1576 4 [This question paper contains 4 printed pages.

Scction C You r Roll N o,.,.,...,...,..

(a) ll'X and Y are i.i.d

Sr, No. of Question Paper: 1576 G
7 exponential variates with
Unique PaperCode : 2372012302
paranrctcr l. Find dislribution of U =I. Also find
x Name of the Paper : Advanced Probability
cxlrecled valuc of U.
Distributions, DSC 8
(b) Del'inc standard laplace distribution. Find its
Name ol the Course : B.Sc, (Hons.) Statistics
characteristic l-unction and hence find mean and (Under NEP - UGCF)
l'ariancc. ( 8,7)
Semester : III
Duration : 3 Hours 'Mariinrurn l\l ark s : 90
It (a) Provc that random variable X follows Cauchy /a
tlislrihulion with parameters a and b iff random I nstructions r Candid atcs tl
variablc Xr lollows Cauchv distribution with i
l. Write your Roll No. on the to p imnrcd iatcly on rcc
l)ar'0rrlctct :\
"ahirrtd '-. where c- a2 + b). of th is question paper.
cc
2. Attempt six questions in all selecti ng tlvo q uest io ns
(b) I)cl'inc logistic distribution. Find its cumLrlant fronr each section.
gcnerirling llnction and hence find rnean and 3. All questions carry equal rnarks
r,a ria n cc. (tt,7)
Section A
9 (a) Lct X an<1 Y he i.i.d. standard Cauchy variates
I:ind thc pdl ol'random variable U : XY. (a) Let X be the negative binomial variate with
parameters k and p. Show that the central moment
(b) I.cl X,X,..... X,, bc a random sample flom a
satisfies recurrence formula :
populalion witlt continuous density. Show that
Yr nrin(X,.X,,.... X,,) is exponential with
paranrctcl n), il'and only if each X, is exponenlial ttr+t = Q (H * # u,-,), r - r,2,.,....
wilh pa ll ln e tcr ),. (8,7)
Hence find 01 and p,.

(1000) P. T. O.
157 6 2 157 6 -t

(b) Define hyper-geometric distribution and find its Section B

mean and variance. ( 8,7)

.+ (a) lf X, and X, are independcnt rsctangular variates

2 (a) The trinomial distribution of two r.v.'s X and Y is on [0,1]. Find the distlibution ol':
g iven by
(i) XrlX, (ii) XrX, (iii) X, t X..
a
, x,v lx,i =V6ffi=;1. p, qv (t - - q)n- - v
x
p
(b) Let X and Y be indcpend0nt ganrnra valiatcs with
parameters p and v respectii,cly. l-et Ll X I Y
For x, y = 0,1,2,..., n and x + y ( n, where 0 ( p,
and Z - Xl(X r. Y). Find thc distlibutiorls ol'random
0Sqandp+q<1.
variables. ({t,7)
(i) Find the margina[ distribution of X and Y.

(ii) Find the conditional distribution of X and 5 (a) IIX and Y are two independent randonr variables
Y and hence obta in with p.d.f. f(x) : e *; x 2 0 and g(y) : 3c 3v;
y > 0, then find the p.d.l'. ol Z X/Y and also
(a) E(xlY: y) (b) E(Ylx = x). identify the d istribution.
(b) Del'ine 'lack of memory' property. Suppose X is (b) Let X - F, ( n.r, n) and Y y1).. nr + n) bc
a non-n€gative integral valued random variable. independent random valiables. (nl. n" i. 0). l'ind
Show IhaI the distribution of X is geometric il'it the pdf of XY and idcntily its distribLrtion.
"lacks memory". (8,7)
(7,8)

l (a) Obtain Poisson distribution as a lirniting case of 6 (a) Define beta distribution ol'secontl kintl. Compute
binomiaI distribution. mean and variance fbr beta variatc ol'sccond kind.

(b) Let X, X, be independent r.v.'s each having (b) Il X is a gamnra variatc uith palanrctcr )" then
geometric distribution with probability law obtain its m.g.f. Hence deducc tlrirt tlrc nr.g.l'. of
p(k): qtp; k:0,1,2,... Show that the conditional 1

standartl gamrna variatc tcl)(ls 1() c\l) as ), --l co.

distribution of X, given Xr + Xr is unitbrm. 2
( 8,7) A lso intsrpret the lcsult. (8,7 )
P. T. O.