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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020

1
3 3  t
M X t     1  
3t  t
3 1   
3
 3
1  t  2  t2  2  t3 
2 3
t t t
 1          1          
3 3 3 3  1!  9  2!  9  3! 
 tr 
 
E X r  r'  coefficient of   in M X  t 
 r!
 t2 
  2
E X 2  2'  coefficient of   in M X  t   .
 2!  9
2e2 x ; x  0

P
11. A random variable X has density function given by f   
x  . Find m.g.f of X
0 ; x  0
  

AP
M X  t   E  etx    e f  x  dx   e 2e dx  2 e dx
tx tx 2 x  2 t  x

 0 0

 e  2 t  x  2  0 2 2
 2   [e  e ]  [0  1]  ,t  2 .
  (2  t ) 0 2  t 2  t 2  t
x 2 e x
12. A continuous RV X has the pdf f (x) 
R , x  0 . Find the rth moment of X about the origin.
2
   
x 2e x 1 1
r  E[ X r ]  x   xr dx   x r  2e  x dx   x ( r 3) 1e  x dx
r
f ( x)dx
CO

 0
2 20 20

1
x
n 1  x
 (r  3) e dx  (n)
2 0

1
 (r  2)! if n is positive int eger (n)  (n  1)!
U

2
13. For a Binomial distribution with mean 2 and standard deviation 2 , find the first two terms of the
distribution. (May/June 2014)
ST

1 2 2
np  6 and npq  2  npq  2  6q  2  q   p n  6  n  9
3 3 3
x 9 x
 2 1
P  X  x   n Cx p q  9C x    
x n x

 3  3
0 9 9
 2 1 1
P  X  0   9C0       
 3  3  3
1 8
 2 1 2 1 2
P  X  1  9C1      9   8  7
 3 3 3 3 3
14. Define Binomial Distribution .What are its mean and variance? ( April/May 2017)
x n x
The Probability of ‘x’ successes in ‘n’ trials is given by P( X  x)  nCx p q , x  0,1, 2,...
Mean = np and variance = npq

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15. One percent of jobs arriving at a computer system need to wait until weekends for scheduling, owing to
core-size limitations. Find the probability that among a sample of 200 jobs there are no jobs that have
to wait until weekends.
X be the Random variable denoting the no. of jobs that have to wait
p = 1%= 0.01, n = 200,  = np = (200)(0.01) =2,
e   x
By Poisson distribution, P( X  x)  , x  0,1, 2,.....
x!
e2 20
Probability that there are no jobs that have to wait until weekends = P( X  0)   e2  0.1353
0!
16. A quality control inspector rejects 40% of a certain product. Find the probability that the first
acceptable product is the third one inspected.
Probability of rejection = q = 0.4

P
Probability of acceptance = p = 0.6
P(X  x)  q x 1p, x  1,2,3,....

AP
P(X=3) = q3-1p= (.4)2(.6) = 0.096
17. If the probability that a target is destroyed on any one shot is 0.5, find the probability that it would be
destroyed on 6th attempt. (Nov / Dec 2013)
Given that, the probability that a target is destroyed on any one shot is 0.5
p  0.5  q  1  p  1  0.5  0.5
By Geometric Distribution, P(X  x)  q x 1p, x  1,2,3,.... ; P(X  6)  (0.5)61 (0.5)  (0.5)6  0.0156
R
4
18. If X is a Uniformly distributed R.V with mean 1 and variance , find P(X<0).
3
CO
ab
Mean =  1  a  b  2 --------------(1)
2
b  a 4
2

variance =   b  a  4 ---------------(2)
12 3
(1) + (2) 2b = 6  b = 3
U

(1) – (2) 2a = -2  a = -1

 1 1
 , a xb  , 1  x  3
f ( x)   b  a  f ( x)   4
ST


0 , otherwise 
0 , otherwise
0 0
1 1 0 1
P(X  0)  f (x)dx   dx   x 1  .
1 1
4 4 4
19. Suppose the length of life of an appliance has an exponential distribution with mean 10 years. What is
the probability that the average life time of a random sample of the appliances is atleast 10.5?
Mean of the exponential distribution = E(X) = 1/10 = 1/
x
1 1 
 , f (x)  ex , x  0  f (x)  e 10 , x  0
10 10
  x
1 10
P(X  10.5)  f (x)dx  e dx  e 1.05  0.3499
10.5 10.5
10

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20. If X is a normal variate with mean  30 and S.D = 5. Find P  26  X  40

X follows N(30, 5)   30 &   5
X 
Let Z  be the standard normal variate

 26  30 40  30 
P  26  X  40  P  Z  P  0.8  Z  2  P 0.8  Z  0  P 0  Z  2
 5 5 
 P 0  Z  0.8  0  Z  2  0.2881  0.4772  0.7653 .
PART – B
1. i) A random variable X has the following probability function:
X : 0 1 2 3 4 5 6 7
2 2 2
P X : 0 K 2 K 2 K 3K K 2 K 7 K K

P
Find (i) K (ii) Evaluate P  X  6 , P  X  6 and P  0  X  5 (iii) Determine the distribution

AP
1
function of X (iv) P 1.5  X  4.5 X  2 (v) E  3 X  4 , Var(3 X  4) (vi) If P  X  C   , find
2
the minimum value of C . (April/May 2015)
Solution:
(i) We know that  P( X  x )  1
i
i

7
R
  P  X  x   1,
x 0
 K  2K  2K  3K  K 2  2K 2  7K 2  K  1
CO
1
 10K2+9K−1=0  K  or K  1 ( here K  1 is impossible, since P( X  x)  0 )
10
1
K 
10
 The probability mass function is
U

X x 0 1 2 3 4 5 6 7
P( X  x) 0 1 2 2 3 1 2 17
ST

10 10 10 10 100 100 100

1 2 2 3 1 81
(ii) P  X  6  P  X  0  P  X  1  ...  P  X  5      
10 10 10 10 100 100
81 19
P  X  6  1  P  X  6  1  
100 100
P  0  X  5  P  X  1  P  X  2  P  X  3  P  X  4  K  2 K  2 K  3K
8 4
 8K  
10 5
(iii) The distribution of X is given by FX  x  defined by FX  x   P  X  x 

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P( X  x)
X x FX  x   P  X  x 
0 0 0 ,x 1
1 1 1
1 0+ = , 1 x  2
10 10 10
2 1 2 3
2 0+ + = , 2 x3
10 10 10 10
2 1 2 2 5
3 0+ + + = ,3  x  4
10 10 10 10 10
3 1 2 2 3 8 4
4 0+ + + + =  ,4  x  5
10 10 10 10 10 10 5
1 1 2 2 3 1 81
5 0+ + + + + = , 5 x6

P
100 10 10 10 10 100 100
2 1 2 2 3 1 2 83
6 0+ + + + + + = , 6 x7

AP
100 10 10 10 10 100 100 100
17 1 2 2 3 1 2 17 100
7 0+ + + + + + + =  1, x  7
100 10 10 10 10 100 100 100 100

P( X  2,3,4  X  3,4,5,6,7) P( X  3,4)

(iv) P(1.5  X  4.5 / X  2)  
P( X  3,4,5,6,7) P( X  3,4,5,6,7)
R P( X  3)  P( X  4)

