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MA 5160 APPLIED PROBABILITY AND STATISTICS
Important 13 Marks Questions
Unit I
1. State and prove the memory less property of an exponential distribution.
2. A continuous random variable X has probability density functions 𝑓(𝑥) =
𝑘𝑥 2 𝑒 −𝑥 , 𝑥 ≥ 0. Find k, 𝑟 𝑡ℎ moment, mean and variance.
3. Derive the recurrence relation for the moments of the Poisson distribution. Also
obtain the first four moments.
4. A random variable X has the following problem values of
X: 0 1 2 3 4 5 6 7
P(X): 0 k 2k 2k 3k 𝑘2 2𝑘 2 7𝑘 2 + 𝑘
(i) Find K
(ii) Evaluate P(X<6), P(X>6) and P(0<x<5)
1
(iii) Find minimum value of ‘a’ such that P(X≤ 𝑎) > 2
5. Let X be a random variable such that 𝑃[𝑋 = −2] = 𝑃[𝑋 = −1] = 𝑃[𝑋 = 1] =
𝑃[𝑋 = 2] and 𝑃[𝑋 < 0] = 𝑃[𝑋 = 0] = 𝑃[𝑋 > 0]. Find the probability mass function
and the distribution of X.
Unit II
1. The joint probability function of (X, Y) is given by 𝑃(𝑥, 𝑦) = 𝐾(2𝑥 + 3𝑦), 𝑥 =
0, 1, 2; 𝑦 = 1, 2, 3. Find the marginal distributions and conditional distributions.
2. Find the correlation co-efficient for the following data:
X 51 63 63 49 50 60 65 63 46 50
Y 49 72 75 50 48 60 70 48 60 56
3. The joint distribution function of X and Y is given by
𝐹(𝑥, 𝑦) = (1 − 𝑒 −𝑥 )(1 − 𝑒 −𝑦 ), 𝑥 > 0, 𝑦 > 0.
(i) Find the probability density function of X and Y.
(ii) Find the marginal density function of X and Y.
(iii) Are X and Y independent?
(iv) Find 𝑃(1 < 𝑋 < 3, 1 < 𝑌 < 2).
4. Two random variables X and Y have the following joint probability density function
𝑓(𝑥, 𝑦) = {2 − 𝑥 − 𝑦, 0 ≤ 𝑥, 𝑦 ≤ 1
0, otherwise
(i) Find the Marginal density functions of X and Y.
(ii) Find the conditional density functions of X and Y.
(iii) Find the Var X, Var Y and 𝑐𝑜𝑣 (𝑋, 𝑌).
5. If X, Y and Z are uncorrelated random variables with zero means and standard
deviations 5, 12, 9 respectively and if 𝑈 = 𝑋 + 𝑌, 𝑉 = 𝑌 + 𝑍, find the coefficient of
correlation between U and V.
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Unit III
1 1
1. State and prove Cramer-Rao inequality. Given the p.d.f 𝑓(𝑥𝑖, 𝜃) = 𝜋 1+(𝑥−𝜃)2
−
∞ < 𝑥 < ∞, −∞ < 𝜃 < ∞; Show that the Cramer-Rao bound of variance of an
2
unbiased estimators of 𝜃 is 𝑛, where n is the size of the random sample from this
distribution.
2. The following data relate to the marks of 10 students in the internal test and the
university examination for the maximum of 50 in each.
Internal Marks: 25 28 30 32 35 36 38 39 42 45
University Marks: 20 26 29 30 25 18 26 35 35 46
(i) Obtain the equations of the lines of regression.
(ii) The most likely internal mark for the university mark of 25,
(iii) The most likely university mark for the internal mark of 30.
3. Let 𝑋𝑘 for k=1, 2, 3, …, n constitute a random sample of a normal random
variable X with known mean 𝜇 and unknown variance 𝜎 2 . Find the maximum
likelihood estimator of 𝜎 2 .
4. Obtain the equation of regression line 𝑦 = 𝑎𝑥 + 𝑏 from the following data, using
the method of least squares.
X: 22 26 29 30 31 31 34 35
Y: 20 20 21 29 27 24 27 31
5. Find the maximum likelihood estimate for the parameter λ of a Poisson
distribution on the basis of a sample of size it.
Unit IV
1. The table below gives the number of aircraft accidents that occurred during the
various days of the week. Test whether the accidents are uniformly distributed
over the work.
Days: Mon Tues Wed Thurs Fri Sat
No of accidents: 14 18 12 11 15 14
2. The mean breaking strength of the cables supplied by a manufacturer is 1800,
with a standard deviation of 100. By a new technique in the manufacturing
process, it is claimed that the breaking strength of the cable has increased. To
test this claim, a sample of 50 cables is tested and it is found that the mean
breaking strength is 1850 at 0.01 level of significance?
3. The following data shows defective articles produced by 4 machines.
Machine A B C D
Production time 1 hr 1 hr 2 hrs 3 hrs
Number of defectives 12 30 63 98
Do the data indicate a significant difference in the performance of the machine?
4. A survey of 320 families with 5 children each revealed the following information:
No of boys 5 4 3 2 1 0
No of girls 0 1 2 3 4 5
No of families 14 56 110 88 40 12
Is the result consistent with Hypothesis that male and female birth are equally
probable?
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5. Samples of two types of electric bulbs were tested for length of life and the
following data were obtained.
Size Mean S. D
Sample I 8 1234 hours 36 hours
Sample I 7 1036 hours 40 hours
Is the difference in means sufficient to warrant that type I bulbs are superior to type
II bulbs at 5% level?
Unit V
4 1 2
1. Computing the correlation matrix from the Covariance matrix |1 9 −3|.
2 −3 25
2. Find the mean matrix, covariance matrix, standard, standard deviation matrix and
correlation coefficient matrix for two random variables 𝑋1 and 𝑋2 whose joint mass
function is given by.
𝑥1 0 1
⁄𝑥 2
-1 0.24 0.06
0 0.16 0.14
1 0.40 0.0
3. Suppose the random variables 𝑋1, 𝑋2, 𝑋3 have the covariance matrix 𝚺 =
1 −2 0
|−2 5 0|. Calculate the population principle components and hence find
0 0 2
variances and covariance of principal components.
4. Find the population principal components 𝑌𝑘 for k = 1, 2, 3 for 𝚺.
5. Calculating the population principal components of random variables 𝑋1 , 𝑋2, 𝑋3 have
1 −2 0
the covariance matrix |−2 5 0| and also find 𝑉𝑎𝑟(𝑌1 ), 𝐶𝑜𝑣(𝑌1, 𝑌2 ) and total
0 0 2
population variance.
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