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National Institute of Technology Rourkela

Department of Mathematics
Third Semester (Autumn), Academic Year 2024-2025

Course: (MA 2001) (Assignment)Tutorial: I


Instructor: Dr. Manas Ranjan Tripathy August 1, 2001

1. Define what is an random experiment. Further discuss various possible ways of


defining probability for an event in a sample space.

2. Let A and B are any two events of a sample space S such that A ⊂ B. Then show
that P (A) ≤ P (B).

3. Prove that if the events A and B are independent then (i) Ac and B c , (ii)A and
B c ,(iii)Ac and B are independent.

4. For any arbitrary events A and B show that P (A ∪ B) ≤ P (A) + P (B). Further
generalize the result to any number of events.

5. If six dice are rolled what is the probability that all show different faces.

6. Show that if the events A, B and C are independent, then (i)A and B ∪ C and (ii)
A − B and C are independent.

7. Three screws are drawn at random from a lot of 100 screws, 10 of which are defective.
Find the probability of the event that all 3 screws drawn are non defective, assuming
that we draw (a) with replacement, (b) without replacement.

8. What is the probability that in a group of 20 people(that includes no twins) at least


two have the same birthday, if we assume that the probability of having birthday on
a given day is 1/365 for every day.

9. A die is loaded in such a manner that for n = 1, 2, 3, 4, 5, 6 the probability of the


face marked n, landing on top when the die is rolled is proportional to n. Find the
probability that an odd number will appear on tossing the die.

10. For any three events A, B and C, prove that P ((A ∪ B)|C) = P (A|C) + P (B|C) −
P ((A ∩ B)|C).

11. A problem in Mathematics is given to three students A, B and C whose chances


of solving it are 1/2, 3/4 and 1/4 respectively. What is the probability that the
problem will be solved if all of them try independently.

12. From a city population, the probability of selecting (i) a male or a smoker is 7/10
(ii) a male smoker is 2/5 and (iii) a male, if a smoker is already selected is 2/3. Find
the probability of selecting (a) a non-smoker (b)a male and (c) a smoker if a male
is first selected.

13. A slip of paper is given to person A, who marks it with either a plus or minus sign;
the probability of her writing a plus sign is 1/3. A passes the slip to B, who may
either leave it alone or change the sign before passing it to C. Next, C passes the slip
to D after perhaps changing the sign; finally, D passes it to a referee after perhaps
changing the sign. The referee sees a plus sign on the slip. It is known that B,C
and D each change the sign with probability 2/3. Compute the probability that A
originally wrote a plus sign.
14. The sum of two non-negative quantities is equal to 2n. find the chance that their
product is not less than 3/4 times their greatest product.

15. Each coefficient in the equation ax2 + bx + c = 0, is determined by throwing a fair


die. Find the probability that the equation will have real roots.

16. What is pairwise independent and independent of events? Is it true that pairwise
independent implies independent and the vice-versa? Justify with a suitable exam-
ple.

17. A letter is known to have come either from TATANAGAR or from CALCUTTA.
On the envelope just two consecutive letters TA are visible. What is the probability
that the letter came from CALCUTTA?

18. A speaks truth 4 out of 5 times. A die is tossed. He reports that there is a six.
What is the chance that actually there was a six?

19. The outcomes of an experiment are represented by the points in the square bounded
by x = 0, y = 0, x = a, y = a in the xy-plane. If the probability is distributed
uniformly, determine the probability that x2 + y 2 > a2 .

20. Two points are taken at random on the given straight line of length a. Show that
the probability of their distance exceeding a given length c(< a) is equal to (1 − ac )2 .

21. Three students A, B and C are in a running race. A and B have the same probability
of winning and each it twice as likely to win as C. Find the probability that B or C
wins.

22. Companies C1 , C2 and C3 produce 30%, 45% and 25% of the cars respectively. It is
known that 2%, 3% and 2% of these cars produced from C1 , C2 and C3 are defective.
(a) What is the probability that a car purchased is defective? (b) If a car purchased
is found to be defective, what is the probability that this car produced by company
C1 .

23. An interval of length 1, say (0, 1) is divided into three intervals by choosing two
points at random. What is the probability that the three line segments form a
triangle?

24. Let S = R, and A : the setRof all subsets of R. For each interval I in A let us define
the function P as P (I) = I π1 1+x
1
2 dx. Does P defines a probability on the sample
space S.

