P and S
P and S
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
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
>====
∫∫
∞ ∞−
−
Zμ
−
=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
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=
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
=
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+
=+=+====
(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
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
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 =( )
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
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)
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
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]
[]
PX
10,00015,000
(1)
<<
=−−−−−−−−
PX
[]
>
10,000
15,000
=
∫ x
1
−
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)
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
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
()
()
⎛⎞⎛⎞
⎡⎤⎡⎤ +
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
/> + ∩ >
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
St. Joseph’s Institute of Technology Page No 14
= 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
∫∫
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
⎝⎠⎝⎠
()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
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
()(/)()(/)()(/)
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.
=<<⎢⎥
=== ⎣⎦∫ ∫
∞
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
−∞
∫
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
=−+=−+=−+=⎢⎥⎢⎥ ∫
⎣⎦⎣⎦
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
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
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
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
∫ ∫ ∫∫ ∫ ∫
⎡⎤
∞∞
∞∞∞ −−−
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
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
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.
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
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
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
(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.
St. Joseph’s Institute of Technology Page No 25
===
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
STUC
Solution:
(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
, .X
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
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
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.
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
⎜ ⎛<
⎝ ∫ ∫
⎞
⎜
⎝⎛
⎞
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
PART – A
P
1.
2.
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.
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.
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
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%.
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.
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.
++
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)
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
(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
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)
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:
−−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
(iii) Two random samples are drawn from normal populations are given below :
Sample 1 17 27 18 25 27 29 13 17
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
∴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
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
(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
[]()
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)
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
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
St. Joseph’s Institute of Technology Page No 38
∑
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
∴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
(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 )
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.
===⇒==∑ 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
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
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.
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
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.
RAP
Write down the ANOVA table for One way classification (APRIL / MAY ‘17)
Source of
Sum of
Degree of
15. Write down the ANOVA table for Randomized Block Design (APRIL / MAY ‘11)
TUCO
Source of
Sum of
Degree of
= RMSR F
− MSE
SSR MSC
TreatmentsSSR r-1 r1
Row
=
SSE MSE
(r 1)(c 1)
=
−−
Error (or)
S
16.
= 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)
=
−−
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
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.
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
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
Total 35.75
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
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
varietiesSSR=144.5 h - 1= 3 MSR=
Between
48.17FR = 39.27
F5%(3,9) = 3.86
Between
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
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
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
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
.
=++−=++−=∑ ∑ ∑
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
APP
MSC F
MSE
2
= =2.332
C
SSE MSE
NC
=
−=50.2
PART-A
1.
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.
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.
S
6.
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.
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.
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.
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.
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
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
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 ( )( )
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.
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
−⎛⎞
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
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
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 .