0% found this document useful (0 votes)
46 views14 pages

Solution Set A IA II

This document discusses solving problems involving Poisson distribution, normal distribution, z-transforms, and their inverses. It also covers the convolution theorem and examples of finding the number of students within certain score ranges based on mean and standard deviation.

Uploaded by

Neha Parulekar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
46 views14 pages

Solution Set A IA II

This document discusses solving problems involving Poisson distribution, normal distribution, z-transforms, and their inverses. It also covers the convolution theorem and examples of finding the number of students within certain score ranges based on mean and standard deviation.

Uploaded by

Neha Parulekar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 14

_/4xamp le 1 : Find the relative maximum or minimum of the function

2 2 2
Z = X1 + X2 + X3 -4X1 - 8X2 - 12X3 + 100
Sol.: We have f (x1, x 2, x 3) = x 12 + x 22 + x 32 -4x1 - 8x2 - 12x3 + 100.
The stationary points are given by
= o, a, = o, = o.
dX1 ax2 ax3

Now,
a,
-;-- = 2x1 - 4 :. 2x1 - 4 = 0 :. x 1 = 2
aX1

a,
- - = 2X2 - 8 :. 2X2 - 8 = 0 :. X2 = 4
OX2
a, :. x = 6.
- = 2 x3 -1 2 :. 2x3 -1 2 = 0 3
OX 3

us, X (2, 4, 6) is th e st at io na ry point.


:. Th 0
--9 Example 3 : Can it be concluded that the average life-span of an Indian is more than 70
years, if a random sample of 100 Indians has an average life span of 71 ·8 years with standard
deviation of 8·9 years ? (M.U. 2004, 18)
Sol. : (i) Null Hypothesis H0 : µ = 70 years.
Alternative Hypothesis Ha : µ :t 70 years

(ii) Test Statistic : Z = X -;,;


aI n
Since we are given standard deviation of the sample, we put
X = 71-8, µ = 70, cr = 8-9, n = 100.
. z= 71-8 - 70 = 2.02
0 1·64
•• 8-9 I J100
Fig. 5.6
(iii) Level of Significance : a = 0·05.
(iv) Critical value : The value of Za at 5% level of significance is 1·96.
(v) Decision : Since the computed value of I Z I = 2·02 is greater than the critical value Za = 1·96,
the null hypothesis is rejected.
:. The hypothesis is rejected.
A Definiti on
A random variable Xis said to follow Poisson distribution if the probability of xis given by
e-mmx
P(X=x )=· , x=0,1,2 , .....
xi
and m (> O) is called the parameter of the distribution.
~efinition : A continuous random variable X is said to follow normal distribution with
parameter m (called mean) and cr2 (called variance), if its probability density function is given by
2
1(x-m) -oo<X<oo
f(x) = 1 e- 2 a
/2'i.•a - oo <m < oo, cr2 > o
r -L x'a m pl e 10 : Find the Z-transform of { sin
( k; +a)}. k?. 0.
Sol. : We have

z {f (k)} • ( kn + a )} = Z { • kn
= Z { sin sin cos ex + cos k1t sin a }
\ 3 3 3
= cos a• Z {sin k 1t} + sin a• Z {co s k 1t}
3 3
zsin(1t/3) . z 2
= cos a • - -
2
- - - - - + sin a • --zc -
os (1 t/3 )
- ----
z - 2z cos (1t/3) + 1 2
z - 2z cos (1t/3) + 1
[ By Ex. 7 and 5 above I
_ z { z sin a - sin a cos (1t/3) + cos a sin (1t/3)}
- z 2 - 2z cos (1t/3) + 1
= z{z sin a + sin [(1 t/3 )- a] } _ z[z sin a + sin
2
{1t /3- a) ]
z - 2z cos (1t/ 3) + 1 - 2
2 - z+1 •
(k)} be an y tw o one sided or ca usal sequences. Let
Convolution Theorem : Let {f (k)
} and {g
Y nsform of {g (k)},
Y
in the region I z I> (1 / R ) and Z-tra
= F (z) exist
Z-transform of {f (k)}, i.e., Z {f (k)} n Z- tra ns
1
for m of their convolution, i.e.,
ion I z I > (1
(z) exist in the reg } is given by 2 / R ), the
i.e., z {g (k )} = G (k)
z {h (k)} wh er e {h } = {f (k)} * {g (k)
Z {h (k)} = Z {f (k)} Z {g (k)}
I.e., H =F G
(z) {z) (z)

I.e., Z [ {f (k)} * {g (k)}) = F {Z) G (z)


R) • max ( R1) (1 /
valid in the region I z I R) where (1 / and R2) ].
> (1 / (1 /
2 2
-~mple 1 : Find the inverse Z-transform of F(z) = + , lzl> 1. (M.U. 2008, 14, 15)
,' 2
z -2z+1
Sol. : We have F(2 ) = 2
+2 = z+2 = 3 + 1
2 2
22 - 22 + 1 (2 - 1) (z -1) z- 1
1
Since, 121> 1, - < 1. :. We take out 2.
I2 I
... F(2)=- 3 --- - + - - -1- - - =3- ( 1--
z2 [ 1 - (1/ 2)]2 2 [1- (1/ 2)] 22
1 J- 2
1 ( 1--
+- 1 )-
1

2 2 2

=2-(1-(-2)•..!+ (-2)(-3) __1 _ (-2)(-3)(-4) __1 )


z2 2 2! 22 3! 23 + • • • •
1(1+-
+- 1 + - 12 + - 13 + ..... )
2 2 2 2

=3- ( 1+-+-+-+
z 2
2 3
2 22
4 ..... +--+
23
k-1
2k - 2 • • • • •
1(
+- 1 1 J
2 1+ i + 2 + •••••+
1
k -1
)
+ •••••
2 2

