Subject Code: P23MACC32

E.G.S PILLAY ARTS & SCIENCE COLLEGE (AUTONOMOUS)

NAGAPATTINAM - 611001
ODD SEMESTER - 2024
Major: MATHEMATICS
QUESTION BANK
SUBJECT: PROBABILITY THEORY

UNIT - I
SECTION – A
ANSWER ALL THE QUESTIONS
Choose the correct answer. (10 X 1= 10)

1. The event which containing all the elements of the set E is called __________

(a) Frequency event (b) Impossible event (c)Sure event (d)Elementary event
2. The set of all possible outcomes of the experiment is called
(a) Possible events (b)sample space (c)Borel set (d) Elementary event
The event which contains those and only those elementary events belongs to atleast one of the events
3.
A1,A2,…. is called Alternative events then
(a) A = A1+A2+…. (b) A = A1-A2-…. (c) A = A1/A2/…. (d) A = A1.A2.….
The event which contains those and only those elementary events belongs to atleast one of the events
4.
A1,A2,…. is called Intersection events then
(a) A = A1+A2+…. (b) A = A1-A2-…. (c) A = A1/A2/…. (d) A = A1.A2.….
5. The Inequality satisfied by the probability of A is
(a) 0≤P(A) ≤1 (b) 0≤P(A) <1 (c) 0<P(A) <1 (d) P(A) <1
6. There are only black balls in an urn the probability of drawing a black ball from it is
(a) m/n = 0 (b) m/n = 1 (c) m/n = -1 (d) m/n = 1/n
7. The Probability of sure event is equal to
(a) 0 (b) -1 (c) 1 (d) Undefined
8. In the conditional probability the probability of A provided B is given by
P(AB) 𝐏(𝐀𝐁) P(A+B) P(A−B)
(a) P(A|B) = (b) P(A|B) = (c) P(A|B) = (d) P(A|B) =
𝑃(𝐵) 𝑷(𝑨) 𝑃(𝐴) 𝑃(𝐴)

9. In the conditional probability the probability of B provided A is given by

𝐏(𝐀𝐁) P(AB) P(A+B) P(A−B)
(a) P(A|B) = 𝑷(𝑩)
(b) P(A|B) = 𝑃(𝐴)
(c) P(A|B) = 𝑃(𝐴)
(d) P(A|B) = 𝑃(𝐴)
The single valued function F(x) is a distribution function if and only if it satisfies the condition
10.
that F(-∞) and F(∞) =
(a) 1&0 (b) 1 &-1 (c) 0&1 (d) -1 & 1
 Fill in the blanks. (10 X 1= 10)
If the two events A and B do not having any common elements then the two events are said to be Exclusive
1. events

2. The Difference of events E-A is called the complement of A

3. On tossing a coin the probability that head appears thrice is 1/8
4. The probability of an impossible events is 0
5. If the two events A and B are independent then P(AB) = P(A)P(B)
6. The sum of the probability of any event A and its compliment 𝐴̅ is equals to one
7. The function x(e) of random variable assigns value in a given set of real numbers is called Inverse image
If the random variables X and Y are said to be independent if for every pair(x,y) which equals
8.
F(x,y) = F(x)F(y)
9. The marginal distribution of two dimensional random variable x and y is given by pi & pk
10. The probability function of the discrete type random variable x is given by p(X=xi)=pi

Answer the following. (10 X 2= 20)

1. Define Random events
2. What do you mean by Impossible events
3. State Addition theorem of probability
4. Define conditional probability
5. State Baye’s Theorem
6. what is called Independent events
7. What do you mean by Random variable
8. Define Distribution function
9. What is called Jump points
10. Define Marginal Distribution
 SECTION – B (5 X 5 = 25)
Answer All The Questions.
1. State and prove Additive probability
If {An}, n = 1,2,3,… be non-increasing sequence of events and let A be their product then Prove that
2. P(A) = lim 𝑃(𝐴𝑛 )
𝑛→∞
3. Compute the Probability that head appears atleast twice in three successive tosses of a coin
There are 9 slips of paper in the urn with numbers 1 to 9 and suppose there are no two slip marked
4. with the same number then E has 9 elementary events and denote A the event on the slip of paper
selected at random and even number will appear. What is the Probability of this event
If there are 4 slips of paper of identical size in an urn. each slip is marked with one of the number
5. 110,101,011,111 and there are no two slips marked with same numbers. show that the events
A1,A2,,A3,A4 are not independent

