SRM VALLIAMMAI ENGEINEERING COLLEGE

(S.R.M.NAGAR, KATTANKULATHUR-603 203)

DEPARTMENT OF COMPUTER SCIENCE AND ENGINEERING

QUESTION BANK

M. E – Computer Science Engineering

1918104 - APPLIED PROBABILITY AND STATISTICS

I SEMESTER
Regulation – 2019

Academic Year 2020- 2021

Prepared by
Dr.V.Vijayalakshmi, Assistant Professor (Sel.G)/ Mathematics

1918104/ Applied Probability and Statistics/ Dr. V. Vijayalakshmi. AP(Sel.G)

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 VALLIAMMAI ENGNIEERING COLLEGE
SRM Nagar, Kattankulathur – 603203.

DEPARTMENT OF COMPUTER SCIENCE AND ENGINEERING

Year & Semester : I/I
Section : CSE
Subject Code : 1918104
Subject Name : APPLIED PROBABILITY AND STATISTICS
Degree & Branch : M.E – CSE
Staff in charge : Dr. V. VIJAYA LAKSHMI

UNIT- I ONE DIMENSIONAL RANDOM VARIABLES

Bloom’s
Q.No. Question Taxonomy Domain
Level
PART – A
1) A continuous random variable X has a pdf f(x) = 3x2, 0 ≤ x≤1, Find a and
b such that P(x ≤ a) = P(x > a) and P(x > b) = 0.05 BTL-2 Understanding
2) The first 4 moments about 3 are 1 and 8. Find the mean and variance
BTL-3 Applying
3) If the distribution function of a random variable X is given by F(x) =
 4
 , x  2 , 0 for x  2, find P(5  x  6) BTL-2 Understanding
1 2
 x
4) Define moment generating function of a random variable and also find
f(x) = 2e-2x x>0 BTL-2 Understanding
5) Find the mean and variance of the binomial distribution BTL-3 Applying
6) If X is a continuous RV with p.d.f. f(x) =2x ,0 <x< 1 , then find the pdf of
the RV Y = X3 BTL-5 Evaluating
7) If the probability mass function of a random variable X is given by p(X =
r) = kr3, where r = 1,2,3,4. Find the value of k and distribution function BTL-2 Understanding
of X.
8) A continuous random variable X has a density function given by f(x) =
k(1+x) , 2<x<5. Find the value of k. BTL-5 Evaluating
9) The first four moments of a distribution about 4 are 1 ,4,10 and 45
respectively. Show that the mean is 5 and variance is 3. BTL-6 Creating
10)
Find the value of X ,then find the value BTL-3 Applying
of K
11) The random variable X has a Binomial distribution with parameters n =20,
p =0.4 .Determine P (X = 3). BTL-3 Applying
12) If the probability is 0.05 that a certain kind of measuring device will show
excessive drift , what is the probability that the sixth measuring device BTL-3 Applying
tested will be the first to show excessive drift?

1918104/ Applied Probability and Statistics/ Dr. V. Vijayalakshmi. AP(Sel.G)

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13)
If a RV has the probability density , find the BTL-2 Understanding
probabilities that will take a value between 1 and 3.

14)
A RV X has the p.d.f. . Find the CDF of X BTL-2 Understanding
15) If the RV X takes the values 1 ,2,3 and 4 such that 2P(X = 1)=3P(X =2)
=P (X =3) = 5 P (X =4) find the probability distribution . BTL-2 Understanding
16) If X is the poisson random variable such that p[X=1]=P[X=2] , Find E[x] BTL-2 Understanding
17) It has been claimed that in 60% of all solar heat installation the utility bill
is reduced by atleast one-third. Accordingly, what are the probabilities
BTL-6 Creating
that the utility bill was reduced by atleast one third in four of five
installation
18) Obtain the moment generating function of Geometric distribution. BTL-1 Remembering
19) Given that the p.d.f of a random variable X is f(x) = kx, 0 < x < 1 , find k

20) Find the Binomial distribution for which the mean is 4 and variance is 3. BTL-3 Applying
PART – B
1a) Buses arrive at a specific stop at 15 minutes intervals starting at 7a.m.If
a passenger arrives at a
random time that is uniformly distributed between 7 and 7.30 am , find BTL-2 Understanding
the probability that he waits 1) less than 5 minutes for a bus and 2) atleast
12 minutes for a bus .
1b) Obtain the moment generating function of the Poisson distribution and
hence find its mean and variance. BTL-3 Applying
2) A manufacturer of certain product knows that 5 % of his product is
defective .If he sells his product in boxes of 100 and guarantees hat not
BTL-3 Applying
more than 10 will be defective ,what is the approximate probability that a
box will fail to meet the guaranteed quality?
3a) A continuous random variable X has a probability density function f(x) =
kx2e-x, x > 0, find k, mean and variance BTL-1 Remembering
3b) In a company, 5% defective components are produced .What is the
probability that at least 5 components are to be examined in order to BTL-5 Evaluating
get 3 defectives?
4a) The diameter of an electric cable, say X is assumed to be a continuous
random variable with pdf f(x) = 6x (1-x) , 0 ≤ x ≤ 1. Check that f(x) is a BTL-4 Analyzing
pdf and determine a such that P(X < a) = P(X> a)
4b) Let the random variable X assumes the value r with the probability
law p(X = r) = p qr-1, r = 1,2,3…. Find the moment generation function of BTL-1 Remembering
X and hence its mean.
5a) In a normal distribution, 31 % of the items are under 45 and 8% are over
64.Find the mean and variance of the distribution. BTL-2 Understanding
5b) Find the MGF, mean, variance of Geometric distribution. BTL-1 Remembering
6a) If X is Uniformly distributed over ( 0 ,10), find the probability that
(i) X < 2 (ii) X > 8 (iii) 3 <X <9? BTL-2 Understanding
6b) If the pdf of a random variable X is f(x) = 2x, 0 < x < 1. Find the pdf of
Y = e-x
BTL-5 Evaluating
7a) A discrete RV X has the probability function given below
X : 0 1 2 3 4 5 6 7
P(x) : 0 a 2a 2a 3a a2 2 a2 7a2 + a BTL-2 Understanding
Find (i) Value of a (ii) p (X <6) , P ( X  6 ) , P ( 0 < X < 4 ) (iii)
Distribution function.

