1918107 Probability and Statistical Methods
1918107 Probability and Statistical Methods
DEPARTMENT OF MATHEMATICS
QUESTION BANK
V SEMESTER
I YEAR / I SEMESTER
M.E., INDUSTRIAL SAFETY ENGINEERING
1918107 – PROBABILITY AND STATISTICAL METHODS
Regulation – 2019
Prepared by
Dr.G.Sasikala, Assistant Professor (O.G)
1
VALLIAMMAI ENGINEERING COLLEGE
(An Autonomous Institution)
SRM Nagar, Kattankulathur – 603 203.
DEPARTMENT OF MATHEMATICS
QUESTION BANK
SUBJECT : 1918107 – PROBABILITY AND STATISTICAL METHODS
SEM / YEAR : I Sem/ I M.E. INDUSTRIAL SAFETY ENGINEERING
2
Show that the moment generating function of the uniform distribution𝑓(𝑥 ) =
12. 1 𝑠𝑖𝑛ℎ(𝑎𝑡) BTL3 Applying
, −𝑎 < 𝑥 < 𝑎 about origin is 𝑎𝑡 .
2𝑎
1
13. If the MGF of a uniform distribution for a RV X is (𝑒 5𝑡 − 𝑒 4𝑡 ). Find E(X). BTL3 Applying
𝑡
A is known to hit the target in 2 out of 5 shots whereas B is known to hit the
14. target in 3 of 4 shots. Find the probability of the target being hit when they BTL4 Analyzing
both try?
15. Define Gamma distribution. BTL4 Analyzing
If A and B are events in S such that 𝑃 (𝐴) = 1/3 , 𝑃(𝐵) = 1/4 and 𝑃(𝐴 ∪
16. BTL4 Analyzing
𝐴) = 1/2 . Find 𝑃(𝐴 ∩ 𝐵̅) and𝑃(𝐴/𝐵̅).
17. Write two characteristics of the Normal Distribution BTL5 Evaluating
The number of hardware failures of a computer system in a week of
operations has the following p.d.f, Calculate the value of K.
18. No of failures 0 1 2 3 4 5 6 BTL5 Evaluating
probability K 2K 2K K 3K K 4K
Suppose that, on an average, in every three pages of a book there is one
typographical error. If the number of typographical errors on a single page of
19. BTL6 Creating
the book is a Poisson random variable. What is the probability if at least one
error on a specific page of the book?
The probability that a candidate can pass in an examination is 0.6. What is
20. BTL6 Creating
the probability that he will pass in third trial?
PART-B
A random variable X has the following probability distribution:
X 0 1 2 3 4 5 6 7
2
1(a). P(X) 0 𝑘 2𝑘 2𝑘 3𝑘 𝑘 2 2𝑘 7𝑘 2 +k BTL-2 Understanding
Find (i) the value of 𝑘
(ii) 𝑃(1.5 < 𝑋 < 4.5 / 𝑋 > 2)
1(b). Find the MGF of Binomial distribution and hence find its mean and variance. BTL-2 Understanding
A bolt is manufactured by 3 machines A, B, and C. A turns out twice as many
items as B and machines B and C produce equal number of items. 2% of bolts
2(a). produced by A and B are defective and 4% of bolts produced by C are BTL -6 Creating
defective. All bolts are put into 1 stock pile and 1 is chosen from this pile.
What is the probability that it is defective?
Find the moment generating function of a geometric random variable. Also
2(b). BTL -3 Applying
find its mean.
The probability distribution of an infinite discrete distribution is given by P[ X
3(a). 1 BTL -6 Creating
= j ] = 2𝑗 ( j = 1,2,3…) Find (1)Mean of X, (2)P [X is even],(3) P(X is odd)
3(b). Find the MGF of Poisson distribution and hence find its mean and variance. BTL -6 Creating
An urn contains 10 white and 3 black balls. Another urn contains 3 white and
5 black balls. Two balls are drawn at random from the first urn and placed in
4(a). BTL -6 Creating
the second urn and then 1 ball is taken at random from the latter. What is the
probability that it is a white ball?
3
4(b). Find the MGF of Uniform distribution and hence find its mean and variance. BTL-2 Understanding
ax, 0 x 1
a, 1 x 2
If f(x) = is the p.d.f of X. Calculate
3a ax, 2 x 3
0, elsewhere
5. BTL -3 Applying
(i) The value of a ,
(ii) The cumulative distribution function of X
(iii) If X1, X2 and X3 are 3 independent observations of X. Find the
probability that exactly one of these 3 is greater than 1.5?
0, 𝑖𝑓𝑥 < −1
A random variable X has c.d.f 𝐹(𝑥 ) = {𝑎(1 + 𝑥 ), 𝑖𝑓 − 1 < 𝑥 < 1 .
