We have to find1z, such thatP z z [ ≥ = 1] 0.424
∴ < < = − = P z z [0 0.5 0.424 0.076 1]

∴ = ⇒ = − = − = 50 1.9 48.1
50
50 10
x
zxz
From tables, z1= 0.19 ,1
111
10
The pass mark should be 48 nearly.
ii) Derive the MGF, mean and variance of Geometric distribution and also state and prove the
special property of it. ( May/June 16)

Solution:
( ) , 1,2,3, x P X x pq x −
1
===
Moment Generating Function
====+++
∑∑
∞∞

MtEeepxeqppeeqeq
( ) ( ) [ ] tX tx tx x t t t
( )1 2 3 2
X
xx
==
11

[1 ] [1 ] t
( )2 1 1
pe
=+++=−=

pe qe qe pe qe
qe
ttttt

t

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
⎛⎞⎛⎞ ⎜⎟ ⎜⎟ ⎜⎟ ⎜⎟− ⎢⎥
⎡⎤⎡⎤ ⎢⎥⎢⎥ ==== ⎢⎥ −⎢⎥ ⎣⎦⎝⎠ ⎣⎦⎝⎠
Mean and Variance
d pe pe M qe
dt p qe
tt
''
1
μ
(0)1
1
12
Xt
t

()
()
⎛⎞⎛⎞
⎡⎤⎡⎤ +
t
t
=
=
0
0

qM qe
d pe d pe dt dt p qe
⎜⎟ ⎜⎟ ⎜⎟ ⎜⎟− ⎢⎥
⎢⎥⎢⎥ ==== ⎢⎥ −⎢⎥ ⎣⎦⎝⎠ ⎣⎦⎝⎠
tt
'"
2
1
2
222

μ
(0)1
1
Xt
t

()
()
t
t
=
=
0
0

==
1
'
Mean
p
μ
1

+⎛⎞
q q Variance
ppp
11

UCOR APP
2
=−=−=⎜⎟
⎝⎠
μμ
''
2

()
21
22

Memoryless property of geometric distribution.


Statement:
IfXis a random variable with geometric distribution, then X lacks memory, in the sense that P X s t
sPXtst[>+>=>∀>/X,0][].
Proof:
The p.m.f of the geometric random variable X is 1
( ) , 1,2,3,.... x P X x q p x −
===

/> + ∩ >
PXstXs

[ ][ ]
PXstXs
P X s[ ]
PXst
>+
>+>=
>
=−−−−−−
(1)
[]
[]
PXs
>

∴>=
∑ 12
....

=++++qpqqq⎡ ⎣⎦
++
= + + + 2 3 1 .... t
ttt

[] 1

qpqpqp
x
PXtqp
xt
=+
1
11
(1 ) ( ) t t t
−−
=−==
qpqqppq
Hence[ ]+
> + = s t P X s t qand [ > =]s P X s q
st

(1) ⇒[ / [ ] ]+
q
PXstXsqPXt
>+>===>
⇒P X s t s P X t [ > + > = > / X ] []
q
t
s

iii) Find mean, variance and MGF of exponential distribution. Also prove the lack of memory
property of the Exponential distribution. (APR / MAY’ 19)

ST
Solution:
⎧≥
λ−
λ
x
,0
We know that ( )
exfx
otherwise
=⎨

0,
∞∞
===
∫∫
tx tx x tx
M t E e e f x dx e e dx Xλ
()()()

λ
00

=

()
xt
e dx λ
−−
λ
0

−−
⎡⎤
()
xt
λ
λ
e
=

=
⎢⎥
λ
λ
( )0
−− t
⎣⎦
λ
t
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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
⎡⎤
⎡⎤
d
Mt
λ
1
====
′⎢⎥⎢⎥ −
⎣⎦⎢⎥ ⎣⎦
()
Mean ()
μ
12
X
dt
t

= λλ
t
t
0
0
=
⎡⎤⎡⎤′ ⎢⎥⎢⎥ −
=== ⎣⎦⎢⎥ ⎣⎦

( )( )
λ
22
2
d
Mt
μ =
λλ =
2
223
X
dt
t
()
t
t
0
0

211
Variance
( )2
′′
.
=−=−=
μμ
λλλ
21
222

MEMORYLESS PROPERTY
Statement: IfXis exponentially distributed with parametersλ , then for any two positive integers
‘s’ and ‘t’, P X s t s P X t s t [ > + > = > ∀ > / X , 0 ] [ ]
R APP
Proof:
⎧≥
λ−
λ
x
exfx
Otherwise
,0
The p.d.f of X is ( )
=⎨

0,
⎡⎤
∞∞
∴>==− ∫ ⎣⎦k

P X k e dx e λ λ
[ ]x xk
e−λ
λ
=
k

/P x s t x s
>+∩>

[ ][ ]
∴>+>=
>
PXstxs
Pxs
[]
[]
e
PXst e
>+
(s t)
−+
λ
===

>= > P X t [ ]

λ
t

[]
PXse

λ
s
O
6. i)

≤>
Var X
Let X be a Uniformly distributed R.V over [-5, 5]. Determine (May/June2016) (1 2 2 2
3)()()()()
P X P X Cumulativedistribution functionof X
(4) ( ).

STUC
Solution:
The R.V X ~ U[-5,5].
The p.d.f
1
55

⎪−≤≤
for x
fx
( ) 10
= ⎨⎪

0
otherwise
11112()
10 10 10
∫∫∫
222
2
P X f x dx dx dx x−
≤====
()()[]
5
−−−
555
17
25
=+=
10 10
[]
2212122
PXPXPX
>=−≤=−−≤≤
()()()()
∴−≤≤=====+=
∫∫∫
11114
22()22
222
2
P X f x dx dx dx x−
10 10 10 10 10
()[][]
2
−−−
222

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
Cumulative distribution functionof X
()
3
If x
<−

∫∫
5
xx
F x f x dx dx
()()00
===
−∞ −∞
If x
−≤<
55
∫∫
115()()
10 10 10
xx
x

F x f x dx dx x
====
x
+
[]5
−−
55

If x

5

==
OR AP
=
P
1155
()()()01
55
5

=+=+
===
∫∫∫
x
+
F x f x dx f x dx dx x−
[]
10 10 10
5
−−
555

⎧<−
05
for x

⎪+
x
5
F x for x
()55
= − ≤ ≤ ⎨⎪ >
⎪ ⎩
10
15
for x

ba
2

()
Var X−
(4) ( )
12
=
100 25
5 ( 5) .
−−
2

()
12 12 3

C
ii)

x

1
31
, 1,2,3,
⎛ ⎞⎛ ⎞
= ⎜ ⎟⎜ ⎟
== ⎝ ⎠⎝ ⎠ P X xbe the probability mass function of the R.V. X.
Let ( )
x
44
Compute(1 4 2 4/ 2 3 (4) ( ). )P X P X X E X Var X ( > > > ) ( ) ( ) ( ) ( ) (May/June2016)
STU
157
PXPXPXPX
>==+=+=+
Solution:
()()()()()
4
6
⎛⎞⎛⎞⎜⎟⎜⎟
=== ⎝⎠⎝⎠∑ ∑
31
P X x− ∞ ∞
( )x
1

XX
==
⎡⎤⎛⎞⎛⎞⎛⎞⎛⎞ +++ ⎢⎥
⎜⎟⎜⎟⎜⎟⎜⎟⎢⎥ ⎝⎠⎝⎠⎝⎠⎝⎠ ⎣⎦
4
4
3111
5
5
456
4444
=
⎡⎤
⎛ ⎞⎛ ⎞ ⎛ ⎞ ⎛ ⎞
3111
1
42
=+++ ⎢⎥ ⎢⎥
⎜ ⎟⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎝ ⎠⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎣ ⎦
4444
3113131
1
⎛ ⎞⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎛ ⎞ ⎛ ⎞ ⎛ ⎞
41414
−−
= − = = ⎜ ⎟⎜ ⎟ ⎜ ⎟⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎢ ⎥
⎝ ⎠⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎝ ⎠
4444444
⎝⎠⎝⎠

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020 4 / 2 (
2) X X P X > = >
()()
2
P
PXPXPX
>
==+=+=+
∑∑
()()()
345

()31
⎛⎞⎛⎞⎜⎟⎜⎟
== ⎝⎠⎝⎠
==
PXx
∞∞−
44
x
1

=
XX
33
⎡⎤⎛⎞⎛⎞⎛⎞⎛⎞ +++
⎜⎟⎜⎟⎜⎟⎜⎟⎢⎥ ⎝⎠⎝⎠⎝⎠⎝⎠⎢⎥
3111
4444
234
⎣⎦
=

⎡⎤
⎛⎞⎛⎞⎛⎞⎛⎞
223 1 1 1
1
+ ⎢⎥ ⎢⎥
=++ ⎜⎟⎜⎟⎜⎟⎜⎟ ⎝⎠⎝⎠⎝⎠⎝⎠ ⎣⎦

4444

R APP
−−
⎛ ⎞⎛ ⎞ ⎡ ⎤ ⎛ ⎞⎛ ⎞ ⎛ ⎞ ⎛ ⎞
2 31
2121 3 1 1 3 1 1
= ⎜⎟⎜⎟⎢⎥
= − = ⎜ ⎟⎜ ⎟ ⎜ ⎟⎜ ⎟ ⎝ ⎠⎝ ⎠ ⎣ ⎦ ⎝ ⎠⎝ ⎠ ⎝ ⎠ ⎝ ⎠

4444444
1143
()() 33
EX
p
=⎛⎞⎜⎟
== ⎝⎠
4
⎛⎞⎜⎟⎝⎠
===×=
1
1 16 4
4 (4) ( ) .
Var X
p
q
⎛⎞⎜⎟
⎝⎠
3499
22

iii) There are two boxes B1 and B2. B1 contains two red balls and one green ball. B2 contains one red

UCO
ball and two green balls.
(1) A ball is drawn from one of the boxes randomly. It is found to be red. What is the
probability that it is from B1?
(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?

Solution:

ST
1
1 ();()
LetB B 1 2 &be the events that the boxesB B 1 2 &respectively are selected. 1 2
PBPB==
22
21
(/);(/)
PABPAB==
1) Let A be the event that a red ball is selected. 12
33
PBPABPBA
PBPABPBPAB
()(/)(/)
()(/)()(/)
==
+
P( ball is fromB1, given it is red)1 1
1
1122
12
×

232
==⎛⎞⎛⎞ ×+×
⎜⎟⎜⎟ ⎝⎠⎝⎠

12113
2323
2) Let C be the event that a red ball and a green ball are selected.
12
×
21
×
;
P C B 32

32
CC
CC
PCB
(/)
21 1=
=
(/)
11 1=
=
3
3
C
2
C
2

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
P(B1was chosen given a red ball and a green ball were selected )1 = P B C ( / )
PBPCB
()(/)
11=
+

PBPCBPBPCB
()(/)()(/)
1122
12
×

231
= ⎞ ×+×
= ⎛⎞⎛ ⎜⎟⎜⎟ ⎝⎠⎝⎠

12123
2323
3) Let D be the event that a green ball is selected.
31
;
( / ) P D B1 == 32
( / ) P D B2 =
PBPDB
()(/)
22
P( ball is fromB1, given it is green)2 = P B D ( / )

APP
=
+
PBPDBPBPDB
()(/)()(/)
1122
12
×

232
= ⎞⎛⎞ ×
= ⎛ ⎜⎟⎜⎟×+ ⎝⎠⎝⎠

11123
2323
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

R
iv)

Four boxes A, B, C, D contain fuses. The boxes contain 5000,3000,2000 and 1000 fuses
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)

STUCO
Solution:
Let E1, E2, E3, E4, be the event that boxes A,B,C,D respectively are selected.
1
) P(E )
P(E ) P(E ) P(E 4
====
1234

Let D be the event that defective fuse is selected.