1918104/ Applied Probability and Statistics/ Dr. V. Vijayalakshmi. AP(Sel.G)

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7b) The slum clearance authorities in a city installed 2000 electric lamps in a
newly constructed township. If the lamps have an average life of 1000
burning hours with a standard deviation of 200 hours , i) what number of
lamps might be expected to fail in the first 700 burning hours? ii) After BTL-3 Applying
what period of burning hours would you expect 10 percent of the lamps
would have been failed ? ( Assume that the life of the lamps follows a
normal law)
8a) The daily consumption of milk in a city ,in excess of 20,000 gallons ,in
approximately distributed as a Gamma variate with the parameters k = 2
BTL-3 Applying
and The city has a daily stock of 30,000 gallons. What is the
probability that the stock is insufficient on a particular day?
8b) The p.d.f of a random variable X is given by f(x) = kx (2-x), 0 ≤ x≤ 1,
Find k, mean, variance rth moment. BTL-2 Understanding
9a) The weekly wages of 1000 workmen are normally distributed around a
mean of Rs. 70 and with standard deviation of Rs. 5. Estimate the
number of workers whose weekly wages will be between Rs.69 and Rs. BTL-5 Evaluating
72, less than Rs.69, more than Rs.72.
9b) A random variable X has a uniform distribution over (-3,3) compute
P(X<2), P([x]<2) , P([x-2]≤ 2).
BTL-5 Evaluating
10a) A random variable X has the following probability distribution
X -2 -1 0 1
P(X) 0.1 k 0.2 2k BTL-3 Applying
Find i) k ii) P(X<2) iii) P(-2 < X < 2) iv) P(X > 1).

10b) State and Prove memoryless property of Exponential distribution. BTL-1 Remembering
11a) Find the moment generating function of Binomial distribution and hence
obtain its mean and variance BTL-1 Remembering
11b) An insurance company found that only 0.005% of the population is
involved in a certain type of accident each year. If its 2000 policy holders
were randomly selected from the population. What is the probability that BTL-2 Understanding
not more than two of its clients are involved in such an accident next year?
12a) In an intelligence test administered on 1000 children the average score is
42 and standard deviation 24. Assuming the normal distribution ,
1) Find the number of children exceeding the score 50 and BTL-4 Analyzing
2) Find the number of children with score lying between 30 and 54.
12b) Find the Moment Generating function for uniform distribution BTL-1 Remembering
13a) Find the Probabilities that a random variable having the standard normal
distribution will take on a value i) between 0.87 and 1.28
ii) between -0.34 and 0.62 BTL-3 Applying
iii) greater than 0.85
iv) greater than – 0.65
13b) x
Let X be a random variable with pdf f(x) = 1 e 3
, x  0 Find the BTL-2 Understanding
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moment generating function of X and hence find its mean and variance.
14a) Assuming that half of the population are consumers of rice, so that the
chance of an individual of rice, so that the chance of an individual being a
consumer is ½ and assuming that 100 investigators each take 10 BTL-6 Creating
individuals to see whether these are consumers, how many investigators
would you expect to report that 3 people or less were consumers
14b) With mean 120 days, find the probability that such a watch will
i) have to be set in less than 24 days BTL-2 Understanding
ii) not have to be reset in atleast 180 days.

1918104/ Applied Probability and Statistics/ Dr. V. Vijayalakshmi. AP(Sel.G)

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 PART – C
1)
In a test on 2000 electric bulbs, it was found that the life of a particular
make, was normally distributed with an average life of 2040 hours and
S.D of 60 hours. Estimate the number of bulbs likely to burn for (i) more
BTL-6 Creating
than 2150 hours (ii) less than 1950 hours (iii) more than 1920 hours but
less than 2160 hours.
2) In a normal distribution 3 % of the items are under 45 and 8% are over 64.
Find the mean and the standard deviation BTL-3 Applying

3) State and Prove memoryless property of Geometric distribution BTL-1 Remembering

4) Find the Moment Generating function for Normal distribution and
Gamma distribution. BTL-1 Remembering

UNIT – II TWO DIMENSIONAL RANDOM VARIABLES

PART –A
1) The joint pdf of a bivariate RV (X,Y) is given
4xy 0  x  1, 0  y  1
by f (x, y)   Find P(X+Y<1). BTL-2 Understanding
 0, otherwise
2)
. Consider the two – dimensional density function.
8
f (x, y)  xy, 1  x  y 3,
9 BTL-3 Applying
0 outside
f(x,y)  0,outside. Find the marginal density function of X.
3) 2x 3y
If the joint pdf of (X,Y) is f (x, y)  6e , x  0, y  0, find the
BTL-2 Understanding
marginal density of X and conditional density of Y given X.
4) (x  y)
The joint pdf of (X,Y) is given by f (x, y)  e , 0  x, y  . BTL-3 Applying
Find the marginal density function of X.
5) .Given the joint density function of X and Y as
1 y
f (x, y)  e ,0  x  2, y  0
2 find the distribution function of BTL-2 Understanding
 0, elsewhere
(X+Y).
6) The following table gives the joint probability distribution of X and Y.

Y
1 2 3
X
1 0.1 0.1 0.2 BTL-3 Applying

2 0.2 0.3 0.1

Find a) marginal density function of X. b) marginal density of Y.