6(a). BTL-1 Remembering
1, 𝑖𝑓𝑥 ≥ 1
Find the value of a. Also P(X>1/4) and𝑃(−0.5 ≤ 𝑋 ≤ 0).
State and Prove forget fullness property of exponential distribution. Using
this property solve the following problem:
6(b). The length of the shower on a tropical island during the rainy season has on BTL -3 Applying
exponential distribution with parameter 2, time being measured in minutes.
What is the probability that a shower will last more than 3 minutes?
In a normal population with mean 15 and standard deviation 3.5, it is found
7(a). that 647 observations exceed 16.25. What is the total number of observations Applying
in the population? BTL -3
If the probability mass function of a RV X is given by 𝑃(𝑋 = 𝑥 ) = 𝑘𝑥 3 , x =
1 3
7(b). 1, 2, 3, 4. Find the value of k, 𝑃 [(2 < 𝑋 < 2) /𝑋 > 1], mean and variance of Applying
BTL -3
X.
The marks obtained by a number of students for a certain subject is assumed
8(a). to be normally distributed with mean 65 and standard deviation 5. If 3
BTL -3 Applying
students are taken at random from this set Find the probability that exactly 2
of them will have marks over 70?
A bag contains 5 balls and it is not known how many of them are white.
8(b). Two balls are drawn at random from the bag and they are noted to be white. BTL -6 Creating
What is the change that all balls in the bag are white?
Out of 2000 families with 4 children each , Find how many family would
9. BTL -3 Applying
you expect to have i) at least 1 boy ii) 2 boys iii) 1 or 2 girls iv) no girls
In a certain city, the daily consumption of electric power in millions of
kilowatt hours can be treated as a RV having Gamma distribution with
10(a). parameters λ = ½ and k =3. If the power plant of this city has a daily capacity BTL -3 Applying
of 12 million kilowatts – hours, Find the probability that this power supply
will be inadequate on any given day?
Suppose that the life of an industrial lamp in 1,000 of hours is exponentially
distributed with mean life of 3,000 hours. Find the probability that (i)The
10(b). lamp last more than the mean life (ii) The lamp last between 2,000 and 3,000 BTL -3 Applying
hours (iii) The lamp last another 1,000 hours given that it has already lasted
for 250 hours.
4
Assume that 50% of all engineering students are good in mathematics.
11(a). Determine the probabilities that among 18 engineering students (i) exactly 10, BTL -3 Applying
(ii) At least 10 are good in mathematics.
The life (in years) of a certain electrical switch has an exponential distribution
1
11(b). with an average life of 2. If 100 of these switches are installed in BTL -3 Applying
different systems; find the probability that at most 30 fail during the first year.
The probability mass function of a discrete R. V X is given in the following
table:
12.
BTL -4 Analyzing
X -2 -1 0 1 2 3
P(X=x) 0.1 k 0.2 2k 0.3 k
Find (i) the value of k, (ii) P(X<1), (iii) P(-1< X ≤ 2), (iv) E(X)
Let X be a Uniformly distributed R. V. over [-5, 5]. Determine (i) P (X ≤ 2 ),
13. BTL -3 Applying
(ii) P ( |X| > 2), (iii) Cumulative distribution function of X, (iv) Var (X).
The Probability distribution function of a R.V. X is given by
14(a). 4 x(9 x 2 ) Evaluating
f ( x) , 0 x 3 . Find the mean, variance and 3rd moment BTL-5
81
about origin.
Messages arrive at a switch board in a Poisson manner at an average rate of 6
per hour. Find the probability that exactly 2 messages arrive within one hour,
14(b). BTL -4 Analyzing
no messages arrives within one hour and at least 3 messages arrive within one
hour.
PART-C
1. State and Prove memoryless property of Geometric distribution BTL-6 Creating
In a test on 2000 electric bulbs, it was found that bulbs of a particular make,
was normally distributed with an average life of 2040 hours and standard
deviation of 60 hours. Estimate the number of bulbs likely to burn for
2. 1.more than 2150 hours BTL-2 Understanding
2.less than 1950 hours
3.Less than 1980
4.more 1920 hours but less than 2100 hours
8 coins are tossed at a time 256 times. Number of heads observed at each
throw is recorded and the results are given below. Find the expected
frequencies. What are the theoretical values of mean and standard deviation?
3. Calculate also the mean and S.D of the observed frequencies. BTL-1 Remembering
No. of heads: 0 1 2 3 4 5 6 7 8
Frequency: 2 6 30 52 67 56 32 10 1
5
Q. No. Question BT Level Competence
PART – A
1. Define estimator, estimate and estimation. BTL-1 Remembering
2. Distinguish between point estimation and interval estimation. BTL-1 Remembering
3. Mention the properties of a good estimator. BTL-1 Remembering
4. Define confidence coefficient. BTL-1 Remembering
5. What is the level of significance in testing of hypothesis? BTL-2 Understanding
6. Define confidence limits for a parameter. BTL-1 Remembering
State the conditions under which a binomial distribution becomes a normal
7. BTL-1 Remembering
distribution.