25. In Q.no 24, let A be the event A = {x : x ≥ 0}. Find P (A) and P ({x : x > 0}).

26. Urn 1 contains one white and two black marbles, urn 2 contains one black and two
white marbles, and urn 3 contains three black and three white marbles. A die is
rolled. If a 1,2,or 3 shows up, urn 1 is selected; if a 4 shows up, urn 2 is selected;
and if a 5 or 6 shows up urn 3 is selected. A marble is then drawn at random from
the urn selected. Let A be the event that the marble drawn is white. If U, V, W
respectively denote the events that the urn selected is 1,2,3 then find P (A). Also
calculate the conditional probabilities P (V |A), P (W |A).

27. In a certain college 25% of boys and 10% of girls are studying mathematics. The
girls constitute 60% of the students. If a student is selected at random and is found
to be studying mathematics, find the probability that the student is (i) a girl and
(ii) a boy.
28. Two dice are tossed. Find the probability of getting ‘an even number on the first
die or a total of 8’

29. Using axioms of probability prove the following. (i) P (∅) = 0 (ii) P (Ac ) = 1 − P (A)
and (iii) P ((A ∪ B)|C) = P (A|C) + P (B|C) − P ((A ∩ B)|C), where A, B and C are
the subsets of the sample space and ∅ is the empty set.

30. A manager has two assistants and he bases his decision on information supplied
independently by each of them. The probability that he makes a mistake in his
thinking is 0.005. The probability that an assistant gives wrong information is 0.3.
Assuming that the mistakes made by the manger are independent of the information
given by the assistants, find the probability that he reaches a wrong decision.

31. A, B and C play a game and the chances of their winning it in an attempt are 2/3,
1/2 and 1/4 respectively. A has the first chance, followed B and then by C. This
cycle is repeated till one of then wins the game. Find their respective chances of
winning the game.

32. For three events A, B, and C, we know that (i) A and C are independent, (ii) B
and C are independent, (iii) A and B are mutually exclusive and (iv) P (A ∪ C) = 23 ,
P (B ∪ C) = 43 , P (A ∪ B ∪ C) = 11
12 . Find P (A), P (B) and P (C).

∗ ∗ ∗ ∗ ∗ ∗ ∗ End ∗ ∗ ∗ ∗ ∗ ∗ ∗
National Institute of Technology Rourkela
Department of Mathematics
Third Semester(Autumn), Academic Year 2024-2025
Course: (MA 2001) (Assignment) Tutorial: II
Instructor: Dr. Manas Ranjan Tripathy August 14, 2024

1. What is a random variable? Classify the types of random variables with proper
explanation and examples. Otherwise write a short note on random variable.

2. What is the basic difference between discrete random variable and continuous
random variable?, mention three differences.

3. Let us toss a coin thrice and Ω be the sample space. Let S be the class of all
subsets of Ω. Define X a function from Ω → R as X(w) = absolute value of
the difference between number of heads and number of tails. Is this X an rv?
Justify your answer.

4. Do the following function define a distribution function?

F (x) = 1 − e−x , if x ≥ 0,
= 0, if x < 0.

If yes find P {−∞ < X < 3}.

5. Find the value of k for which the function

f (x) = kx, if 0 ≤ x < 1,


= 2 − x, if 1 ≤ x < 2

will be a PDF. Further find P { 16 < X ≤ 47 }.

6. Let X be an random variable with PMF


e−λ λx
P {X = x} = , x = 0, 1, 2, .....
x!
Find the coefficient of skewness and kurtosis for this distribution.

7. A petrol pump is supplied with petrol once a day. If its daily volume of sales
(X) in thousands of liters is distributed by: f (x) = 5(1 − x)4 , 0 ≤ x ≤ 1, what
must be the capacity of its tank in order that the probability that its supply
will be exhausted in a given day shall be 0.01?

8. Define what is distribution function of a random variable X. Do the function


F (x) = (1/π) tan−1 x, −∞ < x < ∞.

9. If X is a continuous random variable with density function,


( 1
6
x+k if 0 ≤ x ≤ 3,
f (x) =
0 otherwise.

(i) Find the value of k. (ii) Find the mean and P (1 ≤ x ≤ 2).