SECTION – C (3 X 10 = 30)
Answer the following.
1. State and prove Baye’s Theorem
Suppose that we have 21 slips of papers in an urn each slip has one of the numbers 1 to 21 and no two
2. slips marked with same numbers. we are interested in two characteristics of these numbers, their
divisibility by 2 & 3. we choose one slip of paper at random. Evaluate Marginal distribution
Guns 1 & 2 are shooting at the same target. it has been found that Gun1 shoots on their average 9 shots.
the precision time of these 2 guns is not the same. on the average, out of 10 shots from gun1 e8 hits the
3.
target and from gun2 only 7.During the shooting the target has been hit by a bullet but it is not known
which gunshot the bullet. What is the probability that the target was hit by gun 2?
 UNIT - II

SECTION – A

ANSWER ALL THE QUESTIONS

Choose the correct answer. (10 X 1= 10)

1. The Expected value E(x) is also called

(a) Moments (b) values (c) Mean value (d) Median

2. The moments functions and their orders are called the _________ of the distribution.

(a) parameters (b) values (c) Central moments (d) moment of order

3. In a Poisson distribution the value of P(x=xi) is

(a) 0 (b) >0 (c) <0 (d) 1

4. The moments with respect to the expected values are called

(a) Central moments (b) Moment of order (c) Ordinary moments (d) Absolute moment

5. The moment with respect to the point c=0 is called

Ordinary
(a) Central moments (b) Moment of order (c) (d) Absolute moment
moments
6. The coefficient of correlation satisfies the inequality

(a) -1≤ 𝑝 ≤ 1 (b) 0≤ 𝒑 ≤ 𝟏 (c) 1≤ 𝑝 < 1 (d) 0≤ 𝑝 < 1

7. In a nondegenerate distribution, the value of determinant |M| is

(a) =0 (b) ≠𝟎 (c) =1 (d) ≠1

8. The determinant |M| is called the

Generalized
(a) variance (b) Standard deviation (c) (d) moment
variance
9. Write the expression of Scatter coefficient

(a) |R| (b) √𝑅 (c) |√𝑅| (d) √(|𝑹| )

10. The variance is denoted by the symbol

(a) 𝜎 (b) 𝝈𝟐 (c) 𝜎^(1/2) (d) √𝜎

 Fill in the blanks. (10 X 1= 10)

Every distribution of a random variable associated with certain numbers is called

1.
Parameters of distribution
2. The Expected value E(x) is a particular case of the class of parameters called Moments
3. The median is the special case of parameters called Quantiles
4. The square roots of the variance is called standard deviation

If a and b are the lower and upper bounds of the values taken by the random variable
5.
then the range is given by d= F(b)-F(a)

6. Write the expression of moment of order K with respect to the point c E[(x-c)k]
7. A random variable x E(x) =0 and D2(x) = 1 is called Standardized random variable
Where the Expected value E(X) of a random variable x in which a and b are the
8.
constants then E(aX+b) = aE(x)+b

9. The quantile of the order p is called xp

10. In a binomial distribution the expected value equals to np

Answer the following. (10 X 2= 20)

1. Define Expected value

Suppose that the random variable X can take on two values x1 = -1 with probability p1 = 0.1
2.
and x2=+1 with probability p2=0.9. Find the expected value of X

3. Define Poisson Distribution

4. When a distribution is said to be a Binomial distribution?

5. What is called Mean quadratic Deviation

6. At what condition a random variable is said to be a Standardized random variable?

7. What do you mean by coefficient of variation

8. What is called the Absolute moment of order k

9. Define Median

10. State the meaning of quantile of order p

 SECTION – B (5 X 5 = 25)

Answer All The Questions.

If g1(x) and g2(x) be two single valued function of a random variable x and E1(x) &E2(x) are
1.
exist then prove that E(g1(x) +g2(x)) = E(g1(x) +E(g2(x))
𝑛
2. Compute the variance of the binomial distribution where p(X=r) ( )pr(1-p)n-r
𝑟
Prove that the expected value of the product of an arbitrary finite number of independent
3. random variables, whose expected values exist, equals the product of the expected values of
these variables.