Explain how do you calculate 95% confidence interval for the average of the
8. population?
BTL-3 Applying
9. Write the normal equations for fitting a straight line by the method of least squares. BTL-2 Understanding
An automobile repair shop has taken a random sample of 40 services that the average
10. service time on an automobile is 130 minutes with a standard deviation of 26 BTL-4 Analyzing
minutes. Compute the standard error of the mean.
Two variables X and Y have the regression lines 3X + 2Y - 26 = 0, 6X + Y - 31 = 0,
11. Find the mean value of X and Y. BTL-4 Analyzing
12. State any two properties of regression lines. BTL-4 Analyzing
13. Define unbiasedness of a good estimator. BTL-1 Remembering
Let the lines of regression concerning two variables x and y be given by y = 32 – x
14. and x = 13 – 0.25y. Obtain the values of the means. BTL-2 Understanding
15. What are the merits and demerits of the least square method. BTL-1 Remembering
Find the maximum likelihood estimates for the population mean when the population
16. variance is known for random sampling from a normal population. BTL-6 Creating
17. What is meant by maximum likelihood estimator ? BTL-1 Remembering
2
18. Give the normal equations to fit the parabola y = a + bx + cx BTL-2 Understanding
Can Y = 5 + 2.8x and X = 3 – 0.5 y be the estimated regression equations of y on x
19. and x on y respectively ? Explain. BTL-4 Analyzing
Obtain the maximum likelihood estimator of f ( x, ) (1 ) x ,0 x 1 based
20. BTL-3 Applying
on a random sample of size x.
PART -B
Fit a straight line y = a + bx to the following data, using principle of least squares
1(a). x : 1 2 3 4 6 8 BTL-2 Understanding
y : 2.4 3 3.6 4 5 6
Find the most likely price in Bombay corresponding to the price of Rs. 70 at Calcutta
from the following :
Calcutta Bombay
1(b). BTL-5 Evaluating
Average Price 65 67
Standard deviation 2.5 3.5
Correlation coefficient between the prices of commodities in the two cities is 0.8.
2(a). Fit a straight line y = ax +c to the following data.
X 1 3 5 7 9 11 13 15 17 BTL-3 Applying
y 10 15 20 27 31 35 30 35 40
6
Find the regression line of Y on X for the data
2(b). x 1 4 2 3 5 BTL-2 Understanding
y 3 1 2 5 4
Fit a parabola of second degree to the following data.
3(a). X: 0 1 2 3 4 BTL-3 Applying
Y : 1 5 10 22 38
In random sampling from normal population N( , 2), find the maximum likelihood
3(b). BTL-1 Remembering
estimator for when 2 is unknown.
Let x1,x2…..xn denote a random sample from the distribution with pdf
f(x,) = x-1, 0<x<1, >0
0 Elsewhere
prove that the product u1(x1,x2,….xn) = x1,x2…xn is a sufficient estimator for .
4. i) Let x1,x2,….xn be a random sample from uniform population on [0,]. Find a BTL-4 Analyzing
sufficient estimator for .
ii) Show that for a rectangular population f(x,) = 1/, 0 < x <
0 elsewhere
Find the maximum likelihood estimator for .
For a random sampling from a normal population find the maximum likelihood
estimators for
5. i) The population mean, when the population variance is known. BTL-1 Remembering
ii) The population variance, when the population mean is known.
iii) The simultaneous estimation of both the population mean and variance.
Obtain the lines of regression
6(a). X 50 55 50 60 65 65 65 60 60 BTL-2 Understanding
Y 11 14 13 16 16 15 15 14 13
The price of a commodity during 93-98 are given below. Fit a parabola y = a + bx +
cx2 to these data. Calculate the trend values, estimate the period of the commodity for
the year 1999.
7 x 1993 1994 1995 1996 1997
BTL-4
1998
Analyzing
y 100 107 128 140 181 192
The following data relate to the marks of 10 students in the internal test and the
university examination for the maximum of 50 in each.
Internal Marks : 25 28 30 32 35 36 38 39 42 45
8. UniversityMarks : 20 26 29 30 25 18 26 35 35 46 BTL-1 Remembering
a) Obtain the equations of the lines of regression
b) The most likely internal mark for the university mark of 25
c) The most likely university mark for the internal mark of 30.
Find the maximum likelihood estimate for the parameter of a poisson distribution on
9. the basis of a sample of size n. Also find its variance. Show that the sample mean x is BTL-1 Remembering
sufficient for estimating the parameter of the poisson distribution.
Fit a straight line y = a + bx for the following data by the principle of least squares.
X: 0 1 2 3 4
10. Y : 1 1.8 3.3 4.5 6.3
BTL-4 Analyzing
Also find the value of y when x = 1.5
A random sample (X1,X2,X3,X4,X5) of size 5 is drawn from a population with unknown
mean .
