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HYDERABAD CAMPUS
SECOND SEMESTER 2012-2013
AAOC C111/MATH F113: PROBABILITY AND STATISTICS
COMPREHENSIVE EXAMINATION -PART A (CLOSED BOOK)
Max. Marks: 30
Time: 9.00 A.M. to 10.00 A.M.
2 0 1 2
P S
ID NO NAME:
:
NOTE: There are 10 questions in this paper. Each question below has four possible choices. Pick the choice
that is the most appropriate one and put in the box as A, B etc. Each correct choice fetches you 3 marks
and a wrong choice 1 mark. Any alteration/overwriting will be considered as wrong and awarded
-1 mark. Lower case answers will also be considered as wrong answers.
z 0.1=1.28, z 0.05 =1.645, z 0.025=1.96,
times out of 5,
z 0.01=2.33
and that of B
hitting is
and if
A , B ,C
fire at the target alternatively only once, then the probability that the target will be hit exactly
twice will be (assume independence)
19
24
(A)
Q2. Let
47
120
(B)
(C)
23
30
(D)
15
22
1
F ( x )=0 if x <0,= x 2 if 0 x<1,= ( 2 x1 ) if 1 x <2,
4
x2 5
if 2 x <3,=1 if x 3.
6 6
The values of ,
that make
(A)
==
1
4
(B)
==
then
P( X 3)
(A)
1
3
(B)
3
2
(C)
is
1
3
= , =
4
2
(D)
1 e t e 2 t e3 t e 4 t
M X (t)= + + + +
6 4 3 6 12 ,
is
1
4
3
1
= , =
2
4
(C)
2
3
Q4 Let
largest when
23
(A)
P[ X=x ] is
is
(B) 34
(C)
(D) For no
Q5. The annual rainfall in a city is normally distributed with mean 30 inches and s.d. 2 inches.
(A)
Q6 If
X ,Y
(B)
33.92
(C)
(D)
26.18
parameters ,
K=min { X ,Y } will be
,}
(C) Exponential with parameter
min
Q7 If
26.71
is
If
then
Var ( 2 X 3 Y +4 )
(A) 1
(B) 5
is
23
(C) 63 (D)
Q8 John and Simon have agreed to meet for lunch between 0.00 P.M.(i.e. 12.00 noon) and
1.00
P.M. The arrival times of both are independent random variables having uniform
distribution over
(0, 1). Then the expected amount of time (in hours) that the one who
arrives first must wait for
the other person is
1
3
(A)
(B)
1
4
3
4
(C)
(D)
1
6
Q9. The burning time of a rocket (measured in seconds) can be thought of as a random variable
(B)
y=b 0+ b1 x
(C)
24
having
(D)
18
. If now each
xi
is increased by 2, then
(A) Both
(C)
b1
b0 ,b1
will change
(B) Both
b0
will change
(D)
b0 ,b1
b0
b1
will change
***
Max. Marks: 30
Time: 9.00 A.M. to 10.00 A.M.
2 0 1 2
P S
ID NO NAME:
:
NOTE: There are 10 questions in this paper. Each question below has four possible choices. Pick the choice
that is the most appropriate one and put in the box as A, B etc. Each correct choice fetches you 3 marks
and a wrong choice 1 mark. Any alteration/overwriting will be considered as wrong and awarded
-1 mark. Lower case answers will also be considered as wrong answers.
z 0.1=1.28, z 0.05 =1.645, z 0.025=1.96,
times out of 5,
z 0.01=2.33
and that of B
and if
hitting is
A , B ,C
fire at the target alternatively only once, then the probability that the target will be hit exactly
twice will be (assume independence)
47
120
(A)
19
24
(B)
(C)
23
30
15
22
(D)
1
2
F ( x )=0 if x <0,= x if 0 x<1,= ( 2 x1 ) if 1 x <2,
4
Q2. Let
x2 5
if 2 x <3,=1 if x 3.