1
10. Five fair coins are tossed simultaneously. Find the probability function or
probability mass function of the random variable X = N umber of heads and
compute the probabilities of obtaining (i) no heads, (ii) at least one head and
(iii) not more than four heads.

11. Let X be a random variable with PDF


1 2
f (x) = x (1 − x), 0 < x < 1
12
= 0, otherwise.

Find the distribution function, EX n , var(X) and further find P (0.2 < X <
0.5).

12. The diameter of an electric cable, say X is assumes to be a continuous random


variable with PDF: f (x) = 6x(1 − x), 0 ≤ x ≤ 1. Check that f (x) is PDF and
determine a number b such that P (X < b) = P (X > b).

13. Let X be a continuous random variable with pdf

f (x) = ax, 0 ≤ x ≤ 1
= a, 1 ≤ x ≤ 2
= −ax + 3a, 2 ≤ x ≤ 3
= 0, otherwise.

Determine the constant a and compute P (X ≤ 1.5). Ans: 1/2, 1/2.

14. Do the function



 0, if x < 0,
F (x) = x, if 0 < x < 12 ,
1, if x ≥ 21 ,

define a distribution function (cumulative distribution function (CDF))? If yes,


justify and find P {X > 14 }, P { 13 < X ≤ 83 }. [3]

15. A continuous random variable X has the probability density function [3]

kx2 , if 0 ≤ x ≤ 1,
f (x) =
0, otherwise.

Find the value of k. Also find a and b such that (i) P (X ≤ a) = P (X > a),
and (ii) P (X > b) = 0.05.

16. The diameter, say X of an electric cable, is assumed to be continuous random


variable with probability density function

kx(1 − x), if 0 ≤ x ≤ 1,
f (x) =
0, otherwise.

(i) Find the value of k, (ii) obtain the distribution function F (x) (CDF), and
(iii) P (X ≤ 21 | 13 ≤ X ≤ 32 ).

2
17. Let X be a discrete random variable with probability mass function
 x
15
, if x = 1, 2, 3, 4, 5
f (x) =
0, otherwise.

Find (i) P (X = 1 or X = 2) and (ii) P ( 21 < X < 52 |X > 1).


18. Let X be a discrete random variable with the probability distribution P (X =
−3) = 61 , P (X = 6) = 12 , P (X = 9) = 13 . Find the mean and variance of the
random variable 5X − 1.
19. Let X be a continuous random variable with probability density function
 x

 2
, if 0 ≤ x ≤ 1,




 12 , if 1 ≤ x ≤ 2,


f (x) =
− x2 + 32 , if 2 ≤ x ≤ 3,








0, otherwise.

Find the cumulative distribution function F (x). Also, find the values of a and
b such that P (X < a) = 1/4, and P (a < X ≤ b) = 1/2.
20. Let X be a discrete random variable with the probability distribution P (X =
−3) = 61 , P (X = 6) = 12 , P (X = 9) = 31 . Find the mean and variance of
Y = 2X + 1.
21. Suppose that Y is a random variable with MGF H(t). Further, suppose that
X is also a random variable with MGF M (t) which is given by,
1
M (t) = (2e3t + 1)H(t).
3
Given that the mean and variance of the random variable Y are 10 and 12,
respectively, then find the mean and variance of the random variable X.
22. Suppose X has the probability mass function as P (x = 0) = 18 , P (x = 1) = 82 ,
P (x = 2) = 38 and P (x = 3) = 18 . Let F (x) be the distribution function of X.
Then, obtain F (0), F (1), F (2) and F (3).
23. Consider a random variable X with the following distribution function

 0, if x ≤ −1
 c(x + 1)2 ,

if −1<x≤0
F (x) = 2

 1 − (1−x)
2
, if 0<x≤1
1, if x > 1,

where c is a constant. Find the value of c.


24. The moment generating function of a random variable X is given by
1
M (t) = , t < 1.
1−t
Find the mean and variance of X.

3
25. Let the moment generating function of a random variable X is M (t) = (0.2et +
0.8)5 . Find P (0 < X < 2).

26. What is the distribution of X if it has the moment generating function


1 1 1
M (t) = et + e2t + e3t .
2 3 6

27. A random variable X has the following distribution.

X −2 −1 0 1 2 3
P (X) 0.1 k 0.2 2k 0.3 k

Find the value od k. Further obtain the mean and variance of the distribution.