7) The joint probability mass function of (X,Y) is given

by P(x,y) = K (2x+3y), x = 0, 1,2, y = 1,2,3. BTL-2 Understanding

1918104/ Applied Probability and Statistics/ Dr. V. Vijayalakshmi. AP(Sel.G)

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 Y
1 2 3
X
0 3K 6K 9K
1 5K 8K 11K
2 7K 10K 13K

Find the marginal probability distribution of X : {i, Pi}

8) Find the value of k, if f (x, y)  k(1  x)(1  y), for 0< x, y<1, is to be a
BTL-3 Applying
joint density function.
9) 1
Let X be a random variable with pdf f (x)  ,1  x  1, and let Y=X2.
2 BTL-4 Analyzing
Prove that correlationco-efficient between X and Y is zero.
10) When will the two regression lines be at right angles?
BTL-4 Analyzing
11) Find the mean values of the variables X and Y and correlation co- efficient
from the following regression equations BTL-4 Analyzing
2Y – X – 50 = 0; 3Y – 2X – 10 = 0
12) The correlation co-efficient between two random variables X and Y is r
= 0.6. If X  1.5, Y  2, X 10 and Y  20 , find the BTL-2 Understanding
regression of (i) Y on X and (ii) X and Y.
13) The following results were worked out from scores in Maths (X) and
Statistics (Y) of students in an examination:

X Y
BTL-3 Applying
Mean 39.5 47.5
Standard deviation 10.8 17.8
Pearson’s correlation co-efficient = +0.42. Find both the regression lines.
Use these regressions and estimate the value of Y for X
14) The co-efficient of correlation between x and y is 0.48. Their covariance
is 36. The variance of x is 16. Find the standard deviation of y. BTL-3 Applying

15) If x, y denote the deviations of the variates from the arithmetic means and
2
if r  0.5,  xy  120,  y  8,  x  90 , find n, BTL-3 Applying
the number of items.
16) Find the marginal density function of X and Y if f(x,y) = 8xy; 0 < x < 1, 0
< y < x. BTL-4 Analyzing
17) If the random variable X is uniformly distributed over (-1, 1), find the
 x 
density function of Y  sin  
 2
18) The bivariate random variable X and has pdf f(x,y) = kxy, for 0 < x < 4, 1
< y < 5. Find k BTL-4 Analyzing

19) The two lines of regression are 8x – 10y +66 = 0, 40x – 18y – 214 =0,
Find the mean value of X and Y BTL-4 Analyzing
20) The two regression lines are 4x – 3y +33 = 0, 20x – 9 y = 107, var(x) = 25,
BTL-2 Understanding
Find the mean of x and y.
PART – B

1918104/ Applied Probability and Statistics/ Dr. V. Vijayalakshmi. AP(Sel.G)

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1) The two dimensional RV(X,Y) has the joint density
f (x, y)  8xy, 0  x  y  1
 0, otherwise
BTL-2 Understanding
(i) Find P( X  1/ 2 Y  1/ 4),
(ii) Find the marginal and conditional distributions, and
(iii) Are X and Y independent? Give reasons for your answer.
2) If the joint pdf of a two – dimensional RV (X,Y) is given by
f (x, y)  K (6  x  y); 0  x  2, 2  y  4
 0, elsewhere BTL-3 Applying
find (i) the value of K, (ii) P( X  1,Y  3) (iii)
P( X  Y  3) (iv) P( X  1/ Y  3)

3a) Determine the value of C that makes the function F( x , y) = C ( x + y) a

joint probability density function over the range 0 < x < 3 and x < y < x
+ 2. Also determine the following.
i) P (X < 1, Y< 2) BTL-4 Analyzing
ii) P (Y > 2)
iii) E[X]
3b)
If the joint pdf of a two dimensional RV ( X,Y) is given
2 xy
f (x, y)  x  ; 0  x  1, 0  y  2
BTL-2 Understanding
3
 0, elsewhere
(i) P(X > ½ ), (ii) P(Y<X) and (iii) P(Y< ½ / X < ½ ).
4a) If X and Y are two random variables having joint probability mass
function given by f(x,y) = (2x+y)/27, x = 0,1,2 and y = 0,1,2. Find the
BTL-4 Analyzing
marginal distribution function of X and Y.

4b) The joint distribution of X1 and X2 is given by

x x
f (x , x )  1 2 , x  1,2 and 3 ; x = 1 and 2. BTL-2 Understanding
1 2 1 2
21
the marginal distributions of X1 and X2.
5a) If the joint probability density function of (X,Y) is f(x,y) = x + y,
0 < x < 1, 0<y <1, find the probability function of U = XY BTL-4 Analyzing

5b) Three balls are drawn at random without replacement from a box
containing 2 white, 3 red and 4 black balls. If X denotes the number of
white balls drawn and X denotes the number of red balls drawn, find BTL-3 Applying
the joint probability distribution of (X, Y).

6a) The joint probability distribution function of two random variables X

f (x, y)  x  y 0  x  1, 0  y  1
and Y is Find the BTL-2 Understanding
 0, otherwise
correlation co-efficient n x and y
6b) Let X1 and X2 be two independent RVs with means 5 and 10 and S.D’s 2
and 3 respectively. Obtain BTL-3 Applying
rU where U  3X1  4X 2 and V  3X1  X 2.
V
7a) For the following data taken from 10 observations, find out the
regression equations of X on Y and Y on X: X=250, Y = 300, XY = BTL-3 Applying
7900, X2 = 6500 and Y2 = 10,000 Hence find r.

1918104/ Applied Probability and Statistics/ Dr. V. Vijayalakshmi. AP(Sel.G)

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7b) Find the co-efficient of correlation and obtain the lines of regression
from the data given below;
BTL-3 Applying
x : 62 64 65 69 70 71 72 74
y : 126 125 139 145 165 152 180 208
8a) The joint distribution function of X and Y is given by
F(x,y) = (1-e-x) (1-e-y), x,y>0
i) Find the probability density function of X and Y.
ii) Find the marginal density function of X and Y BTL-3 Applying
iii) Are X and Y independent.
iv) Find P(1 < X < 3, 1< Y < 2).