Given P(D / E ) 0.03,P(D / E ) 0.02,P(D / E ) 0.01,P(D / E ) 0 1 2 3 4 = = = = .005,


PEPDEPED ()(/)(/)
PEPDEPEPDEPEPDEPEPDE ()(/)

()(/)()(/)()(/)
By Bayes theorem,
=
+++
44
11223344
⎛⎞⎜⎟
⎝⎠
4

1
.005
==⎛⎞⎛⎞⎛⎞⎛⎞ +++
= ⎜⎟⎜⎟⎜⎟⎜⎟ ⎝⎠⎝⎠⎝⎠⎝⎠
()
0.065
1111 .03 .02 .01 .005
0.005
4 0.07692
4444
()()()()
UNIT – II TWO DIMENSIONAL RANDOM VARIABLES

PART – A

1. 1
,0 2,0 3

⎪<<<<
6
( , ) , 0 ,x y
fxy
= ⎨⎪ determine

Given the joint probability density function of X and Y as
otherwise
the marginal density functions.

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
3
The marginal function of X is 3

=<<⎢⎥
=== ⎣⎦∫ ∫

X
662 y
11
()(,),02
⎡⎤
f x f x y dy dy x
00
−∞
11
()(,),03
⎡⎤
2
The marginal function of Y is 2

=<<⎢⎥
=== ⎣⎦∫ ∫

Y
663 x
f y f x y dx dx y
00
−∞

2. Find the value of k, if the joint density function of (X , Y) is given by


⎧−−<<<<
kxyxy
(1 )(1 ),0 4,1 5
fxy
otherwise
(,)
0,
=⎨

∫ ∫ ∫∫
∴=⇒−−=
f x y dxdy k x y dxdy
( , ) 1 (1 )(1 ) 1
∞∞
54
Given the joint pdf of (X , Y) is f(x , y) = k (1 – x) (1 – y), 0 < x < 4, 1 < y < 5
−∞ −∞
10
⎡⎤⇒−−+=⎢⎥
⎣⎦
xx
k x yx y dy


APP
4
522

22

1
⎡⎤ −+=⇒+=⇒=⇒=⎢⎥
⇒−+=⇒ ⎣⎦
k y dy k y k k k
( 4 4 ) 1 4 4 1 (30 2) 1 32 1
1
0

2 32
5
52

y
1
1
1

3.

UCOR
=−+=−+=−+=⎢⎥⎢⎥ ∫
⎣⎦⎣⎦

The joint probability density function of bivariate random variable


(,)
⎩⎨⎧ < < < <
4 ,0 1,0 1
xy x y
f x yFind P (X + Y<1 )
=
elsewhere
(X , Y) is given by .
0,

⎩⎨⎧ < < < <


4 ,0 1,0 1
xy x y
Given the joint pdf of (X , Y) is .
fxy
(,)
=
elsewhere
0,
−−
⎡⎤
4
( 1) 4 2x
1
1112
x
y
=⎢⎥
∴+<= ⎣⎦∫ ∫ ∫
P X Y xydydx x dx
000
0
11
= − = − + 2 (1 ) 2 (1 2 ) x x dx x x x dx
∫∫
22

00
xxx ⎡⎤
x x x dx ⎡ ⎤
1211
2(2)222
1
1234
23
2342346
0
0

4.

ST
If⎩⎨⎧ < < < <
8 ,0 1,0
xy x y x
fxy
0,
( , )is the joint probability density
=
elsewhere
function of X and Y, find f(y/x).
x
x
2

⎢ ⎣⎡

⎥ ⎦⎤
y
3

== ∫ ∫
=

f x f x y dy xydy x
()(,)88
=<<
4,01
xx
X
2
yy
=
0
0
fxy
(,)
8
xy
2
y
fyx
(/)
===<<<<
,
,0,01
yxx
32
fx
()
4
x
x
X

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
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
__________________
161x = 966 ⇒ x = 6
mean value of X = 6 and mean value of Y =
5 ( 6 ) – y = 22 ⇒ y = 8. ∴

8
P Substitute in equation 1

6.

====
−=−<<∫ ∫
AP
10 y x 1
fxyx

⎪<<≤
,
The joint p.d.f. of R.V. (X,Y) is given as
(,).
= ⎨⎪
⎩Find the marginal p.d.f. of Y.
0 elsewhere
,

1
11
f y f x y dx dx x y y y
Y
( ) ( , ) log log1 log log , 0 1 y

The marginal pdf of Y is


[]
x
−∞
y

7. The following table gives the joint probability distribution of X and Y, find the marginal

distribution
STUCOR
function of X and Y.
X

Y1 2 3
1 0.1 0.1 0.2
2 0.2 0.3 0.1

Y1 2 3 p(y)
1 0.1 0.1 0.2 0.4
2 0.2 0.3 0.1 0.6
p(x) 0.3 0.4 0.3 1
The marginal distribution of X is The marginal distribution of Y is X 1 2 3

p(x) 0.3 0.4 0.3Y 1 2 p(y) 0.4 0.6

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( , ) , , . y f x y kxe 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

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020

∫ ∫ ∫∫ ∫ ∫
⎡⎤
∞∞
∞∞∞ −−−
2
222

⎡⎤⎢⎥⎣⎦
∴=⇒=⇒=⇒−= ⎣⎦
f x y dxdy kxe dxdy k xdx e dy k e
(,)11.1.1
yyy x
−∞ −∞
0000
0

2
0
⇒=⇒=
kk
(2)(1) 1
2
1

10. If the joint cumulative distribution function of X and Y is given by( , ) (1 )(1 ), 0, 0 x y F x y e e x y − − =
− − > > , find P( 1 < X < 2 , 1 < Y < 2 )
−−−−−−−+
∂∂∂ ==−−=−==>>
22
xyxyxyxy The joint pdf is
()
( , ) 1 1 1 . . , 0, 0 F fxyeeeeeeexy ( )( ) ( )
∂∂∂∂∂
xyxyx
∫∫ ∫∫ ∫∫
222222
P X Y f x y dxdy e dxdy e e dxdy
1 2,1 2 ( , ) .
<<<<===
−+−−
()
xyxy

()

111111
∫∫
P
111
. . 0.054
⎛⎞⎛⎞−
2222
⎡⎤⎡⎤ ⎜⎟⎜⎟
==−−=−=−== ⎣⎦⎣⎦ ⎝⎠⎝⎠
e dx e dy e e e e
eee
222
−−−−−−
xyxy
12
e
22
11

()
11

11.

COR AP
9 . Find the coefficient
The lines of regression in a bivariate distribution are X + 9Y = 7 and Y + 4X = 4 3
of
correlation.
49 = 0 ----------- (2)
x + 9y – 7 = 0 ----------- (1) y + 4x – 3
Let (1) be the regression line of Y on X and let (2) be the regression line of X on Y.
171
yxb
∴=−+⇒=−
999
1
1 49 1
xyb
=−+⇒=−
4 12 4
2
1111
rbb1
∴=±=−−==<
9 4 36 6
.
12

Since both regression coefficients are negative, correlation coefficient is negative.

12.

TU
If Y = -2X + 3, find Cov (X , Y).
Cov(X,Y) = E(XY) – E(X) E(Y) = E(X(-2X + 3)) – E(X){E(-2X + 3)}
= [E(-2X2 + 3X) - E(X)]{-2E(X) + 3}
= -2E(X2) + 3 E(X) + 2 (E(X))2- 3E(X) = 2(E(X))2 – 2 E(X2) = -2 var(X)
13. Let X and Y be two random variables having joint density function.

S
3
⎜ ⎛< >
⎝ 21
,
21

f x y = x + y ≤ x ≤ ≤ y ≤Determine ⎠⎞
( , )2 2
( ),0 1, 0 1.
P XY
2
111
1

⎡⎤ <>==+=+⎢⎥⎝⎠
⎛⎞ ⎜⎟ ⎣⎦∫ ∫∫∫∫
1133
,(,)
22213
P X Y f x y dydx x y dydx x y dx

222
y
2 2 2 2 3 xx
()
1100
2
=−∞ =
yy
==
1
22
11
1

xxx
x dx dx ⎡ ⎤ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎡ ⎤
37
311137 11
⎢⎥ ⎝⎠⎝⎠
⎝⎠⎣⎦∫ ∫
=+
=−+−=+ ⎢⎥⎜⎟⎜⎟⎜⎟ ⎣⎦
23
22 2

2 2 3 8 2 2 24 2 6 24
2
000
31171381
⎡⎤⎡⎤
=+==⎢⎥⎢⎥
⎣⎦⎣⎦
..
2 6 8 24 2 2 48 4

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
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

Y1 2 3 p(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
p(x,y) ≥ 0 , for all x ,y

p x y 1 36c 1 36 ∑
c
∑ =⇒=⇒= P 1
(,)
mn

15.

COR AP
The joint probability mass function of X and Y is
X\Y 0 1 2
0 0.1 0.04 0.02
1 0.08 0.2 0.06
2 0.06 0.14 0.3
Check if X and Y are independent.
X\Y 0 1 2 pX(x)
0 0.1 0.04 0.02 0.16
1 0.08 0.2 0.06 0.34
2 0.06 0.14 0.3 0.5
pY(y) 0.24 0.38 0.38 1
pX(0) . pY(0) = (0.16)(0.24)≠0.1 = p(0,0) ∴X and Y are not independent.

16.
The correlation coefficient of two random variables X and Y is 41

STU
− while their variances are 3 and 5.
Find the covariance.
Given rXY = 41
2
σX = σ = rXY = , 0, 0
2
Y
Cov X Y
σσ
(,)
− , 3, 5
X ≠ Y≠
σσ
XY

Cov(X, Y) = rXYσXσY= 41
− √3 . √5 = - 0.968

17 If X has mean 4 and variance 9, while Y has mean –2 and variance 5 and the two are independent
. find (a) E[XY] (b) E[XY2]
Given E[X] = 4, E[Y] = –2, 2 2 9, 5 σ σ X Y
= = , X and Y are independent.
(a) E[XY] = E[X] E[Y] = 4(–2) = –8
(b) E[XY2] = E[X] E[Y2]
2222
22
[ ] [ [ ]] 5 [ ] 4 [ ] 9 [ ] 4(9) 36 σ Y = − ⇒ = − ⇒ = ∴ = = E Y E Y E Y E Y E XY

18
. ⎩⎨⎧ < < >

y
xe x y
,0 2, 0. Find the range space for
Given the joint density function of X and Y as f(x , y) =
0,
elsewhere
the transformation X + Y.

