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14 views2 pages

Minor Iit

Uploaded by

Vaishnavi Bisen
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Department of Mathematics

MTL 106 (Probability and Stochastic Procesnes)


Minor Examination
Time: 1 hour Date: 22/09/2021
Max. Marks: 30

Note: The is closed-book, and all the


exam
questions are compulsory.
91 The following questions can have multiple correct answers. Write all the correct ansers. The
marks will be awarded only if you write all correct answers.

(a) Let the random variables X and Y defined on sample space (2, F) have same PME, Then,

i ) CDF of X and Y are same, (ii) Characteristic function of X and Y are same, (ii) X (w) =

Y(w), VwE S
(b) Let the random variables X and Y are such that E(XY) = E(X)E(Y). Then,

(1) Cov(X, Y)= 0, (i) X and Y are independent , ii) Cov(X - Y, Y) =Var(Y).
(c) Let XK N R be a random variable defined on probability space (N, F, P). Let Q be a
probability distribution of X and B is Borel a-ficld. Then,

6)Q:B [0, 1, (i) Q:R [0,1), (ii) Q((-o,a)) = P{X < z}, (iv) Q is continuous.
(d) Let X1, X2, X3, X4 be pairwise independent random variables and g1, 92 are Borel measurable
functions. Then,
i) 9(X1) and 9(X2) are independent, (i) Xi, X2, X3 are independent (ii) X1 and Xz are
independent, (iv) g{X1), gX2), 9{X3) are independent.
(e) Let the CDF of randonm variable X is given by

0 if z <0
i f 0r<l
Fr) = if 1<a<2
i f 2r<3
1 if 3 .
Then, () P{X = 1} = (i) P{X = 1} cannot be found from given information, (ii)
P{X S1} = (iv) X is a discrete random variable.

(1+1+1+1+1 marks)
Q.2 Give the final answer to the following questions. The justification of the answers is not required
The step marking is not applicable in these questions.

(a) Let X be a continuous random variable with PDF

fl)=a+Br2, 0SzSi
0, otherwise

If E(X) =find the values ofa and 3.


(2 marks)
(b) Let X be a discrete random variable with MGF Mx(t) = a + pest, E(X) = 3. Find i) a, 8,
ii) PMF of X.
(1+1 marks)

1
(c) A total of 4 buses carrying 148 students from the same school arrive at a football starliun.
The buses carry, respectively, 43, 30, 20, and 55 students. One of the students is randornly
selected. Let X denote the number of students that were on the bus carrying this raudonly
selected student. One of the 4 bus drivers is also randomly selected. Let Y denote the urnber
of students on the bus of randomly selected driver. Compute E[X) and E|Y|,
(2 marks)
(d) A fair coin is tossed three times. Let X = number ofheads in three tossings, and Y =difereni
in absolute value, between number of heads and number of tails. What is conditional PMFo
X given Y = 3.

(2 marks)
(e) Consider an experiment having three possible outcomes, 1, 2, 3, that occur with probabilities
1/2. 1/4, and 1/4, respectively. Suppose two independent repetitions of the experiment are
made and let X,, i = 1,2,3, denote the number of times the outcome i occurs. What is the
PMF of X1 + X2?

(2 marks)
Q.3 The following questions are descriptive type. Please provide detailed answers.

1. Let X, Y be iid RVs with common PDF

f t e ) = 2 e - 2 ifa>0,
f)= o ifr<0.
Let U = X+Y and V = X - Y. Find,
i) Joint PDF of U and V, ii) Marginals of U and V, ii) conditional PDF of V given U = u.
for some fixed u > 0.

(8 marks)
2. Suppose that two buses, A and B, operate on a route. A person arrives at a certain bus stop
on this route at time 0. Let X and Y be the arrival times of buses A and B, respectively, at
this bus stop. Suppose that X and Y are independent random variables and density function
of X is given by

3.if e [0.3
)0, otherwise,
and PDF of Y is given by

Su) = iify e j0,4|


0, otherwise.
What is the probability that bus A will arrive before bus B?
(3 marks)
3. Let X be a positive RV of the continuous type with PDF S(). Find the PDF of the RV
U =T If, in particular, X has the PDF

Slr)= if0srg3.

0, otherwise
wlat is the PDF of U?
4 marks)

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