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Indian Institute of Technology, Kharagpur:

Date of Exam.: .02.13 (FN/AN) Time: 2 Hts. Full Marks: 30 No. of Students: 400
Mid (Spring) Semester Examination {2012-13) Department: Mathematics
Subject No. MA20106 . Subject·Name : Probability& Stochastic Processes
II yrB.Tech. EE/E&ECE/I_Ejrv1'f: . -'-..,...,--,---__;;...;...-"----·_ _ _ _ __

Instructions: · '
.. (i) Use. of .calculator:and. Sta:tistical.tables is allowed. All the notation;J·.are. standard and no query or
doubts will be entertained.· Ifany data/statement is missing, identifyjt.in·!'fOur answer script.
(ii) Answer All questions.
(iii) All parts of a question Must Be answered at One Place.
1. Write Only Answers on the First Page of your answer script against each part of question 1.
Detail working may be carried out on other pages. [1x8)
(a) Suppose the metal parts produced by a machine contains 5% defeCtive parts. How many parts
should be produced in order that the probability of at least one defective is 50% or more?
(b) Suppose the probability that an engine of an automobile does not work during any one hour
period is 0.02. Find the probability that a given engine will work for 2 hours.
(c) If X"' N(1, 4) then find P(3 <X< 5).
(d) Suppose X 1 and X 2 are independent identically distributed standard normal (i.e. N(O, 1)),
random variable. Then what is the distribution of X 1 - X 2 ?
(e) Suppose XllX2 , .•• ,Xn are pairwise independent geometric distribution with parameter p.
Then what is the distribution of X 1 + X 2 + ... + Xn.
(f) Of the people passing through an airport metal detector, 0.5% activate it. Let X= the number
among the randomly selected group of 500 who activate the detector. Compute the P(X ~ 5) .
. (g) A random variable X has mean 24 and variance 9. Obtain a lower bound on the probability
that the random variable X assumes value between 16.5 to 31.5.
(h) A series of tests on a certain type of electrical relay, have revealed that is approximately 5% of
the trials, the telay fails to operate under the specified conditions. What is the probability that
in ten trial~ made under these conditions the relay will fail to operate one or more times.

2. (a) Show that if A1, A2 and A 3 are independent events, then P(A1 IA2 n A 3 ) = P(AI)
(b) A system consists of two components. The probability that the second component functions in
a satisfactory manner during its design life is 0.9, the probability that at least one of the two
components does so is 0.96, and the probability that both components do so is 0. 75. Given
that the first component function in a satisfactory manner throughout its design life, what is
the probability that the second one does aslo?
(c) Ten independent binary pulses per second arrive at a receiver. A 0 received as a 1 and a 1
received as a 0 is considered as an error. Suppose the probability of an error is .001. What is
the probability of at least one error per second? [2+2+2]
3. (a) A battery cell is labelled as good if it works for at least 300 days in & clock, otherwise it is
labelled as bad. Three manufacturers, A, Band C make cells with probability of making good
cell as 0:95, 0.90. and. 0.80 respectively. Three identical clocks are selected arid cells made by
A, B and C are used in clock number 1, 2 and 3 respectively. Let X be the total number of ·
clocks working after 300 days. Find. the probability mass function (p.m.f.) of X.

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 (b) A fair die rolled independently three times. Define

X· = { 1 if the i-th roll yield~ a perfect square

t · 0 otherwise
Find the p.m.f. of Xi· Suppose Y- = X 1 + X 2 + X 3 : Find . the p.m.f. ofY and also it's d.£. Find
the mean arid variance of Y. Verify Chebyshev's inequality .in-this case.
· (c) An oil company is allowed to drill a succession of holes in .a given area to find produ~tl ve well:
<I • . ·The probabiHt:;/ for successful drilling in a. trial is.(J:2. Wh:tt';is·the probability that the third~.·.
hole drilled is·.the first to ·give· a productive well? If the company can drill a maximum to ten '
wells, what is the probability that it will fail to discover .a productive well? (2+2+2] ·

4. (a) State and prove the memoryless property of geometric distribution ..

(b) Suppose that when a transistor of a certain type is subjected to accelerated life test, the life
time X (in weeks) has a gamma distribution with mean 24 weeks and standard deviation 12
weeks. What is the probability that a transistor will last at most 24 weeks?
(c) Let
F(x) = { 0 2 - -"' 1 - -"' if
.
x ::; 0
1 - -e
3
3 - -e
3
131 1f x >0
where [a] means the largest integer::; a. Show that F(x) is a· d.f. Determine (i) P(X > 6), (ii)
P(X = 5), (iii) P(5::; X::; 8). [2+2+2]

5. (a) Suppose X is a random variable with m.g.f

Mx(t) = e32t2-6t, -oo < t < oo.

J

Find the mean, variance of X and P( -4::; X< 16).

(b) Let Xb X 2 and X 3 represents the times necessary to perform three successive repair tasks at
a certain service facility. Suppose that they are independent and normally distributed with
J-£ 1 = 40, J-£ 2 = 50 and J-£3 = 60, and u~ = 10, u~ = 12 and u~ = 14, respectively. Calculate
P(X1 + X2 + X3 ::; 160) and P(X1 + X2 ~ 2X3 ). [2+2]

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