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Ma324 2 PDF

This document is an end-semester examination from the National Institute of Technology Rourkela for the session 2017-2018. It contains 10 questions related to probability for the subject MA 324 - Probability. The questions cover topics such as independence of random variables, distributions including normal, exponential, binomial, and their properties. They involve computing expectations, variances, density functions, and proving laws of probability.

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102 views1 page

Ma324 2 PDF

This document is an end-semester examination from the National Institute of Technology Rourkela for the session 2017-2018. It contains 10 questions related to probability for the subject MA 324 - Probability. The questions cover topics such as independence of random variables, distributions including normal, exponential, binomial, and their properties. They involve computing expectations, variances, density functions, and proving laws of probability.

Uploaded by

taru
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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National Institute of Technology Rourkela

End-Semester Examination
Session 2017-2018 (Spring)

Sub. Code: MA 324 Subject Name: Probability Department Code: MA


No. of Pages: 1 Full Marks: 50 Duration: 180 Minutes
• Answer all the questions. Figures at the right hand margin indicate marks.
• Marks will not be awarded without proper justification in support of your answers.

Q1. Let X1 , X2 , . . . , Xn be independent and identically distributed N (µ, σ 2 ) random variables.


∑n Then,
show that X and (X1 − X, X2 − X, . . . , Xn − X) are independent, where X = n−1 i=1 Xi . [5]
Q2. A company sells toasters along with a warranty for one year against all repairs. It has been estimated
that the probability of no repairs in the first year is 95%. In the case of repairs, it has been found
that the total payout in a year is distributed as an exponential with mean of $15. Obtain the
distribution function of the payout under the warranty. Also, find its expectation and variance. [5]
Q3. (i) State and prove weak law of large numbers.
(ii) Let X1 , X2 , . . . be a sequence of independent identically distributed random variables following
Binomial(1, p). Using weak law of large numbers, show that X converges to p in probability as n
tends to ∞. [5]
Q4. (i) Let X be uniformly distributed over (1, 4). Use Markov’s inequality to estimate P (X ≥ a),
where 1 ≤ a ≤ 4 and compare your estimate with exact answer. (Take any five values of a in the
given interval).
(ii) Find the value of a ∈ (1, 4) that minimizes the difference between the bound and the exact
probability computed in (i). [3+2]
Q5. Let X1 , X2 , . . . , Xn be a random sample drawn from a distribution with cumulative distribution
function
∫ x
F (x) = (B(p, q))−1 tp−1 (1 − t)q−1 dt, 0 ≤ x ≤ 1, p, q > 0,
0
where B(., .) is the beta function. Then, obtain method of moments estimators of the unknown
parameters p and q. [5]
Q6. Let X1 , X2 , X3 be independent identically distributed random variables with common probability
density function
√
f (x) = ( 2π)−1 e−x /2 , − ∞ < x < ∞.
2

√ √ √
Further, let Y1 = (X1 − X2 )/ 2, Y2 = (X1 + X2 − 2X3 )/ 6 and Y3 = (X1 + X2 + X3 )/ 3. Then,
obtain the joint probability density function of Y1 , Y2 and Y3 . [5]
∑
n
Q7. Let X1 , X2 , . . . , Xn be a random sample from a N (0, 1) population. Define Y1 = n1 i=1 Xi , Y2 =
∑n
i=1 |Xi |. Calculate E(Y1 ) and E(Y2 ), and establish the inequality between them.
1
n [5]
Q8. Derive moment generating function of a normal distribution with mean µ and variance σ 2 . Hence
obtain the mean and variance of this distribution. [5]
Q9. The blood type distribution in the Odisha state is type A, 41%; type B, 9%; type AB, 4% and
the type O, 46%. It is estimated that during an accident, 4% of inductees with type O blood were
typed as having type as A; 88% of those with type A were correctly typed ; 4% with type B blood
were typed as A; and 10% with type AB were typed as A. A person was wounded and brought to
surgery. He was typed as having type A blood. What is the probability that this is his true blood
type? [5]
Q10. Let X1 , X2 , . . . , Xn be independent identically distributed N (µ, σ 2 ) random variables. If S 2 is the
sample variance, then show that S 2 is unbiased and consistent of σ 2 . Is S an unbiased estimator of
σ? Give explanation. [5]

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Best of luck!

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