11. Consider the following estimators to estimate . BTL-1 Remembering
( x1 x2 x3 x4 x5 ) ( x x2 ) (2 x1 x2 x3 )
t1 , t2 1 X 3 and t 3 where
5 2 3
7
is such that t3 is an unbiased estimator of . Find .Are t1 and t2 unbiased ? State
giving reason, the estimator which is best among t1,t2,and t3.
12(a). Let X1,X2,….Xn be a random sample of size n from a normal distribution with known
variance. Obtain the maximum likelihood estimator of . BTL-1 Remembering
The following are the measurements of the air velocity and evaporation coeffiecient of
burning fuel droplets in an impulse engine
Air Velocity (cm/s) : 20 60 100 140 180 220 260 300 340 380
13(b). BTL-4 Analyzing
Evaporation Coeff : 0.18 0.37 0.35 0.78 0.56 0.75 1.18 1.36 1.17 1.65
Fit a straight line to these data by the method of least squares, and use it to estimate the
evaporation coefficient of a droplet when the air velocity is 190 cm/s.
Fit an equation of the form y = abx to the following data
14(a) x 2 3 4 5 6 BTL-3 Applying
y 144 172.8 207.4 248.8 298.5
Obtain the equation of regression lines y = ax + b from the following data, using the
method of least squares.
14(b) x 6 3 6 9 3 9 6 3 9 6 3 9 BTL-3 Applying
y 526 421 581 630 412 560 434 443 590 570 346 672
PART-C
Prove that the ML estimator of the parameter α of the population having pdf
1. f(x,α) = 2/α2 (α – x). 0 < x < α for the sample of unit size is 2x, x being the sample BTL-1 Remembering
value. Show also that the estimator is not unbiased.
Fit a straight line trend of the form y = a + bx to the data given below by the method
of least squares and predict the value of y when x = 70
2. X 71 68 73 69 67 65 66 67 BTL-3 Applying
y 69 72 70 70 68 67 68 64
b
Fit the model y = ax to the following data.
3. X 1 2 3 4 5 6 BTL-3 Applying
y 2.98 4.26 5.21 6.10 6.80 7.50
If the two variables x and y have the regression lines 3x + 2y = 26 and 6x + y = 31.
4. Find i) Find the mean value of x and y BTL-5 Evaluating
ii) Find the correlation coefficient of x and y.
UNIT III -TESTING OF HYPOTHESIS
Sampling distributions – Small and Large samples and problems – Tests based on Normal, t distribution,
Chi-square, Goodness of fit and F distributions
8
PART – A
Q. No. Question BT Level Competence
PART – B
1(a). Given a sample mean of 83, a sample standard deviation of 12.5 and a
sample size of 22, test the hypothesis that the value of the population mean is BTL -1 Remembering
9
70 against the alternative that it is more than 70. Use the 0.25 significance
level.
Test of fidelity and selectivity of 190 radio receivers produced the results
shown in the following table
Fidelity
Selectivity Low Average High
1(b). Low 6 12 32 BTL -1 Remembering
Average 33 61 18
High 13 15 0
Use 0.01 level of significance to test whether there is a relationship between
fidelity and selectivity.
A sample of 100 students is taken from a large population. The mean height
2. of the students in this sample is 160cms. Can it be reasonably regarded that
BTL -1 Remembering
this sample is from a population of mean 165 cm and standard deviation 10
cm? Also estimate the 95% fiducial limits for the mean.
Two independent samples of sizes 8 and 7 contained the following values.
3(a). Sample I 19 17 15 21 16 18 16 14 BTL -2 Understanding
Sample II 15 14 15 19 15 18 16
Test if the two populations have the same mean.
The following data gives the number of aircraft accidents that occurred
during the various days of a week. Find whether the accidents are uniformly
3(b). distributed over the week. BTL -3 Applying
Days Sun Mon Tues Wed Thu Fri Sat
No. of accidents 14 16 08 12 11 9 14
Two independent samples of 8 and 7 items respectively had the following
4. Sample I 9 11 13 11 15 9 12 14
Sample II 10 12 10 14 9 8 10 Analyzing
BTL -4
Values of the variable (weight in kgs.) Use 0.05 LOS to test whether the
variances of the two population’s sample are equal.
A group of 10 rats fed on diet A and another group of 8 rats fed on diet B,
Recorded the following increase the following increase in weight. (gm)
5.
Diet A 5 6 8 1 12 4 3 9 6 10 BTL -5 Evaluating
Diet B 2 3 6 8 10 1 2 8 - -
Find the variances are significantly different. (Use F-test)
Two independent samples of sizes 8 and 7 contained the following values.
Test if the two populations have the same variance.
6.