P( X  3)  P( X  4)  P( X  5)  P( X  6)  P( X  7)
2 K  3K 5K 5 5
CO
   
2 K  3K  K  2 K  7 K  K 6 K  10 K
2 2 2 2
6  10 K 7
(v) To find E  3 X  4 , Var(3 X  4)
E 3X  4  3E( X )  E(4)  3E( X )  4      (1)
Var (3 X  4)  32Var ( X )  Var (4)  9Var ( X )  0  9Var ( X )
U

Var(3X  4)  9Var( X )          (2)

E ( X )   xP( X  x)
 0  P( X  0)  1 P( X  1)  2  P( X  2)  3  P( X  3)  4  P( X  4)
ST

 5  P( X  5)  6  P( X  6)  7  P( X  7)
 0  1 K  2  2K  3  2K  4  3K  5  K 2  6  2K 2  7  (7 K 2  K )
30 66 366
 K  4K  6K  12K  5K 2  12K 2  49K 2  7K  30 K  66 K 2   
10 100 100
E ( X 2 )   x 2 P( X  x)
 0  P( X  0)  12  P( X  1)  22  P( X  2)  32  P( X  3)  4 2  P( X  4)
 52  P( X  5)  62  P( X  6)  7 2  P( X  7)
 0  12  K  22  2K  32  2K  42  3K  52  K 2  62  2K 2  72  (7 K 2  K )
 K  8K  18K  48K  25K 2  72K 2  343K 2  49K
124 440 1240  440 1680 168 84
 124 K  440 K 2      
10 100 100 100 10 5

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3  366 1098  400 698

(1) E 3X  4   4   69.8
100 100 100
(2)  Var (3 X  4)  9Var ( X )  9  E ( X )   E ( X )    9 16.8  13.3956  30.6396
2 2

1
(vi) To find the minimum value of C if P  X  C  
2
P( X  x)
X x P( X  x)

1
0 0 0<
2
1 1 1 1
1 0+ = <
10 10 10 2

P
2 1 2 3 1
2 0+ + = <
10 10 10 10 2

AP
2 1 2 2 5 1
3 0+ + + = =
10 10 10 10 10 2
3 1 2 2 3 8 4 1
4 0+ + + + =  >
10 10 10 10 10 10 5 2
1 1 2 2 3 1 81 1
5 0+ + + + + = >
100 10 10 10 10 100 100 2
2
R 1 2 2 3 1 2 83 1
6 0+ + + + + + = >
100 10 10 10 10 100 100 100 2
17 1 2 2 3 1 2 17 100 1
 1>
CO
7 0+ + + + + + + =
100 10 10 10 10 100 100 100 100 2
the minimum value of C is 4
ii) Trains arrive at a station at 15 minutes interval starting at 4 a.m. If a passenger arrive at a
station at a time that is uniformly distributed between 9.00 a.m. and 9.30 a.m., find the
probability that he has to wait for the train for (i) less than 6 minutes (ii) more than 10 minutes.
U

(May/June 2014)
Solution:
Let X denotes number of minutes past 9.00 a.m. that the passenger arrives at the stop till 9.30a.m.
ST

1
X ~U[0,30]  f ( x)  , 0  x  30
30
(i )P  that he has to wait for the train for less than 6 minutes 
 P  (9  x  15)  (24  x  30) 

 30 dx  30  x    x    1230  0.4
15 30 15 30
1 1 1
  f ( x)dx   f ( x)dx   dx 
15 30
9 24
9 24 9
30 24

(ii)P  that he has to wait for the train for more than 10 minutes 
 P  (0  x  5)  (15  x  20) 

 30 dx  30  x    x    1030  0.3333
5 20 5 20
1 1 1
  f ( x)dx   f ( x)dx  
5 20
dx  0 15
0 15 0
30 15

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iii) Find the moment generating function of a poisson distribution. Hence find mean and variance.
(APR / MAY’ 19)
Solution:
 e  x
 ; x  0,1, 2,...;   0
P  X  x    x!
0, otherwise

M.G.F= M X (t )  E (e tX )

 e t 
x
   x 
tx  e  
 e tx
f (x)    x! 
e  e 
 x!
x 1 x 1   x 1


 e
t  
 e t 2 


P
=  e 1    
1! 2!
 
 

AP
 e ee
t

M x (t)  e  
 e t 1

d
 dt

Mean = E(X)=   M X (t)   e
 d  et 1  
t 0  dt 

 
t 0 
  
  e t e     
 e t 1
 t 0
R
Variance = Var ( X )  E ( X 2 )  E ( X ) 2
d  '

Where E ( X 2 ) =  dt 
M X (t) 


   
t 0  dt 
e e  
 d  t  et 1  

 
 
  
e t . e t e et 1  e et 1 .e t 
 t 0
CO
t 0
 (  1)
Variance = Var (X)  E(X2 )   E(X)   (  1)   2   .
2

2. i) A continuous random variable X has the p.d.f f  x   kx3e x , x  0. Find the rth order moment of X
U

about the origin. Hence find m.g.f, mean and variance of X. (Nov/Dec 2015)
Solution:
 
 3  e x  2 e
x
  e x  
 e x
Since  kx e dx  1  k  x 
3 x
  (3x )    (6 x)    (6)    1
ST

0   1   1   1   10
1
k  x3e x  3x2e x  6xe x  6  1  k (0)  (6)  1  6 k  1  k  .


0 6
   
1 1
E ( X )  r   x r f  x dx   x r x3e x dx   x r 3e x dx
r
n   e x x n 1dx , n  0
0
60 60 0


1  x  r 311 1  r  3 !
6 0
here n  r  4 
e x dx   ( r  4)  n  (n  1)!
6 6
4! 24
Putting r  1 , E ( X )  1   4
6 6

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5! 120
r  2 , E ( X )  2    20
2

6 6

 
2
 Mean = E ( X )  1  4 ; Variance = E ( X 2 )   E ( X )   2  1
2

2  20   4  20  16  4
2

To find M.G.F

M X (t)  E(e )  e
tX tx
f (x)dx


1 3 x
M X (t)  e
tx
x e dx

6

P
 
1 3 tx  x 1
 
60
x e dx   x 3e(1 t)x dx
60

AP

1  e(1 t)x  2 e
 (1 t)x   e(1 t)x   e(1 t)x 
 
  x 3    3x      
 6x     (1  t)4
3
 6  
 (1  t)   (1  t)  (1  t) 
2
6      0

1 e(1t)x e(1t)x e(1t)x e(1t)x 
 x3  3x 2  6x  6 
6 (1  t) (1  t)2 (1  t)3 (1  t)4  0
R
1  6  
 (0)   4 
6   (1  t)  
CO

1
 M X (t) 
(1  t) 4
ii) a) A machine manufacturing bolts is known to produce 5% defective. In a random sample of 15
bolts, what is the probability that there are (1). Exactly 3 defective bolts, and (2). Not more than
3 defective bolts? (NOV/DEC 2018)
U

Solution:
Given n  15, p  0.05, q  0.95
By Binomial Distribution, P( X  x)  nCx p x q n-x
ST

 15Cx (0.05) x (0.95)15 x

(1) P(Exactly 3 defective bolts)=P(X  3)  15C3 (0.05)3 (0.95)153  0.0307
(2) P(Not more than 3 defective bolts)  P(X  3)  P(X  0)  P( X  1)  P( X  2)  P( X  3)
 15C0 (0.05) 0 (0.95)150  15C1 (0.05)1 (0.95)151  15C2 (0.05) 2 (0.95)15 2  15C3 (0.05)3 (0.95)153
 0.994
b) Six coins are tossed 6400 times. Using the Poisson distribution, what is the approximate
probability of getting six heads 10 times?
Solution:
6 6

Probability of getting six heads in one toss of six coins is p      np  6400    =100
1 1
2 2

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e 100 (100)10
Let X be the number of times getting 6 heads P( X  10)   1.025  1030
10!
3. i) 1
A random variable X has the probability mass function f (x) = , x= 1,2,3,...
2x
Find its (i) M.G.F (ii) Mean (iii) Variance.
Solution:
M.G.F= M X (t )  E (e tX )
x

1   et


=  e f ( x)  e x  
tx tx

x 1 x 1 2 x 1  2 
2 3 4
et  et   et   et 
=           ...
2  2   2   2 

P
et   et   et   et  
2 3

= 1           ...

