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U2319371

(Pages —2) Reg NOT oo

Name: .
)
COLLEGE (AUTONOMOUS), ERNAKULAM
‘/flut ST. A o)
IoLAY B.Se. MAL&LRT'S
| A% SEMESTER S11 CBCS DEGREE END SEMESTER EXAMINATION
N EMATICS
OVEMBER 2023 (Regular 2022 | Supplementary 201920202021 Admission)
T )
- PROBABILITY DISTRIBUTIONS
: 3 hours A3CMTO119 Marks : 80
Time Maximum
PART A
.
Answe,er any , ten questions. Each question carries 2 marks.

1. Give an examplp e of a distribu tion which

distributj i does not have mean and variance. State whether it has
moment gencerating i i i
function and characteristic function.
2. The first fc our central moments of N a distribution are 0, 2.5,0.7 and 18.75. Test for the skewness of the
distribution.
3. Define conditional expectation.
diameter of 10. 10 cm and a
4. A grinding machine is so set that its production of shafis has an average
between 10.05 cm
standard deviation of 0.20 cm. The product specifications call for shaft diameters
normal distribution?
and 10.20 cm. What proportion of output meets the specification presuming
7 independent Bernoulli trials is 1/4. Find the
5. The ratio to 3 successes and 4 successes among

probability of success.
6. Define rectangular distribution.

7. State the lack of memory property of exponential distribution.

8. Define sampling distribution.
is obeyed.
bers. Give an example where the weak law
in statistical analysis.
- 10. Explain two important uses of F distribution
respect of t statistic.
11. State the important assumptions in
size n drawn
distribution of sample variance of a sample of
12. Define Chi-square statistic. What is the
from N(p, 62)?
(10 x2=20)
PART B
5 marks.
Answer any SiX questions. Each question carries
= E(X)E(Y)-
3. If X and Y are inde pendent random variables prove that E(XY)
tation of the sum of the numbers of points on them.
14. Two unbiased dice are thrown. Find the expec
is always equal to the variance.
15. Show that for Poisson distribution the mean
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 U2319371

. . ing data.
16. Fit a binomial distribution for the following
x 0 1 2 3 4 » )
4 30 36 25 5 r the probability of getting 80 126
he lower bound fo
the i
17. A symmetric dic is thrown 600 times. Find

sixes. /8.6/8.1/8 respe ctively. Show that the exacy valye

18. X takes¢ the c values _ —1,0, 1 withi probabilitie
ilities 1 i .
Tehebychefl"s inequality
of P{|X| = 1} is the same as the bound given b ) bability that a man coming (o the by
19. Buses in a certain route run every half an hour. What is the pro
stand at random will. have to waito at least 20 inutes?
m | random variables is. a student t r.v with
.
|
20. Prove that the ratio of two independent standard norma r
degree of freedom.
21. Obtain the moment generating function of Chi-square vari ate and hence obtain its mean and variance..
(6 x 5=30)

PART C .
. i
Each question carries 15 marks.
Answer any two questions.

22. Given the joint density function of two random variables X and Y as

fGoy)=4xy, 0<x<1,0<y<1l
Find (a) Marginal densities of X and Y.
(b) Conditional distributions of X given ¥ and that of ¥ given X.
(¢) V(X) and V(Y).
(d) CoefTicient of correlation between X and Y.
Prove that binomial tends to the normal as n becomes large provided neither p nor
q is very small
24. (a) State and prove Tchebycheff’s inequality.
(b) What are the advantages and disadvantages of Tchebycheff’s inequality?
25. Derive the sampling distribution of the sample variance
of samples taken from normal population.
Also prove that for large n, Chi-square distribution is
approximately normally distributed.

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@2x15=30)|
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 (Pages —2) Reg No:
Name:

2 EE S
5 S’:“A]v?:-]l-}HEPT'»S COLLEGE
CBCS
(AUTONOMOUS),
DEGREE END SEMESTER
ERNAKULAM
EXAMINATION
-t EMATICS
Eaa Q!o \ Admission)
SEMESTE
MESTER IIl - NOVEMBER 2022(Regular 2021|Supple mentary 2019|2020

STA3CMTO119 - PROBABILITY DISTRIBUTIONS

Time : 3 hours Maximum Marks : 80
PART A
Answer any ten questions. Each question carries 2 marks.

y.
The second an d fourth central moments of 3 a distribution are found to be 5.2 and 1 18 respectivel
Find kurtosis and comment.
Define conditional expectation.
L7 IfV(X) = 2, then obtain V(3X — 4).
. .
P ion of n .independent normal vari.ates 1S also a normal variate.
ine r combinat
Show that any linea

Derive the mean of Bernoulli distribution.

lity of getting at least seven heads.
Eight unbiased coins are tossed simultaneously. Find the probabi
Show that the weak law of large numbers is true for the mean of random sample of siz en froma

population with finite mean and variance.

{X;} of independent random
Examine whether the law of large numbers holds fo r the sequence
p(x, = 0) = 272K
variables defined as follows, P(X) = £2%) = 2-@k+1)
lity.
P(|X — 16| > 6) using Chebychev’s inequa
If X~N(16,4), find an upper bound for
10. What do you meant by sampling distribution?
respect of t-st atistic.
. State the important assumptions in
e of size n drawn
Chi -sq uar e stat isti c. Wha t is the distribution of sample varia nce of a sampl
v

12. Define
from N(p, 02)?
(10 x2=20)
PART B
qu estion carries 5 marks.
Answer any Six questions. Each
variables.
m O { expectation of a sum of independent
13. State and prove addition theore
of points on them.
dic e are thr own . Fin d the exp ectation of the su m of the numbers
14. Two unbiased
inequality.
15. State and prove Cauchy-Schwartz
bution.
16. Derive the mean of normal distri
following data.
17. Fit a binomial distribution for the
x 0 1 2 3 4
f 4 30 36 25 5
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rmi c, . U Use Tcheb yehefP's

ai plant germinat
i a certain
18. It is known that on the average 2/3 of the seeds of
ity that the number germinarminati ng will di iffer frop,
ting
‘ a ty to obtain an upper | bound of the probabilili
inequali
the expected number by more than 10 if 100 sceds arc planted. y .

