S IRA JAM A CAD E MY

1.(a) Write down the axioms of probability and give frequency

interpretation of the axioms. Using axioms of probability, deduce the
classical rule of probability. 2+1+2

(b) For any 𝑛 events 𝐴 , 𝐴 … , 𝐴 show that

𝑃(𝐴 𝐴 … 𝐴 ) ≥ 𝑃(𝐴 ) + 𝑃(𝐴 ) + ⋯ + 𝑃(𝐴 ) − (𝑛 − 1).
Hence, deduce that
𝑃(𝐴 + 𝐴 + ⋯ . +𝐴 ) ≤ 𝑃(𝐴 ) + 𝑃(𝐴 ) + ⋯ + 𝑃(𝐴 ). 3+2

(c) Four dice are thrown. Find the probability that the sum of the
numbers will be 15 . 5

2. (a) The chance that a doctor will diagnose a certain disease correctly
is 60%. The chance that a patient will die under his treatment after
correct diagnosis is 40% and the chance of death by wrong diagnosis is
70%. A patient of the doctor, who had the disease, died. What is the
chance that his disease was diagnosed correctly? 4

(b) If 𝑋 is Poisson variate with parameter 𝜇, prove that

𝑃(𝑋 ≤ 𝑛) = ∫ 𝑒 ⋅ 𝑥 𝑑𝑥, where 𝑛 is a positive integer. 4
!

(c) Define distribution function of a continuous random variable 𝑋. If 𝑋

is a continuous random variable having spectrum (−∞, ∞) and E(X)
exists, then show that E(X) = ∫ {1 − F(x) − F(−x)}dx, where 𝐹 is the
distribution function of 𝑋. 1+6
 S IRA JAM A CAD E MY
3. (a) Prove that the first absolute moment of a random variable 𝑋 is
minimum when it is taken about median. 5

(b) The random variable X is normally distributed with mean 𝜇 and

variance 𝜎 . Find the mean and variance of |𝑋|. 5

(c) The probability density function (p.d.f.) 𝑓(𝑥) of a random variable X

is given by
𝑓(𝑥) = 2𝑥𝑒 for 𝑥 > 0
=0 elsewhere.
Find the distribution function of 𝑋 and p.d.f. of 𝑋 . 5

4. (a) For any two independent random variables 𝑋 and 𝑌, show that
𝐸(𝑋𝑌) = 𝐸(𝑋). 𝐸(𝑌). [Given that the expectations exist.] 4

(b) Define regression lines by the method of least square. Show that
acute angle between the regression lines is
1−𝜌 𝜎 𝜎
tan ⋅
𝜌 𝜎 +𝜎
(symbols have their usual meanings). What happens when 𝜌 = ±1 ?
6

(c) The joint p.d.f. f(x, y) of the random variable X and Y is given by
f(x, y) = x + y for 0 < x < 1,0 < y < 1
=0 elsewhere.
Find the regression lines. 5
 S IRA JAM A CAD E MY

1. (a) State and prove Baye's Theorem based on conditional probability.

2+4
(b) An even no. of cards are drawn from a full pack of cards. What is the
probability that half of them will be black and half of them will be red?
4
(c) Two persons 𝐴 and 𝐵 have agreed to meet at a definite spot between
12 and one o'clock. It has been mutually agreed that the first one to
come will wait for 20 minutes and then leave the place. What is the
probability of a meeting between A and B if the arrival of each during
the indicated hours can occur at random and also the times of arrival
are independent? 5

2. (a) Show that the most probable number of successes in a Bernoullian

sequence of 𝑛 trials in the number of successes in a inequality
(𝑛 + 1)𝑝 − 1 ≤ 𝑖 ≤ (𝑛 + 1)𝑝 the integers is determined by the
inequality (𝑛 + 1)𝑝 − 1 ≤ 𝑖 ≤ (𝑛 + 1)𝑝. 5

(b) Calculate mean and variance of normal distribution using moment

generating function. 2+3

(c) A random variable 𝑋 is uniformly distributed over the interval

(0,2). Find the distribution function of the larger root of the quadratic
equation 𝑡 + 2𝑡 − 𝑋 = 0. 5

3. (a) Show that the first absolute moment about the mean for normal.