AP
2 2 2 2 

1
et  et 
= 1  
2  2
et
M.G.F= M X (t )  …………….. (1)
2  et
R
d   d  et    (2  et )et  et (et ) 
Mean = E(X)=   MX (t)        2
 dt t 0  dt  2  et  t 0  (2  et )2  t 0
CO

Variance = Var ( X )  E ( X 2 )  E ( X ) 2
d   d  2et    (2  et )2 et  et 2(2  et )(e t ) 
Where E ( X 2 ) =  M'X (t)           6
 dt  
t 0   dt 
 (2  e t 2
) 
 
t 0 
 (2  e t 4
)  t 0
Variance = Var ( X )  E ( X 2 )  E ( X )  = 6 - 4 =2
2
U

ii) A component has an exponential time to failure distribution with mean of 10,000 hours.
(i) The component has already been in operation for its mean life. What is the
ST

Probability that it will fail by 15,000 hours?

(ii) At 15,000 hours the component is still in operation. What is the probability
that it will operate for another 5000 hours? (Nov/Dec 2015)
Solution:
Let X be the random variable denoting the time to failure of the component following exponential
1 1
distribution with Mean  10000 hours.  10, 000   
 10, 000
 1 
x

 e 10,000 , x  0
The p.d.f. of X is f  x   10, 000

 0 , otherwise
(i) Probability that the component will fail by 15,000 hours given that it has already been in
operation for its mean life  P  X  15,000 / X  10,000

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P 10,000  X  15,000
        (1)
P  X  10,000
15,000 x
1 
P 10,000  X  15,000   10000 e 10000
dx
10,000
15000
  x  15000
1  e 10000    10000
x

     e 
10000  1   10000
 10000 10000
  15000  10000   3 
  e 10000  e 10000    e 2  e 1   e 1  e 1.5    (2)
   

P

  x  


x
 10000   
x

P  X  10,000  
1 1 e
e 10000 dx   1    e 10000 

AP
10,000
10000 10000    10000
 10000 10000
  e   e 1   e 1        (3)
Sub (2) & (3) in (1)
e1  e1.5 0.3679  0.2231
(1)  P  X  15,000 / X  10,000    0.3936 .
R e1 0.3679
(ii) Probability that the component will operate for another 5000 hours given that
it is in operation 15,000 hours  P  X  20,000/ X  15,000
CO

 P  X  5000 [By memoryless property]

  x
1 
  f  x  dx   10000 e 10000
dx
5000 5000

  x 
U


1  e 10000    10000
x

  1    e   e0.5  0.6065
10000     5000
 10000  5000
ST

iii) An electrical firm manufactures light bulbs that have a life, before burn-out, that is normally
distributed with mean equal to 800 hours and a standard deviation of 40 hours. Find the
probability that a bulb burns between 778 and 834 hours. (April/May 2018)
Solution:
x   x  800
Given X N (  ,  ) where   800,   40, z  
 40
The standard normal z values corresponding to x1  778, x2  834 are
778  800 834  800
z1   0.55 and z2   0.85
40 40
P(778  X  834)  P(0.55  Z  0.85)
 P(0  Z  0.55)  P(0  Z  0.85)

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 P(0  Z  0.55)  P(0  Z  0.85)

 0.2088  0.3023  0.5111
Hence the probability that a bulb burns between 778 and 834 hours is 0.5111
4. i)  ax, 0  x 1
 a, 1 x  2

If the density function of a continuous random variable X is given by f ( x)  
 3a  ax, 2 x3

0, elsewhere
(i) Find the value of a (ii) Find the c.d.f of X (iii) Find P(X  1.5 ).
Solution:
 
(i) Since  f  x dx  1  f ( x)dx  1

P
 
0 1 2 3 

  f ( x)dx   f ( x)dx   f ( x)dx   f ( x)dx   f ( x)dx  1

AP
 0 1 2 3
1 2 3

 ax dx   a dx   (3a  ax)dx  1
0 1 2
1 3
 x2   x2  1
a    a  x 1  a 3x    1  a 
2

 2 0  2 2 2
(ii) CDF
R
If 0  x  1
x
x
 x2 
x
CO
x x2
F ( x)   f ( x) dx   dx    
 0
2  4 0 4
If 1  x  2
1
 x2   x 
x x1 x
x 1 x 1
F ( x)   f ( x) dx   dx   dx        
2 2  4  0  2 1 2 4
U

 0 1

If 2  x  3
3 x
x 1 2 x
x 1
F ( x)   f ( x) dx   dx   dx      dx
ST

2
 0
2 1
2 2 2
1 x
 x 2   x   3x x 2  3x x 2 5
2

          
 4  0  2 1  2 4  2 2 4 4
 0, x0
 2
 x , 0  x 1
 2

 x 1
FX  x     , 1 x  2
 2 4
 3x x 2 5
   , 2 x3
 2 4 4

1, x3

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(iii )P  X  1.5   F (1.5) [ F ( x)  P ( X  x)]

1.5 1
   0.5
2 4
ii) A given lot of product contains 2% defective products. Each product is tested before delivery. The
probability that the product is good given that is actually good is 0.95 and the probability that
the product is defective given that it is actually defective is 0.94. If a tested product is defective,
what is the probability that it is actually defective? (NOV/DEC 2018)
Solution:
Let A be an event that defective products and let B be an event that product is good.
Let D be an event that defective product is tested after delivery.
P  A  0.02, P  B   0.98, P  D / B   0.95, P  D / A   0.94, P  D / B   0.05
P  D / A  P(A)

P
P  A / D 
P  D / A  P(A)  P  D / B  P(B)

AP

 0.94  0.02  
0.0188
 0.27729
 0.94  0.02    0.05 0.98 0.0678
5. i) The average percentage of marks of candidates in an examination is 42 with a standard deviation
of 10. If the minimum mark for pass is 50% and 1000 candidates appear for the examination,
how many candidates can be expected to get the pass mark? If it is required, that double the
R
number of the candidates should pass, what should be the minimum mark for pass?
(Nov/Dec 2015)
Solution:
CO
Let X denote the marks of the candidates, then X N  42,102 
X  42
Let z  , P  X  50  P  z  0.8  0.5  P 0  z  0.8  0.5  0.2881  0.2119
10
If 1000 students write the test, 1000P  X  50  212 students would pass the examination.
U