28. Suppose X is a continuous type random variable with probability density


function f (x) = ke|x| , for −∞ < x < ∞. Find the values of k and variance of
the random variable X. Further compute the probability P (0 < X < 4).

29. First four moments about mean of a distribution are 0, 2.5, 0.7 and 18.75.
Find coefficient of Skewness and Kurtosis.

30. Solve Problems from Erwin Kreyszig (10th Edition): Problem Set
24.5, and Problem Set 24.6 (I have attached the book for your in-
formation) in the mail.

∗ ∗ ∗ ∗ ∗ ∗ ∗ End ∗ ∗ ∗ ∗ ∗ ∗ ∗

4
National Institute of Technology Rourkela
Department of Mathematics
Third Semester(Autumn), Academic Year 2024-2025
Course: (MA 2001) (Assignment) Tutorial: II(Part-B)
Instructor: Dr. Manas Ranjan Tripathy September 4, 2024
1. With the usual notations, find p for a binomial variate X, if n = 6, and
9P (X = 4) = P (X = 2). Ans: 1/4.
2. Let X be binomial random variable having usual pmf P (X = x) = C(n, x)px (1−
p)n−x , x = 0, 1, 2, . . . , n. Then find the moments about origin, E(X k ), where
k is a positive integer. Further find skewness and Kurtosis of X. (Hint: For
any random variable X with E|X|4 < ∞, Skewness is defined as α3 = (µ2µ)33/2
and Kurtosis is defined as α4 = µµ42 . Here µk = E(X − µ)k .)
2

3. In a book of 520 pages, 390 typo-graphical errors occur. Assuming Poisson law
for the number of errors per page, find the probability that a random sample
of 5 pages will contain no error.
4. Show that in a Poisson distribution with unit mean, mean deviation about
mean is 2e times the standard deviation. (Hint: Mean deviation about mean
of an r.v. is given by E(|X − µ|).)
5. Find the mean and variance of Hypergeometric distribution.
6. Discuss the relation between Binomial, Poisson and Hypergeometric distribu-
tions.
7. Average number of accidents on any day on a national highway is 1.8. Deter-
mine the probability that the number of accidents are (i) at least one, (ii) at
most one.
8. If X is a Poisson variate such that P (X = 1) = P (X = 2), find (i) mean and
(ii)P (X = 4), (iii) P (X > 1) (iv)P (1 < X < 4).
9. Suppose 5 points are chosen randomly from the interval [1, 2] which has uni-
form density f (x) = kx, in [1, 2]. What is the probability that exactly 3 points
will exceed 1.5.
10. Suppose X ∼ B(n, p), 0 < p < 1. Find the mode, skewness and kurtosis of the
random variable X.
11. The mean and variance of a binomial random variable are 16 and 18, respec-
tively. Find P (X ≥ 1) and P (X > 2).
12. It has been claimed that in 60% of all solar heat installation the utility bill is
reduced by at least one third. Accordingly what are the probabilities that the
utility bill be reduced by at least one-third in (i) four or five installation, (ii)
at least four of five installation.
13. The probability of a man hitting a target is 1/3. (i) If he fires 5 times what
is the probability of his hitting the target at least twice, (ii) How many times
must he fires so that the probability of his hitting the target at least once is
more than 90%.

1
14. If 3 of 20 tyres are defective and 4 of them are randomly chosen for inspection.
What is the probability that only one of the defective tyres will be included?

15. Determine the probability of getting a sum of 9 exactly twice in 3 throws with
a pair of fair dice.

16. Find the probability that at most 5 defective components will be found in a
lot of 200. Experience shows that 2% of such components are defective. Also
find the probability of more than five defective components.

17. If X is a Poisson random variable such that P (X = 1) = P (X = 2), find the


mean, P (X = 4), P (X ≥ 1) and P (1 < X < 4).

18. Average number of accidents on any day on a national highway is 1.8. Deter-
mine the probability that the number of accidents are (i) at least one, (ii) at
most one.

19. If X is a Poisson random variable that satisfies P (X = 2) = 9P (X = 4) +


90P (X = 6), then find E(X − EX)3 .

20. Three screws are drawn at random from a lot of 100 screws, 10 of which are
defective. Find the probability of the event that all 3 screws drawn are non
defective, assuming that we draw (a) with replacement, (b) without replace-
ment.

21. Let the life time of a certain electrical product follow the density function
given by
1 x
f (x) = e− 2 , x > 0.
2
Find the probability that the product will last at least 2 years.