6 6
The values of ,
that
make
3
1
= , =
2
4
(A)
(B)
then
P( X 3)
(A)
1
3
Q4 Let
is
==
(C)
1
4
(D)
(B) 1
3
2
1 e t e 2 t e3 t e 4 t
M X (t)= + + + +
6 4 3 6 12 ,
(C)
1
4
largest when
==
is
2
3
(B)
1
3
= , =
4
2
P[ X=x ] is
is
(B) 23
(C)
34
(D) For no
Q5. The annual rainfall in a city is normally distributed with mean 30 inches and s.d. 2 inches.
c
(A)
Q6 If
(B) 33.92
(C)
26.18
(D)
is
If
26.71
parameters ,
K=min { X ,Y } will be
,}
(B) Exponential with parameter
min
(D) Exponential with parameter
Q7 If
then
(A) 23
(B) 1
is
(C) 63 (D) 5
Q8 John and Simon have agreed to meet for lunch between 0.00 P.M.(i.e. 12.00 noon) and
1.00
P.M. The arrival times of both are independent random variables having uniform
distribution over
(0, 1). Then the expected amount of time (in hours) that the one who
arrives first must wait for
the other person is
1
6
(B)
(B)
1
3
3
4
(C)
(D)
1
4
Q9. The burning time of a rocket (measured in seconds) can be thought of as a random variable
(A)
(B)
12
(C)
y=b 0+ b1 x
18
(D)
(A) Both
b0
b0 ,b1
24
(C)
times:
having
b1
. If now each
(B) Both
will change
(D)
***
xi
b0 ,b1
b1
is increased by 2, then
will change
b0
will change
1.a) For a certain binary channel, the probability that a transmitted 0 is correctly received as 0 is
0.94 and the probability that a transmitted 1 was received as 1 is 0.91. Further, the probability of
transmitting a 0 is 0.45. If a signal is sent, what is the probability of getting an error?
[4]
b) In a super market, a case contains 12 Coca-Cola bottles, in which 3 of them are having expired
date. A sample of 4 bottles is randomly selected from the case. Find the mean of X, the number of
bottles having the expiry date in the sample using the probability distribution of X, and also
calculate the theoretical mean.
[4]
2 a) An automobile production line turns out about 100 cars a day, but deviations occur due to many
causes. The production X in a day is more accurately described by the probability distribution given
below;
x
95
f(x) .03
96 97
98 99 100 101
.15
102
103
104
105
.10
.07
.05
.03
Finished cars are transported across the bay, at the end of each day, by a ferry. If the ferry has space
for only 101 cars, what will be the average number of cars waiting to be shipped in the first week of
April (1st-7th) and what will be the average number of empty spaces on the ferry during that period.
Use the following random numbers {24, 76, 47, 98, 03, 67, 13} and the tabular headings for
simulation in the given order. [6]
Use the following headings: Day, Number of cars waiting for transportation, Random number,
Number of cars produced, Number of cars ferried ( including the previous day waiting cars),
Number of cars not ferried, Number of empty spaces on ferry. Assume initially there is no
production.
b) If X is a normal random variable with mean 7 and variance 4 then find the value of
P (15.364 < (X 7)2< 20.095)?
[3]
3. a) Two numbers are chosen independently and at random from the interval (0, 1). What is the
1
[4]
2
b) Let (X, Y) be distributed uniformly on the circular disk centered at (0, 0) with radius . Find
[4]
4. To test the hypothesis that a coin is fair, the following decision rules are adopted. (i) Accept the
hypothesis if the number of heads in 100 tosses is between 40 and 60 both inclusive. (ii) reject the
hypothesis otherwise.
[4+3]
a) Find the probability of rejecting the hypothesis when it is actually correct.
b) What conclusions would you draw if the sample of 100 tosses yielded 53 heads? Could you be
wrong in your conclusion? If so, what type of error it could be?
5. A random sample of 50 mathematics grades out of a total of 1000 showed a mean of 75 and a
standard deviation of 10.
a. What are the 95% confidence limits for the mean of the 1000 grades?