If double that number should pass, then the no of passes should be 424.
We have to find z1 , such that P  z  z1   0.424
 P 0  z  z1   0.5  0.424  0.076
ST

50  x1
From tables, z1= 0.19 , z1   x1  50  10 z1  50  1.9  48.1
10
The pass mark should be 48 nearly.
ii) Derive the MGF, mean and variance of Geometric distribution and also state and prove the
special property of it. ( May/June 16)
Solution:
P( X  x)  pq x 1 , x  1, 2,3,
Moment Generating Function
 
M X  t   E (etX )   etx p( x)   etx q x 1 p  p[et  e 2t q  e3t q 2  ]
x 1 x 1

pet
 pet [1  qet   qet  2  ]  pet [1  qet ]1 
1  qet

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Mean and Variance

 d  pet   
pet
  M (0)   
' '
      1
1
 dt  1  qet
X

     

  t 0   1  qe
t

2

  t 0
p

 d 2  pet    
  M (0)   2 
' "
   
d pet   1  q
2 X
 dt  1  qet
      dt 

  t 0   1  qe
t

2

  t 0
p2

1
Mean  1' 
p
2
1 q  1 
  q
2
Variance      2     2
'
2
'
1

P
p  p p
Memoryless property of geometric distribution.
Statement:

AP
If X is a random variable with geometric distribution, then X lacks memory, in the sense that
P  X  s  t / X  s  P  X  t  s, t  0 .
Proof:
The p.m.f of the geometric random variable X is P( X  x)  q x 1 p , x  1,2,3,....
P  X  s  t  X  s P  X  s  t 
P  X  s  t / X  s        (1)
R
P  X  s P  X  s

P X  t  q t 1 t 2
x 1
p  q p  q p  q p  ....  qt p 1  q  q 2  q3  ....
t
CO
x t 1

 q p(1  q)1  qt p( p)1  q t

t

Hence P  X  s  t   qst and P  X  s  qs

q s t
(1)  P  X  s  t / X  s    q t  P[ X  t ]  P  X  s  t / X  s  P  X  t 
U

s
q
iii) Find mean, variance and MGF of exponential distribution. Also prove the lack of memory
property of the Exponential distribution. (APR / MAY’ 19)
ST

Solution:
e x , x  0
We know that f  x   
0, otherwise
 
M X  t   E  etx    etx f  x  dx   e x etx dx
0 0

   e x  t  dx
0

 e  x   t   
  
     t  0   t

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d     1
Mean  1   M X  t     2

 dt t 0     t   t 0 

 d2     2  2
2   2 M X  t    

3
 2
 dt  t 0     t   t 0 

 
2
2 1 1
Variance  2  1  2  2  2 .
  
MEMORYLESS PROPERTY
Statement: If X is exponentially distributed with parameters  , then for any two positive integers
‘s’ and ‘t’, P  X  s  t / X  s  P  X  t  s, t  0
Proof:

P
e x , x  0
The p.d.f of X is f  x   
0 , Otherwise

AP


 P  X  k    e  x dx  e  x   ek
k
k

P  x  s  t  x  s
 P  X  s  t / x  s 
P  x  s
P  X  s  t  e   s t 
R
    s  e  t  P  X  t 
P  X  s e
6. i) Let X be a Uniformly distributed R.V over [-5, 5]. Determine (May/June2016)
CO

1 P  X  2  2 P  X  2  3 Cumulative distribution function of X

(4)Var ( X ).
Solution:
The R.V X ~ U[-5,5].
The p.d.f
U

1
 for  5  x  5
f ( x)  10
 0
ST

otherwise
2 2 2
1 1 1
1 P  X  2    f ( x)dx   dx   dx   x 5
2

5 5
10 10 5 10
1 7
  2  5 
10 10
 2  P  X  2   1  P  X  2   1  P  2  X  2 
2 2 2
1 1 1 1 4
 P  2  X  2    f ( x)dx   dx   dx   x 2   2  2 
2

2 2
10 10 2 10 10 10

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 3 Cumulative distribution function of X

If x  5
x x
F ( x)  

f ( x)dx   0 dx  0


If  5  x  5
x5
x x
1 1
 f ( x)dx   10 dx  10  x 
x
F ( x)  5

5 5
10
If x  5

55
5 x 5
1 1
F ( x)   f ( x)dx   f ( x)dx   10 dx  0  10  x
5
 1

P
5
5 5 5
10

AP
 0 for x  5
x5

F ( x)   for  5  x  5
 10

 1 for x  5

b  a 
2
R
(4) Var ( X ) 
12
 5  (5) 
2
CO
100 25
   .
12 12 3
ii) x 1
 3  1 
Let P  X  x      , x  1, 2,3, be the probability mass function of the R.V. X.
 4  4 
Compute 1 P  X  4  2 P  X  4 / X  2 3 E  X  (4)Var ( X ). (May/June2016)
U

Solution:
1 P  X  4   P  X  5  P  X  6   P  X  7  
ST

  x 1
 3  1 
  P( X  x)     
X 5 X 5  4  4 

 3   1   1   1  
4 5 6

            
 4   4   4   4  
 3  1 
4
  1   1 2 
    1        
 4  4    4   4  
4 1 4 1 4
 3  1   1  3  1   3  1
    1         
 4  4   4   4  4   4  4

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 2 P  X  4 / X  2  P( X  2)
 P  X  3  P  X  4   P  X  5  
  x 1
 3  1 
  P( X  x)     
X 3 X 3  4  4 

 3   1   1   1  
2 3 4

            
 4   4   4   4  
 3  1    1   1  
2 2

    1        
 4  4    4   4  
2 1 2 1 2
 3  1   1   3  1   3  1
    1           

P
 4  4   4   4  4   4   4
1 1 4
 3 E  X    3 

AP
p   3
 
4
1
  1 16 4
(4) Var ( X )  2   2    .
q 4
p 3 4 9 9
 
4
R
iii) There are two boxes B1 and B2. B1 contains two red balls and one green ball. B2 contains one red
ball and two green balls.
CO

(1) A ball is drawn from one of the boxes randomly. It is found to be red. What is the
probability that it is from B1?
(2) Two balls are drawn randomly from one of the boxes without replacement. One is red and
the other is green. What is the probability that they came from B1?
(3) A ball is drawn from one of the boxes is green. What is the prob. that it came from B2?
U

(4) A ball is drawn from one of the boxes is white what is the prob. that it came from B2?
Solution:
1 1
Let B1 & B2 be the events that the boxes B1 & B2 respectively are selected. P ( B1 )  ; P ( B2 ) 
ST

2 2
2 1
1) Let A be the event that a red ball is selected. P ( A / B1 )  ; P ( A / B2 ) 
3 3
P( B1 ) P( A / B1 )
P( ball is from B1 , given it is red)  P( B1 / A) 
P( B1 ) P( A / B1 )  P( B2 ) P( A / B2 )
1 2

2 3 2
 
1 2 1 1 3
    
 2 3  2 3
2) Let C be the event that a red ball and a green ball are selected.
2C1  1C1 2 1C1  2C1 2
P(C / B1 )   ; P(C / B2 )  
3C 2 3 3C 2 3

