M2

Module -1

Basic Probability

Question and Answer

1. In poker, a full house (3 cards of one rank and two of another, e.g. 3 fours and 2
queens) beats a flush (five cards of the same suit).

Solution- A player is more likely to be dealt a flush than a full house. We will be able to
precisely quantify the meaning of “more likely” here.

2. A coin is tossed repeatedly.

Solution- Each toss has two possible outcomes:

Heads (H) or Tails (T)

Bothequally likely. The outcome of each toss is unpredictable; so is the sequence of H and T.

3. A factory has two machines A and B making 60% and 40% respectively of the total
production. Machine A produces 3% defective items, and B produces 5% defective items.
Find the probability that a given defective part came from A.

Solution- We consider the following events:

A: Selected item comes from A.

B: Selected item comes from B.

D: Selected item is defective.

We are looking for . We know:

Now,
 So we need

Since, D is the union of the mutually exclusive events and (the entire sample space is
the union of the mutually exclusive events A and B)

4. Two fair dice are rolled, 1 red and 1 blue. The Sample Space is

S = {(1, 1),(1, 2), . . . ,(1, 6), . . . ,(6, 6)}.Total -36 outcomes, all equally likely (here (2, 3)
denotes the outcome where the red die show 2 and the blue one shows 3).

(a) Consider the following events:

A: Red die shows 6.

B: Blue die shows 6.

Find , and .

Solution:
 NOTE: so for this example.

This is not surprising - we expect A to occur in of cases. In of these cases i.e.

in of all cases, we expect B to also occur.

5. You are given a bag of marble. Inside the bag are 5 red marble, 4 white marble, 3 blue
marble. Calculate the probability that with 6 trials you choose 3 marbles that are red, 1
marble that is white and 2 marble is blue. Replacing each marble after it is chosen.

Solution:

6. You are randomly drawing cards from an ordinary deck of cards. Every time you pick
one you place it back in the deck. You do this 5 times. What is the probability of drawing 1
heart, 1 spade, 1club, and 2 diamonds?

Solution:

7. A plant places biscuits into boxes of 100. The probability that a biscuit is cracked is
0.03. Find the probability that a box contains 2 cracked biscuits

Solution
This is a binomial distribution by means of n = 100 besides p = 0.03.

These standards are external the range of the counters and include lengthy calculations.

Using the Poisson estimate (test: np = 100 x 0.3 = 3, which is less than 5)

Let X be the random variable of the number of cracked biscuits

The mean λ = np = 100 × 0.3 = 3

P(X = 2) = 0.224 (from counters)

8. If the probability that a light bulb is defective is 0.8, what is the probability that the light
bulb is not defective?

Solution:

Probability that the bulb is defective, p = 0.8

Probability that the bulb is not defective, q = 1 - p = 1 - 0.8 = 0.2

9. The effect of the degree of risk on the portfolio is illustrated as follows: Portfolio risk is
measured in this example when the correlation of the coefficients is -1, 1.5, -0.5, 9, + 1 when
x = - 1, the risk is the lowest, the risk would be zero if the percentage of inversion in values
X1 and Xj is modified so that the standard deviation becomes 0 and x = -1.

(i)When
 (ii)When

(iii)When

(iv)When,

10.

Let be a random variable such that

Find a lower bound to its variance.

Solution

The lower bound can be derived thanks to Chebyshev's inequality:

M2

Unit-2

Practice Theory Question

1. If , prove that ?

2. If ,prove that ?
3. Find the nth derivatives of

1.

2.
4. If ,prove that

5. If , prove that

. Hence find

6. Evaluate the following limits:

1.

2.

3.

4.

7. Show the equation of the tangent at any point to the curve

Also show that the portion of the tangent intercepted between the axes is of constant length?

8. Find the equation of the normal at any point to the curve

9. Prove that the pedal equation of the asteroid

10. Find the pedal equation of the

curve ?

11. Find the radius of curvature at any point of the following curves:

1. Cycloid:
2. Curve :
12. Find the maximum and minimum values of ?

13. Find the extreme value of the function ?

14. Find the asymptotes of

1.

2.

15. If , prove that

16. If , prove that .

17. If compute ?

18. Expand in power of and using Taylor’s theorem?

19. Expand in power of x and y as far as terms of third degree?

20. Find the maxima and minima of ?

21. Find the maximum and minimum distances of the points from the
sphere

M2

Practice theory Questions

1. Find the differential equation of all circles of radius a?

(Hint Equation of such circles are

)
2. Form the differential equation for are parameters.