19. A symmetric die is thrown 600 times. Find the lower bound for the probability of getting 80 to 129
sixes.
20. Establish the relation between normal, standard normal, student’s ¢, chi-square and F* distributions.
21. A random sample of size 16 is taken from a normal population with mean 30 and variance 64. Find

the probability that the sample variance will be less than the population variance.
(6 x5=30)
PART C
Answer any two questions. Each question carries 15 marks.

22. (a) For constant a, b, ¢ and d show that the

Cov(aX + bY,cX +dY) = acV(X) + bdV(Y) + (ad + bc)Cov(X, V).

(b) Show that the moment generating function of the sum of two independent random variables is
the product of their moment generating functions.
23. Fit an appropriate normal curve and calculate theoretical frequencies.
Class: 12—15 16—19 20-23 24-27 28-31 32-35
f: 5 10 22 25 20 12
24. Obtain the Poisson distribution as a limiting form of the binomial.
25. (a) Define Chi-square distribution.
(b) Find its moment generating function and thereby mean and variance.
(c) Derive its additive property.

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 vzl /5143

(Pages - 2) Reg No: ...

Name:

’\
l B ST.ALBERT'S COLLEGE (AUTONOMOUS), ERNAKULAM
B.Sc. MATHEMATICS CBCS DEGREE END SEMESTER EXAMINATION
SEMESTER 111 - NOVEMBER 2022(Supplementary 20172018 Admission)
STAZCMTO117 - PROBABILITY DISTRIBUTIONS
Time - 3 hours Maximum Marks : 80
PART A
Answer any ten questions. Each question carries 2 marks

1. The sccond and fournth central moments of a distribution are found to be 5.2 and 118 respectively.
Find kurtosis and comment.
2. Define conditional expectation.
3 IV(X) = 2, then obtain V(3Xx —4).
4. Show that any lincar combination of n independent normal variates is also a normal
variate.
5. Derive the mean of Bernoul)i distribution.
6. Eight unbiased coins are tossed simultancously. Find the probability of getting at least seven
heads.
7. Show that the weak law of large numbers is truc for the mean of random sample of size n from a
population with finite mean and variance.
8. Examine whether the law of large numbers holds for the sequence (X} of independent
random
variables defined as follows, P(X, = +2%) = 2-@k+1) p(x, = 0) = 272k,
9. If X~N(16,4), find an upper bound for P(|X — 16| > 6) using Chebychev’s inequality.
10. What do you meant by sampling distribution?

1. State the important assumptions in respect of ¢-statistic.

12. Define Chi-square statistic. What is the distribution of sample variance of a sample of size n drawn
from N(p, 6%)?

(10 x2=20)
PART B
Answer any six questions. Each question carries § marks.
13. State and prove addition thcorem of expectation of a sum of independent variables.
14. Two unbiased dice are thrown. Find the expectation of the sum of the numbers of points on them.

15. State and prove Cauchy-Schwartz inequality.

16. Derive the mean of normal distribution.
17. Fit a binomial distribution for the following data.
x 0 1 2 3 4
/4 30 36 25 5
PTO
 U22173043
Use Tchebychell’s
the sce ds of @ cer tain plant g rminate.
18. It is known that on the average 2/3 of germina ting will
differ from
ili ty tha t the nu mber
b ound of the probab
incquality to obtain an upper
sceds are planted.
exp ect ed num ber by more U han 10 il 100 of getting 8 010 120
the
lo we r bo un d fol r the pro bability
s. Fin d the
dic is thrown 60 0 time
19. A symmetric
F d istributions.
sixes. stu ident’s t, chi-square and
dard normal, 64. Find
the rel at io n be tw een normal, st: an an 30 and variance
20. Establish @ normal popul
ati on wi th me
le of si z¢ 16 is t aken [rom variance.
21. A random sa
mp
be le ss th an t he population
e sa mple variance
will 6x5=30)
y {h at th
the prnb.’xbilil

PART C 15 marks. @
s. FE ac h qu estion carries
fwe question
Answer any
’
p, ca nd d show that the (X,Y)
(a ) FF or co nstant @,
dv (y ) + (ad + bc) Ccov riables is
22.
+ d Y ) = acV(X)+b i nd ep en de nt random va
cX tw o
Cov(aX +bY. ng functio n
of the sum of
ncrati
th e moment gc
(b) Sh ow th at n: ctions.
gc ncraling fu
of their mo ! m e n t ncics-
the pro duct at e th e or et ical freque
d calcul
a l c n o r m a l curve an 28 —31 32- 35
a p p m p r i 24 2
- 7
23. Fitan 19 20— 23 20 12
12-15 16— 2 25
. 10 pinomial.
f: SS
Clfl.
5 form of the
the
24, Obtain tribut ion. nd varia nce.
Chi _squarc dis th er eb ; y me an &
25. (a) Define . ction and
ge ne rating fun @x15=3
moment
) Find its
property-
() De rive its additive
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