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P( B1 was chosen given a red ball and a green ball were selected )  P ( B1 / C )
P ( B1 ) P (C / B1 )

P ( B1 ) P (C / B1 )  P ( B2 ) P (C / B2 )
1 2

2 3 1
 
 1 2  1 2 3
 2 3 2 3
   
1 2
3) Let D be the event that a green ball is selected. P( D / B1 )  ; P( D / B2 ) 
3 3
P( B2 ) P( D / B2 )
P( ball is from B1 , given it is green)  P ( B2 / D ) 
P( B1 ) P( D / B1 )  P( B2 ) P( D / B2 )

P
1 2

2 3 2
 

AP
1 1 1 2 3
    
 2 3  2 3
4) Let E be the event that a white ball is selected.
The given two boxes does not contained a white ball, hence the probability is 0
iv) Four boxes A, B, C, D contain fuses. The boxes contain 5000,3000,2000 and 1000 fuses
respectively. The percentages of fuses in boxes which are defective are 3%, 2%, 1% and 0.5%
R
respectively. One fuse is selected at random arbitrarily from one of the boxes. It is found to be
defective fuse. Find the probability that it has come from box D. (APR / MAY’ 19)
Solution:
CO
Let E1, E2, E3, E4, be the event that boxes A,B,C,D respectively are selected.
1
P(E1 )  P(E 2 )  P(E 3 )  P(E 4 ) 
4
Let D be the event that defective fuse is selected.
Given P(D / E1 )  0.03, P(D / E 2 )  0.02, P(D / E 3 )  0.01, P(D / E 4 )  0.005,
U

By Bayes theorem,
P( E4 ) P( D / E4 )
P( E4 / D) 
ST

P( E1 ) P( D / E1 )  P( E2 ) P( D / E2 )  P( E3 ) P( D / E3 )  P( E4 ) P( D / E4 )
1
  .005 
 4 
0.005
 0.07692
1 1 1 1
  .03    .02     .01    .005 
0.065
4 4 4 4
UNIT – II TWO DIMENSIONAL RANDOM VARIABLES
PART – A
1
 , 0  x  2, 0  y  3
1. Given the joint probability density function of X and Y as f ( x, y )   6 , determine

 0, otherwise
the marginal density functions.

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 3
 y
3
1 1
The marginal function of X is f X ( x)  

f ( x, y )dy   dy     , 0  x  2
0
6  6 0 2
 2
x
2
1 1
The marginal function of Y is fY ( y)  

f ( x, y )dx   dx     , 0  y  3
0
6  6 0 3
2. Find the value of k, if the joint density function of (X , Y) is given by
k (1  x)(1  y ) , 0  x  4,1  y  5
f ( x, y )  
 0 , otherwise
Given the joint pdf of (X , Y) is f(x , y) = k (1 – x) (1 – y), 0 < x < 4, 1 < y < 5
  5 4
  f ( x, y )dxdy  1    k (1  x)(1  y )dxdy  1
  1 0

P
4
5
 x2 x2 
 k   x   yx  y  dy  1
1 
2 2 0

AP
5
5
 y2  1
 k  (4  4 y )dy  1  k  4 y  4   1  k (30  2)  1  32k  1  k 
1  2 1 32
3. The joint probability density function of bivariate random variable
4 xy , 0  x  1, 0  y  1
(X , Y) is given by f ( x, y )   . Find P (X + Y<1 )
 0 , elsewhere
R
4 xy , 0  x  1, 0  y  1
Given the joint pdf of (X , Y) is f ( x, y )   .
 0 , elsewhere
CO
1 1 x 1 x
1
 y2 
 P( X  Y  1)    4 xydydx  4 x   dx
0 0 0  2 0
1 1
 2 x(1  x)2 dx  2 x(1  2 x  x 2 )dx
0 0
U

1
1
 x2 x3 x 4  1 2 1 1
 2 ( x  2 x  x )dx  2   2    2     
2 3

0 2 3 4 0 2 3 4 6
ST

8 xy , 0  x  1, 0  y  x
4. If f ( x, y )   is the joint probability density
 0 , elsewhere
function of X and Y, find f(y/x).
x
x  y2 
f X ( x)   f ( x, y )dy   8 xydy  8 x   4 x3 , 0  x  1
y y 0  2 
0
f ( x, y ) 8 xy 2 y
f ( y / x)  ,  3  2 , 0  y  x, 0  x  1
f X ( x) 4x x

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5. The regression equations of X on Y and Yon X are respectively 5x – y = 22 and 64x – 45y = 24. Find the
mean values of X and Y.
Regression lines pass through the mean values of X and Y. Solving the two equations we get the
mean values.
Let 5x – y = 22 --------------(1)
64x – 45y = 24 --------------(2)
Multiply equation (1) by 45 and subtract equation ( 2)
225x – 45y = 990
– 64x + 45y = – 24
__________________
161x = 966  x = 6
Substitute in equation 1
5 ( 6 ) – y = 22  y = 8.  mean value of X = 6 and mean value of Y = 8

P
1
 ,0  y  x  1
6. The joint p.d.f. of R.V. (X,Y) is given as f ( x , y )   x

AP
. Find the marginal p.d.f. of Y.
 0 , elsewhere
 1
1
 f ( x, y)dx   dx  log x  y  log1  log y   log y, 0  y  1
1
The marginal pdf of Y is fY ( y) 
 y
x
7. The following table gives the joint probability distribution of X and Y, find the marginal distribution
function of X and Y.
R
X
1 2 3
Y
CO
1 0.1 0.1 0.2
2 0.2 0.3 0.1

X
1 2 3 p(y)
Y
U

1 0.1 0.1 0.2 0.4

2 0.2 0.3 0.1 0.6
p(x) 0.3 0.4 0.3 1
ST

The marginal distribution of X is The marginal distribution of Y is

X 1 2 3
Y 1 2
p(x) 0.3 0.4 0.3
p(y) 0.4 0.6
8. Let X and Y be two independent R.Vs with Var(X) = 9 and Var(Y) = 3. Find Var(4X – 2Y + 6)
Var(4X – 2Y + 6) = 16 Var(X) + 4 Var(Y) = 16(9) + 4(3) = 156
9. The joint pdf of a two dimensional random variable (X,Y) is given by f ( x , y )  kxe  y , 0  x  2, y  0.
Find the value of k.
Given that f(x,y) is pdf of (X,Y)
f(x,y) ≥ 0 , for all x ,y

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020

   2  2
2
 x2  
  f ( x, y )dxdy  1    kxe dxdy  1 k  xdx .  e dy  1  k   . e  y   1
y y

 2 0
0
  0 0 0 0

1
 k (2)(1)  1  k 
2
10. If the joint cumulative distribution function of X and Y is given by F ( x, y)  (1  e x )(1  e y ), x  0, y  0 ,
find P( 1 < X < 2 , 1 < Y < 2 )
2 F 2 
The joint pdf is f ( x, y )  
xy xy

1  e x 1  e y 
x
   
1  e  x .e  y  e  x .e  y  e  ( x  y ) , x  0, y  0
2 2 2 2 2 2
P 1  X  2,1  Y  2     f ( x, y)dxdy    e  ( x  y ) dxdy    e  x .e  y dxdy
1 1 1 1 1 1