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
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

Y2 4
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)
X

Y2 4 PY(y)

P
XY

APP
1 1/10 1.5/10 2.5/10
3 2/10 3/10 5/10
5 1/10 1.5/10 2.5/10
PX(x) 4/10 6/10 1

2, 3)
( ==
==
P ( X = 2 / Y = 3) =
52
2 /10
PY
(3)
5/10

20. The two lines of regression are 4x – 5y + 33 = 0 and 20x – 9y = 107. Calculate the coefficient

of
COR
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
∴=+⇒=
yxb
555
1

4993
9 107 9 . 0.6 1
x y b r bb
=+⇒=∴=====<
20 20 20 5 20 25 5
212
PART – B

U
1.

, . , ( , ) 5 y 25e 0 x 0 2 y 0 f x y
(i) The joint pdf of the random variables X and Y is defined as , 0

elsewhere

⎧<<>

= ⎨ . (a)

Find the marginal PDFs of X and Y (b) cov (X,Y)

ST
Solution:
The marginal PDF of X is
⎡⎤⎡⎤
===−=−+==<< ∫ ∫ ⎣⎦⎣⎦
∞∞

f x f x y dy e dy e e e x
( ) ( , ) 25 25 25 25(1) 25, 0 0.2 y y
− − −∞
0
X
0
−∞
0
=<<∞
==== ∫∫

0.2
0.2

f y f x y dx e dx e x e e y
( ) ( , ) 25 25 25 0.2 5 , 0 y y y y
−−−−
The marginal PDF of Y is
[][]Y
0
−∞
0

⎡⎤
⎡⎤
0.2
0.2 2
=⎢⎥⎢⎥ ⎣⎦
=== ⎢⎥ ⎣⎦∫ ∫

xf x dx x dx
0.04
( ) (25) 25 25 0.5
X
22 x
E(X) =
−∞
0
0
∞∞∞
−−−
⎡⎤
==−−=+= ⎣⎦∫ ∫
yyy
( ) (5 ) 5 5 0 1 5
yf y dy y e dx ye e
E(Y) =[ ]
Y
0
−∞
0

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
∞∞∞∞
0.2 0.2
==
−∞ −∞ ∫∫∫∫∫∫
yy
( , ) (25 ) 25 . xyf x y dxdy xy e dxdy ye dy xdx
−−
E(XY) =
0000
∞ ⎡⎤⎡⎤⎡⎤−−=+==⎢⎥ ⎢⎥ ⎣⎦
ye e −− ⎣⎦ ⎢⎥ ⎣⎦
0.2
2

yyx
0.04
25 . 25 0 1 . (25)(0.02) 0.5

=
[]
22
0
0
Cov(x,y) = E(XY) – E(X)E(Y) = 0.5 – (0.5)(5) = –2

(),,(,)y
(ii). Find the constant k such that ,
y0fxy
kx1e0x1 0 otherwise
⎧+<<>

= ⎨ is a joint p.d.f. of the

continuous random variable (X,Y). Are X and Y independent R.Vs? Explain.
STUCOR APP
Solution:
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
∫ ∫ ∫∫
∞∞∞
f x y dxdy k x e dxdy
( , ) 1 ( 1) 1
=⇒+=
−∞ −∞
1

y
−∞ −∞
00

∫∫
⇒+=
k x dx e dy
( 1) . 1
1


y
00
⎡⎤ ⎡⎤⎢⎥⎣⎦
⇒+−= ⎣⎦
kxe
.1
1
2
x


y

2
32
(1) 1
0
⎛⎞⇒=⇒=⎜⎟
⎝⎠
kk
0

23
2y
⎧−
(),,
∴ (,)
x1e0x1y0
fxy3
⎪+<<>
= ⎨⎪

0 otherwise
,
The marginal PDF of X is
⎡⎤⎡⎤
==+=+−=+−+=+=+<< ∫ ∫ ⎣ ⎦ ⎣ ⎦ 2 2 2 2 2 ( ) ( , ) ( 1) ( 1) ( 1) ( 1)(1) ( 1),0 1
∞∞

f x f x y dy x e dy x e x e e x x x
− − −∞
yy
33333
0
X
0
−∞
0

The marginal PDF of Y is


⎡⎤
⎡⎤
==+=+=+==<<∞⎢⎥⎢⎥
⎣⎦⎣⎦∫ ∫
222132
( ) ( , ) ( 1) 1 . , 0

f y f x y dx x e dx e x e e e y
1
12

x
−−−−−
yyyyy
3323223
Y
−∞
0
0

2
f y= ( 1)
fx.()Y
Consider( ) X

3x + .
y

e−= f(x , y)
∴X and Y are independent
2. 4,01,01
(i). Let the joint p.d.f. of R.V. (X,Y) be given as
⎧ ≤≤≤≤
xyxy
fxy
elsewhere
(,)
0,
=⎨
⎩, find the marginal
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

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
⎡⎤
⎛⎞
∫∫
1
12

y
⎢⎥⎜⎟ ⎝⎠
====<< ⎢⎥ ⎣⎦
f x f x y dy xy dy x x x
()(,)442,01
X
2
−∞
00

The marginal density function of Y is


⎡⎤
⎛⎞
∫∫
1
12

x
⎢⎥⎜⎟ ⎝⎠
====<< ⎢⎥ ⎣⎦
f y f x y dx xy dx y y y
( ) ( , ) 4 4 2 ,0 1
Y
2
−∞
00

The conditional densities function of X given Y = y is


f x y xy x
fxx
( )( , ) 4 2 , 0 1
===<<
y
fyy
()2Y

(ii). The joint density function of two random variable X and Y is given by

PP
⎛⎞
⎧ ⎪⎜⎟+≤≤≤≤
2
6 ,0 1, 0 2
xy
xxy
fxy
(,)72
=
⎨⎝⎠
.
0,


elsewhere
1 ⎞
(a) Compute the marginal p.d.f of X and Y ? (b) Find E(X) & E(Y) (c) ,1 P XY ⎛ ⎜ ⎟ <

>
⎝⎠

22

STUCOR A
Solution:
The marginal pdf of X is

⎛⎞⎡⎤
Xxy x y
727227 f x f x y dy x dy x y x x x
666
( ) ( , ) 2 ,0 1
⎡⎤⎜⎟⎢⎥⎣⎦⎝⎠
==+=+=+≤≤ ⎣⎦∫ ∫
2
22

222

−∞
00
The marginal pdf of Y is

⎛⎞⎡⎤⎡⎤
Yxy x x y y
727322734 f y f x y dx x dx y
6661
( ) ( , ) ,0 2
=+≤≤⎜⎟⎢⎥⎢⎥⎝⎠⎣⎦
==+=+ ⎣⎦∫ ∫
1
132

2

−∞
0
0

⎡⎤
⎡⎤
Xx x 6116
777427227 xf x dx x x x dx x x 6 6 6 2 ()22

42
1 1
⎡⎤⎡⎤⎢⎥ ⎢⎥ ⎣⎦
=+=+=+=+= ⎣⎦⎣⎦ ⎢⎥ ⎣⎦∫ ∫
1
232

E(X) =
0
−∞
0
0
22
2223
⎡⎤⎡⎤
⎡⎤⎡⎤
6228() Yy y y y y
6166 7 3 4 7 3 4 7 6 12 7 3 3 7 yf y dy y dy
=+=⎢⎥⎢⎥ ⎢⎥ ⎢⎥⎢⎥
=+=+=+ ⎢⎥ ⎣⎦⎣⎦ ⎣⎦⎣⎦∫ ∫

E(Y) =
∫ ∫ ∫∫ ∫
0
00

⎛⎞⎡⎤
xy x y
P X Y f x y dy dx x dy dx x y dx
1166
(,)(,)
111
2
−∞
<>==+=+ ⎢⎥⎝⎠
⎜⎟ ⎣⎦
22222
2272722
22

1100
2
22

∫∫
1
−∞
⎡⎤⎡⎤⎡⎤
6 6 3 15 6 15
2
xxxxxx
x x dx dx
11
11

=+−−=+=+⎢⎥⎢⎥⎢⎥
⎣⎦⎣⎦⎣⎦
2232
22 22

7 2 16 7 2 16 7 2 32
2
0000
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.
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Solution:
Given E(X) = E(Y) = E(Z) = 0

Var(X) = E(X2) – (E(X))2 = 25 ∴E(X2) = 25


Var(Y) = E(Y2) – (E(Y))2 = 144 ∴E(Y2) = 144
Var(Z) = E(Z2) – (E(Z))2 = 81 ∴E(Z2) = 81

Also given that X, Y and Z are uncorrelated


∴rXY = 0, i.e., E(XY) – E(X) . E(Y) = 0 ⇒E(XY) = 0
∴rYZ = 0, i.e., E(YZ) – E(Y) . E(Z) = 0 ⇒E(YZ) = 0
∴rXZ = 0, i.e., E(XZ) – E(X) . E(Z) = 0 ⇒E(XZ) = 0

===

APP
Now, E(U) = E(X+Y) = E(X) + E(Y) = 0 and E(V) = E(Y+Z) = E(Y) + E(Z) = 0
E(U2) = E((X+Y)2) = E(X2 + Y 2 + 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

2
σ U = E(U2) – (E(U))2 = 169 and 2 σ V = 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
()()()

r
σ σ 13 15 65
. ( )( ) UVU V

=
.

OR
xy 0fxy
ex0y 0 elsewhere
( ), , ( , )
,
−+
⎧>>
= ⎨ . Find the pdf

(ii). The joint pdf of the continuous R.V (X,Y) is given as

of the random variableX


U
Y

STUC
Solution:

The transformation functions arex


u and v y
==
y
x
u=⇒=
Solving for x , we get x uv
v
∂∂
xx
vu
uv v
∂∂
==
The Jacobian of the transformation is J =
∂∂
yy01
∂∂
uv
()() xyvu1
The joint density of U and V is (,)(,)
f u v J f x y v e v e −+−+
UV XY
===
The range space of (U , V) is obtained from the range space of (X , Y) and the transformations x = uv,
y=v
∴>>>>
x 0 y 0 uv 0 v 0
and we have and
⇒>>
u0v0
and
veu0v0fuv
0 elsewhere
,,(,)
,,
⎧>>
−+
vu1
()
=⎨

UV
The pdf of U is the marginal density function of U,

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⎡⎤
=+=>⎢⎥
===− ⎣⎦−++++∫ ∫
ee11
f u f u v dv v e dv v 1 0 u 0

∞∞−+−+
vu1vu1
()()
()
()(,)..,
−+
vu1
()()()()
u1u1u1u1
U 2 2 2 −∞
0
0

(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 X (i=1,2,...60) denote the life time of the bulbs.
i

Here =1200, 250


μσ=
22

Let X denote the average life time of 60 bulbs.


σμ
⎛⎞−

, .X

P X P Z ( > = > = 1250 1.55 0.0606 )


()
PP
2

X follows N Let Z
=⎜⎟
⎝⎠
μ
σ
By Central limit theorem,
n
n
4. (i). Obtain the equation of the regression line Y on X from the following data.