BTL -2 Understanding
Sample I 19 17 15 21 16 18 16 14
Sample II 15 14 15 19 15 18 16
Records taken of the number of male and female births in 800 families
having four Children are as follows :
7(a).
Number of male births : 0 1 2 3 4 BTL -4 Analyzing
Number of female births : 4 3 2 1 0
Number of Families : 32 178 290 236 64
10
Infer whether the data are consistent with the hypothesis that the
binomial law holds the chance of a male birth is equal to female birth,
namely p = ½ = q.
Samples of two types of electric bulbs were tested for length of life and
following data were obtained.
Type I Type II
7(b). Sample Size 8 7
BTL -3 Applying
Sample Mean 1234hrs 1036hrs
Sample S.D 36hrs 40hrs
Analyze that, is the difference in the means sufficient to warrant that type I
is superior to type II regarding the length of life?
The mean produce of wheat from a sample of 100 fields comes to 200kg per
acre and another sample of 150 fields gives a mean 220 kg per acre.
8. BTL -2 Understanding
Assuming the standard deviation of the yield at 11 kg for the universe, test if
there is a significant difference between the means of the samples?
The nicotine content in milligram of two samples of tobacco where found to
be as follows
9(a). Sample 1 24 27 26 21 25
BTL -1 Remembering
Sample 2 27 30 28 31 22 36
Can it be said that this samples where from normal population with the same
mean.
A simple sample of heights of 6400 Englishmen has a mean of 170cms and a
standard deviation of 6.4cms, while a simple sample of heights of 1600
9(b). BTL -1 Remembering
Americans has a mean of 172 cm and a standard deviation of 6.3cms. Do the
data indicate that Americans are, on the average, taller than Englishmen?
Two random samples gave the following results:
Sample Sum of squares of
Sample Size
10(a). mean deviation from the mean
BTL -1 Remembering
1 10 15 90
2 12 14 108
Analyze whether the samples have come from the same normal population.
A certain medicine administered to each of 10 patients resulted in the
10(b).
following increases in the B.P. 8, 8, 7, 5, 4, 1, 0, 0, -1, -1. Can it be BTL -1 Remembering
concluded that the medicine was responsible for the increase in B.P. 5% l.o.s
5 coins were tossed 320 times. The number of heads observed is given
below:
11. No. of heads : 0 1 2 3 4 5 BTL -5 Evaluating
Observed frequencies : 15 45 85 95 60 20
Examine whether the coin is unbiased .Use 5% level of significance.
A sample of 200 persons with a particular disease was selected. Out of these,
100 were given a drug and the others were not given any drug. The result are
as follows:
Number of persons No
12(a). Drug Total BTL -1 Remembering
drug
Cured 65 55 120
Not cured 35 45 80
Total 100 100 200
11
Test whether the drug is effective or not?
A certain stimulus administered to each of 12 patients resulted in the
following increase of blood pressure 5,2,8, -1,3,0, -2,1,5,0, 4 & 6. Can it be
12(b). BTL -6 Creating
concluded that the stimulus will, in general, be accompanied by an increase
in blood pressure?
Random samples drawn from two places gave the following data relating to
the heights of male adults:
Place A Place B
13. Mean height (in inches) 68.50 65.50 BTL -2 Understanding
S.D ( in inches) 2.5 3.0
No. of adult males in sample 1200 1500
Test at 5 % level, that the mean height is the same for adults in the two
places.
In a random sample of 1000 people from city A, 400 are found to be
consumers of rice. In a sample of 800 from city B, 400 are found to be
14(a). BTL -4 Analyzing
consumers of rice. Does this data give a significant difference between the
two cities as far as the proportion of rice consumers is concerned?
In a year there are 956 births in a town A of which 52.5% were male while
in towns A and B combined, this proportion in a total of 1406 births was
14(b). BTL -2 Understanding
0.496.Is there any significant difference in the proportion of male births in
the two Rows ?
PART C
The means of two random samples of size 9 and 7 are 196.42 and 198.92
respectively. The sums of the squares of the deviation from the mean are
1. BTL -6 Creating
26.94 and 18.73 respectively. Can the sample be considered to have been
drawn from the same normal population?
Two horses A and B were tested according to the time ( in seconds) to run a
particular track with the following results.
Horse A 28 30 32 33 33 29 34
2. BTL-2 Understanding
Horse B 29 30 30 24 27 27 -
Test whether you can discriminate between two horses. You can use the fact
that 5 % value of t for 11 degrees of freedom is 2.2
An sample analysis of examination results of 500 students was made. It was
found that 220 students had failed. 170 had secured a third class, 90 were
3. placed in second class and 20 got first class. Do these figures commensurate BTL -5 Evaluating
with the general examination result which is in the ration 4: 3:2:1 for the
various categories respectively.
Random samples of 400 men and 600 women were asked whether they
would like to have a flyover near their residence. 200 men and 325 women
4.
were in favor of the proposal. Test the hypothesis that proportions of men BTL-2 Understanding
and women in favor of the proposal are same at 5 % level.
