Indian Institute of Space Science and Technology

B.Tech Aerospace, Avionics & Physical Sciences

MA-311 PROBABILITY AND STATISTICS
Tutorial on Statistics

1 Theoritical questions

1. Let X and Y be two random variables such that X and X + Y are independent. Show that X
and Y are never independent.

2. State and prove Markov’s inequality

3. State and prove Chebyshev’s inequality

4. State and prove weak law of large numbers.

5. Let Xn ∼ b(n, p) be such that np −→ λ as n −→ ∞ (p −→ 0). Show that the distribution of Xn

tends to a distribution of a Poisson random variable.
Xn − np
6. Let Xn ∼ b(n, p) be such that p = 0.5. Using mgf technique show that the distribution of √
npq
tends to a N (0, 1) as n −→ ∞.

7. Let Xn ∼ b(n, p) be such that p = 0.5. Using Central Limit Theorem show that the distribution
Xn − np
of √ tends to a N (0, 1) as n −→ ∞.
npq

8. Let X and Y be independent random variables such that X +Y ∼ N (µ1 , σ1 2 ) and Y ∼ N (µ2 , σ2 2 ).
Does X follows normal distribution?
X −µ 2
 
2
9. Let X ∼ N (µ, σ ). Find the m.g.f of .
σ

10. Let (X1 , X2 , · · · , Xn ) is a sample from a N (µ, σ 2 ) population. Show that X̄ and (X1 − X̄, X2 −
X̄, · · · , Xn − X̄) are independent. Further show that S 2 and X̄ are independent.

11. Let X ∼ χ2 (m) and Y ∼ χ2 (n) are independent where m > n. Is X − Y ∼ χ2 (m − n)?
n 2
(n − 1)S 2 X

Xi − µ
12. Let (X1 , X2 , · · · , Xn ) is a sample from a N (µ, σ 2 ) population. Show that = −
σ2 σ
i=1
2
(n − 1)S 2

X −µ
√ . Further show that ∼ χ2 (n − 1).
σ/ n σ2
13. Let (X1 , X2 , · · · , Xn ) be a sample from a population. Show that
 !2 
n n
" n #
1 X X 1 X
S2 = n Xi 2 − Xi  = (Xi − µ)2 − n(X − µ)2
n(n − 1) n−1
i=1 i=1 i=1

14. Let (X1 , X2 , · · · , Xn ) is a sample from a population. Find E(S 2 ) and V ar(S 2 ).

1
15. Let X, Y, Z, W ∼ N (µ, σ 2 ) and are independent. Show that
√
3(W − µ)
p ∼ t(3).
X 2 + Y 2 + Z 2 + 3µ2 − 2µ(X + Y + Z)

16. Let W, X, Y ∼ N (µ, σ 2 ) are independent. Show that

√
2(W − µ)
p ∼ t(2)
X + Y + 2µ2 − 2µ(X + Y )
2 2

17. State factorization theorem for sufficient estimators. Suppose a population S is following N (µ, σ 2 )
distribution. Show that for a sample (X1 , X2 , · · · , Xn ), the statistics X1 + X2 + · · · + Xn is a
sufficient estimator for µ.

18. S1 and S2 be two population with unknown mean µ1 and µ2 . With explanation, find an estimator
for µ1 −µ2 . Check unbiasedness, consistency and sufficiency of the estimator. If both the population
is given to be normal with s.d σ1 and σ2 respectively, is the estimator of µ1 − µ2 most efficient?

19. Let S1 and S2 be two populations with unknown mean µ1 and µ2 and known variances σ1 2 and σ2 2
respectively. Find a point estimator of µ1 + µ2 . Check whether the estimator is unbiased. Further
find a 100(1 − α)% confidence interval for µ1 + µ2 . You may assume that the samples are large.
Z Z
20. Let Z ∼ N (0, 1). Define T := √ = = 1; but according to the definition T is a t-variate with
Z 2 Z
1-df. Where is the fallacy?