X 3 5 6 8 9 11
A
Y234658

Solution:
STUCOR
X Y U = X – 6 V = Y – 6 U 2 V2 UV
3 2 –3 –4 9 16 12
5 3 –1 –3 1 9 3
6 4 0 –2 0 4 0
8620400
9 5 3 –1 9 1 –3
11 8 5 2 25 4 10
6 –8 48 34 22
∑,
U
22
n U V U V UV = = = − = = = 6, 6, 8, 48
, 34, 22
∑ ∑∑ ∑ ∑ 61
U
n
===
6
∑ , 2.646 σ =,
U

,
∑ ()
2
2

U
U
V
48
2 17
V
n−
8
1.33
σ=−=−=
===−
U
n
6
6
∑ , 1.974 σ V=
2
2

V
V
34
( 1.33) 3.898
22
σ=−=−−=
()
V
n
6

UV
UV
22
Cov(U , V) = (1)( 1.33) 4.997

n− = − − =
6
Cov U V
( , ) 4.997
0.484
∴===
r
σσ
. (2.646)(3.898) UVU v
0.484 XY ∴ = r

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XUX
=+⇒=+=
6167
YVY
=+⇒=−+=
6 1.33 6 4.67
σσσ
=⇒=
2.646
XUX
σσσ
=⇒=
3.898
YVY
The regression line of Y on X is
YY X X
−=−
r
σ
()
Y

σ
X
⇒−=−
YX
(0.484)(3.898)
4.67 7
()
(2.646)
⇒=−
YX
0.713 0.321

PP
(ii) X and Y are two random variables having the joint probability mass function
f ( x k x , y 3 ) = + ( 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)

Solution:

STUCOR A
X

Y1 2 3 PY(y)
0 3k 6k 9k 18k
1 8k 11k 14k 33k
2 13k 16k 19k 48k
PX(x) 24k 33k 42k 99k

To find k:
We know that Total probability = 1
ΣΣP(x,y) = 1 ⇒ 99k = 1
⇒ k = 1/99
The marginal distribution of X is The marginal distribution of Y is X 1 2 3
Y012
p(x) 24/99 33/99 42/99
p(y) 18/99 33/99 48/99

Conditional distribution of X given Y = 2


P(X = xi /Y = 2)
X123

P(X = xi / Y = 2) = [P(X = x i ,Y = 2)]/ P(Y = 2) 13/48 16/48 19/48


P(X ≤ 2 / Y ≤ 1) = P(X=1, Y= 0) + P(X=1, Y= 1) + P(X=2, Y= 0)+ P(X=2, Y=
1) = 3k + 8k + 6k + 11k
= 28k = 28/99

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.

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
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 66
∴10y = 8x + 66
x
⇒ = + y ∴the regression coefficient of y on x is 18 4
b==
10 10
10 5
18 214
∴40x = 18y + 214
y
⇒ = + x ∴the regression coefficient of x on y is 218 9
b==
40 40
40 20
9
∴b1b2 = 4 9 1
⎛ ⎞⎛ ⎞ =<
⎜ ⎟⎜ ⎟ ⎝ ⎠⎝ ⎠
5 20 25
Let r be the correlation between x and y.

OR APP
93
∴ 12 0.6
r b b = = = = [Since both regression coefficients are positive, r is positive] 25 5
Let (x, y)be the point of intersection of the two regression lines.
Solving (1) and (2) we get x , y
5 x (1) ⇒ 40x – 50y = – 330
40x – 18y = 214
Subtracting – 32y = – 544
∴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
bb

σ= ⇒ = ⇒ = ⇒ = ∴Variance of Y is 16
σ
σσσσ
5.(9) 16
9
2

112222
We know,
bb
Y
Y XYY
2
22
X
20

Y independent?

UC
(ii) The joint probability density function of a two dimensional random variable (X,Y) is given by 2
x
2
f x y xy . Compute (i) P(X > 1), (ii) P(Y < ½ ), (iii) P(X < Y) (iv) Are X and ( , )

=+≤x≤≤y≤
,0 2,0 1
8

ST
Solution:
The marginal pdf of X is
fxfxydyxyX
dyx
1

x
yx
xxx

⎝⎛
=+=+≤≤⎥
⎦⎤
2



⎣⎡
132
2
2

8383824
(8 3 ),0 2
= = +
∫ ∫
()(,)
⎟=+
y
xx

−∞
0
0
The marginal pdf of Y is
fyfxydxxyY

dxx
2

x
x
1

⎝⎛
=+≤≤⎥
⎦⎤
2



⎣⎡
22
2
3

8224
= = +
∫ ∫
( ) ( , )2
⎟=+
y
2
yy
,0 1
2

3

−∞
0

P(X > 1) =( ) ( )2 41 9
0
fxdxX

dxxx
2

xx
1

2 41
3

2 47

⎝⎛


⎣⎡
+=⎥
=−+−= ⎦⎤
223
2

38624
= +
∫ ∫
()
⎟=+
41
81
6
6

1
1
1

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11/ 2
1
2
y
1

⎣⎡

⎦⎤
3

⎜ ⎛<
⎝ ∫ ∫


⎝⎛

1/ 2
1/ 2

P Y f y dy y dy Y
⎟==+
()2
⎟=+
2

2
3
3
3


−∞
0
0

1.
32
1.
31
3
1
=+==
8
2
12
4
∫∫ ∫
⎛⎞⎛⎞
xxyx
P X Y xy dxdy dy
y
11 2223

( )y
<=+=+⎜⎟⎜⎟
⎝⎠⎝⎠
8 2 24
2
000
0

⎛⎞⎡⎤
y y y y 1 1 53
dy
1
14354
=+=+=+= ⎢⎥
⎜⎟ ⎝⎠⎣⎦
2 24 10 96 10 96 480

0
0
P
2
24+ . 1
x
8 3x
+≠ f(x , y) ∴X and Y are not independent.
f y= ( )
fx.()Y
Consider( ) X
2y
3

UNIT III - TESTING OF HYPOTHESIS

PART – A
P
1.

sample is called Sample Size (n).


A
Define Population, Sample and Sample Size.
The group of individuals under study is called population. The population may be finite or infinite. A
finite subset of statistical individuals in a population is called Sample. The number of individuals in
a

2.

which are usually referred to as statistic.

OR
Define Parameter and Statistic. (APRIL / MAY ‘15) The Statistical constants in population namely
mean µ and variance2 σwhich are usually referred to as parameters. Statistical measures computed
from sample observations alone, i.e. meanxand variance s2

3.

List out the applications of t –distribution. (NOV / DEC ‘13)


UC
❖ To test the significant difference between the means of two independent samples. ❖ 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.

4.

ST
Mention the Properties of t – distribution.
❖ The variable t distribution ranges from −∞ ∞ to .
❖ The t – distribution is symmetrical and has a mean zero.
❖ The variance of the t – distribution is greater than one, but approaches one as the number of
degrees of freedom and therefore the sample size become large.

5. What is Standard Error? (APRIL / MAY ‘11) (APRIL / MAY ‘17) The standard deviation of the
sampling distribution of a statistic is known as its Standard error.

6. State any two properties of2


χdistribution.
(i)Chi – square curve is always positively skewed
(ii)Chi – square values increase with the increase in degrees of freedom

7. Explain the various uses of Chi-square test. (APRIL / MAY ‘14) (NOV / DEC ‘14) Test of goodness of
fit, Test of independence of attributes, Test of Homogeneity for a specified value of standard
deviation

8. What are the assumptions on which F-test is based?

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The F test is based on the following assumptions:
a. Normality : The values in each group should be normally distributed.
b. Independence of error : The variations of each value around its own group mean. i.e. error
should be independent of each value.
c. Homogeneity : The variances within each group should be equal for all groups.

9. Define Sampling of distribution.


The probability distribution of a sample statistic is called the sampling distribution.

10. Define Level of Significance. (APRIL / MAY ‘12) (NOV / DEC ‘13) The probability that the value of the
statistic lies in the critical region is called the level of significance. (i.e., the level of significance is
denoted by α = 1% or 5%.

11. Define one - tailed and two - tailed test.

APP
A test of any statistical hypothesis where the alternative hypothesis is one tailed (right or left tailed)
is called a one tailed test. i.e.
H : Vs H : (or) H :
oo1o1o

μ=μμ>μμ<μ
(right tailed) (Left tailed)
A test of statistical hypothesis whose alternative hypothesis is two tailed, such
as H : Vs H : o o 1 o μ = μ μ ≠ μis known as two tailed test.

R
ha.t What do you mean by critical region and acceptance region?(APRIL / MAY ‘12) (NOV / DEC ‘12) A
region corresponding to a statistic t, in the sample space s which amounts to rejection of null hypothesis
is called as critical region or region of rejection. The region of the sample space s which amounts to the
acceptance of null hypothesis is called acceptance region.

13. Define Type-I and Type-II errors. (APRIL / MAY ‘14) (MAY / JUNE ’16) (APRIL / MAY ‘18) (APRIL / MAY
‘19)
CO
Type I error: Reject Null hypothesis when it is true. The type I error is denoted
by α, example of type I error is Reject a lot when it is good.
Type II error: Reject Null hypothesis when it is false. The type II error is
denoted by β, example of type II error is Accept a lot when it is bad.

14. What are the uses t – test?

TU
❖ To test whether significance of the difference of the mean of random sample and the
population mean.
❖ To test whether significance difference between two sample means.
❖ To test the significance of an observed sample correlation coefficient.

S
15.

What are the uses F – test?


❖ To test equality of two population variances.
❖ To test the sample observation coming from normal population.
❖ To determine whether or not the two independent estimates of the population variances are
homogeneous in nature.

16. State the assumptions of Chi-square test.


❖ The sample observations should be independent.
❖ Constraints on the cell frequencies, if any must be linear.
❖ The total frequency should be atleast 50.
❖ No theoretical frequency is less than 5, then for the application of chi square test, it is pooled with
the succeeding or preceding so that combined frequency is less than 5.

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17. Write 95% confidence interval of the population mean.
SS
xtxt
−≤μ≤+
0.05 0.05
n1n1
−−

18. Write the 95% confidence interval of population proportion.


pq
95% Confidence interval for P is pq p 1.96 P p 1.96
−≤≤+
nn

19. Write down the values of2


χfor a2 2 ×contingency table with cell frequencies a,b,c,d.
(APRIL / MAY ’15) (APRIL / MAY ‘17)
Expected frequency table:
(a b a c )( )
+ + (a b b d )( )
++

++
PP
N
N
+ + (c d b d )( )
(a c c d )( )
N
N

20. Find the standard error of sample mean from the following data.

−−
A
n 4, 18.5, x 17.85, S 1.955 = μ = = = .
S 1.955
Standard error 0.54
==
n 1 14 1

PART B
1(i)

(APR/ MAY ’17)

OR
In a random sample of size 500, the mean is found to be 20. In another independent sample of size
400 , the mean is 15. Could the samples have been drawn from the same population with S.D. 4 ?

Solution:

STUC
012 H:x=x
112 H:x≠x
Level of Significance: 1%
Test Statistic:
xx

20 15

Z
=
=
12
=
18.6
1
1
⎜⎛
⎜⎝+

⎟ ⎠⎞
11
4
+
σ
500
400
nn
12

Table value : = 2.58 Zα


Conclusion : The calculated value is greater than the table value, hence we reject the null hypothesis.

(ii) Before an increase in excise duty on tea, 800 people out of a sample of 1000 were consumers of tea.
After the increase in duty, 800 people were consumers of tea in a sample of 1200 persons. Find
whether there is significant decrease in the consumption of tea after the increase in duty. (MAY /
JUNE ’16 )
Solution:
Hypothesis:0 1 2 1 1 2 H : P = P H :P > P
Level of Significance :α = 0.05

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pp

Z
=
12
Test Statistic :
⎜⎛
⎜⎝+

⎟ ⎠⎞
11
PQ
nn
12

The Sample proportion,


npnp
+
800
800
0.80,
1122
ppP
=====QP
12= = − =
0.67, 0.7273 & 1 0.2727
1000
1200
nn
+
12
pp

12
=
Z
=
6.9905
⎜⎛
⎜⎝+

⎟ ⎠⎞
11
PQ
nn

12
P
Table value : = 1.645 Zα
Conclusion : The calculated value is greater than the table value, hence we reject the null hypothesis.