8b) A two dimensional random variable (X,Y) have a bivariate distribution

given by P(X=x, Y = y) = x2 + y/32 BTL-2 Understanding
for x = 0,1,2,3 and y = 0,1. Find the marginal distribution of X and Y.
9a) If X and Y are independent variates uniformly distributed in (0,1) find
the distribution of XY. BTL-1 Remembering
9b) Two random variable X and Y have the following joint probability
density function f(x,y) = {2-x-y, 0 ≤ x ≤ 1, 0 ≤ y ≤ 1,; 0 BTL-5 Evaluating
otherwise . Find the correlation coefficient of X and Y.
10a) If (X,Y) is a two – dimensional random variable uniformly distributed
4
over the triangular region R bounded by y = 0, x = 3 and y = x, find BTL-3 Applying
3
rXY .
10b) If the joint pdf of (X,Y) is given by p(x,y) = k (2x + 3y) , x = 0,1,2; y
= 1,2,3. Find the marginal distributions of X and Y. BTL-3 Applying

11a) Show that the following function satisfies the properties of a joint
probability mass function
X : 1 1.5 1.5 2.5 3
Y : 1 2 3 4 5
Fxy(x,y) : ¼ 1/8 ¼ ¼ 1/8
Determine the following
i) P(X< 2.5, Y <3) BTL-4 Analyzing
ii) P(X < 2.5)
iii) P(Y < 3)
iv) P( X > 1.8, Y= 4.7)
v) E(X), E(Y), Var(X), Var(Y)
vi) Marginal probability distribution of the random variable X
vii) Conditional probability distribution of Y given that X = 1.58
11b) The joint density function of X and Y is
e(xy), 0  x, y   BTL-4 Analyzing
f(x,y) =  Are X and Y independent.
0 otherwise
12a) In a partially destroyed laboratory data, only the equations giving the
two lines of regression of y on x and x on y are available and are
BTL-6 Creating
respectively 7x – 16y + 9 =0, 5y – 4x -3 = 0, calculate the coefficient of
correlation.
12b) If the probability of a two discrete random variable X and Y is given by
k(x  2 y), x  0,1,2and y  0,1,2
f(x,y) =  i) Find k ii) Find BTL-5 Evaluating
0 otherwise
the marginal distributions and conditional distribution of Y for X = x

1918104/ Applied Probability and Statistics/ Dr. V. Vijayalakshmi. AP(Sel.G)

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13a) The joint probability density function of a two dimensional random
variable (X,Y) is given by 2 2
4xye(x y ),
x  0, y  0
f(x,y) =  Find the density function of BTL-5 Evaluating
0 otherwise
U = x2 y2
13b) 2
Find the marginal density function of X and Y if f(x,y) = (2x  3y) ,
5 BTL-4 Analyzing
0  x  1, 0  y  1.
14a) The joint density function of two random variables X and Y is given by
1
 (3x 2  xy), 0  x  1, 0  y  2
f (x, y)  3 Find P(X+Y>1) BTL-3 Applying

 0 otherwise

14b) The joint distribution of X and Y is given by
x y
f (x, y)  , x  1,2,3; y  1,2 Find the marginal distribution. BTL-2 Understanding
21
PART –C
1) The joint probability distribution of X and Y is given by the following
table.

X\ Y 1 3 9
2 1/8 1/24 1/12 BTL-4 Analyzing
4 1/4 1/4 0
6 1/8 1/24 1/12
(i) Find the probability distribution of Y
(ii) Find the conditional distribution of Y given X =2
(iii) X andY independent?
2) If the joint distribution function of X and Y is given
by F(x,y) = { (1 – e-x)(1 – e –y) for x>0, y >0
0 otherwise
(i) Find the marginal densities of X and Y BTL-2 Understanding
(ii) X and Y are independent
(iii) P(1 < X < 3, 1 < Y < 2)

3) Calculate the Karl Pearson’s coefficient of correlation.

Price : 10 11 13 15 18 BTL-3 Applying

Demand : 60 52 48 40 30
4) If X and Y each follow an exponential distribution with parameter 1 and
are independent, find the pdf of U = X - Y BTL-3 Applying

UNIT – III ESTIMATION THEORY

PART –A
1) Define estimator, estimate and estimation. BTL-1 Remembering
2) Distinguish between point estimation and interval estimation. BTL-1 Remembering
3) Mention the properties of a good estimator. BTL-1 Remembering
4) Define confidence coefficient.
BTL-1 Remembering

1918104/ Applied Probability and Statistics/ Dr. V. Vijayalakshmi. AP(Sel.G)

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5) What is the level of significance in testing of hypothesis? BTL-2 Understanding
6) Define confidence limits for a parameter. BTL-1 Remembering
7) State the conditions under which a binomial distribution becomes a
normal distribution.
BTL-1 Remembering
8) Explain how do you calculate 95% confidence interval for the
average of the population? BTL-3 Applying
9) Write the normal equations for fitting a straight line by the method of
least squares. BTL-2 Understanding
10) An automobile repair shop has taken a random sample of 40 services
that the average service time on an automobile is 130 minutes
with a standard deviation of 26 minutes. Compute the standard error BTL-4 Analyzing
of the mean.