21. With explanation give an example of a consistent estimator which is not unbiased.

22. Using Chebyshev’s inequality and properties of Chi squared distribution, show that S 2 is a con-
sistent estimator of σ 2 . Assume that the population is normal.

2 Numerical questions

1. In an exam, the mean score of the students is 70 and the variance is 16. What is the probability
that a student’s score will lie within the 54 and 86? What percentage of students will lie within 2
standard deviations on either side of the mean score?

2. Error in an experiment follows a distribution with mean .001 and variance .04. What can you
say about the probability that the error will not exceed 50% of the standard deviations from the
mean?

3. An unbiased coin is tossed 40,000 times. With proper explanation calculate the approximate value
of the probability that number of heads occurs in the experiment is at least 20,050? Given that
Φ(.05) = 0.3085.

4. An urn contains 25 paisa and 50 paisa coins. 200 times coins are chosen from the urn with
replacement and found that the number of 50 paisa coins among those 200 coins were only 8.
With proper explanation, find the probability that the number of 50 paisa coin will be 10 during
the experiment. Given that F (9) = 0.7166 and F (10) = 0.8159, where F (.) denotes the cdf of
Poisson distribution.

2
 5. A 10 meter by 10 meter plot of land, is divided into a grid of 100 squares. 300 seeds are scattered
on this plot. Assume that each seed falls at random, so that it is equally likely to fall on any of
the 100 squares. Consider the square in the upper left hand corner. What is the probability that
exactly 4 seeds fall in it? What is the probability that 0 seeds fall in it?

6. A certain component is critical to the operation of an electrical system and must be replaced
immediately upon failure. If the mean lifetime of this type of component is 100 hours and its stan-
dard deviation is 30 hours, how many of the components must be in stock so that the probability
that the system is in continual operation for the next 2000 hours is at least .95?

7. Each computer chip made in a certain plant will, independently, be defective with probability .25.
If a sample of 1, 000 chips is tested, what is the approximate probability that fewer than 200 chips
will be defective?

8. The following data represent the number of minutes each of a random sample of 12 recent patients
at a medical clinic spent waiting to see a physician:

46, 38, 22, 54, 60, 36, 44, 50, 35, 66, 48, 30

Use these data to estimate the average waiting time of all patients at this clinic. What is the
standard error in estimating the average waiting time while it is given that the population standard
deviation is 12? What is the sample size (how many times of the present one) needed if the standard
error is to be reduced by 1/4th of the present one?

9. A school district is trying to determine its students’ reaction to a proposed dress code. To do
so,the school selected a random sample of 50 students and questioned them. If 20 were in favor of
the proposal, then
(a) Estimate the proportion of all students who are in favor.
(b) Estimate the standard error of the estimate.

10. The following data refer to the amounts (in tons) of chemicals produced daily at a chemical plant.
Use them to estimate the mean and the variance of the daily production.

776, 810, 790, 788, 822, 806, 795, 807, 812, 791

11. From past experience, a professor knows that the test score of a student taking her final exami-
nation is a random variable with mean 75.
(a) Give an upper bound to the probability that a student’s test score will exceed 85.
Suppose in addition the professor knows that the variance of a student’s test score is equal to 25.
(b) What can be said about the probability that a student will score between 65 and 85?
(c) How many students would have to take the examination so as to ensure, with probability at
least 0.9, that the class average would be within 5 of 75?

12. Find the maximum likelihood estimate of θ in the density f (x) = θe−θx if x ≥ 0 and f (x) = 0 if
x < 0.

13. Suppose that n independent trials, each of which is a success with probability p, are performed.
What is the maximum likelihood estimator of p?