22. Suppose X is normal with mean 6. If P (X > 16) = 0.0228, then what is the
standard deviation of X? [Given, Φ(2) = 0.9772.]

23. If X is a Poisson random variable such that 32 P (X = 1) = P (X = 3). Find (i)


P (X ≥ 1), (ii) P (X ≤ 3), (iii) P (2 ≤ X ≤ 5).

24. Discuss the similarities and/or dissimilarities between the hyper-geometric and
the binomial distributions. Further derive the mean and variance of the hyper
geometric distribution.

25. If X is normal with mean 40 and variance 4, what distributions do 3X and


5X − 2 have?

26. If the weight X of bags of cement is normally distributed with a mean of 40 kg


and a standard deviation of 2 kg, how many bags can a delivery truck carry
so that the probability of the total load exceeding 2000 kg will be 5%?

27. Suppose the weights of 800 male students are normally distributed with mean
140 pounds and standard deviation 10 pounds. Find the number of students
whose weights are (i) between 138 and 148 pounds, and (ii) more than 152
pounds.

2
28. In a distribution exactly normal 7% of the items are under 35 and 89% of
the items are under 63. What are the mean and standard deviation of the
distribution?

29. From 6 positive and 8 negative numbers, 4 numbers are chosen at random
(without replacement) and multiplied. What is the probability that the prod-
uct is positive?

30. Let X be a continuous random variable with probability density function


 x

 2
, if 0 ≤ x ≤ 1,




 12 , if 1 ≤ x ≤ 2,


f (x) =
− x2 + 32 , if 2 ≤ x ≤ 3,








0, otherwise.

Find the cumulative distribution function F (x). Also, find the values of a and
b such that P (X < a) = 1/4, and P (a < X ≤ b) = 1/2.

31. Let X be a discrete random variable with the probability distribution P (X =


−3) = 61 , P (X = 6) = 12 , P (X = 9) = 31 . Find the mean and variance of
Y = 2X + 1.

32. Suppose that Y is a random variable with MGF H(t). Further, suppose that
X is also a random variable with MGF M (t) which is given by,
1
M (t) = (2e3t + 1)H(t).
3
Given that the mean and variance of the random variable Y are 10 and 12,
respectively, then find the mean and variance of the random variable X.

33. A distributor of bean seeds determine from extensive tests that 2% of a large
batch of seeds will not germinate. He sales seeds in packets of 200 and guar-
antees 95% germination. Use Poison distribution to determine the probability
that a particular packet will violate the guarantee.

34. The breaking strength X(kg) of a certain type of plastic block is normally
distributed with a mean of 1500 kg and a standard deviation of 50 kg. What
is the maximum load such that we can expect no more than 5% of the blocks
to break?

35. Solve Problems from Erwin Kreyszig (10th Edition): Problem Set
24.7, and Problem Set 24.8.

∗ ∗ ∗ ∗ ∗ ∗ ∗ End ∗ ∗ ∗ ∗ ∗ ∗ ∗

3
National Institute of Technology Rourkela
Department of Mathematics
Third Semester(Autumn), Academic Year 2022-23
Course: (MA 2001) (Assignment)Tutorial: III
Instructor: Dr. Manas Ranjan Tripathy 30th October, 2024
1. The joint probability distribution of two random variables X and Y is given
by :P (X = 0, Y = 1) = 1/3, P (X = 1, Y = −1) = 1/3 and P (X = 1, Y =
1) = 1/3. (a) Find the marginal probability distributions of X and Y, (b) Find
the conditional probability mass functions of X given Y and Y given X. Also
compute E(X|Y ) and V (Y |X).
2. If X and Y are two random variables having joint density function:
1
f (x, y) = (6 − x − y); 0 ≤ x < 2, 2 ≤ y < 4
8
= 0, otherwise.
T
Find (i) P (X < 1 Y < 3), (ii) P (X + Y < 3), and (iii) V (X|Y ) and
V (Y |X).
3. A two dimensional random variable (X, Y ) has a joint probability mass func-
tion
x2 + y
f (x, y) = ; x = 0, 1, 2, 3 and y = 0, 1
32
= 0, otherwise.
Find the marginal distributions of X and Y. Find the conditional distributions
of X and Y. Also find P (X = 1).
4. A two dimensional random variable (X, Y ) has a joint probability mass func-
tion
2x + y
f (x, y) = ; x, y = 0, 1, 2,
27
= 0, otherwise.
Find the conditional distribution of Y given X = x. Further find V (Y |X).
5. Suppose that two-dimensional continuous random variable (X, Y ) has joint
probability density function
f (x, y) = kx2 y, 0 < x < 1, 0 < y < 1
= 0, otherwise.
Find the value of k. Further find the P (0 < X < 3/4, 1/3 < Y < 2), P (X+Y <
1), P (X > Y ).
6. The joint probability density function of a two dimensional random variable
(X, Y ) is given by:
f (x, y) = 2, 0 < x < 1, 0 < y < x
= 0, otherwise.
Find the marginal density functions of X and Y. Further check for indepen-
dence of X and Y.