P
2(i)

A random sample of 10 boys had the following I.Q’s: 70,120,110,101,88,83,95,98,107,100.Do these


data support the assumption of a population mean I.Q of 100? Find a reasonable range in which most
of the mean I.Q. values of samples of 10 boys lie. (APRIL / MAY ’15)

STUCOR A
Solution:
Hypothesis:
H
: 100
μ
=
0

H
: 100
μ

1
α = 0.05
Level of Significance :
∑∑
−μ⎛⎞
xxx
2
2
t where s S
nn
= −⎜ ⎟ ⎜ ⎟
= ⎝⎠
Test Statistic :
2
,
n

1
Analysis:
X 70 120 110 101 88 83 95 98 107 100 ∑X 96312 =∑X
972 =
2

X 4900 14400 12100 10201 7744 6889 9025 9604 11449 10000 ∑
2

⎛⎞
⎛⎞
xx
2 96312 972
2
22
=−=−⎜⎟⎜⎟⎜⎟⎝⎠
⎝⎠
s
nn
10 10
⇒−=⇒=
9631.2 9447.84 183.36 13.54
∑∑
S

−μ⎛⎞
xxx
2
t where s S
nn
=−⎜⎟⎜⎟
= ⎝⎠
2
2
,
n

1
97.2 100 2.8 0.6204 13.54
4.5133
===

t
10 1

t t t α−−= = =
Table value : , 1 5%,10 1 0.05,9 2.262 n
Conclusion: The table value is greater than the calculated value; hence we accept the null hypothesis
and conclude that the data are consistent with the assumption of mean I.Q of 100 in the population.
Reasonable range in which most of the mean I.Q. values of samples of 10 boys lie:

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95 % Confidence interval for the sample mean0.05,9 x t t ≤ = 2.262

−−μ
⇒≤⇒≤
xx
100 2.262
2.262 13.54
S
n
1 10 1
−−


⇒≤
x
100
2.262
4.5133


⇒−≤≤
100
2.262 2.262
x
4.5133

⇒≤≤

⇒−≤−≤
P
10.2091 100 10.2091
x
89.7909 110.2091
x

(ii)

AP
The table below gives the number of aircraft accidents that occurred during the various days of
the week. Test whether the accidents are uniformly distributed over the week.
Days Mon Tue Wed Thurs Fri Sat
No. of accidents 14 18 12 11 15 14
Solution:

STUCOR
We want to test whether the accidents are uniformly distributed. So we apply2
χ -test.
Null Hypothesis H0: The accidents are uniformly distributed over the 6 days. (Monday to
Saturday) Alternative Hypothesis H 1: The accidents are not uniformly distributed.
, the expected frequencies for each day = 84
Under Ho 6 =14
)
The test statistic is ( ∑ ⎥⎦⎤

⎣⎡ −
O E2
2
χ
=
E
E
OEO− ( )2 O − E ( )
O E2

E
14
14
0
0
0
18
14
4
16
1.143
12
14
-2
4
0.286
11
14
-3
9
0.643
15
14
1
1
0.071
14
14
0
0
0.000
84 842
χ=2.143
Number of degrees of freedom v = n-1 = 6-1 = 5
For v=5 degrees of freedom , from the table of2
χat 5% level is2
χ 0.05= 11.07
2
∴χ < χ
2
0.05

Conclusion: Since the calculated value of 2


χ< the table value of2
χ, Ho is accepted at 5% level of significance.
i.e. ,the accidents are uniformly distributed over the 6 days .

(iii) Two random samples are drawn from normal populations are given below :
Sample 1 17 27 18 25 27 29 13 17

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Sample 2 16 16 20 27 26 25 21
Can we conclude that the two samples are drawn from the same population? Test at 5% level of
significance. (APRIL / MAY ’19)
Solution:
2

1 S , Sbe the sample variances and let22


2
Let22
1 σ ,σbe the variances of the two populations we have to test the
significance of the differences the variances of the two samples. So we apply F-test of equality of
variances. F test
Null Hypothesis H0: 22
2
σ 1 = σ(Variances are equal)
Alternative Hypothesis H1: 22
2
σ 1 ≠ σ(Variances are not equal)
2 2
To find 1 Sand S
2

STUCOR APP
Sample 1 Sample 2
X X2 Y Y2
17 289 16 256
27 729 16 256
18 324 20 400
25 625 27 729
27 729 26 676
29 841 25 625
13 169 21 441
17 289
ΣX = 173 ΣX2 =3995 ΣY =151 ΣY2 =3383
nXX
n
=====
173
8, 173, 21.6


X
1
8
1
nYY
n
=====
151
7, 151, 21.57


Y
∑∑
2
7
XX
⎧⎫
2
=
=− ⎨⎬
22
s
nn
−−
⎩⎭
11
()()
2
1
11
36.27
∑∑
YY
⎧⎫
=
=− ⎨⎬
22
s
nn
−−
⎩⎭
11
()()
2
2
22
20.95
nsS
n
2
===
211
(8)(36.27)
41.45
17
1

1

nsS
n
2
===
222
(7)(20.95)
24.44
16
2

2

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
2
1
S
41.45
1.696
∴===
F
S
2
2
24.44
Number of degrees of freedom1 2 1 2 ( , ) ( 1, 1) (7,6) v v n n = − − =
v v=(7,6), the table value of F at 5% level is 0.05 F = 4.21
For ( , )
12

∴F < F0.05
Since the calculated value of F < the table value of F, H0is accepted at 5% level of significance.
t test
Null Hypothesis H0: μ μ 1 2 =
Alternative Hypothesis H1: μ μ 1 2 ≠

COR APP
xy
The test statistic is
11

t
=
sn nn s n s where s
nn
12
+
8(36.27) 7(20.95)
33.6
22
===
1122
+−+−
2872
++
12
xy
−−
21.6 21.57 0.03
0.001724
=
=== ⎛⎞
1 1 1 1 33.6 0.518
+
⎜⎟+
t
s
nn
33.6
87
( )( )
⎝⎠
12

12v n n = + − = 2 13degrees of freedom at 5% level of significance


.05 t (13) 2.16 =
.05 t(13) > |t|, H0 is accepted
Conclusion: The two samples are drawn from populations with same variances.

3(i) The following data represent the biological values of protein from cow’s milk and buffalo’s
Examine whether the average values of protein in the two samples significantly differ at
milk:

5% level.
U
Cow’s milk 1.82 2.02 1.88 1.61 1.81 1.54 Buffalo’s milk 2.00 1.83 1.86 2.03 2.19 1.88

ST
Solution:
n=6
11
10.68 1.78, 19.16 (1.78) 0.0261
22
xs=×==×−=
11
66
11
11.79 1.965; 23.25 (1.965) 0.0154
xs=×==×−=
22
66
22

012112 H : x =x and H : x ≠ x
xx

12
As the two samples are independent , the test statistic is given by t =
2
2
ss
+
1
2

n

1

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1.78 1.965
=−=

and v
t=2.03 10
0.0261 0.0154
+
5
Two tailed test is to be used. LOS is 5%
From table ( 10) 2.23 t5%v = =
H0is accepted (i.e,) the difference between the mean protein values of the two varieties of milk is not significant
at 5% level.

(ii) The following data are collected on two characters. Based on this can you say that there is no
relation between smoking and literacy. ( APRIL / MAY ’17 )
Smokers Non Smokers

P
Illiterates 45 68
Literates 83 57
Solution:

OR AP
Null Hypthesis H0: No difference between the two treatment.
Alternative Hypothesis H1: difference between the two treatment
Level of significance: α =5% or 0.05
Degrees of freedom=(r-1)(s-1)=(2-1)(2-1)=1
2

χ− + + +
ad bc a b c d

The test statistic is ( ) ( )


2
=
++++
abcdacbd
( )( )
( )( )
(83*68) (45*57) 253
2 9.47
2

[]()
χ−
==
83 45 57 68 (83 57)(45 68)
++++
( )( )
Conclusion: Since χ =9.47 > 3.841, so we rejectH0at 5% level of significance
2

4(i) A manufacturer of electric bulbs, by some process, find the standard deviation of the lamps to

be C
100hrs.He wants to change the process if the new process results in even smaller variation in the life
of lamps. In adopting the new process a sample of 150 bulbs gave the standard deviation of 95 hrs. Is
the manufacturer justified in changing the process.
STU
Solution:
Given α = 0.05, σ =100, S = 95, n =150
The Parameter of interest isσ .
Null Hypothesis H0: σ=S
Alternative Hypothesis H1: σ ≠S
Level of significance: α =5% or 0.05
z σ
σ
s

95 100

=
=
=−
0.866
100
2
n
300
iez
. ., 0.866 1.96
=<
Conclusion: The calculated value is less than the table value; hence we accept the null hypothesis. So
the manufacture finds no justification in changing the process on this evidence alone.

(ii) The theory predicts that the proportion of beans in the four groups A,B,C,D should be 9:3:3:1. In an
experiment among 1600 beans, the numbers in the four groups were 882, 313, 287, and 118. Does
the experimental result support the theory ? (MAY/JUNE ’14) (APR/MAY ’15)

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Solution:
Ho : The experimental data support the theory
Based on Ho, the expected numbers of beans in the four groups are as follows
Observed
Expected
−E
frequency (E)( ) O
2
E
O E2
(−)
frequency (O)
882 900 324 0.360
313 300 169 0.563
287 300 169 0.563
118 100 324 3.240

APP
4.726

( )2
χ−
OE
2
∴=

=4.726

E
Calculated value of 2
χ=4.726
2
Tabulated value of
χis 7.81 at 5% level of significance. Since calculated value < tabulated value.
Therefore, we accept the null hypothesis. i.e. the experimental data support the theory.

(iii) Two independent samples of eight and seven items respectively had the following values of

the R
variable: (MAY / JUNE ’16 ) Sample 1 9 11 13 11 15 9 12 14 Sample 2 10 12 10 14 9 8 10
Do the two estimates of population variance differ significantly at 5% level of significance?
STUCO
1 S , Sbe the sample variances and let22
2
Let 22
2

1 σ ,σbe the variances of the two populations we have to test


the significance of the differences the variances of the two samples. So we apply F-test of equality of
variances.
Null Hypothesis H0: 22
2
σ 1 = σ(Variances are equal)
2
σ 1 ≠ σ(Variances are not equal)
Alternative Hypothesis H1: 22
To find 21 Sand 22 S

Sample I Sample II
X1 X12 X2 X22
9
81
10
100
11
121
12
121
13
169
10
100
11
121
14
196
15
225
9
81
9
81
8
64
12
144
10
100
14
196
94 1138 73 785
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=
7, 94, 1138 n x x = = ∑
Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
1211
∑∑
2

xx
==
73, 785
n
=
8,
∑∑
22
xx
73
94 11.75 , 10.43
2
======
xx
12
nn
87
12
12
sx
=−=−=
1138
11.75 4.19,
11
2
2


x
212

()()
n
8
sx
=−=−=
785
10.43 3.39
1
22
2
2


x
222

()()

OR APP
n
7
2
22
s
nsn SS
7 3.39
8 4.19 4.79 , 3.96
××
221122
======
12
nn
1716
−−
12
2
221
S
1 2 2 4.79
2 Sin , 1.21
test statistic is F
ce S S the S
>===
3.96

Number of degrees of freedom1 2 1 2 ( , ) ( 1, 1) (7,6) v v n n = − − =


v v=(7,6), the table value of F at 5% level is 0.05 F = 4.21
For( , )
12

∴F < F0.05
Conclusion: Since the calculated value of F < the table value of F, H0is accepted at 5% level of
significance. The two samples are drawn from populations with same variances.