3. Solve the differential equation ?

4. Solve the differential equation ?

5. Solve the differential equation ?

6. Solve the differential equation ?

7. Solve the differential equation ?

8. Solve the differential equation ?

9. Solve the differential equation ?

10. Solve the differential equation ?

11. Solve the differential equation ?

12. Solve the differential equation ?

13. Solve the differential equation ?

14. Solve the differential equation ?

15. Solve the differential equation ?

16. Solve the differential equation ?

17. Solve the differential equation ?

18. Solve the differential equation ?

19. Solve the differential equation ?

20. Solve the differential equation ?

21. Show that are the solutions of the differential

equation . Prove that these solutions are linearly dependent?

22. Show that is the unique solution of

satisfying ?

M2

Practice Theory Question

1. Test for convergence the improper integral

1.

2.

2. Show that the integral

exist if and only if

.

3. Test for convergence the improper integral

1.

2.

4. Test for convergence the improper integral

 1.

2.

5. Show the convergence using Abel’s test

1.

2.

6. Prove that =

7. Prove that

8. Compute the value ?

9. Express in terms of gamma function

10. Compute ?

11. Prove that

12. Prove that .

13. Prove that

M2

Unit – 5

Applied Statistics
Problem 1: two-tailed test

 Suppose Acme Drug Company develops a new drug, designed to prevent colds. The
company claims that the drug is equally effective for men and women. To test this
claim, they chose a simple random sample of 100 women and 200 men from a
population of 100,000 volunteers.
 At the end of the study, 38% of the women had a cold; and 51% of men caught a
cold. Based on these results, can we rule out the company's claim that the drug is
equally effective for men and women? Use a significance level of 0.05.

Solution:

The solution to this problem involves four steps: (1) state the hypotheses, (2) formulate an
analysis plan, (3) analyze the sample data, and (4) interpret the results. We work through the
following steps:

State the hypotheses. The first step is to affirm the null hypothesis and an alternative hypothesis.

Null hypothesis: P1 = P2

Alternative hypothesis: P1 ≠ P2

Note that these hypotheses constitute a two-tailed test. The null hypothesis will be rejected if the
proportion of population 1 is too large or too small.

Problem 2:

Formulate an analysis plan. For this analysis, the significance level is 0.05. The test method
is a two-sided z-test.

Analyze the sample data. Using the sample data, we calculated the proportion of the pooled
sample (p) and the standard error (SE). Using these measures, we compute the z-score (z)
test statistic.

Solution:
p = (p1 * n1 + p2 * n2) / (n1 + n2)

p = [(0.38 * 100) + (0.51 * 200)] / (100 + 200)

p = 140/300 = 0.467

SE = sqrt {p * (1 - p) * [(1 / n1) + (1 / n2)]}

SE = sqrt [0.467 * 0.533 * (1/100 + 1/200)]

SE = sqrt [0.003733] = 0.061

z = (p1 - p2) / SE = (0.38 - 0.51) /0.061 = -2.13

Where p1 is the proportion of the sample in sample 1, where p2 is the proportion of the sample in
sample 2, n1 is the size of sample 1 and n2 is the size of sample 2.

Since we have a two-tailed test, the P value is the probability that the z-score is less than -2.13 or
greater than 2.13.

We use the normal distribution calculator to find P (z <-2.13) = 0.017 and P (z> 2.13) = 0.017.
Therefore, the value P = 0.017 + 0.017 = 0.034.

Problem 3:

Suppose the previous example is declared slightly differently. Suppose Acme Drug
Company develops a new drug, designed to prevent colds. The company claims that the
drug is more effective for women than for men. To test this claim, they chose a simple
random sample of 100 women and 200 men from a population of 100,000 volunteers.

At the end of the study, 38% of the women had a cold; and 51% of men caught a cold.
Based on these results, can we conclude that the medication is more effective for women
than for men? Use a significance level of 0.01.

Solution:
The solution to this problem involves four steps: (1) state the hypotheses, (2) formulate an
analysis plan, (3) analyze the sample data, and (4) interpret the results. We work through the
following steps:

 State the hypotheses. The first step is to affirm the null hypothesis and an alternative
hypothesis.