(𝜇, 𝜎) distribution is 𝜎. 4
 S IRA JAM A CAD E MY
(b) if (𝑋, 𝑌) be a two dimensional random variate, show that
[𝐸(𝑋𝑌)] ≤ 𝐸(𝑋 ) ⋅ 𝐸(𝑌 )
Hence prove that −1 ≤ 𝜌 ≤ 1, where ' 𝜌 ' is the correlation coefficient
between 𝑋 and 𝑌. 4+2

(c) If 𝑋 is a Γ(𝑛) variate, prove that 𝑃(0 < 𝑋 < 2𝑛) ≥ . 5

4.(a) If 𝑋 and 𝑌 are independent variate both uniformly distributed over

(0,1), find the distribution of 𝑋 + 𝑌 and 𝑋 − 𝑌. 6

(b) Calculate median and mode of the distributio having given p.d.f.
𝑓(𝑥) = 𝜆𝑒 ; (𝜆 > 0), 𝑥 > 0. 2+2

(c) State Chebyshev's inequality and its link with weak law of large
number. Use this to show that if a die is thrown 3600 times, then the
probability that the number of sixes lies between 550 and 650 is at least
4/5. 1+2+2

1.(a) Show that the definition of conditional probability satisfies all the
axioms of probability. 3

(b) Two number 𝑥 and 𝑦 are chosen without replacement from the set
{1.2 … , 𝑛). Find the probability that |𝑥 − 𝑦| ≥ 𝑚, a fixed natural number.
5
 S IRA JAM A CAD E MY
(c) What is the probability that a leap year selected at random will
contain 53 Sundays? 4

(d) Two dice are thrown simultaneously for six consecutive times. What
is the probability that at least one event of both showing six will occur?
3
2. (a) State the binomial law related to a Bernoullian sequence of 𝑛
trials. There are 500 misprints in a book of 500 pages. What is
probability that a given page will contain at most 3 misprints ?
2+3
(b) If X is a standard normal variate, then show that 𝑌 = is a 𝛾(1/2)
variate. 5

(c) Determine the value of the constant 𝑘 such that 𝑓(𝑥) defined by
𝑘𝑥(1 − 𝑥), 0<𝑥<1
𝑓(𝑥) =
0, elsewhere
is a probability density function. Find the corresponding distribution
function and the value of 𝑃 𝑋 > . 2+3

3. (a) A point P is taken at random on á line aegment AB of length 2𝑎.

Find the probability that the area of the rectangle AP. PB will exceed
𝑎 . 5

(b) For the binomial (𝑛, 𝑝) distribution, prove that

𝑑𝜇
𝜇 = 𝑝(1 − 𝑝) 𝑛𝑘𝜇 + 5
𝑑𝑝

(c) Write down the least square regression lines of 𝑌 on 𝑋 and of 𝑋 on 𝑌.

If the regression lines are 𝑥 + 6𝑦 = 6 and 3𝑥 + 2𝑦 = 10, find the
correlation coefficient of 𝑥 and 𝑦. 2+3
 S IRA JAM A CAD E MY
4. (a) Show that the second moment about any point is minimum when
taken about the mean. 4

(b) Show that the function defined as

𝜋 𝜋
𝑓(𝑥, 𝑦) = sin𝑥 sin𝑦; 0 < 𝑥 < ,0 < 𝑦 <
2 2
= 0; elswhere
is a possible two dimensional probability density function. Find the
marginal density functions and hence show that the random variables
are independent. 2+3+1

(c) If 𝑋 and 𝑌 are independent normal random variables, then find the
characteristic function of the random variable 𝑧 = 𝑎𝑋 + 𝑏𝑌(𝑎, 𝑏 are real
constants) and also find the distribution of 𝑧. [(𝑚 , 𝜎 ) and 𝑚 , 𝜎 are
meạn and S.D. of 𝑋 and 𝑌 respectively.] 5

1. (a) State Bayes’ theorem on conditional probability. 3

(b) Three urns contain one white and two black balls, two white and
one black balls, two white and two black balls respectively. One ball is
transferred from 1 st urn to the second and then one from the second to
the third. If finally one ball is drawn from the third urn, what is the
probability of it being white? 5
 S IRA JAM A CAD E MY
(c) If {𝐴 } is a monotonic sequence of events of a random
experiment, then prove that 𝑃 lim 𝐴 = lim 𝑃(𝐴 ) where,
→ →
𝐴 =∑ 𝐴 . 4+3

2. (a) From the numbers 1,2, … … . , (2𝑛 + 1), three numbers are chosen
at random. Prove that the probability that these numbers are in
arithmetical progression is ( )
. 5

(b) If X has the continuous distribution with p.d.f.

f(x) = if x > 1
, then show that E(X) does not exist. 3
= 0 otherwise

(c) The random variable 𝑋 is continuously distributed with

f(−x) = f(x), i.e., symmetrical about origin. Find F(0) and
P(−a < x < a) = 2 F(a) − 1. 2+2

(d) If 𝑟 indistinguishable objects are placed at random in n(> r) cells,

then what is the probability that the (𝑛 − 𝑟) cells are left empty just one
after another? 3

3. (a) Define characteristic function 𝜑(𝑡) for a random variable 𝑋 and

find the same for N(m, 𝜎). 1+4

(b) If 𝑋 is a 𝛽 (ℓ, 𝑚) variate, then show that 𝑌 = is a 𝛽 ( m, ℓ) variate.