5(i) Test significance of the difference between the means of the samples, drawn from two
normal
UC
populations with the same SD using the following data: (APRIL / MAY ’15) (NOV / DEC ’13)
Size Mean Standard Deviation
Sample I 100 61 4
Sample II 200 63 6

Solution:

ST
1212 Ho: x = x or μ = μ
11212H : x ≠ x or μ ≠ μ
Two tailed test is to be used.
xx

61 63

z
= 3.02
12
The test statistic is
=
=−
22
2
2
4
6
s
s
+
+
1
2
200
100
n
n
2
1

Tabulated value is 1.96 at 5% level of significance.


z>z
xand2
xis significant at 5% level of significance. i.e. Ho
The difference between1
α
is rejected and H1 is accepted. Therefore, the two normal populations, from which the samples are drawn, may
not have the same mean though they may have the same S.D.

(ii) A sample of size 13 gave and estimated population variance 3.0 while another sample of size 15
gave an estimate of 2.5. Could both samples be from population with the same variance?
(APRIL/MAY ’17 )

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Solution:
Null Hypothesis H0: 22
2
σ 1 = σ(Variances are equal)
2
σ 1 ≠ σ(Variances are not equal)
Alternative Hypothesis H1: 22
2
111 n and v = = = 13, 3.0 12 σ
2

2 2 2 n and v = = = 15, 2.5 14 σ


2
σ
3.0
F
1
===
1.2
2
2.5
σ
2

v1 =12 and v2 =14 2.53 F5%=from the F-table. SinceF < F5% ∴H0 is accepted

Conclusion: Since the calculated value of F < the table value of F,H0is accepted at 5% level of
P
significance. The two samples are drawn from populations with same variances.

(iii) A die was thrown 498 times. Denoting x to be the number appearing on the top face of it, the
observed
AP
frequency of x is given below:
x123456
f 69 78 85 82 86 98
What opinion you would form for the accuracy of the die? ( MAY / JUNE ’16 )

Solntion:
STUCOR
Given n=6
Null Hypothesis H0: There is no significant difference
Alternative Hypothesis H1: There is a significant difference
Level of significance:α =5% or 0.05 Degrees of freedom=n-1=6-1=5
On the assumptionH0, the expected frequency for each face=498 /6=83
O-E (O-E)2( )
Face Observed
Expected
O E2

Frequency(O)
Frequency(E)
E
1 69 83 -14 196 2.36
2 78 83 -5 25 0.30
3 85 83 2 4 0.05
4 82 83 -1 1 0.01
5 86 83 3 9 0.11
6 98 83 15 225 2.71
460 5.54

)
The test statistic is( ∑ ⎥⎦⎤

⎣⎡ −
O E2
2
χ
=
E
For v=5 degrees of freedom , the table of2
χ 0.05= 11.0720.05
2
∴χ < χ
χat 5% level is2
Conclusion: Since the calculated value of 2
χ< the table value of2
χ , Ho is accepted at 5% level of significance. i.e.,
The die is accurate.

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(iv) Fit a Poisson’s distribution to the following data and the goodness of fit. Test at 5% level of
significance. (APRIL / MAY ’19)
x012345
f 142 156 69 27 5 1
Solution:
Null Hypothesis H0: Poisson distribution fit the given data
Alternative Hypothesis H1: Poisson distribution not fit the given data

===⇒==∑ λ
fx
1 1 ii
Mean X X

f
i

λ
λ
x
e
()
By Poisson distribution, !
PXx
x
==

STUCOR APP

λ
λ
x
e
=
f
x
Now, Expected frequency =
!
x012345
Oi 142 156 69 27 5 1
6
Ei 147 147 74 25 6 1
7

Oi Ei (Oi –Ei ) (Oi –Ei )2( )2


O–E
ii
E
i
142 147 -5 25 0.1700
156 147 9 81 0.5510
69 74 -5 25 0.3378
27 25 2 4 0.16
6 7 -1 1 0.1459
1.3467
⎡⎤
χ −
the test statistic is ( )
2

OE

2
1.3467
==⎢⎥
⎢⎥
⎣⎦
E
For v= 5-2= 3 degrees of freedom , the table of2
χat 5% level is2
χ 0.05= 7.815,
2
∴χ < χ
2
0.05

Conclusion: Since the calculated value of2


χ< the table value of2
χ, Ho is accepted at 5% level of significance.

UNIT IV – DESIGN OF EXPERIMENTS

PART-A

1. Define Analysis of Variance. (APRIL / MAY ‘11) (MAY / JUNE ‘16) Analysis of Variance is a technique
that will enable us to test for the Significance of the difference among more than two sample means.

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2. What are the assumptions of analysis of variance?
(i) The sample observations are independent
(ii) The Environmental effects are additive in nature
(iii) Sample observation are coming from normal

3. What is the purpose of ANOVA?


We want to test whether more than two population mean we use analysis of
Variance technique

4. Define one-way classification and two way classifications in ANOVA.


The entire experiment influences on only single factor is one way classification.
The entire experiment influences on only two factors is two way Classification.

5. What are the basic principle of design of experiments? (APRIL / MAY ‘15) (APRIL / MAY
‘17) (i) Randomization (ii) Replication (iii) Local Control
6.

experimental variables.

PP
What is the aim of the design of the experiments? (NOV / DEC ’13)
The main aim of the design of experiments is to control the extraneous variables and hence to
minimize the experimental error so that the results of the experiments could be attributed only to
the

7.

necessary to include n2
observations, ‘n’ for each treatment.
A
What is Latin Square Design? (APRIL / MAY ‘19) It is square array of the letters A, B, C, D etc., of Latin
square alphabets in this square array each letters appears once and only once in each row and column.
For Latin square design involving n treatments, it is

8.

COR
Compare RBD, LSD, CRD
CRD RBD LSD
To influence one factor To influence two factor To influence more than two factor No
restriction further
No restriction on treatment
The number of replication of each
treatments
and replications
treatment is equal to the number
of treatment
- Use only rectangular or
Use only Square filed
Square field
9.

STU
Find the missing values from the ANOVA table.
S.V D.F S.S M.S.S F cal
Treatment 4 A 40 5
Block B C 115 14.375
Error D 96 8 -
Total 199 601 - -
A = 4 x 40 =160, D = 96 / 8 = 12 B = 3,
C = 115 x 3 = 435

10. What ate the advantages of completely randomized block design?


The advantages of completely randomized experimental design as follows:
(i) Easy to lay out.
(ii) Allow flexibility
(iii) Simple Statistical Analysis
(iv) The lots of information due to missing data is smaller than with any other design

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11. Find the missing values from the ANOVA table.
S.V D.F S.S M.S.S F cal
Treatment 2 A 3 1.66
Error B C 5 -
Total 9 D - -
A=2 x 3 =6, B = Total SS – Total D.F = 9-2 =7, C = 7 x 5 =35, D = A+C = 6+35 =41

12. What are the three essential steps to plan Design of experiment?
To plan an experiment the following three are essential.
1. A Statement of the objective. Statement should clearly mention the hypothesis to be tested. 2. A
description of the experiment. Description should include the type of experimental material, size of
the experiment and the number of replications.
3. The outline of the method of analysis. The outline of the method consists of analysis of variance

P
13.

Replication is a repeating the experimental units


Define Replication.
14.

RAP
Write down the ANOVA table for One way classification (APRIL / MAY ‘17)
Source of
Sum of
Degree of

freedomMean Square F- Ratio


Variation
Degrees
SSC MSC
Samples SSC K-1 K1
Between
=

MSC F
MSE
=
C
SSE MSE
Samples SSE N-K NK
Within
=

15. Write down the ANOVA table for Randomized Block Design (APRIL / MAY ‘11)

TUCO
Source of
Sum of
Degree of

freedomMean Square F- Ratio


Variation
Degrees
SSC MSC
TreatmentSSC c-1 c1
= CMSC F
− MSE
Column
=

= RMSR F
− MSE
SSR MSC
TreatmentsSSR r-1 r1
Row
=

SSE MSE
(r 1)(c 1)
=
−−
Error (or)

Residual SSE (r-1) (c-1)

S
16.

Write down the ANOVA table for Latin Square Design.


Source of
Sum of
Degree of

freedomMean Square F- Ratio


Variation
Degrees
SSC MSC
TreatmentSSC n-1 n1
= CMSC F
− MSE
Column
=

= RMSR F
− MSE
SSR MSR
TreatmentsSSR n-1 n1
Row
=

= KMSK F
− MSE
SSK MSK
TreatmentsSST n-1 n1
Between
=

SSE MSE
Residual SSE (n-1) (n-2) (n 1)(n 2)
Error (or)
=
−−

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17. Define Experimental Error.
The estimation of the amount of variations due to each of the independent factors separately
and then comparing these estimates due to assignable factors with the estimate due to chance factor
is known as experimental error.

18. Why a 2 x 2 Latin Square is not possible? (APRIL / MAY ‘15) (APRIL / MAY ‘14) (MAY / JUNE ‘16)
Consider a n X n Latin square design, the the degree of freedom for SSE is
=−−−−−−−
(n 1) (n 1) (n 1) (n 1)
2

=−−+
n 1 3n 3
2

=−+=−−
n 3n 2 (n 1)(n 2)

2
P
For n = 2, d.f of SSE = 0 and hence MSE is not defined.
Comparisons are not possible. Hence a 2 X 2 Latin Square Design is not possible.

19.

(iii) Even with missing data the analysis remains relatively simple.
AP
Mention the advantages of latin square design over RBD. ( NOV / DEC ’14)
The advantages of the latin square design over other designs are:
(i) With a two way stratification or grouping, the latin square controls more of the variation than the
CRD or the randomized completely block design. The two way elimination of variation often results in
small error mean square.
(ii) The analysis is simple.

20

STUCOR
Write down the ANOVA table for 22factorial designs.
Source of
Sum of
Degree of

freedomMean Square F- Ratio


Variation
Squares
MS en F
if MS SS th SS
SS
MS A
>=
=A
1
aA S d f
A
.
AEA
E

MS en F B
if MS SS th SS > =
SS
MS B
=B
1
bB S d f
B
.
EB
E

MS nF
if MS SS the SS
SS
MS AB
>=
=AB
1
abSAB d f
AB
.
AB E AB
E

SS
MS E
=
4(r-1)
ERRORSE df
E
.

PART B

1. Analyse the variance in the following latin square of yields (in kgs) of paddy where A, B, C, D denote
the different methods of cultivation.
D 122 A 121 C 123 B 122
B 124 C 123 A 122 D 125
A 120 B 119 D 120 C 121
C 122 D 123 B 121 A 122
Examine whether the different methods of cultivation have given significantly different yields.