[3]
b. With what degree of confidence could we say that the mean of all 1000 grades is
[3]
75 1
2
( x 2 y ), 0 x 1, 0 y 1
f XY ( x, y) 3
0
elsewhere
[7]
7. A process for producing vinyl floor covering has been stable for a long period of time and the
surface hardness measurement of the flooring produced has a mean 5.4. A second shift has been
hired and trained and their production needs to be monitored. Consider testing the hypothesis H 0:
=5.4 against H1: 5.4. A random sample of hardness measurements is made of n=40 specimens
produced by the second shift. If the mean of the sample is 5.1 and standard deviation is 1.2, what
can be concluded at 0.05 level of significance? (Use P-Value test)
[5]
******
be the event of
Mean = E(X)=
x
P(x)
P ( x )=
0
0.2545
xp ( x )=0.9995
r C x N r Cn x
N Cn
1
0.5090
2
0.2181
(1M)
3
0.0181
, theoretical mean = =
function (2M):
nr
=1
(1M)
N
2a) Simulation scheme= F(x)), 1 to 7 refers to the tabular headings given the question and days (2M+2M)
0F(x)<0.03
0.03F(x)<0.0
8
0.08F(x)<0.1
5
0.15F(x)<0.2
5
0.25F(x)<0.4
0
0.40F(x)<0.6
0
0.60F(x)<0.7
5
0.75F(x)<0.8
5
0.85F(x)<0.9
2
0.92F(x)<0.9
7
0.97F(x)<1
1 2 3
X=95
X=96 1 0 2
4
X=97
2 0 7
6
X=98
98
98
10
2
10
1
3 1 4
7
10
0
10
1
X=1004 0 9
8
X=101
5 4 0
3
X=102
10
5
10
1
96
10
0
6 0 6
X=103
7
10
1
10
1
X=1047 0 1
3
X=105
97
97
X=99
2b
P [ 15.364 < ( X7 ) 2< 20.095 ] =P
15.364 X7 2 20.095
<
<
=P [ 3.841< 12<5.02375 ]=0.9750.950=0.025
4
4
4
11/2(1, 1)
(2M+1M)
1/21
1
2
==1/ 4
f xy (x , y ) dxdy= f x ( x ) f y ( y ) dxdy = 21
8
3a)
x+
1
2
P |X Y |>
Or
P |X Y |>
b) Given that
x+
1
2
1
2
1
=2Area of the shaded region=
2
0
1
21
=2Area of triangle=
=1/4
(Sketch-1M, limits 2M+1M)
2
8
1
1
Area of the =
=
4 4
1
f xy ( x , y ) =
y=
Marginal density = f x ( x )=
4
2
x
y=
(1M)
f xy ( x , y ) dy =
4 2
x
1 4
x2
2
=
(Since =np=50 and 2=np(1-p)=25) [2M]
=F[2.1]-F[-2.1] =0.9642
(a) =P[Reject the hypothesis even though it is true]
=P[Reject the hypothesis when p=0.5]
=1-0.9642
=0.0358.
[2M]
(b) If X= 53, then accept the hypothesis. Yes, Type II error.
[3M]
X 75, s 10, n 50
5. (a) Given
X Z 0.025
95% confidence limits for are
X Z / 2
s
n
=
75 2.7718
=(77.228,77.7718)
[3M]
s
75 1
n
(b)Given
Z / 2 0.707 0.4778
Hence
and the confidence level is 0.5222
[3M]
2
( x 2 y ), 0 x 1, 0 y 1
f XY ( x, y ) 3
0elsewhere
6. Given
, hence
1 1
1 1
2
0 0
0 0
(a)
,
1 1
1 1
2
2 2
E[ X ] x x 2 y dxdy 7 /18 E[ XY ] xy x 2 y dxdy 1/ 3
3
0 0
0 0
,
13
23
X
, Y
162
324
Thus
, Cov(X,Y)= -0.00617
[3M]
0.0818
And
[1M]
1
2
f
x 2y
f X f XY dy x 1 fY / X XY
3
fX
x 1
0
(b)
,
[2M]
1
x 2 y
3x 4
3x 4
Y / X y
dy
y
x 1
0
6x 6
6x 6
Thus
=
, hence the curve of regression is
[1M]
H 0 : 5.4
X
Z
1.581
H1 : 5.4
X 5.1, s 1.2, n 40
s/ n
7.