11) Two variables X and Y have the regression lines 3X + 2Y - 26 = 0,

6X + Y - 31 = 0, Find the mean value of X and Y. BTL-4 Analyzing
12) State any two properties of regression lines. BTL-4 Analyzing
13) Define unbiasedness of a good estimator. BTL-1 Remembering
14) Let the lines of regression concerning two variables x and y be given
by y = 32 – x and x = 13 – 0.25y. Obtain the values of the means. BTL-2 Understanding

15) What are the merits and demerits of the least square method. BTL-1 Remembering
16) Find the maximum likelihood estimates for the population mean
when the population variance is known for random sampling from a BTL-6 Creating
normal population.
17) What is meant by maximum likelihood estimator ? BTL-1 Remembering
18) Give the normal equations to fit the parabola y = a + bx + cx2 BTL-2 Understanding
19) Can Y = 5 +2.8x and X = 3 – 0.5 y be the estimated regression
equations of y on x and x on y respectively ? Explain. BTL-4 Analyzing
20) Obtain the maximum likelihood estimator of
BTL-3 Applying
f (x, )  (1  )x ,0  x  1 based on a random sample of size x.
PART –B
1a) Fit a straight line y = a + bx to the following data, using principle of
least squares x : 1 2 3 4 6 8 BTL-2 Understanding
y : 2.4 3 3.6 4 5 6
1b) Find the most likely price in Bombay corresponding to the price of
Rs. 70 at Calcutta from the following :
Calcutta Bombay

Average Price 65 67 BTL-5 Evaluating

Standard deviation 2.5 3.5 Correlation coefficient
between the prices of commodities in the two cities is 0.8.

2a) Fit a straight line y = ax +c to the following data.

X 1 3 5 7 9 11 13 15 1 BTL-3 Applying
y 10 15 20 27 31 35 30 35 4
2b) Find the regression line of Y on X for the data
x 1 4 2 3 5 BTL-2 Understanding
y 3 1 2 5 4
3a) Fit a parabola of second degree to the following data.
X: 0 1 2 3 4 BTL-3 Applying
Y : 1 5 10 22 38

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3b) In random sampling from normal population N( , 2), find the
maximum likelihood estimator for  when 2 is unknown. BTL-1 Remembering

4a) x1, x2, x3,……xn are random observations on a Bernoulli variable

X , taking the value 1 with probability  and value 0 with probability
1-. Show that T(T-1)/n(n-1) is an unbiased estimate of 2 where T BTL-1 Remembering
= sigma i=0 to n xi.

4b) Let x1,x2…..xn denote a random sample from the distribution with
pdf
f(x,) = x-1, 0<x<1, >0
0 Elsewhere
prove that the product u1(x1,x2,….xn) = x1,x2…xn is a sufficient
estimator for . BTL-4 Analyzing
i) Let x1,x2,….xn be a random sample from uniform population on
[0,]. Find a sufficient estimator for .
ii) Show that for a rectangular population f(x,) = 1/, 0 < x < 
0 elsewhere
Find the maximum likelihood estimator for .
5) For a random sampling from a normal population find the maximum
likelihood estimators for
i) The population mean, when the population variance is known.
ii) The population variance, when the population mean is known.
BTL-1 Remembering
iii) The simultaneous estimation of both the population mean and
variance.
6) Obtain the lines of regression
X 50 55 50 60 65 65 65 60 60 BTL-2 Understanding
Y 11 14 13 16 16 15 15 14 13
7) The price of a commodity during 93-98 are given below. Fit a
parabola y = a +bx +cx2 to these data. Calculate the trend values,
estimate the period of the commodity for the year 1999. BTL-4 Analyzing
x 1993 1994 1995 1996
y 100 107 128 140
8) The following data relate to the marks of 10 students in the internal
test and the university examination for the maximum of 50 in
each.
Internal Marks : 25 28 30 32 35 36 38 39
42 45
BTL-1 Remembering
UniversityMarks : 20 26 29 30 25 18 26 35
35 46
a) Obtain the equations of the lines of regression
b) The most likely internal mark for the university mark of 25
c) The most likely university mark for the internal mark of 30.
9) Find the maximum likelihood estimate for the parameter  of a
poisson distribution on the basis of a sample of size n. Also find its
variance. Show that the sample mean x is sufficient for estimating BTL-1 Remembering
the parameter  of the poisson distribution.
10) Fit a straight line y = a + bx for the following data by the principle
of least squares.
X: 0 1 2 3 4 BTL-4 Analyzing
Y : 1 1.8 3.3 4.5 6.3
Also find the value of y when x = 1.5
11) A random sample (X1,X2,X3,X4,X5) of size 5 is drawn from a
population with unknown mean  . BTL-1 Remembering

1918104/ Applied Probability and Statistics/ Dr. V. Vijayalakshmi. AP(Sel.G)

11
 Consider the following estimators to estimate  .
(x1  x2  x3  x4  x5 ) (2x 1  x 2  x3 )
t1  , t  (x1  x2 ) X and t3  where 
5
2
2 3
3
is such that t3 is an unbiased estimator of  . Find t1 and t2
.Are
unbiased ? State giving reason, the estimator which is best among
t1,t2,and t3.
12a) Let X1,X2,….Xn be a random sample of size n from a normal
distribution with known variance. Obtain the maximum likelihood BTL-3 Applying
estimator of  .
12b) Let X1,X2….Xn be a random sample size n from the Poisson
 x e 
distribution f (x / )  where 0     . Obtain the BTL- Evaluating
x! 5
maximum likelihood estimator of 
13a For the double poisson distribution P(X = x) =
m
)
em1 mx 1 1 2 , x 
1 x

 Show that the estimates for m1

e 0,1,2...
2
x 2 x! BTL-3 Applying
'
!
 2 '  11'   '2
and m2 by the method of moments are 1 

13b) The following are the measurements of the air velocity and
evaporation coeffiecient of burning fuel droplets in an
impulse engine

Air Velocity (cm/s) : 20 60 100 140 180 220

260 300 340 380
BTL-4 Analyzing
Evaporation Coeff : 0.18 0.37 0.35 0.78 0.56 0.75
1.18 1.36 1.17 1.65
Fit a straight line to these data by the method of least squares, and
use it to estimate the evaporation coefficient of a droplet when the
air velocity is 190 cm/s.
14a) Fit an equation of the form y = abx to the following data
x 2 3 4 5 6
y 144 172.8 207.4 248.8 298.5
BTL-3 Applying