UNIT IV-DESIGN OF EXPERIMENTS
Analysis of variance - Completely randomized design – Randomized block design – Latin square design - 𝟐𝟐
factorial designs.
PART – A
12
Q. No. Question BT Level Competence
1. What is the aim of design of experiments? BTL -1 Remembering
2. Write the basic assumptions in analysis of variance. BTL -1 Remembering
3. When do you apply analysis of variance technique? BTL -1 Remembering
4. Define Randomization. BTL -1 Remembering
5. Define Replication. BTL -1 Remembering
6. Define Local control. BTL -1 Remembering
7. What is meant by tolerance limits? BTL -2 Understanding
8. What is a completely randomized design. BTL -2 Understanding
9. Explain the advantages of a Latin square design? BTL -2 Understanding
10. What are the basic elements of an Completely Randomized Experimental
BTL -2 Understanding
Design?
11. Demonstrate the purpose of blocking in a randomized block design? BTL -3 Applying
12. Manipulate the Basic principles of the design of experiment? BTL -3 Applying
13. Why a2x2 Latin square is not possible? Explain. BTL -3 Applying
14. Analyze the advantages of the Latin square design over the other design. BTL -4 Analyzing
15. Demonstrate main advantage of Latin square Design over Randomized Block
BTL -4 Analyzing
Design?
16. Write any two differences between RBD and LSD. BTL -4 Analyzing
17. What is ANOVA? BTL -5 Evaluating
18. What are the uses of ANOVA? BTL -5 Evaluating
19. Define experimental error. BTL -6 Creating
2
20. Express 2 factorial designs. BTL -6 Creating
PART-B
The accompanying data resulted from an experiment comparing the degree of
soiling for fabric copolymerized with the 3 different mixtures of met acrylic
1. acid. Analyze the classification. BTL -1
Remembering
Mixture 1 : 0.56 1.12 0.90 1.07 0.94
Mixture 2 : 0.72 0.69 0.87 0.78 0.91
Mixture 3 : 0.62 1.08 1.07 0.99 0.93
A company appoints 4 salesmen A, B, C and D and observes their sales in 3
seasons, summer winter and monsoon. The figures are given in the following
table:
Salesmen
2. Season 1 2 3 4 BTL -2 Understanding
Summer 45 40 28 37
Winter 43 41 45 38
Monsoon 39 39 43 41
Carry out an Analysis of variances.
3. In order to determine whether the significant difference in the durability of
BTL -1 Remembering
3makes of computers, samples of size 5 are selected from each make and the
13
frequency of repair during the first year of purchase is observed. The results are
as follows: In view of the above data, what conclusion can you draw?
Makes
A B C
5 8 7
6 10 3
8 11 5
9 12 4
7 4 1
Five doctors each test five treatments for a certain disease and observe the
number of days each patient takes to recover. The results are as follows
(recovery time in days)
Treatment
Doctor 1 2 3 4 5
4. A 10 14 23 18 20
BTL -2 Understanding
B 11 15 24 17 21
C 9 12 20 16 19
D 8 13 17 17 20
E 12 15 19 15 22
Estimate the difference between (a) doctors and(b)treatments for the above
data at 5% level.
Perform a 2-way ANOVA on the data given below:
Treatment 1
1 2 3
1 30 26 38
5.
2 24 29 28 BTL -3 Applying
Treatment 2 3 33 24 35
4 36 31 30
5 27 35 33
Use the coding method subtracting 30 from the given no.
A chemist wishes to test the effect of four chemical agents on the strength
of a particular type of cloth. Because there might be variability from one
bolt to another , the chemist decides to use a randomized block design
,with the bolts of cloth consider as blocks ,she selects five bolts and
applies all four chemical in random order to each bolt, The resulting
tensile strength follows
6. BOLT BTL -2 Understanding
1 2 3 4 5
1 73 68 74 71 67
2 73 67 75 72 70
CHEMICAL
3 75 68 78 73 68
4 73 71 75 75 69
Does the tensile strength depend on chemical? Test at 10% level of
significance.
7. A Latin square design was used to compare the bond strength of gold
BTL -4 Analyzing
semiconductor lead wires bounded to the lead terminal by five different
14
methods A, B, C, D & E. The bonds were made by five different operators and
the devices were encapsulated using five different plastics. With the following
result ,expressed as pounds of force required to break the bond
Plastics/ operator 1 2 3 4 5
1 A3 B2.4 C1.9 D2.2 E1.7
2 B2.1 C2.7 D2.3 E2.5 A3.1
3 C2.1 D2.6 E2.5 A2.9 B2.1
4 D2.0 E2.5 B3.2 B2.5 C2.2
5 E2.1 A3.6 B2.4 C2.4 D2.1
Analyze these results and test with .01 level of significance.