Prove that the variance of the sum of an arbitrary finite number of independent random
4.
variables, whose variance exists, equals the sum of their variances

5. Prove that the coefficient of correlation which satisfies the double inequality -1≤ 𝑝 ≤ 1

SECTION – C (3 X 10 = 30)

Answer the following.

1. State and prove Chebyshev’s Inequality

2. State and prove Lapunov’s inequality

Show that the equality p2=1 is a necessary and sufficient condition for the relation
3.
P(Y=aX+b)=1
 UNIT - III

SECTION – A

ANSWER ALL THE QUESTIONS

Choose the correct answer. (10 X 1= 10)

1. In a characteristic function of a random variable x ∅(t) = E(eitx) the value of t is

Imaginary Complex
(a) Real number (b) (c) (d) Positive integer
number number
∞
2. In a characteristic function the value of ∫−∞ 𝑓 (𝑥)𝑑𝑥 =

(a) 0 (b) 1 (c) -1 (d) ∞

3. The value of |∅(t)|

(a) ≤1 (b) <1 (c) >1 (d) ≥1

4. Let (x,y) be a two dimensional random variable with distribution function ___________

(a) F(x) =F(y) (b) F(x=1) &F(y=1) (c) f(x,y) (d) F(x> 1)

5. The standard deviation value is never be

(a) positive (b) real (c) negative (d) zero

6. A Standard normal distribution has a mean of ____and variance of ______

(a) 1&0 (b) 1 & -1 (c) -1 & 1 (d) 0&1

7. Find the expected value of the binomial distribution where n=16 and p=0.85

(a) 6 (b) 7.4 (c) 12.4 (d) 13.6

8. Let t and u be the real numbers then the characteristic function of 𝑝(t,u) =

(a) E[ei(tx+uy)] (b) E[e(tx+uy) ] (c) E[ei(t+u)] (d) E[ei(x+y)]

9. Using the independent random variables P[(a≤x<b),(c≤x<d)] can be written as

P(a≤x<b)= P(a≤x<b)- P(a≤x<b). P(a≤x<b)+
(a) (b) (c) (d)
P(c≤x<d)] P(c≤x<d) P(c≤x<d) P(c≤x<d)
10. The random variable x and y are independent then ∅(t,u) =

(a) ∅(𝑡) + ∅(𝑢) (b) ∅(𝑡) − ∅(𝑢) (c) ∅(𝒕)∅(𝒖) (d) ∅(𝑡), ∅(𝑢)
 Fill in the blanks. (10 X 1= 10)

1. The value of ∅(0) = 1

2. ̿̿̿̿̿̿
In the properties of characteristic function ∅(-t) can be written as ∅(𝐭)
The characteristic function of the sum of an arbitrary finite number of
3.
independent random variables equals the product of the characteristic function
Standard deviation of probability distribution is the degree of dispersion
4.
relative to its Mean
If ψ(s) is the probability generating function of the Poisson distribution then
5.
E(x2) = ψ’(1) + ψ’’(1)

6. In the probability generating function the value of ψ(1) = 1

The distribution function F(x,y) is uniquely determined by the projections (x,y)

7.
on all straight lines passing through the origin
The probability generating function of X defined by the formula ψ(s) =
8.
∑𝒌 𝒑𝒌 𝒔𝒌
𝝀𝒌
9. The Poisson distribution of a random variable x is pk=𝒆−𝝀 𝒌!

𝒏
10. The random variable has normal distribution then pk=(𝒌 )pk(1-p)n-k

Answer the following. (10 X 2= 20)

1. Show that the characteristics function is uniformly continuous

2. Write any 2 properties of characteristics function

3. At what condition a distribution function is said to be uniform or rectangle

4. Define semi invariants

Prove that the characteristic function of the sum of an arbitrary finite number of independent
5.
random variables equals the product of the characteristic function

6. What is called triangular distribution

7. What is called standard normal random variable

8. Define covariance of (x,y)

9. What is called probability generating function

10. Find the mean of Normal distribution

 SECTION – B (5 X 5 = 25)

Answer All The Questions.

Find the characteristics function of the random variable x which takes the values -1 &+1 with
1.
probabilities p(x=-1) =0.5 and p(x=1) =0.5

The characteristic function of the random variable x is given by ∅(t) = exp(-t2 /2). Find the
2.
density of x.
𝜆𝑥
3. Compute the semi invariants of the probability function P(X=x) = e - 𝜆 , x=0,1,2,….
𝑥!

