A

REG NO

MODEL EXAM DEC-2013

DEPARTMENT OF CSE (M.E.)
SUB CODE: MA7155

MAX.MARKS :100

SUB NAME: APPLIED PROBABILITY & STATISTICS

DURATION: 3 Hrs

SEMESTER/ YEAR: I/I

DATE:
Answer ALL Questions
PART-A (10x2=20)
M X (t )

1. If RV X has the mfg

3
3t

. Obtain the S.D. of X.

, x 1

2. If

is

continuous

random

variable

with

F x k x 1 ,1 x 3
0
, x3

Find the value of k .

3

3. If f(x,y) =

X Y
16

, for 0 x < 2 and 0 < y < 2 is the jdf of X and Y. Find the

marginal distribution of X.
COV 2 [ X , Y ] Var [ X ]Var [Y ]

4. Show that
5. The two equations of the variables X and Y are x = 19.13 0.87y and y = 11.64
0.50x. Find the mean of X and Y.
6. Find the MLE of for a normal population N(,2).
7. What are the expected frequencies of 2 2 contingency table given below?
a
b
c
d
8. The heights of college students in Chennai are normally distributed with SD 6 cm and
sample of 100 students had their mean height 158 cm .test the hypothesis that the
mean height of college students in Chennai is 160 cm at 1% level of significance.
9. Derive expression for the mean and variance for the linear combination X 1 2X2 in
terms of the means and covariance of the matrix of the random variable X1& X2.

10. Let X be distributed as N3(,), where = [1, 1, 2] and

random variables X1& X2 are independent.

4 0 1
0 5 0
1 0 2

. Verify

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PART B (5x16 = 80)

11.(a) A discrete random variable X has the probability function given below
X
0
1
2
3
4
5
6
7
P(X) 0
a
2a
2a
3a
a2
2a 2
7a 2 +a
Find
(i) The value of a
(ii)
P(X<6), P(X6)and P(0<X<4)
(iii)
P(1.5<X<4.5/X>2)
(iv)
The smallest value of for which P(X )>
(v) P(X<2),P(X>3),P(1<X<5)
(8)
(b) The local authorities in a certain city install 10,000 electric lamps in
the streets of the city. If these lamps have an average life of 1000
burning hours with a S.D. of 200 hours, assuming normality, what
number of lamps might be expected to fail
(i) in the first 800 burning hours
(ii) between 800 and 1200 burning hours
(4)
(c) A die is tossed until 6 appears. What is the probability that it must be
tossed more than 4 times.
(4)
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12.(a) A sample of 12 fathers and their sons have the following data about their heights in
inches. Calculate the rank correlation coefficient.
(5)
Fathers
Sons

65
68

63
66

67
68

64
65

68
69

62
66

70
68

66
65

68
71

67
67

69
68

71
70

(b) Given the joint probability density

x [1 3 y 2 ]

; 0 y 1 , 0 x 2

f [ x, y ]
4

0
otherwise

Calculate

f [ x / y]

(i) the marginal densities g[x], h[y] (ii) the conditional densities
1
1
1
x /y
4
2
3

and (iii)

Evaluate
(c) If f(x,y)=

1
2
2x y

(7)

, for 1x< and 1/x<y<x is the jdf of X and Y. Find the marginal

distribution of X and Y.

(4)

13.(a) Following table gives the data on rainfall and discharge in a certain river. Obtain the
line of regression of y on x .
Rain fall( inches)
(X) 1.53 1.78 2.60 2.95 3.42
Discharge ( 1000 C.C ) (Y) 33.5 36.3 40.0 45.8 53.5
(4)
(b) Suppose Xi and Yi are independent of one another each normally distributed with
mean and 2. (i) Find the MLE of and 2. (ii) Is the MLE an unbiased estimator of
2? If not, find an unbiased estimator of 2.
(8)
(c) Assume that the repair time of a computer system has a gamma distribution with
and
parameters and . Use the method of moments to find

(4)

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14.(a) Test if the difference in the means is significant for the following data:
Sample I
Sample II

76
40

68
48

70
92

43
85

94
70

68
76

(8)
33
68

22

(b) Fit a Poisson distribution to the following data and test the goodness of fit.
X
Frequency f(x)

0
275

1
72

2
30

3
7

4
5

5
2

(8)
6
1

15.(a) Illustrate the following computer output from a principal component analysis on a 3varaible data set, followed by varimax rotation of the factor structure.
(16)
Variable
A
B
C
D
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X1
1
4
3
4

X2
6
12
12
10

X3
9
10
15
12

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