The following data resulted from an experiment to compare three burners A, B,
C. A Latin square design was used as the tests were made on 3 engines and
were spread over 3 days.
8. A 16 B 17 C 20 BTL -1 Remembering
B 16 C 21 A 15
C 15 A 12 B 13
Test the hypothesis and infer that there is no difference between the burners.
A farmer wishes to test the effects of four different fertilizers A,B,C, Don the
yield of Wheat. In order to eliminate sources of error due to variability in soil
fertility, he uses the fertilizers, in a Latin square arrangement a syndicated in
the following table, where the numbers indicate yields per unit area.
9. A18 C21 D25 B11 BTL -1 Remembering
D22 B12 A15 C19
B15 A20 C23 D24
C22 D21 B10 A17
Design an analysis22of variance21to determine 10 if there is a17significant difference
between the fertilizers at α = 0.05 and α = 0.01 levels of significance.
Set up the analysis of variance for the following results of a Latin Square
Design(use α = 0.01) level of significance
10. A12 C19 B10 D8
C18 B12 D6 A7 BTL -4 Analyzing
B22 D10 A5 C21
D12 A7 C27 B17
In a 5x5 Latin square experiment, the data collected is given in the matrix
below Yield per plot is given in quintals for the five different cultivation
treatments A, B, C,D and E. Perform the analysis of variance.
11. A48 E66 D56 C52 B61
BTL -6 Creating
D64 B62 A50 E64 C63
B69 A53 C60 D61 E67
C57 D58 E67 B65 A55
E67 C57 B66 A60 D57
In a Latin square experiment given below are the yields in quintals per acre on
the paddy crop carried out for testing the effect of five fertilizers A, B, C, D, E.
12. Analyze the data for variations.
BTL -3 Applying
B25 A18 E27 D30 C27
A19 D31 C29 E26 B23
C28 B22 D33 A18 E27
15
E28 C26 A20 B25 D33
D32 E25 B23 C28 A20
Find out the main effects and interaction effects in the following 22 factorial
experiment and write down the analysis of variance table
(1) a b ab
BLOCKS
13. 00 10 01 11
BTL -3 Applying
I 64 25 30 60
II 75 14 50 33
III 76 12 41 17
IV 75 33 25 10
As part of the investigation of the collapse of the roof of a building, a testing
laboratory is given all the available bolts that connected all the steel structure
at three different positions on the roof. The forces required to shear each of
these bolts (coded values) are as follows:
14. Position 1: 90 82 79 98 83 91
Position 2: 105 89 93 104 89 95 86 BTL -4 Analyzing
Position 3: 83 89 80 94
Analyze an analysis of variance to test at 0.05 level of significance whether the
differences among the sample means at the three positions are significant.
PART-C
An experiment was planned to study the effect of sulphate of potash and super
phosphate on the yields of potatoes. All the combinations of 2 levels of super
phosphate (p) and two levels of sulphate (k) of potash were studied in a RBD
with 4 replication for each. The yields obtained are given in the following
table. The yields obtained are given in the following table.
Block Yields ( per plot)
(1) K P KP
I
1. 23 25 22 38 BTL -3 Applying
P (1) K KP
II
40 26 36 38
(1) K KP P
III
29 20 30 20
KP K P (1)
IV
34 31 24 28
Analyze the data and give your conclusion (with α = 1%)
Four different manufacturing processes were tried at 3 different stations and
the average measurements of quality characters of the product by these
processes are given in the following table. Perform an analysis of variance of
the data and test for the difference between the processes.
2 Processes BTL -6 Creating
Stations A B C D
1 7 14 11 11
2 15 16 14 10
3 8 15 10 12
A laboratory technician measures the breaking strength of each of 5 kinds of BTL -2
3 Understanding
linen threads by using 4 different measuring instruments, and obtains the
16
following results, in ounces.
I1 I2 I3 I4
Thread 1 20.9 20.4 19.9 21.9
Thread 2 25.0 26.2 27.0 24.8
Thread 3 25.5 23.1 21.5 24.4
Thread 4 24.8 21.2 23.5 25.7
Thread 5 19.6 21.2 22.1 22.1
Perform a 2-way ANOVA using the 0.05 level of significance for both tests.
The figures in the following 5x5 Latin square are the numbers of minutes,
engines E1, E2, E3, E4 and E5, tuned up by mechanics M1, M2, M3, M4 and M5,
ran with a gallon of fuel A, B, C, D and E.
E1 E2 E3 E4 E5
M1 A31 B24 C20 D20 E18
M2 B21 C27 D23 E25 A31
M3 C21 D27 E25 A29 B21
4 M4 D21 E25 A33 B25 C22 BTL-4 Analyzing
M5 E21 A37 B24 C24 D20
Use the level of significance α = 0.01 to test
1. The null hypothesis H0 that there is no difference in the performance
of the five engines
2. H0 that the persons who tuned up these engines have no effect on their
performance.