5

(c) Let (𝑋, 𝑌) be two dimensional random variables, such that

E(X), E(X ), E(Y), E(Y ), E(XY) exist finitely. Prove that [𝐸(𝑋𝑌)] ≤
𝐸(𝑋 )𝐸(𝑌 ). Use this result to prove that −1 ≤ 𝜌 ≤ 1. where 𝜌 is the
correlation cocfficient between X and Y. 5
 S IRA JAM A CAD E MY

4. (a) Show that the mean deviation about the mean of a normal (m, 𝜎)
distribution is 𝜎, where 𝑚 is the mean and 𝜎 is the standard
deviation. 5

(b) Let 𝑋 and 𝑌 be two random variables having joint probability

e if x, y > 0
density function f , (x, y) = and let U = X + Y and
0 elsewhere.
V= . Find the distribution of (𝑈, 𝑉) and the marginal distributions of
𝑈 and V.
5
(c) If X and Y are two random variables them prove that
𝐸(𝑋𝑌) = 𝐸(𝑋)𝐸(𝑌). 5

1. (a) Defining conditional probability 𝑃(𝐴/𝐵), show when are 𝐴 and B

said to be mutually exclusive and exhaustive. Establish the relation
P(A ∩ B) = P(B) − P(A ∩ B). 2+3

(b) For any three events 𝐴, 𝐵, 𝐶 defined on a given sample space S, if

B ⊂ C and P(A) > 0, show that P(B ∣ A) ≤ P(C ∣ A). 6

(c) If the events 𝐴 and 𝐵 are independent, then show that 𝐴 , 𝐵 as well
as A, B are also independent (where (') means complement). 4
 S IRA JAM A CAD E MY
2. (a) Define the probability density function of a random variable. Find
the mean, variance and mode of a binomial 6, distribution.
2+1+1+1
(b) Find the probability distribution of number of failures proceeding
the first success in an infinite sequence of Bernoulli's trial with
probability of success is 𝑝 for each trial. 5

(c) If a random variable 𝑋 is normal (𝑚, 𝜎) variate where 𝑚 is mean and

𝜎 is the standard deviation, then show that aX + b is also normal variate.
Find its parameters. 2+3

3. (a) State Chebyshev's inequality and its link with weak law of large
number. Use this to show that if a die is thrown 3600 times, then the
probability that the number of sixes lies between 550 and 650 is at least
4/5.
: 3+4

(b) If the joint probability density function of the random variables X, Y

is
𝑘(3𝑥 + 𝑦), 1 ≤ 𝑥 ≤ 3,0 ≤ 𝑦 ≤ 2
𝑓(𝑥, 𝑦) =
0, elsewhere
Find the value of 𝑘.
Find (i) P(X + Y < 2), (ii) the marginal distribution of X and Y.
1+2+2

(c) If random variable 𝑋 is gamma(l) variate and 𝑌 is gamma (m)

variate, show that 𝑋 + 𝑌 is gamma (1 + 𝑚) variate, where 𝑋, 𝑌 are
independent. 3
 S IRA JAM A CAD E MY
4. (a) If 𝑋 is a Binomial ( 𝑛, 𝑝) variate, then prove that
𝜇 = 𝑝(1 − 𝑝) 𝑛𝑘𝜇 + , 𝜇 is the k-th order central moment.

5
(b) The bivariate probability density function of two random variables X
and Y is given by,
𝑓 , (𝑥, 𝑦) = 3𝑥 − 8𝑥𝑦 + 6𝑦 , 0 < 𝑥 < 1,0 < 𝑦 < 1;
find the regression curves for the means and also the least square
regression lines. 5

(c) State the central limit theorem for the case of equal components.
Show that this theorem implies the law of large numbers. 5

1. (a) What is a random variable? Explain how it is related to the term

'Random Experiment'. Define cumulative distribution function for a r.v.
𝑋 both in case of discrete and continuous variable. Establish that it is a
non-decreasing function.
1+2+2+2
(b) Two boxes contain ten chips each numbered 1 to 10 . If one chip is
drawn from each box, what is the probability that the sum of the
numbers will be greater than 3 ? 5