1
7. The random variables X and Y have the joint probability density function
f (x, y) = 2 − x − y, 0 ≤ x ≤ 1, 0 ≤ y ≤ 1,
= 0, otherwise.
Obtain the (a) marginal distributions of X and Y, (b) conditional density
functions f (x|y) and f (y|x), (c) V (X), V (Y ) and (d) Cov(X, Y ).
8. The random variables X and Y have the joint probability mass function:
αx e−α py (1 − p)x−y
f (x, y) = , y = 0, 1, 2, . . . , x; x = 0, 1, 2 . . .
y!(x − y)!
where α, p are parameters with α > 0 and 0 < p < 1. Find the marginal
probability mass functions of X and Y.
9. The joint probability density function of a two dimensional random variable
(X, Y ) is given by,

2, 0 < x < 1, 0 < y < x;
f (x, y) =
0, otherwise.
Find the marginal density functions of X and Y. Check for independence of
X and Y.
10. Let (X, Y ) have the joint PDF f defined by f (x, y) = 21 inside the square with
corners at the points (1, 0), (0, 1), (−1, 0) and (0, −1) in the xy−plane, and
= 0 otherwise. Find the marginal PDFs of X and Y and the two conditional
PDFs.
11. An electronic device consists of two components. Let X and Y [years] be the
times to failure of the first and second components, respectively. Assume that
(X, Y ) has the joint density,
f (x, y) = 4e−2(x+y) , if x > 0, y > 0,
= 0, otherwise.
(a) Are X and Y dependent or independent? (b) Find the densities of the
marginal distributions. (c) What is the probability that the first component
will have a lifetime of 2 years or longer?
12. Find the maximum likelihood estimates of the parameters α and λ(λ being
large) of the distribution,
1  λ λ −λx/α λ−1
f (x, α, λ) = e x , 0 ≤ x < ∞, λ > 0, α > 0.
Γ(λ) α
λ 1
Here you may assume for large values of λ, ψ(λ) = ∂λ
[log Γ(λ)] = log λ − 2λ

and ψ (λ) = λ1 + 2λ1 2 .
13. Let X be a continuous random variable with probability density function given
by
f (x) = ax, 0 ≤ x ≤ 1
= a, 1 ≤ x ≤ 2
= −ax + 3a, 2 ≤ x ≤ 3
= 0, otherwise.

2
(i) Determine the value of a (ii) Determine F (x) and sketch its graph, (iii) If
three independent observations are made, what is the probability that exactly
one of these three numbers is larger than 1.5?

14. Write short notes on maximum likelihood estimation and method of moment
estimation of parameters of a distribution function.

15. If the weight X of bags of cement is normally distributed with a mean of 40 kg


and a standard deviation of 2 kg, how many bags can a delivery truck carry
so that the probability of the total load exceeding 2000 kg will be 5%?

16. What is the difference between point estimation and confidence interval of a
parameter?

17. Assuming that the populations from which the following samples are taken
are normal, determine a 95% confidence interval for the variance σ 2 , of the
populations. 251, 255, 258, 253, 253, 252, 250, 252, 255, 256.

18. Determine a 99% confidence interval for the mean of a normal population with
standard deviation 2.5, using the sample 30.8, 30.0, 29.9, 30.1, 31.7, 34.0.

19. Solve Q.no. 5,2,12 in problem set 23.2.

20. Solve Q no.4, 5,16,7,8 of problem set 23.3.

21. Solve Q. no 3,4,5,7,8,9 of problem set 23.7.

22. Find the sample regression line of Y on X : (i) (2, 12), (5, 24), (9, 33), (14, 50).
(ii) (−2, 3.5), (0, 1.5), (2, 1.0), (4, −0.5), (6, −1.0).