3. H0 that the engines perform equally well with each of the fuels.
UNIT 5- TIME SERIES
Characteristics and representation – Moving averages – Exponential smoothing – Auto regressive processes
PART-A
Q. No. Question BT Level Competence
1 What is time series? Give two examples BTL -1 Remembering
2 Describe the limitation of time series BTL -3 Applying
3 Write the limitation of method of moving average BTL -1 Remembering
4 Define weighted moving average BTL -1 Remembering
5 Name any three forecasting methods used in time series analysis BTL -1 Remembering
6 Mention the four basic components of a time series BTL -2 Understanding
7 Mention any two models of Time Series. BTL -2 Understanding
8 Describe the types of forecasting BTL -3 Applying
9 Write 1st order autoregressive model BTL -1 Remembering
10 Define exponential smoothing BTL -1 Remembering
11 Mention the limits of exponential smoothing BTL -2 Understanding
12 Write any two merits of method of moving average BTL -1 Remembering
13 Write any two steps involved in auto regressive modeling BTL -1 Remembering
14 Mention the causes for random variation in a time series BTL -2 Understanding
15 Write the uses of time series BTL -1 Remembering
17
16 What adjustments need to be in time series BTL -2 Understanding
17 What is moving average BTL -1 Remembering
18 Mention the points indicate time series BTL -2 Understanding
19 Describe the merits of exponential smoothing BTL -3 Applying
20 Mention the types of methods used to measure the trend BTL -2 Understanding
PART – B
1 Calculate three yearly moving average of the following data
Year
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
BTL -3 Applying
No. of students 15 18 17 20 23 25 29 33 36 40
2 Suppose we have the following series of n = 7 consecutive annual values:
Year
1 2 3 4 5 6 7
BTL -3 Applying
Series 31 34 37 35 36 43 40
In developing a first – order autoregressive model for this series, demonstrate
the comparisons that need to be made.
3 From the following data calculate seasonal indices by the Ratio to Moving
Average method.
Year 1st Quarter 2nd Quarter 3rd Quarter 4th Quarter
1981 68 62 61 63
BTL -3 Applying
1982 65 58 56 61
1983 68 63 63 67
1984 70 59 56 62
1985 60 55 51 58
4 From the following values prepare forecast by the method of exponential
smoothing taking initial estimates as 100, the value of α = 0.4 and initial trend
value zero.
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
123
128
130
18
8 Work out the centered4-year moving average for the following data:
Tonnage of Tonnage of
Year Year
goods carried goods carried
1976 2204 1982 2904
1977 2500 1983 3098 BTL -6 Creating
1978 2360 1984 3172
1979 2680 1985 2952
1980 2424 1986 3248
1981 2634 1987 3172
9 For the following series of observations, verify that the 6 year centered moving
average is equivalent to a 7-year weighted moving average with weights 1, 2,
2, 2, 2, 2, 1 respectively.
Year Sales (in ‘000) Year Sales (in ‘000)
1970 2 1976 4
BTL -1 Remembering
1971 4 1977 6
1972 3 1978 7
1973 6 1979 8
1974 7 1980 10
1975 9
10 Suppose the following data represent total revenues (in millions of constant
1995 dollars) by a ca rental agency over the 11 – year period 1987 – 1997:
BTL -3 Applying
4.0, 5.0, 7.0, 6.0, 8.0, 9.0, 5.0, 2.0, 3.5, 5.5, 6.5; compute the 5 – year moving
averages for this annual time series.
11 The data below give the average quarterly prices of a commodity for four
years.
1991
1992
1993
1994
1995
1996
1997
1998
Year BTL -1 Remembering
Annual sales
36 43 43 34 44 54 34 24
(Rs.in crores)
12 The following figures relate to the profits of a commercial concern for 8 years.
Year
1976
1977
1978
1979
1980
1981
1982
1983
BTL -5 Evaluating
Production
14
17
22
28
26
18
20
24
25
29
30
23
(‘000)
19
14 Calculate the trend values by the method of least squares.Also Calculate the
sales for the years 1999 and 2000
1991
1992
1993
1994
1995
1996
1997
BTL -3 Remembering
Year
Actual
110
105
120
116
121
123
120
125
126
124
122
value (X)
3 Calculate five-yearly moving averages of number of students studying in a
college from the following figures.
Year 1981 1982 1983 1984 1985
BTL -3 Applying
No. of Students 332 317 357 392 402
Year 1985 1986 1987 1988 1990
No. of Students 405 410 427 405 438
4 For the following data, verify that the 5 year weighted moving average with
weights 1, 2, 3, 3, 1 respectively is equivalent to 4 year centered moving
average.
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
BTL -5 Evaluating
Year
Sales (Rs.in
5 3 7 6 4 8 9 10 8 9 9
lakhs)
*********************
20
21