(c) Two dice are thrown. Find the probability that the sum of the faces
equals or exceeds 10. 3
 S IRA JAM A CAD E MY
2. (a) Define independence of two events. Let A1, A2 ….. ., An be n events
connected to a random experiments. Define mutual independence and
pairwise independence. Give a suitable example to show that the
pairwise independence does not always imply mutual independence.
3+2
(b) State and Prove Baye's theorem. 5

(c) If 𝑋 is 𝛽 (m, n) variate, show that is 𝛽 (m, n) variate. 5

3. (a) The p.d.f of a two dimensional r.v. is 𝑓(𝑥, 𝑦) = (𝑥 + 𝑦); 0 ≤

𝑥 and 𝑦 ≤ 2. Are X and Y independent? 4

(b) The probability density function of a random variable is given by

𝑓(𝑥) = 𝑐𝑒 ( )
, −∞ < 𝑥 < ∞. Find the value of the constant 𝑐, the
expectation and variance of the distribution. 5

(c) 𝑋 and 𝑋 variables are two independent random variables each

having the same probability density function 2𝑥𝑒 ; 0 < 𝑥 < ∞.
Find the probability density function of 𝑋 + 𝑋 . 6

4. (a) If 𝑋 is a binomial r.v. with parameter 𝑛 and 𝑝, then the sequence

of r.v. {𝑋 /𝑛} converges in probability to 𝑝. 5

(b) Prove that the sum of two Binomially distributed independent

random variables with parameters (𝑛 , 𝑝) and (𝑛 , 𝑝) is again a
binomially distributed random variable with parameters (𝑛 + 𝑛 , 𝑝).
5
(c) If 𝑋 be a 𝛾(𝑛) variate then show that 𝑃(0 < 𝑋 < 2𝑛) ≥ . 5
 S IRA JAM A CAD E MY

(a) For any 𝑛 events 𝐴 , 𝐴 , ⋯ ⋯ , 𝐴 , show that

𝑃(𝐴 ⋅ 𝐴 ⋯ ⋯ 𝐴 ) ≥ 𝑃(𝐴 ) + 𝑃(𝐴 ) + ⋯ ⋅ +𝑃(𝐴 ) − (𝑛 − 1).
Hence deduce that
𝑃(𝐴 + 𝐴 + ⋯ ⋅ +𝐴 ) ≤ 𝑃(𝐴 ) + 𝑃(𝐴 ) + ⋯ + 𝑃(𝐴 ). 2+3

(b) From the numbers 1,2, … … … , (2𝑛 + 1) three numbers are chosen at
random. Prove that the probability that these are in arithmetical
progression is ( )
. 5

( )
(c) Prove that P ≥1− , P(A) > 0. 5
( )

(d) If {𝐴 } be a monotone sequence of events then show that

𝑃(lim → 𝐴 ) = lim → 𝑃(𝐴 ). 5

(e) In an examination 30% of the students failed in Mathematics, 15%

failed in Chemistry and 10% failed in both Mathematics and Chemistry.
A student is selected at random. If he has failed in Chemistry, what is the
probability that (i) he has passed in Mathematics, (ii) he has failed in
both Mathematics and Chemistry? 5
 S IRA JAM A CAD E MY

(a) Define distribution function of a random variable 𝑋. Show that the

distribution function is a monotonic non-decreasing function,
continuous on the right at all points but it may have a jump
discontinuity on the left of the point. 5

(b) Show that the most probable number of successes in Bernoullian

sequence of 𝑛 trials in the integer(s) 𝑖 determined by the inequalities
(𝑛 + 1)𝑝 − 1 ≤ 𝑖 ≤ (𝑛 + 1)𝑝. 5

(c) If X is a standard normal variate, find the mean and variance of 𝑒 .

5
(d) If X be a continuous random variable, prove that the first absolute
moment of 𝑋 is minimum when taken about the median. 5

(e) If 𝑋 is a 𝛽 (1, 𝑚) variate, then show that 𝑌 = is a 𝛽 (𝑚, 1) variate.

5

(a) If X is a non-negative random variable having mean m, prove

that 𝑃(𝑋 ≥ 𝑚Σ) ≤ for any Σ > 0 (both discrete and continuous).
5
(b) Find the characteristic function of Gamma(l) distribution and hence
find its mean and variance. 3+1+1
 S IRA JAM A CAD E MY

(c) If m and 𝜇 denote the mean and k-th central moment of a Poisson-
distribution, then prove that
d𝜇
𝜇 = 𝑚 𝑘𝜇 + .
dm
Hence find the coefficient of skewness 𝛾 and the coefficient of excess of
kurtosis 𝛾 of this distribution. 5

(d) The joint probability density function of two random variables X and
Y is given by 𝑓(𝑥, 𝑦) = 𝑒 . Find the regression curve of Y
√
on X . 5