23. Solve Q. no. 3,4,5,6 of problem set 23.9.

24. Assuming normality, find the maximum likelihood estimates of mean and vari-
ance using the sample values:
(i)21.0, 21.6, 19.9, 19.6, 15.6, 20.6, 22.1, 22.2
(ii)0.28, −1.5, −1.2, 0.15, 2.0, 0.69, 1.2, 0.50, 0.47, 0.087.

25. Solve Q.no 50, 49 of problem set 23 review question.

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3
National Institute of Technology Rourkela
Department of Mathematics
Third Semester(Autumn), Academic Year 2024-25
Course: (MA 2001) (Assignment)Tutorial: IV
Instructor: Dr. Manas Ranjan Tripathy 8th November, 2024
1. A two dimensional random variable (X, Y ) has the joint density function given
by
 1
 8 (6 − x − y), if 0 ≤ x < 2, 2 ≤ y < 4,
f (x, y) =
0, otherwise.

Find the probabilities, (i) P (X < 1), and (ii) P (Y < 3).

2. Let X be a continuous type random variable with probability density function


given by
 1 −x
θ
e θ , if x > 0
f (x|θ) =
0, otherwise.

Obtain the method of moment estimator (MME) and method of maximum


likelihood estimator (MLE) of the parameter θ, based on the sample values x1
x2 , x3 , x4 , x5 , x6 , x7 , x8 , x9 , x10 .

3. Find the 95% confidence intervals for the mean (µ) and variance (σ 2 ) of a
normal distribution using the sample values 6.70, 3.40, 5.77, 4.19, 6.01, 5.43,
4.98, 6.04, 6.54, 4.22.

4. X and Y are two random variables with variances σx2 and σy2 respectively.
Let ρ be the correlation coefficient between X and Y. If U = X + kY and
V = X + ( σσxy )Y, then find the values of k so that U and V are uncorrelated.

5. State the method of least square principle. Find the sample regression line of
y on x using the data (x, y) = (30, 160), (40, 240, ) (50, 330), (60, 435). Then
predict the value of y when x = 35.

6. The following figures show the distribution of digits in numbers chosen at


random from a telephone directory:

Digits 0 1 2 3 4 5 6 7 8 9
Frequency 1026 1107 997 966 1075 933 1107 972 964 853

Test whether the digits may be taken to occur equally frequently in the direc-
tory, taking α = 0.05.

7. A sample of 12 Mothers and their eldest daughters gave the following data
about their height in inches. [5]

Mother 65 63 67 64 68 62 70 66 68 67 69 71
Daughter 68 66 68 65 69 66 68 65 71 67 68 70

Calculate the correlation coefficient ρ.

1
8. If X is normal with mean 40 and variance 4, than obtain the mean and vari-
ances of 3X and 5X − 2.

9. Let X ∼ N (µ, σ 2 ). Find the 95% confidence intervals for µ and σ 2 based on
the sample values 6.70, 3.40, 5.77, 4.19, 6.01, 5.43, 4.98, 6.04, 6.54, 4.22.

10. Last week, a student (from EI branch of NITR) spent Rs. 150, 167, 130, 170,
148, 137, 168 in a restaurant from Monday through Sunday. Did the student
spend uniformly over the days of the week? (Test at 5% level of significance).

11. Assuming that the populations from which the following samples are taken are
normal, determine a 99% confidence interval for the mean µ of the population.
Use the data 65, 65, 64, 63, 65, 66, 63, 64, 62, 63.

12. Find the regression line of y on x for the data (x, y) = (0, 4), (2, 0), (4, −5),
(6, −9), (8, −10). Then estimate the value of y when x = 3.

13. The marks obtained by 10 students in Mathematics (X) and Statistics (Y)
are given below in the same order. Find the sample correlation coefficient ρ
between X and Y. X : 75, 30, 60, 80, 53, 35, 15, 40, 38, 48. Y : 85, 45, 54, 91,
58, 63, 35, 43, 45, 44.

14. State the least square principle. Find the regression line of Y on X using the
samples (2, 12), (5, 24), (9, 33), (14, 50). Further estimate the value of Y when
the value of X is 10.