14b) Obtain the equation of regression lines y = ax + b from the following

data, using the method of least squares.
X 6 BTL-3 Applying
3 6 9 3 9 6 3 9 6 3
y 526 421 581 630 412 560 434 443 590 570 346
PART –C
1) Prove that the ML estimator of the parameter α of the population 3)
having pdf f(x,α) = 2/α2 (α – x). 0 < x < α for the sample of unit size
is 2x, x being the sample value. Show also that the estimator is not BTL-1
unbiased.
2) Fit a straight line trend of the form y = a + bx to the data given below
by the method of least squares and predict the value of y when x =
70
X 71 68 73 69 67 65 66 67
BTL-3
y 69 72 70 70 68 67 68 64
1918104/ Applied Probability and Statistics/ Dr. V. Vijayalakshmi. AP(Sel.G)
b
Fit the model y = ax to the following data. 12
 Applying

Remembering
X 1 2 3 4 5 6 BTL-3 Applying
y 2.98 4.26 5.21 6.10 6.80 7.50

1918104/ Applied Probability and Statistics/ Dr. V. Vijayalakshmi. AP(Sel.G)

13
4) If the two variables x and y have the regression lines 3x + 2y = 26
and 6x + y = 31. Find i) Find the mean value of x and y ii) BTL-5 Evaluating
Find the correlation coefficient of x and y.
UNIT – IV TESTING OF HYPOTHESIS
PART –A
1) What is the essential difference between confidence limits and tolerance
limits? BTL-1 Remembering
2) Define Null hypothesis and Alternative hypothesis. BTL-1 Remembering
3) Define level of significance BTL-1 Remembering
4) Define Type-I error and Type-II error? BTL-1 Remembering
5) Define student’s t-test for difference of means of two samples. BTL-1 Remembering
6) Write down the formula of test statistic‘t’ to test the significance of
BTL-2 Understanding
difference between the means.
7) Write the application and assumption of t-test? BTL-3 Applying
8) What is the assumption of t-test? BTL-3 Applying
9) State the important properties of ‘t’ distribution. BTL-1 Remembering
10) Define chi square test of goodness of fit. BTL-1 Remembering
11) Distinguish errors in sampling and critical region. BTL-4 Analyzing
12) Write the application of ‘F’ test BTL-3 Applying
13) Define a ‘F’ variate BTL-1 Remembering
14) In a large city A, 20 percent of a random sample of 900 school boys had a
slight physical defect. In another large city B, 18.5 percent of a random
sample of 1600 school boys had some defect. Is the difference between the BTL-3 Applying
proportions significant?
15) A sample of size 13 gave an estimated population variance of 3.0 while
another sample of size15 gave an estimate of 2.5. Could both samples be BTL-3 Applying
from populations with the same variance?
16) Give the main use chi-square test. BTL-1 Remembering
17) What are the properties of “F” test. BTL-1 Remembering
18) Write the procedure for testing a statistical hypothesis BTL-2 Understanding
19) Write the standard error of any four sampling distribution BTL-2 Understanding
20) What is the difference between small sample and large sample. BTL-2 Understanding
PART – B
1a)
A sample of 900 members has a mean 3.4 c.m and standard deviation
2.61 c.m. Is the sample from a large population of mean 3.25 c.ms and
BTL-2 Understanding
standard deviation of2.61c.ms?(Test at 5% L.O.S)
1b) Before an increase in excise duty on tea, 800 persons out of a sample of
1000 persons were found to be tea drinkers. After an increase in duty, 800
people were tea drinkers in a sample of 1200 people. Using standard BTL-2 Understanding
error of proportion, State whether there is a significant decrease in the
consumption of tea after the increase in excise duty.
2a) . A manufacturer claimed that at least 95% of the equipment which he
supplied to a factory conformed to specifications. An examination of a
BTL-3 Applying
sample of 200 pieces of equipment revealed that 18 were faulty. Test his
claim at 5% level of significance
2b) A machine produces 16 imperfect articles in a sample of 500. After
machine is overhauled, it produces 3 imperfect articles in a batch of 100. BTL-2 Understanding
Has the machine been improved?

1918104/ Applied Probability and Statistics/ Dr. V. Vijayalakshmi. AP(Sel.G)

14
3a) In a big city 325 men out of 600 men were found to be smokers. Does this
information support the conclusion that the majority of men in this city are BTL-5 Evaluating
smokers?
3b) Examine whether the difference in the variability in yields is significant
at 5% LOS, for the following.

Set of 40 Plots Set of 60 Plots BTL-3 Applying

Mean yield per Plot 1258 1243
S.D. per Plot 34 28
4a) The means of 2 large samples 1000 and 2000 members are 67.5 inches
and 68.0 inchesrespectively.
Can the samples be regarded as drawn from the same population
BTL-3 Applying
ofstandard deviation 2.5 inches?
4b) Two independent samples of sizes 8 and 7 contained the following
values.
Sample I : 19 17 15 21 16 18 16 14
Sample II : 15 14 15 19 15 18 16
BTL-4 Analyzing
Test if the two populations have the same mean.

5a) Samples of two types of electric bulbs were tested for length of life and
following data wereobtained.
Type I Type II
Sample Size 8 7
Sample Mean 1234hrs 1036hrs
BTL-3 Applying
Sample S.D 36hrs 40hrs
Is the difference in the means sufficient to warrant that type I is
superior to type IIregarding the length of life?