P
 1 1   e 1 
2 2 2 2

  e x dx. e y dy   e x  .  e y   e1  e2 

2 2 2
   2    2   0.054
1 1
1 1
e e   e 

AP
49
11. The lines of regression in a bivariate distribution are X + 9Y = 7 and Y + 4X = . Find the coefficient of
3
correlation.
49
x + 9y – 7 = 0 ----------- (1) y + 4x –
= 0 ----------- (2)
3
Let (1) be the regression line of Y on X and let (2) be the regression line of X on Y.
1 7 1
R
y x   b1  
9 9 9
1 49 1
x   y  b2  
CO
4 12 4
1 1 1 1
 r   b1b2   .    1
9 4 36 6
Since both regression coefficients are negative, correlation coefficient is negative.
12. If Y = -2X + 3, find Cov (X , Y).
U

Cov(X,Y) = E(XY) – E(X) E(Y) = E(X(-2X + 3)) – E(X){E(-2X + 3)}

= [E(-2X2 + 3X) - E(X)]{-2E(X) + 3}
= -2E(X2) + 3 E(X) + 2 (E(X))2 - 3E(X) = 2(E(X))2 – 2 E(X2) = -2 var(X)
ST

13. Let X and Y be two random variables having joint density function.
3  1 1
f ( x, y )  ( x 2  y 2 ), 0  x  1, 0  y  1. Determine P X  , Y  
2  2 2
1 1 1
 1
 1 2 1
32 y3 
P  X  , Y      f ( x, y)dydx     x 2  y 2  dydx    x 2 y   dx
2
1 3
 2 2  x  1
y x 0 y  1
2 20 3 1
2 2 2
1 1 1
3   1  1  1 
2
3  x2 7  3  x3 7 x  2 2
   x 2 1    1   dx      dx    
2 0   2  3  8  2 0  2 24  2  6 24  0
3 1 1 7 1  3  8  1
  .  .   
2  6 8 24 2  2  48  4

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14. Determine the value of the constant c if the joint density function of two discrete random variables X
and Y is given by p(x,y) = cxy, x = 1,2,3 and y = 1,2,3.
X
1 2 3 p(y)
Y
1 c 2c 3c 6c
2 2c 4c 6c 12c
3 3c 6c 9c 18c
p(x) 6c 12c 18c 36c
Since p(x,y) is the joint pdf of X and Y
p(x,y) ≥ 0 , for all x ,y
1
 p( x, y)  1  36c  1  c  36

P
m n

15. The joint probability mass function of X and Y is

AP
X\Y 0 1 2
0 0.1 0.04 0.02
1 0.08 0.2 0.06
2 0.06 0.14 0.3
Check if X and Y are independent.
X\Y
R 0 1 2 pX(x)
0 0.1 0.04 0.02 0.16
1 0.08 0.2 0.06 0.34
CO

2 0.06 0.14 0.3 0.5

pY(y) 0.24 0.38 0.38 1
pX(0) . pY(0) = (0.16)(0.24)  0.1 = p(0,0) X and Y are not independent.
1
16. The correlation coefficient of two random variables X and Y is  while their variances are 3 and 5.
U

4
Find the covariance.
1
Given rXY =  ,  2X  3,  2Y  5 rXY = Cov ( X , Y ) ,  X  0,  Y  0
ST

4  XY
Cov(X, Y) = rXY  X  Y = 1 3 . 5 = - 0.968

4
17. If X has mean 4 and variance 9, while Y has mean –2 and variance 5 and the two are independent find
(a) E[XY] (b) E[XY2]
Given E[X] = 4, E[Y] = –2,  X2  9,  Y2  5 , X and Y are independent.
(a) E[XY] = E[X] E[Y] = 4(–2) = –8
(b) E[XY2] = E[X] E[Y2]
 Y2  E[Y 2 ]  [ E[Y ]]2  5  E[Y 2 ]  4  E[Y 2 ]  9  E[ XY 2 ]  4(9)  36
 xe  y , 0  x  2, y  0
18. Given the joint density function of X and Y as f(x , y) =  . Find the range space for
 0 , elsewhere
the transformation X + Y.

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Let the auxillary random variable be V = Y. The transformation functions are u = x + y, v = y, y > 0  v >
0 and 0 < x < 2  0 < u – v < 2  v < u < v + 2
19. The joint probability mass function of the discrete random variable (X , Y) is given by the table
X
2 4
Y
1 1/10 1.5/10
3 2/10 3/10
5 1/10 1.5/10
Find the conditional probability P ( X = 2 / Y = 3)
X
2 4 PY(y)
Y
1 1/10 1.5/10 2.5/10

P
3 2/10 3/10 5/10
5 1/10 1.5/10 2.5/10
PX(x) 4/10 6/10 1

AP
P( X  2 , Y  3) 2 / 10 2
P ( X = 2 / Y = 3) =  
PY (3) 5 / 10 5
20. The two lines of regression are 4x – 5y + 33 = 0 and 20x – 9y = 107. Calculate the coefficient of
correlation between X and Y.
4x – 5y + 33 = 0 ----------- (1)
R 20x – 9y = 107 ----------- (2)
Let (1) be the regression line of Y on x and let (2) be the regression line of X on Y.
4 33 4
y  x   b1 
CO
5 5 5
9 107 9 4 9 9 3
x y  b2   r  b1b2  .    0.6  1
20 20 20 5 20 25 5
PART – B
1.  25e 5 y , 0  x  0.2, y  0
(i) The joint pdf of the random variables X and Y is defined as f ( x , y )  
U

. (a)
 0 , elsewhere
Find the marginal PDFs of X and Y (b) cov (X,Y)
ST

Solution:
The marginal PDF of X is
 

f X ( x)  

f ( x, y)dy   25e y dy  25 e y   25 e  e0   25(1)  25, 0  x  0.2
0
0

 0.2
The marginal PDF of Y is fY ( y)   f ( x, y)dx   25e
y
dx  25e y  x 0  25e y 0.2  5e y , 0  y  
0.2

 0

 0.2
0.2  x2   0.04 
E(X) =  xf X ( x)dx   x(25)dx 25    25 
   0.5
 0   0
2 2
  
E(Y) =  yfY ( y)dy   y(5e y )dx 5  ye y  e y   50  1  5
 0
 0

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   0.2  0.2
y y
E(XY) =   xyf ( x, y)dxdy    xy(25e )dxdy   25 ye dy .  xdx
  0 0 0 0

 2 0.2
x   0.04 
= 25   ye y  e y  . 
    250  1.    (25)(0.02)  0.5
0
  0
2  2
Cov(x,y) = E(XY) – E(X)E(Y) = 0.5 – (0.5)(5) = –2
 k ( x  1)e  y , 0  x  1, y  0
(ii). Find the constant k such that f ( x , y )   is a joint p.d.f. of the
 0 , otherwise
continuous random variable (X,Y). Are X and Y independent R.Vs? Explain.
Solution:

P
To find k : Given that f(x,y) is pdf of (X,Y)
 
f(x,y) ≥ 0 , for all x ,y and  f ( x, y)dxdy  1

AP
 
  1


 
f ( x, y )dxdy  1    k ( x  1)e  y dxdy  1
0 0
1 
 k  ( x  1)dx .  e  y dy  1
0
R 0
1
x  2

 k   x  .  e y   1
2 0
0
CO

3 2
 k   (1)  1  k 
2 3
2 y
 ( x  1)e , 0  x  1, y  0
 f ( x, y)   3

U

 0 , otherwise
The marginal PDF of X is
 
2 2  2 2 2
ST

f X ( x)  

f ( x, y)dy   ( x  1)e y dy  ( x  1) e y   ( x  1) e  e0   ( x  1)(1)  ( x  1), 0  x  1
0
3 3 0 3 3 3
The marginal PDF of Y is
 1
1
2 2  x2  2 1  3 2
fY ( y )  

f ( x, y )dx   ( x  1)e y dx  e  y   x   e  y   1  . e  y  e  y , 0  y  
0
3 3 2 0 3 2  2 3
2
Consider f X ( x ) . fY ( y) = ( x  1) . e y = f(x , y)
3
X and Y are independent
4 xy , 0  x  1, 0  y  1
2. (i). Let the joint p.d.f. of R.V. (X,Y) be given as f ( x, y )   , find the marginal
 0 , elsewhere
densities of X and Y and the conditional densities of X given Y = y. (April/May 2018)
Solution:
The marginal density function of X is

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 1   y 2 1 
f X ( x)   f ( x, y) dy   4 xy dy  4  x     2 x, 0  x  1
 0   2 0 
The marginal density function of Y is
 1   x 2 1 
fY ( y)   f ( x, y) dx   4 xy dx  4  y     2 y, 0  y  1
 0   2 0 
The conditional densities function of X given Y = y is

 
f x 
y
f ( x, y) 4 xy
fY ( y )

2y
 2 x, 0  x  1

(ii). The joint density function of two random variable X and Y is given by
 6  2 xy 
 x   , 0  x  1, 0  y  2

P
f ( x, y)   7  2 .

 0 , elsewhere

AP
 1 1
(a) Compute the marginal p.d.f of X and Y ? (b) Find E(X) & E(Y) (c) P  X  , Y  
 2 2
Solution:
The marginal pdf of X is
 2
6  2 xy  6 2 x y2 
2
6
f X ( x)   f ( x, y ) dy    x   dy   x y     2 x  x  , 0  x  1
2

7
R
2  7 2 2 0 7
 0

The marginal pdf of Y is

CO
 1
6 xy  6  x3 x 2 y  6 1 y 
1
fY ( y )  

f ( x, y ) dx    x 2   dx   
0
7 2  7 3
    ,0  y  2
2 2 0 7  3 4 
 1
6  2 x4 x2 
1
6 2  6 3 2 1 6 1 1  6
E(X) =  xf X ( x)dx  x 2 x  x dx  2 x  x        
 0
7  7 0 7  4
 2  7 2 2 7
0
U

 2 2
6  y y2  6  y 2 y3 
2
6 1 y  6 2 2 8
E(Y) =  yfY ( y )dy   y    dy            

7 3 4  7  3 4  7  6 12  7 3 3 7
ST

0 0 0
1 1 1
2
2 
1 1 6
2 2
xy  6 2
x y2 
P( X  , Y  )    f ( x, y ) dy dx     x 2   dy dx    x 2 y   dx
2 2  1 0 1
7 2  0
7 2 2 1
2 2 2

1 1 1 1
2
6 x2 x  6  3x 2 15 x  2
2
6  x3 15 x 2  2
  2 x2  x    dx      dx    
0
7 2 16  0
7 2 16  0 7 2 32  0
6  1 15  6 23 69
    . 
7 16 128  7 128 448
3. (i). If X,Y and Z are uncorrelated random variables with zero means and standard deviations 5 , 12 and
9 respectively and if U = X + Y, V = Y + Z, find the correlation coefficient between U and V.

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Solution:
Given E(X) = E(Y) = E(Z) = 0

Var(X) = E(X2) – (E(X))2 = 25  E(X2) = 25

Var(Y) = E(Y2) – (E(Y))2 = 144  E(Y2) = 144
Var(Z) = E(Z2) – (E(Z))2 = 81  E(Z2) = 81
Also given that X, Y and Z are uncorrelated
rXY = 0, i.e., E(XY) – E(X) . E(Y) = 0  E(XY) = 0
rYZ = 0, i.e., E(YZ) – E(Y) . E(Z) = 0  E(YZ) = 0
rXZ = 0, i.e., E(XZ) – E(X) . E(Z) = 0  E(XZ) = 0

Now, E(U) = E(X+Y) = E(X) + E(Y) = 0 and E(V) = E(Y+Z) = E(Y) + E(Z) = 0

P
E(U2) = E((X+Y)2) = E(X2 + Y2 + 2XY) = E(X2) + E(Y2) + 2E(XY) = 25 + 144+ 0 = 169
E(V2) = E((Y+Z)2) = E(Y2 + Z2 + 2YZ) = E(Y2) + E(Z2) + 2E(YZ) = 144 + 81+ 0 = 225

AP
 U2 = E(U2) – (E(U))2 = 169 and  V2 = E(V2) – (E(V))2 = 225
E(UV) = E{(X+Y)(Y+Z)} = E(XY) + E(XZ) + E(Y2) + E(YZ) = 0 + 0 + 144 + 0 = 144
E (UV )  E (U ) E (V ) 144 48
rUV   
 U . V (13)(15 ) 65
e  ( x  y ) , x  0, y  0
R
(ii). The joint pdf of the continuous R.V (X,Y) is given as f ( x , y )   . Find the pdf
 0 , elsewhere
X
CO
of the random variable U  .
Y
Solution:
x
The transformation functions are u  and v  y
y
x
Solving for x , we get u   x  uv
U

v
x x
u v
ST

v u
The Jacobian of the transformation is J =  v
 y y 0 1
u v
The joint density of U and V is fUV ( u, v )  J f XY ( x , y )  v e  ( x  y )  v e  v ( u 1 )
The range space of (U , V) is obtained from the range space of (X , Y) and the transformations
x = uv, y = v
 x  0 and y  0 we have uv  0 and v  0
 u  0 and v  0
 v e  v ( u 1) , u  0 , v  0
fUV ( u, v )  
 0 , elsewhere ,
The pdf of U is the marginal density function of U,

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  
 e  v ( u 1) e  v ( u 1)  1 1
fU ( u)   f ( u, v )dv   v e  v ( u 1)
dv   v .  1. 2 
0  , u0
 ( u  1) ( u  1)  0 ( u  1) ( u  1) 2
2
 0

(iii). The life time of a certain brand of an electric bulb may be considered as a random variable with
mean 1200h and standard deviation 250h. Find the probability, using central limit theorem, that the
average lifetime of 60 bulbs exceeds 1250hours. (NOV/DEC 2018)
Solution:
Let Xi (i=1,2,...60) denote the life time of the bulbs.
Here  =1200,  2  2502
Let X denote the average life time of 60 bulbs.
 2  X 
By Central limit theorem, X follows N   ,  . Let Z 
 n  

