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Est Ucs410 2023 Solution

The document discusses a probability and statistics exam containing 5 questions. Question 1 has two parts about sample means and sample sizes. Question 2 has two parts about probability density functions and lognormal distributions. Question 3 has two parts about random variables and their distributions. Question 4 has two parts about sample means, variances, and maximum likelihood estimators. Question 5 has two parts about hypothesis testing for prenatal drug exposure and estimating bicycle usage.

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0% found this document useful (0 votes)
50 views16 pages

Est Ucs410 2023 Solution

The document discusses a probability and statistics exam containing 5 questions. Question 1 has two parts about sample means and sample sizes. Question 2 has two parts about probability density functions and lognormal distributions. Question 3 has two parts about random variables and their distributions. Question 4 has two parts about sample means, variances, and maximum likelihood estimators. Question 5 has two parts about hypothesis testing for prenatal drug exposure and estimating bicycle usage.

Uploaded by

gkaurbe21
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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Thapar Institute of Engineering and Technology, Patiala

SCHOOL OF MATHEMATICS
END SEMESTER EXAMINATION
Course No. UCS410 ˘ Course Name: PROBABILITY AND STATISTICS
Time: 3 hours ˘ MM: 100

Faculty: Dr. Arun, Dr. Jatinderdeep, Dr. Kavita, Dr. Mamta, Dr. Rajanish, Dr. Sukhdev

There are a total of 5 Questions each having two parts. Attempt any 4 questions. In case of
over attempt first 4 questions will be considered. Non programmable calculators are allowed. A
table for CDF of Z is given at the end.

1 (a) The breaking strength X of a certain rivet used in a machine engine has a mean 5000 units and standard
deviation 400 units. A random sample of 36 rivets is taken. Consider the distribution of X̄, the sample
mean breaking strength and answer the following
(i) What is the probability that the sample mean falls between 4800 and 5200?
(ii) What sample size n would be necessary in order to have P (4900 < X̄ < 5100) = 0.99?

[12 marks]
(b) (i)A machinist is making engine parts with axale diameters of 0.700 inch. A random sample of 10 parts
shows a mean diameter of 0.742 inch with a standard deviation of 0.040 inch. Compute the statistic
you would use to test whether the work is meeting specifications?
(ii) A sample of 10 is drawn randomly from a certain population. The sum of the squared deviations
from the mean of the given sample is 50. The population standard deviation is 5. Calculate the test
statistics needed to test the hypothesis that the population variance is 5.
[13 marks]

2 (a) Let X be a continuous random variable with the PDF given by

kexp − x3 ;
 
for |x| ≤ 1,
fX (x) =
0 otherwise
Find (i) the value of k, (ii) the CDF of X, (iii) P (1 < X < 4). [12 marks]
(b) Concentrations of pollutants produced by chemical plants historically are known to exhibit behaviour
that resembles a lognormal distribution. Suppose it is assumed that the concentration of a certain
pollutant, in parts per million, has a lognormal distribution with parameters µ = 3.2 and σ = 1. Then
find
(i) the probability that the concentration exceeds 8 parts per million.
(ii) Find the fifth percentile.
[13 marks]
3 (a) If X is uniformly distributed over the interval (0, 1), i.e., X ∼ U (0, 1). Show that the random variable
Y = −2 ln(X) has a chi-squared distribution with 2 degrees of freedom.
[12 marks]
(b) Let X be continuous random variable having probability density function
 1 √ √
√ , − 3<x< 3;
f (x) = 2 3
0, elsewhere.

Find the actual probability P |X − µ| ≤ 32 σ and compare it with the upper bound obtained by Cheby-


shev’s inequality.
[13 marks]
4 (a) Suppose that {X1 , X2 , . . . , Xn } be a random sample taken from a population with mean µ and variance
Xn n
X
σ 2 . Prove that sample mean, X̄ = n1 ( 1
Xi ) and sample variance, S 2 = (n−1) ( (Xi − X̄)2 ), are the
i=1 i=1
unbiased estimators for µ and σ 2 , respectively. [12 marks]

1
−µ x
(b) Consider a Poisson distribution with probability mass function f (x) = e x!µ , x = 0, 1, 2, · · · . Suppose
that n independent observations x1 , x2 , · · · , xn are taken from the distribution. What is the maximum
likelihood estimator of µ.
[13 marks]
5 (a) A study was conducted to assess the effects that occur when children are exposed to cocaine before
birth. Children were tested for object assembly skills. The 191 children born to cocaine users had a
mean score of 7.5. The 181 children not exposed to cocaine had a mean score of 8.3. The population
standard deviations are 3.0 of 2.9 respectively. Assuming that the two samples are independent, use a
0.05 significance level to test the claim that prenatal cocaine exposure is associated with lower score.
[12 marks]
(b) At a certain college, it is estimated that 25% of the students ride bicycles to class. Does this seem to
be a valid estimate if in a random sample of 90 college students, 30 are found to ride bicycles to class.
Use (i) α = 0.05 and (ii) α = 0.1 level of significance for hypothesis testing.
[13 marks]

Note that copies will be shown on 26th December, 2023.


(Check LMS for more details.)

THE END

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