5b) Two independent samples of 8 and 7 items respectively had the

following Values of the variable (weight in kgs.)
Sample I : 9 11 13 11 15 9 12 14
Sample II: 10 12 10 14 9 8 10
BTL-3 Applying
Use 0.05 level of significance to test whether it is reasonable to
assume that thevariances of the two population’s sample are equal.
6a) A group of 10 rats fed on diet A and another group of 8 rats fed on diet B,
Recordedthe following increase the following increase in weight.(gms)
Diet A : 5 6 8 1 12 4 3 9 6 10 BTL-2 Understanding
Diet B : 2 3 6 8 10 1 2 8 - -
Does it show superiority of diet A over diet B ? (Use F-test)

6b) The marks obtained by a group of 9 regular course students and another
group of 11 part time course students in a test are given below :
Regular : 56 62 63 54 60 51 67 69 58
Part-time: 62 70 71 62 60 56 75 64 72 68 66 BTL-3 Applying
Examine whether the marks obtained by regular students and part-
time students differ significantly at 5% and 1% levels of significance.
7a) Two independent samples of size 8 and 7 contained the following values
Sample 1 : 29 18 11 21 14 12 14 14
Sample 2 : 11 14 15 19 13 10 12 BTL-4 Analyzing
Test if the two populations have the same variance.

1918104/ Applied Probability and Statistics/ Dr. V. Vijayalakshmi. AP(Sel.G)

15
7b) The average income of a person was Rs. 210 with S.D of Rs. 10 in a
sample 100 people of a city. For another sample of 150 persons the
average income was Rs. 220 with S.D of Rs. 12. Test whether there is BTL-2 Understanding
any significant difference between the average income of the localities?
8a) Two random samples gave the following results:
Sample Size Sample mean Sum of squares of
deviation from the mean
BTL-2 Understanding
1 10 15 90
2 12 14 108
Test whether the samples have come from the same normal population.
8b) Records taken of the number of male and female births in 800 families
having four children are as follows :
Number of male births : 0 1 2 3 4
Number of female births : 4 3 2 1 0
Number of Families : 32 178 290 236 64 BTL-4 Analyzing
Test whether the data are consistent with the hypothesis that the
binomial law holds and that the chance
of a male birth is equal to that of female birth, namely p = ½ = q.

9a) Given the following table for hair colour and eye colour, find the value of
Chi-square. Is there good association between hair colour and eye colour?
Hair colour
Fair Brown Black Total
BTL-4 Analyzing
Blue 15 5 20 40
Eye Grey 20 10 20 50
colour Brown 25 15 20 60
Total 60 30 60 150
9b) Out of 800 graduates in a town 800 are females, out of 1600 graduate
employees 120 are females. Use chi square to determine if any distinction
is made in appointment on the basis of sex. Value of chi square at 5% BTL-2 Understanding
level for 1 d.f is 3.84
10a) An automobile company gives you the following information about age
groups and the liking for particular model of car which it plans to
introduce. On the basis of this data can it be concluded that the model
aooeal is independent of the age group.

BTL-4 Analyzing
Persons who 20 20-39 40-59 60 and above
Below
Liked the car 140 80 40 20
Disliked the car 60 50 30 80

10b) The following data gives the number of aircraft accidents that occurred
during the various days of a week. Find whether the accidents are
uniformly distributed over the week.
BTL-2 Understanding
Days Sun Mon Tues Wed Thu Fri Sat
No. of 14 16 08 12 11 9 14
accidents
11a) Two researchers A and B adopted different techniques while rating the
students level. Can you say that the techniques adopted by them are
significant at 5% level? BTL-5 Evaluating

Researchers Below average Average Above average Genius Total

1918104/ Applied Probability and Statistics/ Dr. V. Vijayalakshmi. AP(Sel.G)
16
 A 40 33 25 2 100

86 60 44 10 200

B 126 93 69 12 300

Total
11b) From the following two sample values, find out whether they have come
from the same population at 5% level.

Sample I : 17 27 18 25 27 29 27 23 17 BTL-3 Applying

Sample II : 16 16 20 16 20 17 15 21
12a) The twelve die is were thrown 4096 times and a throw of six was
considered a success. The observed frequencies were as given below. Test
whether the dice were unbiased.
BTL-3 Applying
Number of Successess x : 0 1 2 3 4 5 6 7
and more
Frequency f : 447 1145 1180 796 380 115 25 8
12b) It is desired to determine whether there is less variability in the silver
plating done by Company I than that done by Company 2. If independent
random samples of size 1 of the two companies work yield s1 = 0.035 mil
BTL-5 Evaluating
and s2= 0.062 mil, test the null hypothesis  2   2 against the
1 2
alternative hypothesis  2
  2 at the 0.05 level of significance.
1 2
13a) To determine whether there really is a relationship between an
employee’s performance in the company’s training program and his or her
ultimate success in the job, the company takes a sample of 400 cases from
its very extensive files and obtains the results shown in the following
table
: Performances in the training Program

Below Average Average Above Average Total

Poor 23 60 29 112 BTL-3 Applying

Average 28 79 60 167

Very good 9 49 63 121

Total 60 188 152 400

Using the 0.01 level of significance to test the null hypothesis that
performance in the training program and success in the job are
independent.
13b) The Lapping process which is used to grind certain silicon wafers to the
proper thickness is acceptable only if  , the population standard
deviation of the thickness of dice cut from the wafers, is atmost 0.50 mil.
Use 0.05 level of significance to test the null hypothesis  = 0.50 against BTL-4 Analyzing
the alternative hypothesis  >0.50, if the thickness of 15 dice cut from
such wafers have a standard deviation of 0.64 mil.
14a) A cubical die is thrown 900 times and a throw of three or four is obtained
3210. Show that the die is biased one. BTL-6 Creating

1918104/ Applied Probability and Statistics/ Dr. V. Vijayalakshmi. AP(Sel.G)