Null hypothesis: P1> = P2

Alternative hypothesis: P1 <P2

Note that these hypotheses constitute a one-tailed test. The null hypothesis will be rejected if the
percentage of women who have a cold (p1) is sufficiently lower than the proportion of men who
have a cold (p2).

 Formulate an analysis plan. For this analysis, the significance level is 0.01. The test method is
a two-sided z-test.

 Analyze the sample data. Using the sample data, we calculated the proportion of the pooled
sample (p) and the standard error (SE). Using these measures, we compute the z-score (z) test
statistic.

p = (p1 * n1 + p2 * n2) / (n1 + n2)

p = [(0.38 * 100) + (0.51 * 200)] / (100 + 200)

p = 140/300 = 0.467

SE = sqrt{ p * ( 1 - p ) * [ (1/n1) + (1/n2) ] }

SE = sqrt[ 0.467 * 0.533 * ( 1/100 + 1/200 ) ]

SE = sqrt [0.003733] = 0.061

z = (p1 - p2) / SE = (0.38 - 0.51)/0.061 = -2.13

Where p1 is the proportion of the sample in sample 1, where p2 is the proportion of the sample in
sample 2, n1 is the size of sample 1 and n2 is the size of sample 2.
Subsequently we have a one-tailed test, the P significance is the probability that the z-score is
less than -2.13. We practice the normal distribution calculator to discover P (z <-2.13) = 0.017.
Therefore, the P value = 0.017.

Interpret the results. Since the P value (0.017) is greater than the significance level (0.01), we
cannot reject the null hypothesis

4. Write the steps to calculate a CI for the difference between two population proportions.

Ans:

1. Determine the confidence level and find the appropriate z*-value.

Refer to the above table.

2. Find the sample proportion

For the first sample by taking the total number from the first sample that are in the category of
interest and dividing by the sample size, n1. Similarly, find for the second sample.

3. Take the difference between the sample proportions,

4. Find

And divide that by n1. Find

And divide that by n2. Add these two results together and take the square root.

5. Multiply z* times the result from Step 4.

This step gives you the margin of error.

6. Take

Plus or minus the margin of error from Step 5 to obtain the CI.

The lower end of the CI is

 Minus the margin of error, and the upper end of the CI is

Plus the margin of error.

5. Eleven students were given a test in statistics. They were given a month’s further tuition
and the second test of equal difficulty was held at the end of this. Do the marks give
evidence that the students have benefitted by extra coaching?

Boys 1 2 3 4 5 6 7 8 9 10 11
Marks I test 23 20 19 21 18 20 18 17 23 16 19
Marks II test 24 19 22 18 20 22 20 20 23 20 17

Sol. We compute the mean and the S.D. Of the difference between the marks of the two tests as
under:

Assuming that the students

have not been benefitted by
extra coaching, it implies
that the mean of the difference between the marks of the two tests is zero i.e.

Then, nearly and df v=11-1=10

Students
1 23 24 1 0 0
2 20 19 -1 -2 4
3 19 22 3 2 4
4 21 18 -3 -4 16
5 18 20 2 1 1
6 20 22 2 1 1
7 18 20 2 1 1
8 17 20 3 2 4
9 23 23 - -1 1
10 16 20 4 3 9
11 19 17 -2 -3 9
From table IV, we find that (for v=10) =2.228. As the calculated value of , the
value of t is not significant at 5% level of significance i.e. the test provides no evidence that the
students have benefitted by extra coaching.

6. From a random sample of 10 pigs fed on diet A, the increase in weight in certain
period were 10,6,16,17,13,12,8,14,15,9 lbs. For another random sample of 12 pigs fed on
diet B, the increase in the same period were 7,13,22,15,12,14,18,8,21,23,10,17 lbs. Test
whether diets A and B differ significantly as regards their effect on increases in weight ?

Sol. We calculate the means and standard derivations of the samples as follows

Diet A Diet B
10 -2 4 7 -8 64
6 -6 36 13 -2 4
16 4 16 22 7 49
17 5 25 15 0 0
13 1 1 12 -3 9
12 0 0 14 -1 1
8 -4 16 18 3 9
14 2 4 8 -7 49
15 3 9 21 6 36
9 -3 9 23 8 64
10 -5 25
17 2 4

120 180 0 314

 Assuming that the
samples do not differ in weight so far as the two
diets are concerned i.e.

For v=20, we find =2.09

The calculated value of

Hence the difference between the samples means is not significant i.e. thew two diets do not
differ significantly as regards their effects on increase in weight.