=0.05,
,
[2M]
P=P[Z>1.581]=0.0571 >/2, hence, the data is in sufficient to reject H0. [3M]
1. Customers arrive at a bank in a Poisson fashion at an average rate of 10 per hour. Find the probability that
the bank staff have to wait for not more than 6 minutes (from the time of banks opening) for the first
customer to arrive?
[8]
2.
A random variable
=10, =2.
P [ 8.26 X 31.4 ] .
3.
Let
Y=
4.
Let
[4]
1
.
2
1+ X
Find
f ( x )=
[8]
{2xx 0 <1x<1x< 2
otherwise,
[10]
and
Let U= X +Y ,V =Y X .
( U ,V ) .
g(u , v ) of
U= X +Y .
[12]
26
be the number of
P [ 40< X <60 ] .
Suppose CSK will win each match with a probability 0.6. Assume that the results of the games are
independent. Find the probability that CSK will win at least 30 matches using normal approximation to
binomial
distribution
and
applying
the
half-unit
correction
factor.
[8]
***
Date : 30-03-2013
Day: SATURDAY
1.
Customers arrive at a bank in a Poisson fashion at an average rate of 10 per hour. Find the probability
that the bank staff have to wait for not more than 6 minutes (from the time of banks opening) for the
first customer to arrive?
[8]
Solution: Unit of time: hour
Time T
1
10 .
1/ 10
1
1
P T<
= 1 0 e10 t dt=1 0.6321 .
10
e
0
2.
A random variable
=10, =2.
P [ 8.26 X 31.4 ] .
X
Solution:
[4]
2
therefore has a distribution with 20 degrees of freedom.
Let
Y=
Solution:
is a decreasing function of
g ( y )=f ( x )
4.
Let
1
2
1+ X
Find
| |
dx
=ex
dy
X.
1
=e
1
2 y2
1
y
1
1
y
1
2y
3/ 2
1 y
,0< y< 1
x 0 < x<1
( )
be a continuous random variable with density f x = 2x 1 x< 2
X is:
1
F ( x )< if 0< x <1
2
F ( x )=
and
x2
, 0< x< 1
2
1
1 ( 2x )2 ,1 x <2
2
1
2
x:
if
is
1 x <2.
1
2
1 ( 2x ) =0.743
2
and 0 otherwise,
And we get
x=1.283
Let U= X +Y ,V =Y X .
( U ,V ) .
[12]
(1,1)
(0,1)
(1,0)
(1,0)
| ||
(1,1)
(1,1)
(0,1)
1
F XY ( x , y )=
2 over the square
x
u
The Jacobian J = y
u
Hence
g(u , v ) of
U= X +Y .
Solution:
(1,1)
x
v = 1/2 1/2 =1/2
y 1/2 1/2
v
1
gUV ( u , v )= ,1< u<1,1< v<1
4
is:
1
gU (u )= ,1<u <1.
2
Solution:
E [ X ] ==50; Var [ X ] =
P [ 40< X <60 ] .
[10]
250
6
Var [ X ]
100
250 350 7
=
=
600 600 12
7. CSK will play 44 matches next season, 26 of these matches are against DD and 18 are against KKR.
Suppose CSK will win each match with a probability 0.6. Assume that the results of the games are
independent. Find the probability that CSK will win at least 30 matches using normal approximation to
binomial distribution and applying the half-unit correction factor.
[8]
Solution: Let
Hence
X ,Y
p=0.6 .
are independent rasndom variables both having binomial distribution with same
and
p=0.6 .
X +Y 26.4 29.526.4
P [ Z 0.95 ] =0.1711 .
10.56
10.56
***
Poisson fashion at an average of 50 per day. For a given day, find the probability that at least two calls
will be received by 9.15 A.M.
[10]
2. From experience, Mr. Ram has found that the low bid on a construction job can be regarded as a random
X
variable
2 C
, < x<2 C
(
)
f x = 3C 2
, where
0 elsewhere
(1+ 100k )C ,
If a random variable
[12]
Z2 .
density ?
[8]
Identify this
and Y
is given by
y
f ( x , y ) = c ( yx ) e , 0< y < , y < x< y
0 elsewhere
X.
(iii) Find
E [ X].
