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PRV - April 2020

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14 views4 pages

PRV - April 2020

Uploaded by

kamaleshan1102
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Reg. No.

APRIL 2020 U/4903/1964204

PROBABILITY AND RANDOM VARIABLES

Time : Three hours Maximum : 100 marks

SECTION A — (10  2 = 20 marks)

Answer ALL the questions.

1. Define sample space.

2. Define probability of an event.

3. P A) = 0.86, P B) = 0.35, and P ( A  B )  0.29, Find


P ( A  B ).

4. Write a short note on permutation.

5. What are the types of random variables and


explain it?

6. State any two properties of distribution function.

7. Define moment generating function of a discrete


random variable.
8. If X and Y are two independent random variables
then M x  y ( t )  M x ( t )  M y ( t ) .

9. Define conditional probability density function.

10. Define cumulative distribution function of two


dimensional random variables.

SECTION B — (5 × 7 = 35 marks)

Answer ALL the questions with internal choice.

11. (a) A bag contains 7 white, 6 red, and 5 black


balls. Two balls are random at a random.
What is the probability that they are of the
same color?
Or
(b) If A and B are independent events then
A and B are also independent event.

12. (a) State and prove multiplication theorem.


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

2 U/4903/1964204
13. (a) Write the properties of distribution function.

Or
(b) If X is a random variable with the following
probability distribution.

X 3 6 9
P ( X ) 1 /15 1 /12 1 /18

Find E ( x ),E ( x 2 ) and evaluate E ( 2x  3)2 .

14. (a) State the properties of Moment generating


function.

Or
(b) Find the mean, and variance of
3
f (x )  0x .
( x 1)4

15. (a) If ( x , y) be a two dimensional continuous a


random variable with p.d.f. f ( x , y )  8xy,
0  y  x 1 .

Or
(b) Write a short note on Marginal and
conditional expectation.

3 U/4903/1964204
SECTION C — (3 × 15 = 45 marks)

Answer ALL the questions.

Q.No. 16 is a compulsory question.

16. An integer is chosen at random out of the 1 to 100.


What is the probability that (a) Multiples of 5,
(b) divisible of 5 and 7, (c) greater than 70.

17. (a) State and prove Baye’s theorem and its


application.

Or
(b) State and prove Chebychev’s inequality and
its application.

18. (a) Find the m.g.f. of the random variable and


  1
use it to determine 1 and 2 f ( x )  (3Cx )
8

Or
(b) If the joint distribution function of X and Y is
given by FXY
(x ,y)

 4 xye ( x
2
 y2 )
; x  0, y  0
0 ;elsewhere
(i) Find the marginal and conditional
densities of X and Y.
(ii) Are X and Y are independent?

———————

4 U/4903/1964204

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