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C 0 -1 0 1 0

D 2 3 1 2 8

Total=T*j 8 6 6 10 30

[T*j2]/n 16 9 9 25 59

ΣXi*2 24 20 14 34 92

Letters Total=Ti*

P 1 2 0 2 5

Q 2 4 -1 1 6

R 3 3 1 2 9

S 2 5 0 3 10

Total 30

P
ANOVA

TUCOR
Table

We shift the origin Xij = xij – 100; n = 4; N = 16

A
I

2
II

1
III

3
A
I

T=Grand Total = 30 ;
B 4 3 2
( ) (30)

22
Grand
=
total
Correction Factor =
16 Total No of Observations

2
(30)
. 92 35.75
2

TSS X C F = − = − =
∑∑
ij
16 ij

=−=−=∑
2
2

Ti
(30)
* . 81 24.75
SSR C F n

16
Tj
∑ 2
2

(30)
* . 59 2.75
SSC C F
=−=−=
n 16

=−=−=∑
2
2

Ti
(30)
* . 60.5 4.25
SSL C F n

16
SSE = TSS – SSC – SSR-SSL = 35.75 – 24.75 – 2.75 – 4.25 = 4
Source Degree of Mean F- Ratio FTabRatio

S
of freedom Square ( 5% level)
Variati
on

Sum of
Squares

Between SSR=24.75 n - 1= 3 MSR=8.25 FR= FR(3, 6)=4.76


Rows 12.31 Fc(3, 6)=4
.76 FL(3,
Between SSC=2.75 n - 1= 3 MSC = 0.92 FC = 6)=4 .76
Columns
1.37
Between SSL = 4.25 n - 1= 3 MSL = 1.42
Letters FL =
Residual SSE= 4 (n – 1)(n – 2) = 6 MSE = 0.67 2.12

Total 35.75

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Conclusion :
Cal FC< Tab FC , Cal FL< Tab FL and Cal FR> Tab FR
⇒ There is significant difference between the rows, no significant difference between the letters and
no significant difference between the columns.
⇒ There is no significant difference between the different methods of cultivation.

2. Analyze 22factorial experiments for the following table.


Replications
Treatmen
t
I II III IV
(1) 12 12.3 11.8 11.6
a 12.8 12.6 13.7 14
b 11.5 11.9 12.6 11.8
ab 14.2 14.5 14.4 15
STUCOR APP
SOLUTION:
Null hypothesis: All the mean effects are equal.
Let A and B be the two factors. Let n= number of replications=4
Subtract 12 from each

TreatmentReplications
I II III IV
(1) 0 0.3 -0.2 -0.4
a 0.8 0.6 1.7 2
b -0.5 -0.1 0.6 -0.2
ab 2.2 2.5 2.4 3
Let us find SS for the table

TreatmentReplications Row TotalRi2


Ri
I II III IV
(1) 0 0.3 -0.2 -0.4 -0.3 0.09
a 0.8 0.6 1.7 2 5.1 26.01
b -0.5 -0.1 0.6 -0.2 -0.2 0.04
ab 2.2 2.5 2.4 3 10.1 102.01
Column TotalC j2.5 3.3 4.5 4.4 T=14.7
2
Cj6.25 10.89 20.25 19.36
T=14.7; Correction factor=NT2=13.5
TSS=21.19, SSC=0.688, SSR=18.54 , SSE=1.96
Source of
Sum of
Degree of
Mean

SquareF- Ratio FTabRatio


Variation
Squares
freedom
F
bS B =1.63 1 MSB=1.63 B= 7.40910.56

aS A =15.41 1 MSA=15.41FA = 70.0410.56


F
abSAB =1.50 1 MSAB=1.50 AB = 6.8110.56
Error SSE=1.962 N-C-r+1=9 SSE=1.962
Cal(FA)=70.04 ⇒H0is rejected at 1% level
Cal(FB)=7.409 ⇒H0is accepted at 1% level
Cal(FAB)=10.56 ⇒H0is accepted at 1% level

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
3. Four varieties A,B,C,D of a fertilizer are tested in a randomized block design with 4 replication. The
plot yields in pounds are as follows:
Column / Row 1 2 3 4
1 A(12) D(20) C(16) B(10)
2 D(18) A(14) B(11) C(14)
3 B(12) C(15) D(19) A(13)
4 C(16) B(11) A(15) D(20)
Analyse the experimental yield. ( MAY / JUNE ’16 )

Solution:
H0: There is no significant difference between the fertilizers and replication
H1 : Significant difference between the fertilizers and replication

STUCOR APP
Variety Block Total
varieties
1
2
3
4
(X4)X12 X22 X32 X42
(X1)
(X2)
(X3)
A 12 14 15 13 54 144 196 225 169
B 12 11 11 10 44 144 121 121 100
C 16 15 16 14 61 256 225 256 196
D 18 20 19 20 77 324 400 361 400
58 60 61 57 236 868 942 963 865
N=16; T=Grand Total = 236
22
( ) (236)
Grand total
Correction Factor = 3481
==
Total No of Observations
16
X −C F = + + + − =
TSS =
∑∑
. 868 942 963 865 3481 157 2
ij
ij

= ∑ −C F = + + + − =
2
T
SSC j
*
. 841 900 930 812 3481 2
h

= ∑ −C F = + + + − =
2
T
SSR i
*
. 729 484 930.25 1482.25 3481 144.5
k
SSE = TSS – SSC – SSR = 157-2-144.5=10.5
ANOVA Table
Source of
Sum of
Degree of
Mean

SquareF- Ratio FTabRatio


Variation
Squares
freedom

varietiesSSR=144.5 h - 1= 3 MSR=
Between

48.17FR = 39.27
F5%(3,9) = 3.86

Between

blocks SSC=2 k – 1=3 MSC =


FC = 0.545
0.67
F5%(3, 9) = 3.86

Residual SSE = 10.5 (h – 1)( k – 1)


MSE
=9
= 1.17

Conclusion: Cal FC<Tab FC and Cal FR> Tab FR ⇒Therefore null hypothesis is rejected. Hence
four varieties are not similar. But the varieties are similar along block wise

4 The following is a Latin square of a design when 4 varieties of seeds are being tested. Set up the

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
analysis of variance table and state your conclusion. The following is a Latin square of a design when
4 varieties of seeds are being tested. Set up the analysis of variance table and state your conclusion.
You may carry out suitable change of origin and scale. (APRIL / MAY ‘17) A 105 B 95 C 125 D 115
C 115 D 125 A 105 B 105
D 115 C 95 B 105 A 115
B 95 A 135 D 95 C 115

Solution:
H0 : Four varieties are similar
H1 : Four varieties are not similar
Let us take 100 as origin and divide by 5 for simplifying the calculation

STUCOR APP
Variety X 1 X2 X3 X4TOTA
2 2 2
LX1 X2 X3 X42
Y 1 1 -1 5 3 8 1 1 25 9

Y 2 3 5 1 1 10 9 25 1 1

Y 3 3 -1 1 3 6 9 1 1 9

Y 4 -1 7 -1 3 8 1 49 1 9
6 10 6 10 32 20 76 28 28
N=Total No of Observations = 16 T=Grand Total = 32
2
(Grand total) = 64
Correction Factor =Total No of Observations
=+++−=
1234 TSS X X X X C F = + + + − ∑ ∑ ∑ ∑ . 20 76 28 28 64 88
2222

=++−=+++−=∑ ∑ ∑
(6) (10) (6) (10)
()()() . 64 4
XXX
222
2222

SSC C F
123
NNN
4444
=+++−=+++−=∑ ∑∑∑
111
(8) (10) (6) (8)
()()()() . 64 2
YYYY
2222
2222

SSR C F
1234
NNNN
4444
1222
To find SSK
Treatment 1 2 3 4 Total
A 1 1 3 7 12
B -1 1 1 -1 0
C 5 3 -1 3 10
D 3 5 3 -1 10

=+++−=∑ ∑ ∑∑
()()()()
. 22
YYYY
2222
SSK C F
1234
KKKK
1234
SSE= TSS − SSC−SSR−SSK = 88-4-2-22=60

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
ANOVA Table
Source of
Sum of
Degree of

freedom Mean Square F- Ratio


Variation
Squares
SSC MSC
n1
MSC F
MSE
=

Column
= =7.52

TreatmentSSC=4 n-1=3
C
=1.33
SSR MSR
n1
=

Row
MSR
FR = =14.9

TreatmentsSSR=2 n-1=3
MSE
=0.67
SSK MSK
n1
MSK F
MSE
=

Between
= =1.36

TreatmentsSST=22 n-1=3

There is significant difference between treatments

APP
K
=7.33
MSE
Error (or)
(n-1) (n
Residual SSE=60 2)=6
SSE
=
nn
( 1)( 2)
−−
=
10
Table value F(3,6) degrees of freedom 8.94

5. As part of the investigation of the collapse of the roof of a building, a testing laboratory is given all

the
COR
available bolts that connected the steel structure at 3 different positions on the roof. The forces
required to shear each of these bolts ( coded values) are as follows: (APR / MAY ’19) Position 1 :
90 82 79 98 83 91
Position 2 : 105 89 93 104 89 95 86
Position 3 : 83 89 80 94
Perform an analysis of variance to test at the 0.05 level of significance whether the differences
among the sample means at the 3 positions are significant.
Solution:

STU
H0: There is no significant difference between the sample means at the three
positions. H1 : Significant difference between the sample means at the three
positions.
We shift the origin
X 1 X2 X3 TOTA
X12 X22 X32
L
1 16 -6 11 1 256 36
-7 0 0 -7 49 0 0
-10 4 -9 -15 100 16 81
9 15 5 29 81 225 25
-6 0 - -6 36 0 -
2 6 - 8 4 36 -
- -3 - -3 - 9 -
Tot
al
-11 38 -10 17 271 542 142
N= Total No of Observations = 17 T=Grand Total = 17
2
(Grand total) = 17
Correction Factor =Total No of Observations

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
222
TSSXXXCF27154214217938 =++−=
++−=
∑∑∑ 123

.
=++−=++−=∑ ∑ ∑
11 38 10
XXX SSC C F 17 234 44
()()()()()()
−−
222
222

..
123
NNN674
111
SSE = TSS – SSC = 938-234.44= 703.56
ANOVA Table
Source of
Sum of
Degree of

freedom Mean Square F- Ratio


Variation
Squares
SSC MSC
C1
=
−=117.2
Between

Samples SSC=234.44 C-1= 3-1=2

APP
MSC F
MSE
2
= =2.332
C
SSE MSE
NC
=
−=50.2

Samples SSE=703.56 N-C=17-


Within
3=14
5
Cal FC = 2.332 & Tab FC (14,2)=3.74
Conclusion : Cal FC< Tab FC ⇒ There is no significance difference between the given positions.

UNIT– V: Statistical Quality Control

PART-A
1.

the product without any defects

R
Write down the objectives of statistical quality control.
To achieve better utilization of raw materials, to control waste and scrap and to optimize the quality of

O
2.

Define control chart. (MAY / JUNE ‘16) (APRIL / MAY ‘17) It is a useful graphical
method to find whether a process is in statistical quality control.