[12]
5. Let
and Y
be independent random variables each having Uniform distribution over the interval
U= X ,V =X +Y .
and V
***
P at least 2 calls are received between 9.00 A.M, and 9.15 A.M.
(2)
1P at most 1 call is received between 9.00 A.M. and 9.15 A.M. (2)
1e
75
48
( 1+ 7548 )=0.4629
(3+3)
2. From experience, Mr. Ram has found that the low bid on a construction job can be regarded as a random
variable
2 C
, < x<2 C
f ( x )= 3 C 2
, where
0 elsewhere
(1+ 100k )C ,
( (
[12]
P X > 1+
))
k
C=
100
k
C
100
2
k
= (1
)
C
3
100
2C
2
2 c 1+
(2+2)
(2)
( 100k )C
2
k
(1
)
if he gets the contract
3
100
with probability
(2)
2
k
(1
)
3
100
Q=
(1)
2 kC
k
(1
)
300
100 which is a maximum when
dQ
=0
dk
If a random variable
Z2 .
density ?
[8]
Density of Z
f ( z )=
is
1 z / 2
e
,< z< .
2
2
Hence Density of Y =Z is
g ( y )=
Hence Y
1
2 y
(1)
[ f ( y ) + f ( y)]
1
1
1
( )21 /2
2
y2
(2)
e2
, y> 0 (3)
Identify this
and Y
is given by
y
f ( x , y ) = c ( yx ) e , 0< y < , y < x< y
0 elsewhere
X.
(iii) Find
E [ X].
[12]
5. Let
and Y
be independent random variables each having Uniform distribution over the interval
U= X ,V =X +Y .
and V
[10]
***
0
1
1/15 2/15
2
3
2/15 a/15
4
4/15
5
3/15
of the wholesale price. If the probability distribution of the random variable X, the number of
cartons that are sold from this lot is
[7M]
3. A random variable X, which represents the weight (in ounces) of an article, has the Probability
density function is given by
( x8 ) , for 8 x< 9
f ( x )= ( 10x ) , for 9 x< 10
0; other wise
[15M]
4. On the average there are 1.8 breakdowns every five working days in major factory equipment at
the main plant of XYZ Fabricators, according to the plants maintenance department:
a. Find the probability that fewer than 4 breakdowns occur in 10 working days.
b. What are the chances that there will be one or more breakdowns on any working day?
c. What is the probability that there will be one or more breakdowns during the next three-workingday period?
[9M]
5. The local authorities in a certain city install 10,000 electric lamps in the street of the city. If these
lamps have an average life of 1000 burning hours with a standard deviation 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? After what period of burning hours would you expect that
(iii) 10% of the lamps would fail? (iv) 10% of the lamps would be still burning?
[Use
the necessary table values:
Z 0.1
= 1.28;
Z 0.1587 =1
] [12M]
6. Suppose that during rainy season on a tropical island the length of the shower has an exponential
distribution, with parameter
shower will last more than three minutes? If a shower has already lasted for 2 minutes, what is the
probability that it will last for at least one more minute?
[9M]
********
commencement of operations without breaking down is independent of whether or not any other
component breaks down during that period and can be obtained from the following table:
Component
A
B
C
D
Probability
0.60
0.70
0.30
0.2
(i) Calculate the probability that 2 components chosen at random from the 11 components will both
function for a period of 24 hours from the commencement of operations without breaking down.
(ii) If at the end of 24 hours of operations neither of the 2 components chosen in(i) has broken down,
what is the probability that they are both type C components.
[14M]
4. In a certain factory turning out optical lenses, there is a small chance
1
500
defective. The lenses are supplied in a packet of 10. Use Poisson distribution to calculate the
approximate number of packets containing no defective, one defective and three defective lenses in a
consignment of 20,000 packets.
[10M]
5. In a normal distribution, 10.03% of the items are under 25 Kg weight and 89.97% of the
items are under 70 Kg weight. What are the mean and standard deviation of the distribution?
(Given:
[10M]
Z 0.1 =1.28
)
4
[5+5 =10M]
(ii) Suppose that the time between breakdowns for a machine is exponential with 6 hrs. If
the machine has worked without failure during the last 3 hours, what is the probability that it
will continue without failure during the next hour?