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FIRST SEMESTER M.Sc. (CSS) DEGREE EXAMINATIONS,

JANUARY 2015
Statistics

ST 1C 05- DISTRIBUTION THEORY

Time: 3 Hours Maximum: Weightage: 36
Part A
Answer all questions
Each question carries a weightage of 1 (12x1=12 Weightage)
𝑑
1. If and 𝑋 & 𝑌 are independent binomial random variable such that 𝑋 𝐵 𝑚, 𝑝 ,
𝑑
𝑌 𝐵(𝑛, 𝑝). Show that 𝑋/(𝑋 + 𝑌) is hypergeometric.
2. The joint probability density function of two r.v’s 𝑋 & 𝑌 are given by
1 1 1
𝑃 𝑋 = 1, 𝑌 = −1 = 3 , 𝑃 𝑋 = 0, 𝑌 = 1 = 3 & 𝑃 𝑋 = 1, 𝑌 = 1 = 3
Find the marginal distribution of 𝑋 & 𝑌.
3. Let 𝑋 have a (standard) Cauchy distribution. Find the probability density function of 𝑋 2 .
Identify its distribution.
4. If 𝑋1 , 𝑋2 , … , 𝑋𝑛 are i.i.d r.v’s having exponential distribution with pdf
−𝜃𝑥
𝑓 𝑥 = 𝜃𝑒 , 𝑥>0 , 𝜃 > 0 Obtain the distribution of 𝑋(𝑛) = min⁡
(𝑋1 , 𝑋2 , … , 𝑋𝑛 ).
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
5. Define Pareto distribution and mention it’s important characteristics.
𝑑 𝑛 𝑋
6. If 𝑋 𝐵𝑒𝑡𝑎 𝑚, 𝑛 , Show that 𝑌 = 𝑚 1−𝑋 has 𝐹(2𝑚, 2𝑛) distribution.
7. Describe log normal distribution. Obtain it’s moment generating function and determine it’s
coefficient of variation.
8. If and 𝑋 & 𝑌 are independent r.v s with common 𝑁(0,1) distribution. Then 𝑋 + 𝑌 and 𝑋 − 𝑌
are independent.
9. Derive the joint distribution of 𝑋(𝑟) , 𝑋(𝑠) , the 𝑟 𝑡ℎ , 𝑠 𝑡ℎ order statistics.
8𝑥𝑦, 0 < 𝑥 < 𝑦 < 1
10. Let 𝑓 𝑥, 𝑦 = be the joint probability density function of
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
𝑋 & 𝑌. Find 𝐸(𝑌/𝑋).
11. Define Non central t- distribution. When will this reduces to central-t distribution.
12. Define 𝜒 2 - distribution. State its important uses.
Part B
Answer any 8 Questions
Each question carries a weightage of 2 (8x2=16 Weightage)
13. 𝑋(1) , 𝑋 2 , 𝑋 3 , be the order statistics of i.i.d r.v’s 𝑋1 , 𝑋2 , 𝑋3 with common pdf
−𝑥
−
𝛽 ,
𝑓 𝑥 = 𝛽𝑒 𝑥>0 , 𝛽>0
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Show that 𝑋(𝑟) , 𝑋(𝑠) − 𝑋(𝑟) are independent for 𝑠 > 𝑟. Also find the pdf of the mid-range.
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14. Let 𝑋𝑖 follows gamma density with with parameters 𝜂𝑖 & 𝜆 for 𝑖 = 1,2. Assume that
𝑋
𝑋1 𝑎𝑛𝑑 𝑋2 are independent. Find the joint distribution 𝑌1 = 𝑋1 + 𝑋2 and 𝑌1 = 𝑋1 .
2
15. Let (𝑋, 𝑌) be a bivariate normal random variables with parameters 𝜇1 , 𝜇2 , 𝜍1 2 , 𝜍2 2 𝑎𝑛𝑑 𝜌. Let
𝑈 = 𝑎𝑋 + 𝑏, 𝑎 ≠ 0, 𝑎𝑛𝑑 𝑉 = 𝑐𝑌 + 𝑑, 𝑐 ≠ 0. Find the joint distribution of 𝑈, 𝑉 .
𝑑 𝑑 𝑋
16. Let 𝑋 𝑁 0,1 , & 𝑌 𝜒 2 (𝑛) and 𝑋 & 𝑌 are independent. Obtain the distribution of 𝑌
𝑛

17. Let 𝑋1 , 𝑋2 , … , 𝑋𝑛 are i.i.d with common density

1
, 𝑖𝑓 0 ≤ 𝑥 ≤ 𝜃
𝑓 𝑥 = 𝜃 , Obtain the distribution of sample range.
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
𝑑𝑘 𝑟
18. (a). Show that for the binomial distribution 𝑘𝑟+1 = 𝑝𝑞 , 𝑟 > 1 where 𝑘𝑟 is the
𝑑𝑝
𝑟 𝑡ℎ cumulant.
(b). If X and Y are Poisson variates, Show that conditional distribution of X /(X+Y) is
binomial.
19. (a). Obtain Poisson distribution as a limiting case of Negative binomial distribution.
(b). Define Hypergeometric distribution. Find it’s mean & variance.
20. For the bivariate Cauchy random variable (𝑋, 𝑌) with pdf
−3
𝑐
𝑓 𝑥, 𝑦 = 2𝜋 (𝑐 2 + 𝑥 2 + 𝑦 2 ) 2 , −∞ < 𝑥 < ∞, −∞ < 𝑦 < ∞, 𝑐 > 0 find the marginal PDF of
𝑋&𝑌. Also find the conditional PDF of 𝑌 given 𝑋 = 𝑥.
21. Show that if 𝐸 𝑋 2 < ∞, Then 𝑉 𝑋 = 𝑉 𝐸 𝑋 𝑌 − 𝐸(𝑉 𝑋 𝑌 ).
22. If X has Geometric distribution. Then for any two positive integers 𝑚 & 𝑛
𝑃 𝑋 >𝑚+𝑛 𝑋 >𝑚 =𝑃 𝑋 >𝑛
23. If X be a non negative random variable with distribution function F(.), then show that
∞
𝐸 𝑋 = 0 (1 − 𝐹(𝑥)) 𝑑𝑥
24. If X and Y are independent r.v s with density function 𝑓 𝑥 = 𝑒 −𝑥 , 0 < 𝑥 < ∞, show that
𝑋
𝑍 = 𝑌 has an F- distribution.
Part C
Answer any 2 questions
Each question carries a weightage of 4 (2x4=8 Weightage)
25. In sampling from a normal population, so that the sample mean 𝑋 and sample variance 𝑆 2 are
independently distributed.
26. If (𝑋, 𝑌) has a bivariate normal distribution, Find 𝐸 𝑋 𝑌 & 𝐸 𝑌 𝑋
27. (a). Obtain the characteristic function of the multivariate normal distribution and establish
the reproductive property.
(b). If 𝑋1 , 𝑋2 , … , 𝑋𝑛 are i.i.d random variables following 𝑁(𝜇, 𝜍 2 ). Obtain the distribution
of 𝐿 = 𝑛𝑖=1 𝑙𝑖 𝑋𝑖 where 𝑙𝑖 ′𝑠 are constants. What can you say about independence of linear
forms?
1
1 + 𝑥𝑦 , 𝑥| < 1, |𝑦| < 1
28. Let 𝑋 & 𝑌 be jointly distributed with pdf 𝑓 𝑥, 𝑦 = 4
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
2 2
Show that 𝑋 & 𝑌 are not independent but 𝑋 & 𝑌 are independent.