1
4. Find the characteristic function and moments of a normal distribution f(x) = e-x2/2
√2𝜋

5. Find the first two moments of normal distribution and also find the characteristic function

SECTION – C (3 X 10 = 30)

Answer the following.

∅𝑙 (0)
1. If the lth moment of a random variable x exists, then it is given by ml = 𝑙 in which ∅𝑙 (0) is
𝑖
the lth derivative of the characteristic function of the random variable x at t=0
𝑥−𝑚
2. Find the characteristic function of y i).y = ax+b ii).y=ax iii).y=ax+b iv).y= 𝜎

3. Find the characteristic function of the standard normal distribution or Gaussian distribution
 UNIT - IV

SECTION – A

ANSWER ALL THE QUESTIONS

Choose the correct answer. (10 X 1= 10)

1. A random variable x is said to be one point distribution then P(x=x0) =

(a) 1 (b) 0 (c) -1 (d) ∞

2. A random variable x is said to be two point distribution then there exit two points such that

(a) x1 & x2 (b) x0 & x1 (c) x &y (d) x1 & y1

3. Write the mean of binomial distribution

(a) n (b) p (c) np (d) npq

4. Write the variance of binomial distribution

(a) n (b) p (c) np (d) npq

5. If Z has a generalized binomial distribution then it can be represented as

(a) z1+z2+....zn (b) z1.z2....zn (c) z1-z2-....zn (d) z1,z2,....zn

6. In a generalized binomial distribution the value of P(zk=1) = ____ and P(zk=0) = ____

(a) p & 1-p (b) pk &1-pk (c) pk &1+pk (d) pk & -pk
If x1.x2....xn are independent random variables with same zero distribution then has a binomial
7.
dsitribution
(a) x1+x2+....xn (b) x1-x2-....xn (c) x1.x2...xn (d) x1,x2,....xn

8. The Poisson distribution has ____ parameters

(a) two (b) one (c) three (d) zero

9. The mean of a poisson distribution is

(a) μ (b) λ (c) σ (d) φ

10. The variance of Poisson distribution is

(a) μ (b) λ (c) σ (d) φ

 Fill in the blanks. (10 X 1= 10)

1. The one point distribution is also called Degenerate distribution

2. A random variable x is said to be one point distribution then P(x=x0) = 1
A random variable x is said to be two point distribution then P(x=x0) = p and
3.
P(x=x0) = 1-p
The mean of a binomial distribution is 20 and the number of trials is 60 what is
4.
the value of probability of success 0.33
If Z has a generalized binomial distribution then it can be represented as
5.
z1+z2+....zn
𝒏𝒎
Write the mean and variance of hypergeometric distribution &
𝑵
6. 𝑵𝑴(𝑵−𝑴)(𝑵−𝒏)
𝑵𝟐 (𝑵−𝟏)

In which form a random variable is said to be under poisson distribution

7.
p(X=x)=e-λ λx/x!
8. The mean and variance of uniform distribution is a & h2/3
9. The uniform distribution is also called Rectangular dsitribution
10. If f(x,y) = f1(x)f2(y) here the f1(x) &f2(y) are called the Densities of x and y

Answer the following. (5 X 2= 10)

1. Define one point distribution

2. Write the distribution function of the one point distribution

3. Write the characteristic function of the one point distribution

4. Write the meaning of two point distribution

5. At what condition the distribution is said to be zero one distribution

6. Write the distribution function of the zero one distribution

7. Write the characteristic function of the zero one distribution

8. Write the distribution function of the binomial distribution

9. Define generalized binomial distribution

10. Write the Poisson distribution

 SECTION – B (5 X 5 = 25)

Answer All The Questions.

1. Show that a random variable follows a one point distribution if and only if variance is zero

2. State and prove additive property of poisson dsitribution

Show that under particular condition to be stated binomial distribution is tends to posson
3.
distribution

4. Define cauchys distribution and find it's density

1 −(x−µ)2
5. Verify f(x) = e is a probability density function
𝜎 √2𝜋 2𝜎 2

SECTION – C (3 X 10 = 30)

Answer the following.