P
n
P  X  1250  P  Z  1.55  0.0606

AP
4. (i). Obtain the equation of the regression line Y on X from the following data.
X 3 5 6 8 9 11
Y 2 3 4 6 5 8
Solution:
X Y U=X–6 V=Y–6 U2 V2 UV
–3 –4
3
R 2 9 16 12
5 3 –1 –3 1 9 3
6 4 0 –2 0 4 0
CO
8 6 2 0 4 0 0
9 5 3 –1 9 1 –3
11 8 5 2 25 4 10
6 –8 48 34 22

n  6, U  6, V  8, U 2  48, V 2  34, UV  22 U 

U 
6
 1,
U

n 6

V
V 
8
 1.33 ,  U2 
U 2

 
 U
2

48
 1  7 ,  U  2.646 ,
n 6 n 6
ST

 V2 
V 2

 
34
 V
2
 (1.33)2  3.898 ,  V  1.974

n 6

Cov(U , V) =
UV  U V  22  (1)(1.33)  4.997
n 6
Cov(U ,V ) 4.997
 rUV    0.484
 U . v (2.646) (3.898)
 rXY  0.484

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X  U  6  X  1 6  7
Y  V  6  Y  1.33  6  4.67
 X   U   X  2.646
 Y   V   Y  3.898
The regression line of Y on X is
r Y
Y Y 
X

X X 
(0.484) (3.898)
 Y  4.67   X  7
(2.646)
 Y  0.713 X  0.321

P
(ii) X and Y are two random variables having the joint probability mass function
f  x , y   k  3x  5y  ; x  1, 2, 3 : y  0, 1, 2 . Find the marginal distribution and conditional

AP
distribution of X, P(X = xi /Y = 2) , P(X ≤2 / Y ≤ 1). (April/May 2019)
Solution:
X
1 2 3 PY(y)
Y
0 3k 6k 9k 18k
1 8k 11k 14k 33k
R 2 13k 16k 19k 48k
PX(x) 24k 33k 42k 99k
CO
To find k:
We know that Total probability = 1
P(x,y) = 1  99k = 1
 k = 1/99
The marginal distribution of X is The marginal distribution of Y is
X 1 2 3
U

Y 0 1 2
p(x) 24/99 33/99 42/99 p(y) 18/99 33/99 48/99
ST

Conditional distribution of X given Y = 2

P(X = xi /Y = 2)
X 1 2 3

P(X = xi / Y = 2) = [P(X = xi ,Y = 2)]/ P(Y = 2) 13/48 16/48 19/48

P(X ≤ 2 / Y ≤ 1) = P(X=1, Y= 0) + P(X=1, Y= 1) + P(X=2, Y= 0)+ P(X=2, Y= 1)

= 3k + 8k + 6k + 11k
= 28k = 28/99

5. (i) In a partially destroyed laboratory record only the lines of regressions and variance of X are
available. The regression equations are 8x – 10y + 66 = 0 and 40x – 18y = 214 and variance of X = 9. Find
(a) the correlation coefficient between X and Y (b) Mean values of X and Y (c) variance of Y.

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Solution:
Given 8x – 10y = –66 ……(1)
40x – 18y = 214 ……(2)
Let (1) be the regression line of y on x and (2) be the regression line of x on y.
8 x 66 8 4
10y = 8x + 66  y   the regression coefficient of y on x is b1  
10 10 10 5
18 y 214 18 9
40x = 18y + 214  x   the regression coefficient of x on y is b2  
40 40 40 20
b1b2 =  
4 9  9
   1
 5  20  25
Let r be the correlation between x and y.
9 3
 r  b1b2    0.6 [Since both regression coefficients are positive, r is positive]

P
25 5
 
Let x, y be the point of intersection of the two regression lines.

AP
Solving (1) and (2) we get x , y
5 x (1)  40x – 50y = – 330
40x – 18y = 214
Subtracting – 32y = – 544
y = 17
Now, 8x – 10y = – 66  8x – 10(17) = – 66  8x = 170 – 66  8x = 104  x = 13
R
 
 x, y = (13 , 17) is the mean of X and Y.
4
CO
 Y2 b1 b
We know, 2    Y2  1  X2   Y2  5 .(9)   Y2  16  Variance of Y is 16
 X b2 b2 9
20
(ii) The joint probability density function of a two dimensional random variable (X,Y) is given by
x2
f ( x, y)  xy 2  , 0  x  2, 0  y  1 . Compute (i) P(X > 1), (ii) P(Y < ½ ), (iii) P(X < Y) (iv) Are X and
U

8
Y independent?
Solution:
ST

The marginal pdf of X is

1

 2 x2 
1
 y3 x2  x x2
 8  3x , 0  x  2
x
f X ( x)   f ( x, y) dy    xy   dy   x  y  
 0 8  3 8  0 3 8 24
The marginal pdf of Y is
2
 2
 x2   x2 x3  1
f Y ( y)   f ( x, y) dx    xy 2   dx   y 2    2 y 2  , 0  y  1
 0 8 2 24 0 3
2
 2
 x x2   x 2 x3  1
f X ( x) dx     dx      4  1  8  1  
1 3 7 19
P(X > 1) =  13 8

1  6 241 6 24 6 24 24

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Subject Name: Probability and Statistics Subject Code: MA8391 Question Bank 2019 – 2020

1/ 2
 1  1/ 2 1/ 2
 2 1  2 y3 1
P Y     f Y ( y ) dy    2 y  dy    
 2   0  3  3 3 0
2 1 1 1 3 1
 .  .  
3 8 3 2 12 4
y
 2 x2 
1 y 1
 x 2 y 2 x3 
P( X  Y )     xy  dxdy      dy
0 0  0
8 2 24 0
1
1
 y4 y3   y5 y4  1 1 53
     dy       
0
2 24   10 96 0 10 96 480
x 1
 8  3x  . 2 y 2  ≠ f(x , y) X and Y are not independent.

P
Consider f X ( x ) . fY ( y) =
24 3
UNIT III - TESTING OF HYPOTHESIS

AP
PART – A
1. Define Population, Sample and Sample Size.
The group of individuals under study is called population. The population may be finite or infinite.
A finite subset of statistical individuals in a population is called Sample. The number of individuals in a
sample is called Sample Size (n).
2. Define Parameter and Statistic. (APRIL / MAY ‘15)
R
The Statistical constants in population namely mean µ and variance  2 which are usually referred to as
parameters. Statistical measures computed from sample observations alone, i.e. mean x and variance s2
CO
which are usually referred to as statistic.
3. List out the applications of t –distribution. (NOV / DEC ‘13)
 To test the significant difference between the means of two independent samples.
 To test the significant difference between the means of two dependent samples or paired
observation.
 To test the significance of the mean of a random sample.
U

 To test the significance of an observed correlation coefficient.

4. Mention the Properties of t – distribution.
 The variable t distribution ranges from  to  .
ST

 The t – distribution is symmetrical and has a mean zero.

 The variance of the t – distribution is greater than one, but approaches one as the number of degrees
of freedom and therefore the sample size become large.
5. What is Standard Error? (APRIL / MAY ‘11) (APRIL / MAY ‘17)
The standard deviation of the sampling distribution of a statistic is known as its Standard error.
6. State any two properties of  2 distribution.
(i)Chi – square curve is always positively skewed
(ii)Chi – square values increase with the increase in degrees of freedom
7. Explain the various uses of Chi-square test. (APRIL / MAY ‘14) (NOV / DEC ‘14)
Test of goodness of fit, Test of independence of attributes, Test of Homogeneity for a specified value of
standard deviation
8. What are the assumptions on which F-test is based?

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