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    Ma324 2 PDF

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    This document is an end-semester examination from the National Institute of Technology Rourkela for the session 2017-2018. It contains 10 questions related to probability for the subject MA 324 - Probability. The questions cover topics such as independence of random variables, distributions including normal, exponential, binomial, and their properties. They involve computing expectations, variances, density functions, and proving laws of probability.

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    Ma324 2 PDF

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    taru
    71 views1 page
    This document is an end-semester examination from the National Institute of Technology Rourkela for the session 2017-2018. It contains 10 questions related to probability for the subject MA 324 - Probability. The questions cover topics such as independence of random variables, distributions including normal, exponential, binomial, and their properties. They involve computing expectations, variances, density functions, and proving laws of probability.

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    This document is an end-semester examination from the National Institute of Technology Rourkela for the session 2017-2018. It contains 10 questions related to probability for the subject MA 324 - Probability. The questions cover topics such as independence of random variables, distributions including normal, exponential, binomial, and their properties. They involve computing expectations, variances, density functions, and proving laws of probability.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    71 views1 page

    Ma324 2 PDF

    Uploaded by

    taru
    This document is an end-semester examination from the National Institute of Technology Rourkela for the session 2017-2018. It contains 10 questions related to probability for the subject MA 324 - Probability. The questions cover topics such as independence of random variables, distributions including normal, exponential, binomial, and their properties. They involve computing expectations, variances, density functions, and proving laws of probability.

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    © All Rights Reserved
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    National Institute of Technology Rourkela

    End-Semester Examination
    Session 2017-2018 (Spring)

    Sub. Code: MA 324 Subject Name: Probability Department Code: MA


    No. of Pages: 1 Full Marks: 50 Duration: 180 Minutes
    • Answer all the questions. Figures at the right hand margin indicate marks.
    • Marks will not be awarded without proper justification in support of your answers.

    Q1. Let X1 , X2 , . . . , Xn be independent and identically distributed N (µ, σ 2 ) random variables.


    ∑n Then,
    show that X and (X1 − X, X2 − X, . . . , Xn − X) are independent, where X = n−1 i=1 Xi . [5]
    Q2. A company sells toasters along with a warranty for one year against all repairs. It has been estimated
    that the probability of no repairs in the first year is 95%. In the case of repairs, it has been found
    that the total payout in a year is distributed as an exponential with mean of $15. Obtain the
    distribution function of the payout under the warranty. Also, find its expectation and variance. [5]
    Q3. (i) State and prove weak law of large numbers.
    (ii) Let X1 , X2 , . . . be a sequence of independent identically distributed random variables following
    Binomial(1, p). Using weak law of large numbers, show that X converges to p in probability as n
    tends to ∞. [5]
    Q4. (i) Let X be uniformly distributed over (1, 4). Use Markov’s inequality to estimate P (X ≥ a),
    where 1 ≤ a ≤ 4 and compare your estimate with exact answer. (Take any five values of a in the
    given interval).
    (ii) Find the value of a ∈ (1, 4) that minimizes the difference between the bound and the exact
    probability computed in (i). [3+2]
    Q5. Let X1 , X2 , . . . , Xn be a random sample drawn from a distribution with cumulative distribution
    function
    ∫ x
    F (x) = (B(p, q))−1 tp−1 (1 − t)q−1 dt, 0 ≤ x ≤ 1, p, q > 0,
    0
    where B(., .) is the beta function. Then, obtain method of moments estimators of the unknown
    parameters p and q. [5]
    Q6. Let X1 , X2 , X3 be independent identically distributed random variables with common probability
    density function
    √
    f (x) = ( 2π)−1 e−x /2 , − ∞ < x < ∞.
    2

    √ √ √
    Further, let Y1 = (X1 − X2 )/ 2, Y2 = (X1 + X2 − 2X3 )/ 6 and Y3 = (X1 + X2 + X3 )/ 3. Then,
    obtain the joint probability density function of Y1 , Y2 and Y3 . [5]
    ∑
    n
    Q7. Let X1 , X2 , . . . , Xn be a random sample from a N (0, 1) population. Define Y1 = n1 i=1 Xi , Y2 =
    ∑n
    i=1 |Xi |. Calculate E(Y1 ) and E(Y2 ), and establish the inequality between them.
    1
    n [5]
    Q8. Derive moment generating function of a normal distribution with mean µ and variance σ 2 . Hence
    obtain the mean and variance of this distribution. [5]
    Q9. The blood type distribution in the Odisha state is type A, 41%; type B, 9%; type AB, 4% and
    the type O, 46%. It is estimated that during an accident, 4% of inductees with type O blood were
    typed as having type as A; 88% of those with type A were correctly typed ; 4% with type B blood
    were typed as A; and 10% with type AB were typed as A. A person was wounded and brought to
    surgery. He was typed as having type A blood. What is the probability that this is his true blood
    type? [5]
    Q10. Let X1 , X2 , . . . , Xn be independent identically distributed N (µ, σ 2 ) random variables. If S 2 is the
    sample variance, then show that S 2 is unbiased and consistent of σ 2 . Is S an unbiased estimator of
    σ? Give explanation. [5]

    —————————–
    Best of luck!

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