1. Find the moments and variance of the binomial distribution

2. Find the moments and variance of the poisson distribution

3. Find the moments and variance of the uniform distribution

 UNIT - V

SECTION – A

ANSWER ALL THE QUESTIONS

Choose the correct answer. (10 X 1= 10)

1. If lim 𝐹𝑛 (𝑥) = F(x) then the distribution function F(x) is called the
𝑛→∞

Limit
(a) One distribution (b) Density function (c) (d) Zero distribution
distribution
2. The sequence {Xn} of random variables is called stochastically _________ to zero for every ∈ > 0

(a) Divergent (b) Convergent (c) tends (d) It has a limit

3. The value of 2/1p + 2/1p +2/1p +..... will be

(a) p> 2 (b) p> 𝟏 (c) p> 0 (d) p> −1

4.
1 √2 √3
The series + + +⋯
22 +1 22 +1 22 +1

(a) convergent (b) divergent (c) oscillatory (d) None of these

5. The sequence lim (3 + (−1))𝑛

𝑛→∞

(a) convergent (b) divergent (c) oscillatory (d) Harmonic

1
6. The series ∑∞
𝑚=0 4𝑚 (𝑥 − 1)
2𝑚

(a) -2< 𝑥 < 2 (b) -1< 𝒙 < 𝟑 (c) -3< 𝑥 < 1 (d) 𝑥<2

7. The least upper bound of the values of T in Riemann Stieltjes integral is called
Absoulte Total Absolute
(a) variation (b) Absolute mean (c) (d)
variation variation
8. In the Bernoulli scheme the sequence of {xn}obeys the strong law of large numbers then it is called

(a) Bernoulli law (b) Borel law (c) Borel cantelli (d) Central limit

9. The total absolute variation of F(+∞) − 𝐹(∞) =______

(a) 1 (b) 0 (c) -1 (d) ∞

10. In Khintchin if ∑∞ ∗
𝑚=0 𝑃(𝑥𝑘 ≠ 𝑥𝑘 )

(a) <1 (b) <0 (c) <∞ (d) <-1

 Fill in the blanks. (10 X 1= 10)

The sequence {Xn} of random variables is called stochastically convergent to

1.
zero for every ∈ > 0
In the De-Moivre’s theorem {Fn(Y)} be the sequence of distribution function
2. 𝒙𝒏 −𝒏𝒑
and the random variable Yn is defined by √𝒏𝒑𝒒

The particular case of a generalized limit theorem is called the Lindeberg levy
3.
theorem
In the Lapunov’s theorem what are the parameters used in that Mean,
4.
standard deviation, central moment, absolute moment

If P( lim 𝑧𝑛 = 0) = 1 then the sequence Zn is convergent to Zero almost

5. 𝑛→∞
everywhere

A number X is selected from 100 natural number find the probability that x
6. 100
satisfies the condition x+ 5 > 50 0.55

If the total absolute variation of F(x) is finite then F is a function of bounded

7.
variation
𝑏 𝒃
8. If c and l are constants then ∫𝑎 𝑐(𝑔(𝑥 )𝑑[𝑙𝐹(𝑥 )] then 𝒄𝒍 ∫𝒂 (𝒈(𝒙)𝒅[𝒍𝑭(𝒙)]

When a sum of random variables has an asymptotically normal distribution

9.
then it satisfies the central limit theorem
In the kolmogorov inequality the x1,x2,x3,....is the Independent random variables
10.
whose variances exist.

Answer the following. (10 X 2= 20)

1. When will you say that a random variable is stochastically convergent

2. State Levy cramer theorem

3. State de movre Laplace theorem

4. State lindberg theorem

5. State khintchins law of large numbers

6. State lapunov theorem

7. Write the statement of Bernoulli law of number

8. State kolmogorov theorem

 9. State the Borel cantelli lemma

10. Define kolmogorov inequality

SECTION – B (5 X 5 = 25)

Answer All The Questions.

1. State and prove the lapunov theorem

2. State and prove Lindbergh theorem

3. State and prove Borel cantelli lemma

4. State and prove khintchins law of large numbers

5. State and prove central limit theorem

SECTION – C (3 X 10 = 30)

Answer the following.

1. State and prove the Bernoulli law of large number

2. State and prove levy cramer theorem

3. State and prove de moivre’s laplace theorem