15. The random variables X and Y have the joint probability density function
f (x, y) = x + y, 0 < x, y < 1, and = 0, otherwise. Obtain the correlation
coefficient between X and Y.

16. Find the maximum likelihood estimates for µ and σ 2 in normal distribution
N (µ, σ 2 ), using the sample 12, 15, 18, 20, 25, −24, −14, −12.

17. Find the 95% confidence intervals for the mean (µ) and variance (σ 2 ) of a
normal distribution using the sample values 6.70, 3.40, 5.77, 4.19, 6.01, 5.43,
4.98, 6.04, 6.54, 4.22.

18. A doctor believes that the proportions of births in this country on each day
of the week are equal. A random sample of 700 births from the year 2022 is
selected, and the results are given below. At a significance level of 0.05, is
there enough evidence to support the doctor’s claim?

Day S.day M.day T.day W.day T.day F.day S.day


Frequency 65 103 114 116 115 112 75

19. Ten candidates were subjected to a selection test to ascertain their suitability
for a certain course of training. At the end of training they were given a
proficiency test. The marks secured by recruits in the selection test (X) and
in the proficiency test (Y ) are given below.

Sl No. 1 2 3 4 5 6 7 8 9 10
X 10 15 12 17 13 16 24 14 22 20
Y 30 42 45 46 33 34 40 35 39 38

2
Calculate the rank correlation coefficient between the selection test and profi-
ciency test. Also comment on the value of correlation coefficient that you have
obtained.

20. Suppose that X is a discrete random variable with the probability mass func-
tion, P (X = 0) = 2θ
3
, P (X = 1) = 3θ , P (X = 2) = 2(1−θ)
3
, P (X = 3) = (1−θ)
3
,
where 0 ≤ θ ≤ 1 is a parameter. Find the maximum likelihood estimator of θ,
based on a random sample 3, 0, 2, 1, 3, 2, 1, 0, 2, 1 which is taken from this
distribution.

21. Suppose X ∼ N (µ, σ 2 ). Using the sample values x1 , x2 , . . . , xn from X obtain


the method of moments and method of maximum likelihood estimators for µ
and σ 2 . Write the details of the derivation.

22. Obtain 99% confidence intervals for the mean and variance of a normal distri-
bution using the sample values 30.8, 30.0, 29.9, 30.1, 31.7, 34.0.

23. Can you claim on a 5% level that a die is fair if 60 trials give 1, 2, . . . , 6 with
absolute frequencies 10, 13, 9, 11, 9, 8?

24. Obtain the linear regression line of Y on X where the observed pair values
(x, y) are given by (30, 160), (40, 240), (50, 330), (60, 435). Further determine
the value of Y when the value of X is 55.

25. Suppose you play a game that involves throwing three dice in succession of
trials. Your winning are directly proportional to the number of fours recorded.
Suppose, the number of trials is 100. Then using a chi-square test of goodness
of fit, based on the following observed data conclude whether it is likely that
the dice have been fairly weighted. (take α = 0.05.).

Number of Fours 0 1 2 3
Observed Count 47 35 15 3

26. Suppose the following dataset is available to us based on elastic band experi-
ment.

Mass (g) (X) 50 100 150 200 250 300 350 400
Lengths (mm) (Y) 37 48 60 71 80 90 102 109

Obtain the correlation coefficient ρ between Mass (X) and Length (Y).

27. Suppose we have ranks of 5 students in three subjects: Mathematics, Physics


and Chemistry. Find the correlation coefficient between the three pairs of
subjects and determine the subject pairs that are highly correlated.

Rank in Mathematics (R1 ) 2 4 5 1 3


Rank in Physics (R2 ) 5 1 2 3 4
Rank in Chemistry (R3 ) 2 3 5 4 1

28. Find the sample regression line of Y on X using the points (−2, 3.5), (0, 1.5),
(2, 1), (4, −0.5), (6, −1).

3
29. An octahedral die is thrown 80 times and the following results are obtained.

Face Value 1 2 3 4 5 6 7 8
Frequency 7 10 11 9 12 10 14 7

Test the hypothesis that the die is fair at 5% significance level.

30. If X ∼ N (µ, σ 2 ). Find the 95% confidence interval for σ 2 using the sample 6.7,
3.4, 5.77, 4.19, 6.01, 5.43, 4.98, 6.04, 6.54, 4.22.

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