Ex/TIU/B.Sc. (D.Sc.)/ESA.

/AUTUMN /2023-24

B.Sc. Data Science, 2nd YR. ESA EXAMINATIONS, (AUTUMN) SESSION 2023-24
Subject Name: PROBABILITY THEORY AND BAYESIAN STATISTICS
Subject Code: TIU-UDS-T203
Full Marks: 70 Time Allotted: 3 hours
The figures in the right margin indicate full marks.
Candidates are required to give their answer in their own words as far as applicable.
Unless otherwise specified, the notations / symbols have their usual meanings.
Use of non-programmable calculator is allowed.

Group-A

1. (Answer any ten questions) 2 x10 = 20

i) The MGF of a random variable X is given by, M X ( t )=e(4 t +32 t )

Find the E[X] = ?

( )
5
4 1 t
ii) The MGF of a random variable X is given by, M X ( t )= + e Find, the 2nd Cumulant, i.e.,
5 5
K 2=?

For a random variable X, its MGF is given by, M X ( t )=e 3 (e −1)Find G X ( 1 )=? [Here, G X is
t

iii)
the probability generating function of X]

iv) For two random variables X and Y, if Var ( X )=5 ,Var ( Y )=10∧Cov ( X , Y )=5
Find Var ( 2 X +3 Y )=?

v) If X and Y are two independent random variables with E ( X )=5 and E ( Y )=3 .
Find, Cov(X,Y) = ?

vi) If the joint pdf of (X,Y) is given by -

2 3
f X , Y ( x , y )=K x y ; 0< X <1 , 0<Y <1 0 ; Otherwise
Find the value of K :

vii) If X 1 , X 2 , … , X n are n independent random variables, then prove that -

M X + X +…+ X ( t )=M X ( t ) ∙ M X (t )∙∙ ∙∙ M X ( t )
1 2 n 1 2 n

viii) State the Central Limit Theorem.

ix) Let X 1 , X 2 , … , X 20be independent Poisson random variables with mean 1.

Use the Markov inequality to obtain a bound on P ¿

If ( X , Y ) BVN ( μ1 , μ 2 , σ 1 , σ 2 , ρ ) , then write the pdf of ( X , Y ) .

2 2
x)
(Here BVN means Bivariate Normal Distribution)

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X −μ x
xi) If two random variables X and Y are related as Y =
σx
where E ( X )=μx ∧Var ( X )=σ 2x . Find E ( Y ) and Var ( Y ) :

If ( X , Y ) BVN ( μ1 , μ 2 , σ 1 , σ 2 , ρ ) , write the MGF of ( X , Y ) i.e., M X , Y ( t 1 , t 2 )= ?

2 2
xii)

Group- B

(Answer any four of the following questions) 5x4 = 20

2. State and Prove Markov’s Inequality.

`
3. If X 1 and X 2 are two independent random variables such that X 1 N ( 2, 4 ) and X 2 N (3 , 9) .
Find the distribution of (X ¿ ¿1+ X 2) ¿ ? ne and Q-

n
4. If X Bin ( n , p ) then prove that - MGF of X, M X ( t )=( p e t +q )

5. X , Y and Z are three random variables such that X and Y are independent and Z = XY
1
X can take two values 10 and 20, and the probability that X is 10 is .
3
1 1
Y can take three values 5, 6 and 7. The probability that Y is 5 is and that it is 6 is .
4 2
Find the expectation of Z.

6. Derive the marginal probability distribution of X ( i.e., f X ( x ) ) from the joint probability
distribution of ( X , Y ) BVN ( μ1 , μ 2 , σ 1 , σ 2 , ρ )
2 2

Group C

(Answer any three of the following questions) 10x3 = 30

7. The joint pdf of (X,Y) is given by, (2+2+2+2+2)

x+ y
f ( x , y )= ; 0< x <2 , 0< y <1¿ 0 ; otherwise Find – i) P [ X >Y ] =?
3
ii) P [ X <Y ] =? iii) The marginal probability density function of X ,i.e. f X ( x )=?
iv) The marginal probability density function of Y ,i.e. f Y ( y )=?
v) Are X and Y independent?

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(2+2+2+2+2)
8. The bivariate probability distribution of two random variables X and Y is given by,

1
P [ X=x ,Y = y ] = ( x +2 y )where x = 0, 1, 2 and y = 0, 1, 2
27

Find – i) E(X) = ?
ii) E(Y) = ?
iii) Var(X) = ?
iv) Var(Y) = ?
v) P[ X +Y =2] = ?

9. The pmf of the random variable X is given by, (5+2+3)

x−1
f ( x )= p q ; x =1 ,2 , 3 , …upto ∞
Find the MGF of X and hence its mean and variance .
(8+1+1)
10. Derive the pdf of the conditional distribution of X given Y = y , i .e . , f X ∨Y (x∨Y = y )
for ( X , Y ) BVN ( μ1 , μ 2 , σ 1 , σ 2 , ρ ) and hence write its mean and variance:
2 2

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