= 3(_..!_2 + 223 + ..... + k~1


2 + .....)+(..!+~+
2 • • • • • +~J
k
Z 2 2 2
1 3 +1 3k- 3 + 1
=-+ 2 + ..... + k + .....
z 2 2
1 4 7
:. F( z) =- +2 +3 + ..... + 3kk-2 + .....
z z z z
:. Co eff icie nt of z- k = 3k - 2, k > 1 .
:. z- 1 [F( z)] = {3 k- 2} , k > 1.
Axample 5 : In an intelligence test administered to 1000 students, the average was 42 and
standard deviation was 24. Find the number of students (i) exceeding the score 50 and (ii) between
30 and 54. (M.U. 2016)
Sol. : We have S.N.V. Z = - - -
X-m
cr
y
By data, m = 42 and cr = 24.
X-42
:. z = 24 •
5 42
(i) When X = 50, Z = 0~ = ; = 0-33
2
P (Z > 50) = area to the right of 0·33
= 0·5 - (area between Z = 0 and Z = 0·33) - 0·5 0 0·33 X
= 0·5 - 0·1293 = 0·3707 Fig. 4.13
(ii) When X = 30 and X = 54, we get
30 -42 54-42
Z=---=-0•5 and Z=---=0•5
24 24
P (30 Z < 54) = area between Z = - 0·5 to Z = 0·5
= 2 (area between Z = 0 and Z = 0·5)
= 2 (0·1915) = 0·3830
Number of students getting more than 50 marks
= Np = 1000 x 0·3707 = 371
Number of students getting marks between 30 and 54
=Np= 1000 x 0·383 = 383
~ a m p l e 2: Use the Kuhn-Tucker conditions to solve the following N.L.P.P.
Maximise z = 2x12 7x22 + 12x x
1 2
subject to 2x1 + 5x2 < 98
X1, X2 0. (M.U.200 4,07,11,1 4,18)
; Sol. : We rewrite the given problem as
• f (x,, X2) = ·2x, 2 - 7x 2 + 12x x
2 1 2
and h (x,, x2) = 2x1 + 5x2 - 98.
Now, Kuhn-Tucker conditions are
j!_ - A ah = 0, - A ah = 0
ax, ax, ax2 ax2 '
Ah (x,, x 2) = 0, h (x1, x 2) < 0, 'A,> O
:. We get
4x, + 12x2 - 2'A. = 0 .......... (1) -14x2 + 12x~ - 5'A. = O .......... (2)
A (2x1 + 5x2 - 98) = 0 .......... (3) 2x1 + 5x2 - 98 < 0 .......... (4)
x,, X2, A > 0 .......... (5)
From (3), we g~t either A = 0 or 2x1 + 5x2 - 98 = O.
Case 1 : If A= 0, from (1) and (2), we get
4x1 + 12x2 = 0 and 12x1 -14x2 =
Solving ~hese equation we find that x 1 0, x2 := 0. This solution gives z = 0.
HenCE:, for A = 0, feasible solution is not obtain_e~. . =- 1_ <: :..
We reje~t these val~es. . , .,
Case 2 : 1f A* 0, 2x1 + 5x2 - 98 = O . ...... u............ (6)
To find x 1 ,'· x 2 we obtain one more· relation between x 1 , x 2 by eliminatin g A from (1)
and (2).
Now, multiply (1) by 5, (2) by 2 and. ...,subtract.
.•. 20x1 + 60x2 + 28x2 - 24x1 = 0
:. - 4x1 + 88x2 = 0 :. - x1 + 22x2 = 0 .................... (7)
Putting x 1 = 22x2 in (6), we get ·, !
44x2 + 5x2 = 98 :. x2 = 2 and X1 = 44.
Now, from (1), 176 + 24 = 2A : .. A= 100, A> 0.
! These values satisfy all the necessary conditions.
1 :. The optimal solution is x1 = 44, X2 = 2.
. t·
1
.-. ZMax = 2 (1936)- 7 (4) + 12 (44) (2) = 4900.
l
~ample 7: If Xis a normal variate with mean 10 and standard deviation 4, find
(i) P (IX - 141 < 1), (ii) P (5 s; X s; 18), (iii) P (X < 12). (M.U. 2002, 09, 16)
Sol. : We have Z = X - m = X - 1O
cr 4
(i) When X = 14, z = 14 - 10 = 1
4
:. P (IX - 141 < 1) = P (I Z Is; 1) = area between (Z = -1 and Z = 1)
= 2 (area between Z = 0 and Z = 1)
= 2 (0·3413) = 0·6826
X X

-1 0 1 z 0 2 z
Fig. 4.9 (a) Fig. 4.9 (b)
5-10
(ii) When X = 5, Z =
4
= -1-25 When X = 18, z = 18 - 10 =
2
4
:. P(5<X<18)=P(-1·25<Z<2)
= area between Z = - 1·25 and Z = 2
= (area between Z = 0 and Z = 1·25) + (are between Z = 0 and Z = 2)
= 0·3944 + 0·4772 = 0·8716
12-10
(Iii) WhenZ=12 Z=---=0-5
' 4
:. P (X < 12) = P (Z < 0·5) = area upto Z = 0 < 0·5
= (area from - 00 to Z = 0) + (area from Z = 0 to Z = 0·5)
= 0·5 + 0·1915 = 0·6915.

You might also like