3
14. The number of traffic accidents in Berkeley, California, in 10 randomly chosen non rainy days in
1998 is as follows:
4, 0, 6, 5, 2, 1, 2, 0, 4, 3
Use these data to estimate the proportion of non rainy days that had 2 or fewer accidents that
year.
15. What is the maximum error one can expect to make with probability 0.90 when using the mean
of a random sample of size n = 64 to estimate the mean of a population with σ 2 = 2.56?
16. In a study of automobile collision insurance costs, a random sample of 80 body repair costs for a
particular kind of damage had a mean of $472.36 and a S.D of $62.35. If x̄ = $472.36 is used as
a point estimate of the true average repair cost of this kind of damage, with what confidence can
one assert that the error does not exceed $10 (Ans: 84.7%).
17. Suppose that when a signal having value µ is transmitted from location A the value received at
location B is normally distributed with mean µ and variance 4. That is, if µ is sent, then the
value received is µ + N where N , representing noise. To reduce error, suppose the same value is
sent 9 times. If the successive values received are 5, 8.5, 12, 15, 7, 9, 7.5, 6.5, 10.5, construct a 95%
percent confidence interval for µ. Again construct a 99% percent confidence interval for µ. Find a
ML estimate of µ.
18. From past experience it is known that the weights of salmon grown at a commercial hatchery are
normal with a mean that varies from season to season but with a standard deviation that remains
fixed at 0.3 pounds. If we want to be 95 percent certain that our estimate of the present season’s
mean weight of a salmon is correct to within ±0.1 pounds, how large a sample is needed?
19. Let us again consider Question 17 but let us now suppose that when the value µ is transmitted at
location A then the value received at location B is normal with mean µ and variance σ 2 where σ 2
being unknown. If 9 successive values are, as 5, 8.5, 12, 15, 7, 9, 7.5, 6.5, 10.5, compute a 95 percent
confidence interval for µ.
20. A standardized procedure is expected to produce washers with very small deviation in their
thicknesses. Suppose that 10 such washers were chosen and measured. If the thicknesses of these
washers were, in inches .123.124.126.120.130.133.125.128.124.126, what is a 90 percent confidence
interval for the standard deviation of the thickness of a washer produced by this procedure?
Assume the population to follow normal distribution.
21. If we want to determine the average mechanical aptitude of a large group of workers, how large
a random sample will we need to be able to assert with probability 0.95 that the sample mean
will not differ from the true mean by more than 3.0 points? Assume that it is known from past
experience that σ = 20.0.
22. The dean of a college wants to use the mean of a random sample to estimate the average amount
of time students take to get from one class to the next, and she wants to be able to assert with
99% confidence that the error is at most 0.25 minute. If it can be presumed from experience that
σ = 1.40 minutes, how large a sample will she have to take? (Ans: n = 208)
23. A random sample of 100 teachers in a large metropolitan area revealed a mean weekly salary of
$487 with a S.D of $48. With what degree of confidence can we assert that the average weekly
salary of all teachers in the metropolitan area is between $472 and $502? (Ans: 99.82%)
24. A random sample of 20 students obtained a mean of x̄ = 72 and a variance of s2 = 16 on a college
placement test in mathematics. Assuming the scores to be normally distributed, construct a 98%
confidence interval for σ 2 .

4
25. The following data resulted from 24 independent measurements of the melting point of lead in
celsius.
330 322 345 328.6 331 342 342.4 340.4
329.7 334 326.5 325.8 337.5 327.3 322.6 341
340 333 343.3 331 341 329.5 332.3 340
Assume that the measurements can be regarded as constituting a normal sample whose mean is
the true melting point of lead. (i) Find an ML estimate of the mean of the concerned population.
(ii) Determine a 95% confidence interval for this value. (iii) Find α for which the maximum error
while estimating the melting point is 2 unit with confidence (1 − α)100%.

26. A particle in XY Z-space moves keeping a random distance (Euclidean) from a certain point such
that the X-axis, Y -axis aned Z-axis distances independently follows N (0, 4) distribution. Find
the probability that the ratio of the Z axis distance to the Euclidean distance in XY -plave will
exceed 1/2.

27. In a place, the number of accidents in a week has Poisson distribution. Suppose the weekly number
of accidents over a 30-week period is as follows:

8 0 0 1 3 4 0 2 12 5
1 8 0 2 0 1 9 3 4 5
3 3 4 7 4 0 1 2 1 2

Find an ML estimate of the Poisson parameter of the concerned population.

***END***