This document contains 21 statistics and probability problems involving concepts like random variables, probability distributions, moments, moment generating functions, and other related topics. The problems cover discrete and continuous distributions like binomial, Poisson, normal, uniform, exponential and gamma distributions. They involve calculating probabilities, probability density/mass functions, means, variances, and moment generating functions for random variables following these distributions. Some problems also involve finding distributions of functions of random variables or probabilities involving sums of independent random variables.
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PQT - Question Bank
This document contains 21 statistics and probability problems involving concepts like random variables, probability distributions, moments, moment generating functions, and other related topics. The problems cover discrete and continuous distributions like binomial, Poisson, normal, uniform, exponential and gamma distributions. They involve calculating probabilities, probability density/mass functions, means, variances, and moment generating functions for random variables following these distributions. Some problems also involve finding distributions of functions of random variables or probabilities involving sums of independent random variables.
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2 Marks
1. If Var(X) = 4, find var(3X+8) , where X is a random variable. (A.U, Model)
2. X and Y are independent random variables with variance 2 and 3 . Find the variance of 3X + 4Y.[A.U. April/May ,2003] 3. Let X be a R,V with E(X) = 1, and E(X(X-1)] = 4. Find Var X and Var(2-3X).[A.U. May,2000] 4. Let X be a R.V taking values –1 , 0 and 1 such that P(X = -1 ) = 2P(X=0) =P(X = 1) . Find the mean of 2X-5. 5. A continuous random variable X has probability density function given by f(x) = 3x2, 0 ≤X≤ 1. Find K such that P(X > K ) = 0.05(A.U. Model ) 6. The p.d.f of a random variable X is f(x) = 2x, 0 < x < 1, find the p.d.f of Y = 3X + 1.[A.U. A/M 2003] 7. A random variable X has the p.d.f f(x) given by
f(x) = C X e-x, If X > 0
0, If X ≤ 0 Find the value of C and c.d.f of X 8. The first four moments of a distribution about X 4 are 1, 4 10 and 45 4 =µ 3 = 0 and µ Respectively . Show that the mean is 5 , variance is 3, 26.[A.U. mN/D 2004 2 . Find the first two√8. For a binomial distribution mean is 6 and S.D is terms of the distribution.[A.U. A/M 2004] 10. Define poisson distribution [A.U. N/D 2005] 11. If X is a poisson vitiate such that P( X = 2) = 9 P( X =4) + 90 P(X =6), find the variance. A/M 2003] 12. The moment generating function of a random variable is given by Mx (t) = e3(e – 1) . Find P( X =1)[AU, Model]
13. Find the moment generating function of the generating
distribution.[A.U.Dec.98] 14. Find the moment generating function of a uniform distribution.[A.U,2000] 15. If the random variable X is uniformly distributed over (-1,1), find the density x/2)π Function of Y = sin( /2) , find the probabilityπ /2,π 16. If X is uniformly distributed in (- distribution function of y = tan x.[A.U.N/D 2003] 17. Define Gamma distribution.[A.U.N/D 2004] 18. Let X be a R.V with p.d.f given by f(x) = 2x, 0 < X < 1 0, elsewhere Find the p.d.f of Y = (3X + 1)[A.U.2000) 19.The life time of a component measured in hours follows weibull = 0.5. Find mean lift time of theβ = 0.2, α distribution with parameter component. [A.U. April ‘03] ≤ X ≤ =10. Find P(15 σ = 20 and S.D . µ 20. A normal distribution has mean 40).[ A.U. Nov’07 ,May ‘03] 16 Marks 1.Let X be a discrete random variable whose cumulative distribution function is [A.U May 2000]
0 for x < -3
6≤ X ≤ F(X) = 1/6 for –3
10≤ X ≤ 1/2 for 6 10≥ 1 for x 4) , P (-5≤ (a) Find P( X < 4 ),≤ X P( x = -3 ), P( x= 4 ) (b) Find the prob. Mass function of x
2. A random variable X has the following probability function
X: 0 1 2 3 4 P(X) K 3K 5K 7K 9K
(i) Find the value of K
(ii) Find P( X < 3) , P( 0≥ 3 ), P( X < X < 4 ) ( iii)Find the distribution function of X 2. Letr X be a R. V with p.d.f given by
f(x) = 2x, 0 < x < 1
0, elsewhere Find the pdf of Y = (3X + 1) [A.U. 2000] 3.Find the moment generating function of an exponential random variable and hence find its mean and variance.[ A.U. N/D 2004] 0. fiind≥ 4. A continuous random variable X has the p.d.f f(x) = Kx2 e-x, X the rth moment of X about the origin. Hence find mean and variance of X. [ A.U. A/M 2003] 5. If ‘X ‘ has the probability density f(x) = Ke-3x , X > 0 , fiind K , 1 ) and the mean of X. [A.U. A/M 2004]≤ X ≤ P(0.5 6. Let the random variable X have the p.d.f ½ e-x/2 f(x) = 0, otherwise Find the moment generating function, mean and variance of X. 7.Define Binomial distribution, obtain its MFG , mean and variance.[A.U.N?D 2003,A/M 2004] 9. The probability of a bomb hitting a target is 1/5 , Two boms are enough to destroy a bridge. If six bombs are aimed at the bridge, find the probability that the bridge is destroyed? [ A.U Dec ‘98] 10. Describe Binomial B(n,p) distribution and obtain the moment generating function. Hence compute (i) The first four moment and (ii) the recursion relation for the central moments. [ A.U.A/M 2005] 11. If X and Y are independent poisson random variables, show that the conditional distribution of X given X+Y is a binomial distribution.[A.U. model] 12. If a random variable X has a negative binomial distribution. Obtain the mean and variance of X.[A.U. A/M 2004] 13. Describe negative binomial distribution X follows NB( k,p) where X = number of failures preceding the kth success in a sequence of Bernoulli trials and p = Probability success. Obtain the MGF of X, mean and variance of X. 14. Let ‘X’ be a uniform random variable over 90,1) . Determine the moment generating function of X and hence find variance of X . Given that ‘X’ is a uniform random variable over (0,1) . Hence its p.d.f is given by f(x) = 1/1-0 =1 , 0 < x < 1. 15. Let Y = X2 , find the p.d.f of Y if X is a uniform random variable over (-1,2). 16. If a poisson variate X is such that P( X =1) = 2P(X = 2). Find P( X = 0) and var(X) . If X is a uniform random variable in [-2,2] , find the p.d.f of Y = and E[Y].X 17. If x is a uniform random variable in the interval (-2,2) find the p.d.f of Y = X2 [A.U.A/M 2005] 18. Find the moment generating function of an exponential random variable and hence find its mean and variance.[A.U. N/D 2004] 19. If X and Y are independent exponential distributions with parameter 1, find the pdf of U = X –Y. [A.U. Model] 20. The daily consumption of milk in excess of 20,000 gallons is = 3000 . The city has a dailyθ approximately exponentially distributed with stock of 35,000 gallons. What is the probability that of two days selected at random, the stock is insufficient for both days.[ A.U.A/M 2003] 21. Obtain the moment generating funtion of a Gamma variable X. Hence or otherwise calculate the mean and variance of X.