3. What are the uses of Quality control chart?

in control or not.
C
It helps in determining whether the goal set is being achieved by finding out whether the Process is

4. What are the different types of control chart? (APRIL / MAY ‘17)

C-chart, np-chart.
U
Control chart for variable – Range and mean chart, Control chart for attributes- p-chart,

T
5.

Write down the control limits for mean chart.


Central limit = x , upper control limit = x+A2R , lower control limit = x -A2Rwhere xis the mean of the
sample and R is the range.

S
6.

Write down the control limits for range chart.


CL= R , UCL = D4R , LCL=D3R .

7. Define p-chart.
Control chart for fraction defectives is called p-chart.

8. Define C-chart.
Control chart for number of defects is called c-chart.

9. Write down the control limits for c-chart.


CL = cUCL = c+3cLCL = c -3 c

10. The total number of defects in 20 pieces is 220 .what is the UCL and LCL? (MAY / JUNE ‘16)
UCL = UCL = c+3c = 20.95 and LCL = c -3 c= 1.05.

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
11. Write down the control limits for p-chart.
UCL= np 3 npq + , LCL=np 3 npq − CL = np

12. Define np –chart.


Control chart for number of defectives is called np chart.

13. What is two sided tolerance limits?


Two sided tolerance limits are values determined from a sample of size n so that one can claim
with (1−α)% confidence that atleast δ proportion of the population is included between these
values.

14. What is the tolerance limit? (APR / MAY ’19) Tolerance Limits of a quality characteristic are defined as
those values between which nearly all the manufactured items will lie. If the measurable quality
of all the items produced can be expected to fall outside
characteristics X is assumed to be normally

P
these limits.

distributed with mean and S.D. σ, then the tolerance limits are usually taken as μ 3σ, since only 0.27%

P
15.

The tolerance limits its are 1.056,1.196


When the process is under control and if

n=5,X=1.1126 andR= 0.0054, find the tolerance limits?


16.

A
Find the lower and upper control limits forX - chart and R- chart, when each sample is of size 4
and X=10.80 andR=0.46.?
For X -chart, LCL=10.46, UCL=11.14: For R-chart, LCL=0, UCL=1.05.

R
17.

Find the lower and upper control limits forX - chart and s-chart, if n=5X=15 ands=2.5?
For X -chart, LCL=11.43, UCL=18.57; For s-chart, LCL=0, UCL=5.22.

O
18.

Find the lower and upper control limits for p- chart and np – chart, when n=100 andP=
0.085? For p-chart, LCL =0.0013, UCL=0.1687; For np-chart, LCL=0.134, UCL=16.867

19. A garment was sampled on 10 consecutive hours of production. The number of defects found

per C
garment is given below: (APR / MAY ’19) Defects: 5,1,7,0,2,3,4,0,3,2. Compute upper and lower
control limits for monitoring number of defects.
c =2.7 UCL = c+3c=7.6295 LCL = c -3 c= -2.295

U
20.

What are control limits for an R-chart in terms of σ values?


σ2 σ
UCL= D ; LCL = D 1
PART B
1.

ST
The following data gives the average life in hours and range in hours of 12 samples each of 5
lamps. ConstructX - hart and R- chart, comment on state of control. (APR / MAY ’19) Sample
No. 1 2 3 4 5 6 7 8 9 10 11 12
MeanX i120 127 152 157 160 134 137 123 140 144 120 127 RangeRi30 44 60 34 38 35 45 62
39 50 35 41

Solution:
XX
1

=
i
N1
120 127 152 157 160 134 137 123 140 144 120 127 136 75
=+++++++++++=
[].
12

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
RR
1

=
i
N1
30 44 60 34 38 35 45 62 39 50 35 41 42 75
=+++++++++++=
[].
12
From the table of control chart for sample size n=5, we have A2 = 0.577, D3 = 0& D4 =
2.115 i) Control limits forXchart:
CL (central line)= X 136 75 =.; . ( . )( . ) . LCL X A R 136 75 0 5775 42 75 112 1
= − = − = 2 . ( . )( . ) . UCL X A R 136 75 0 5775 42 75 161 44 = + = + = 2

STUCOR APP
UCL=161.4
4
CL = 136.75

Conclusion:
Since all the sample points lie within the LCL and UCL lines, the process is under control according to X
chart ii) Control limits for R-Chart:
CL R 42.75; LCL D R 0; UCL D R 2.115 42.75 90.41 = = = = = = = 3 4 ( )( )

UCL=90.41
LCL=0

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
Conclusion :
Since all the sample range fall within the control limits the statistical process is under control according
to Rchart .

2. The Values of sample mean Xand sample standard deviation S for 15 samples, each of size 4, drawn
from a production process are given below. Draw the appropriate control charts for the process
average and process variability. Comment on the state of control.
Sample No. 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Mean 15 10 12.5 13 12.5 13 13.5 11.5 13.5 13 14.5 9.5 12 10.5 11.5 S.D
3.1 2.4 3.6 2.3 5.2 5.4 6.2 4.3 3.4 4.1 3.9 5.1 4.7 3.3 3.3
Solution:

======∑ ∑
i
Xsi Xs
60.3
185.5 12.36; 4.02

STUCOR APP
NN
15 15
i) Control limits forXchart:
From the table of control chart constants, for sample size n = 4, we have 1 3 4 A B and B = = = 1.880, 0
2.266 ⎛ ⎞
n
4
LCL X A s
=−=⎜⎟⎜⎟−
=− ⎝⎠
12.36 1.880 4.02. 3.63
CL X = =12.36; 1 ( )
13
n
⎛⎞
n
4
UCL X A s
=⎜⎟⎜⎟−
=+=+ ⎝⎠
12.36 1.880 4.02. 21.09
1 ()
13
n
ii) Control limits for S-Chart:
CL s 4.02; LCL B s 0; UCL B s 2.266 4.02 9.11 = = = = = = = 3 4 ( )( )

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020

variability.

APP
Conclusion:
Even before drawing the control chart, we observe that the given sample mean values lie between 3.63 and 21.09
and that the given S.D values fall within 0 and 9.11. Hence the process is under control with respect to average
and

R
3a)

15 tape recorders were examined for quality control test. The number of defects in each tape
recorder is recorded below. Draw the appropriate control chart and comment on the state of
control. Unit No.(i) 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 No. of defects (c) 2 4 3 1 1 2 5 3 6 7 3 1 4 2 1
STUCO
Solution:

= = = = ∑ ic
45
The number of defects per sample containing only one item is given, (2 4 3 2 1) 3
+++++
c
N
15 15
CL c 3; = = LCL c 3 c 3 3 3 2.20 = − = − = − ;LCL 0 =( since LCL cannot be negative)
UCL c 3 c 3 3 3 8.20 = + = + =

Since all the sample points lie within the LCL and UCL lines, the process is under control.

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
3b) Construct a control chart for defectives for the following data: (APRIL / MAY ’15 ) (APR / MAY ’19)
Sample No: 1 2 3 4 5 6 7 8 9 10 No. inspected: 90 65 85 70 80 80 70 95 90 75 No. of defectives: 9 7 3 2 9 5 3
967

Solution:
We note that the size of the sample varies from sample to sample.
0.75n n 1.25 n , < <for all i
We can construct p-chart , provided i
111
n n 90 65 ............. 90 75 800 80
=∑=++++==
Here i ( )()
N 10 10
Hence 0.75 n 60 =and 1.25 n 100 =

STUCOR APP
The values of ni be between 60 and 100. Hence p-chart, can be drawn by the method given
60
below. NowTotalno.of defectives p 0.075
===
Totalno.of items inspected 800
Hence for the p-chart to be constructed,
CL= p 0.075 =
p1p 0.075x0.925
() p 3 0.075 3 0.013

−=−=−
LCL=
n 80
Since LCL cannot be negative, it is taken as 0.
p1p 0.075x0.925
() p 3 0.075 3 0.163

+=+=
UCL=
n 80
The values of pi for the various samples are 0.100, 0.108,0.035, 0.029, 0.113, 0.063, 0.043, 0.067,

0.093 Since all the sample points lie within the control lines, the process is under control.

4. The data given below are the number of defectives in 10 samples of 100 items each. Construct a
p-chart and an np-chart and comment on the results. ( MAY / JUNE ’14) (APRIL / MAY ‘17) Sample No.
1 2 3 4 5 6 7 8 9 10 No. of defectives 6 16 7 3 8 12 7 11 11 4

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
Solution:
Sample size is constant for all samples, n=100.
Total no. of defectives = 6 + 16+7+3+8+12+7+11+11+4= 85
Total no. Inspected= 10 x 100 = 1000
85
Average fraction defective = Totalno.of defectives p 0.085
===
Totalno.of itemsinspected 1000
For p-chart:
pp
(1 0.085 (0.915) ) ( )

LCL p
n
=−=−=
3 0.085 3 0.0013
100

−⎛⎞
pp
(1 0.085 0.915 ) ( )( )
⎜⎟⎜⎟
=+=+= ⎝⎠
UCL p
n
3 0.085 0.1687

STUCOR APP
3

UCL=0.1687

Conclusion:
All these values are less than UCL=0.1687 and greater than LCL=0.0013. In the control chart, all sample points
lie within the control limits. Hence, the process is under statistical control.
For np-chart:
⎡⎤

pp
1 (1
UCL n p n p p = + − 3 () )
⎢⎥=+⎢⎥⎢⎥
⎣⎦
np
n= = 100 0.1687 16.87 ( )
3

n p = = 100 0.085 8.5 ( )


⎡⎤

LCL n p n p p = − − 3 1 (1
() )
pp
⎢⎥=−⎢⎥⎢⎥
⎣⎦
np
n= = 100 0.0013 0.13 ( )
3

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
UCL=16.87

CL=8.5

APP
LCL=0.13

Conclusion:
All the values of number of defectives in the table lie between 16.87 and 0.13. Hence, the process is under
control even in np-chart.
5.

COR
The following data give the measurements of 10 samples each of size 5 in the production process
taken in an interval of 2 hours. Calculate the sample means and ranges and draw the control charts
for mean and range. (MAY / JUNE ‘16) (NOV / DEC ’18)
Sample No. 1 2 3 4 5 6 7 8 9 10 49 50 50 48 47 52 49 55 53 54
Observed
measurements
55 51 53 53 49 55 49 55 50 54
X
54 53 48 51 50 47 49 50 54 52
49 46 52 50 44 56 53 53 47 54
53 50 47 53 45 50 45 57 51 56

Solution:

STU
11
X X 52 50 50 51 47 52 49 54 51 54 51.0

==+++++
++++=

i []
N 10
11
R R 6 7 6 5 6 9 8 7 7 4 6.5
==+++++++++=

i []
N 10
From the table of control chart for sample size n=5, we have A2 = 0.577, D3 = 0& D4 =
2.115 i) Control limits forXchart:
CL (central line) = X = 51.0; 2 LCL X A R 51.0 (0.577)(6.5) 47.2495 = − = − = 2
2 UCL X A R 51.0 (0.577)(6.5) 54.7505 = + = + = 2

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020
UCL=54.75

STUCOR APP
MEAN CHART

Conclusion :Since 5th sample mean fall outside the control limits the statistical process is out of control
according to X chart
Control limits for R-Chart:CL R 6.5; LCL D R 0;UCL D R 2.115 6.5 13.7475 = = = = = = =
34 ( )( ) i)
RANGE CHART

Conclusion :
Since all the sample means fall within the control limits the statistical process is under control according
to Rchart .

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