17
14b) The nicotine contents in the two samples of tobacco are given below
Sample I : 21 24 25 26 27
BTL-6 Creating
Sample II : 22 27 28 30 31 36, Can you conclude that
the two samples have come from two population with same variance.
PART C
1) The means of two random samples of size 9 and 7 are 196.42 and 198.92
respectively. The sum of the squares of the deviation from the mean are
BTL-2 Understanding
26.94 and 18.73 respectively. Can the sample be considered to have been
drawn from the same normal population.
2) Two horses A and B were tested according to the time ( in seconds) to run
a particular track with the following results.
Horse 28 30 32 33 33 29 34
A
Horse 29 30 30 24 27 27 -
BTL-4 Analyzing
B
Test whether you can discriminate between two horses. You can use the
fact that 5 % value of t for 11 degrees of freedom is 2.2
3) An ample analysis of examination results of 500 students was made. It
was found that 220 students had failed. 170 had secured a third class, 90
were placed in second class and 20 got first class. Do these figures BTL-6 Creating
commensurate with the general examination result which is in the ration
4 : 3:2:1 for the various categories respectively.
4) Random samples of 400 men and 600 women were asked whether they
would like to have a flyover near their residence. 200 men and 325 women
BTL-3 Applying
were in favour of the proposal. Test the hypothesis that proportions of
men and women in favour of the proposal are same at 5 % level.
UNIT – V MULTIVARIATE ANALYSIS
PART A
1) Define random vectors. BTL-1 Remembering
2) .Define covariance matrix BTL-1 Remembering
3) State the properties of multivariate normal density. BTL-1 Remembering
4) Define Principal component analysis. BTL-1 Remembering
5) Define total population variance. BTL-1 Remembering
6) State the general objectives of principal components analysis. BTL-3 Applying
7) Define the expected value of a random matrix. BTL-1 Remembering
8) 4 1 2   2 0 0
   
If    1 9  3 and V 1/2   0 3 0 find  BTL-3 Applying
 2  3 25   0 0 5
   
9) 4 1 2 
 
If    1 9  3 Find the standard deviation matrix V1/2 BTL-4 Analyzing
 2  3 25 
 
10)  42 4 
  
If X =  52 5  Find x . BTL-4 Analyzing
 48 4 
 
11) Define second principle component. BTL-1 Remembering
12) If X1 and X2 are two uncorrelated random variables, then what is the
correlation coefficient matrix. BTL-2 Understanding

1918104/ Applied Probability and Statistics/ Dr. V. Vijayalakshmi. AP(Sel.G)

18
13) Define multivariate analysis. BTL-1 Remembering
14) State random matrices. BTL-1 Remembering
15) Establish the condition density of bivariate normal distribution. BTL-4 Analyzing
16) Explain correlation of variables and components. BTL-4 Analyzing
17) Enumerate rescaling the principal components. BTL-5 Evaluating
18) Define first principal component. BTL-1 Remembering
19) What is the formula to compute the population variance due to kth
principal component. BTL-2 Understanding
20) Explain the principal components obtained from standardized variables. BTL-2 Understanding
PART – B
1) Compute the covariance matrix with the following data.
0 1 P1(x1)
X1 X2
-1 0.24 0.06 0.3 BTL-2 Understanding
0 0.16 0.14 0.3
1 0.40 0 0.4
2) Explain partitioning the covariance matrix. BTL-1 Remembering
3) Explain the mean vector and covariance matrix for linear combination of
random variables BTL-1 Remembering
4) Discuss Bivariate normal density. BTL-1 Remembering
5) Prove that the correlation coefficient between the components are the
eigen values – eigen vector pairs for sigma. BTL-4 Analyzing

6) Consider the random vector X’ = {X1,X2} The discrete random variable

X1 have the following probability function :
X1 : -1 0 1
P1(X1): 0.3 0.3 0.4 and X2 have the BTL-3 Applying
following probability function
X2 : 0 1
P1(X1): 0.8 0.2
7) Let the random variables X1, X2 and X3 have the covariance matrix
 1  2 0 
  2 5 0  Determine the principal components of Y ,Y , BTL-5 Evaluating
 0 0 2
1 23

 
8)  4 1 0 
Let X be N (,  ) with  1 3 
3x1 3   0  Are X1, X2
BTL-2 Understanding
0 0 2
 
independent? What about (X1, X2) and X3.
9) Discuss principal components from standardized variables. BTL-1 Remembering
10) Explain principal component population. BTL-1 Remembering

1918104/ Applied Probability and Statistics/ Dr. V. Vijayalakshmi. AP(Sel.G)

19
11a) Let X be distributed as
 4 0 1
 
N3 (, ) where '  (1,1,2)and    0 5 0  which of the
 1 0 2 
  BTL-5 Evaluating
following random variables are independent ? Explain
i) X1 and X2
ii) X1 and X3
iii) X2 and X3 iv)
(X1, X3) and X2
11b) 1 4
For the covariance matrix     the derived correlation matrix
 4 100 
 1 0.4 BTL-3 Applying
P=   , Show that the principal components obtained from
 0.4 1 
covariance and correlation matrices are different.
12) Prove that If  is positive definite so that  -1 exists the  e =
1
e 1 e  e so ( , e) is an eigen value – eigen vector pair for
 
 BTL-3 Applying
1
 corresponding to the pair ( , e) for 1, also 1 is positive

definite.
13) Prove that the distribution of two linear combination of the components
of a random vector. BTL-4 Analyzing
14) Compute the principal components to the following matrices
 8 6 2 
  BTL-3 Applying
A    6 7  4
 2 4 3 
 
PART C
1) Compute the principal components to the following 3 x 3 variance
covariance matrix for n = 20.
 2.8889 9.8968 1.8120 
  BTL-3 Applying
A   9.8968 201.0183  5.65553
1.8210  5.6553 3.6276 
 
2) Prove that all the subsets of X are normally distributed BTL-3 Applying
3) Explain the distribution of a subset of a normal random vector BTL-1 Remembering
4) Explain the conditional density of bivariate normal distribution BTL-1 Remembering

*********************

1918104/ Applied Probability and Statistics/ Dr. V. Vijayalakshmi. AP(Sel.G)

20