IME602: Probability and Statistics Mid-Sem Exam, 15 Sep, 2016 Duration: 2 hour Maximum Marl This is a closed book/note examination. Useful information, whenever necessary, is provided along with the question. Attempt all questions. 1. An aircraft testing facility has three pilots. Three new aircrafis have arrived for a two-day testing. Each day, pilots are randomly assigned to aircrafts. From this description, construct an appropriate random experiment such that the outcomes are equally likely. Calculate the probability that each pilot gets the same aircraft on both days. What is the probability that cach pilot flies two different aircrafts on these two days? [Marks: 1.5] 2. Prof. Kripa Shankar of IME Department once told me the story of his PhD Comprehensive Examination at the Cornell University. It was a two-stage process. The first stage happened at the end of the third semester, and the second stage happened, only for those who cleared the first stage, at the end of the fourth semester. Those who did not clear the first stage, depending on their performances, were asked either to leave without a degree or to write a master’s thesis and leave with a thesis-based MS degree. Those who cleared the first stage, but failed in the second stage were asked to leave with a course-based MS degree. Those who cleared both stages were asked to write a doctoral thesis, and depending on their performances, were given either a PhD degree or an honorary MS degree along with a PhD degree. Prof. Kripa Shankar received both the degrees. [Marks: 4] a) Construct a diagram showing different possibilities. b) Let us assume equal probabilities for each outcome in the first stage. Let us assume the same for the second stage, provided it takes place. Then find the probability of i) A student leaving with at least an MS degree (of any kind), ii) A student leaving only with an MS degree, and iii) A student leaving with a single degree. c) Given that a student leaves with at least an MS degree, find the probability that the MS degree is (i) thesis-based and (ii) course-based, 3. Show that a geometric random variable is memoryless, i.e., if X ~ Gep(p), show that P(X > m+n|X > m) = P(X >n) for all m,n € {1,2,3, ...}. Find the moment generating function of X, and from that, find the variance of X. (Marks: 3.5] Info: Moment generating function for X, my(t) = Ele"*] = Do(t*/k!)ELX*] 4. Let X denote a standard normal random variable, i.e., X ~ N(0,1). Let ¥ = X?, Determine the density function of Y, and find its expected value. [Marks: 2] Info: If g(u) = JG) RCo Ede, g'(u) = [20H ae + A(u, b(w))b"(u) — A(u, a(u))a’(u).5. A paper has four multiple choice questions; each has four options with one being correct ‘A student, being unprepared, decided to try his luck by randomly selecting one of the options for each question. Let X denote the number of correct answers in the first three questions, and Y denote the same for the last three questions. [Marks: 4] 1a) Identify the original sample space and the new sample space. ) Calculate the joint mass function, and present it in a tabular form. ©) Find the marginal mass funetion of X form the joint mass funetion. 4) Can you identify the nature of the distribution you obtained in (¢)? 6. Let T, ~ Exp(3) denote the time till my home PC fails, and Tz ~ Exp(4) denote the time till my office PC fails, where time is measured in years. If we assume independence of T, and Tp, then fr, 7, (ti, t2) 12¢7(ts+4t2) for ty, ty > 0, otherwise the density is zero. We will be able to verify this, after we discuss independence of random variables. Let X denote the duration when both the PCs work, and Y denote the duration when at least one PC works. Both the PCs are working when we start measuring time, [Marks: 5] a) Identify the original sample space (2) and the new one. ') Calculate the joint distribution function of (X, ¥) ©) Compute the marginal distribution function of ¥ 4) Find the distribution of ¥ separately for verification.® Thee : i here. hy outcome ae epsaty may. One rach Mey & peered hore Arsch kee &S Wullible ay of Combuccding “My Semple Sbace Arveh ho she, BMRA LYy be CenekS by 1.2, aa 3. The Cok SeqLeice 4 cthac three MaMbous Kebkered dy oobi ten mH ea eas, C239 Mand cbecwaft 1 fob Fill, Givcreft 2 gees be filot-2, wh aincratt -5 Jeo & filet. 3. Bie Stig: “Lys Thee lq 4050 ayy Loy LiKe $4.33, Lejyen} = fox 80Y-4 aug Bey yy: Ui ple Last UAT AB» fon deyy- Then 0. = 2, Qs bs dye Bamble Bh ace for the exfecinan, -.Q) on lO.) 2 Sloe lay. By. 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