BITS -PILANI, GOA CAMPUS

Second Semester, 2004 2005 -

Comprehensive Examination AAOC GCl11 Probability and Statistics

Date: 10.05.05 (Monday) TIME: Three Hours MM:120

Instructions:
(a) There are two parts in this question paper, Part A and Part B. Answer them in
separate answer books provided.
(b) At the back of the cover page of the answer book make an index of the questions
attempted and the page numbers.
(c) Start a new question from a new page

Useful Data
z -0.48 1.04 2.08 2.33 2.325 2.5 2.575

F(z) 0.3156 0.8508 0.9812 0.990] 0.99 0.9938 0.995

to.oos with24 degrees of freedom = 2.797 r 0.849 0.0696 0.87

1.25 0.069 1.333
to.ooswith 25 degrees of freedom = 2.787

PART-A

1 (a). A person has three coins A, B and C: A is unbiased; the probability that a head will
happen when B is tossed is 2/3; the probability that a head will happen when C is tossed
is 1/3. If one of the coins, chosen at random is tossed three times, giving a total of two
heads and one tail, fmd the probability that the chosen coin was A.
(b). The probabilities of n independent events are PI, 1'2, ... Pn. Find an expression for the
probability tha~ast one of the events will happen.
(c). In the year 2006 there will be three candidates for the post of Director; Dr. John, Dr.
Philips and Dr. Peter, whose chances of getting the appointment are in the proportion
4:2:3 respectively. The probability that Dr. John will abolish coeducation in the Institute
is 0.3. The probability that Dr. Philips and Dr. peter doing the same thing are 0.5 and 0.8
respectively. What is the probability that coeducation will be abolished in the Institute?
[7+3+5=15]
2 If the probability of a random variable is given by:
:Xl/2
I(x) = kxe-, 0 < x < co
{ 0, elsewhere.

(a). Find the value of k.

(b). Find the expectation of X.
(c). Find the distribution function of X. [4+7+4= 15]

3(a) Given a random variable having normal distribution with Jl = 16.2andci = 1.5625.Find
the probabilities that it will take on a value:
(i) Greater than 16.8;
(ii) Less than 14.9;
(Hi) Between 13.6 and 18.8.
 -..
(b) If a random sample of size n is taken from a population having mean J.!and variance (j2.
then show that:
(i) X is a random variable whose mean is J.!.
(ii) For samples from infinite population, the variance of this distribution is (j2/n.
[6+4+5=15J

4. Suppose that the durability of a paint (in years) is a random variable, say X, has an
exponential distribution with mean r3 = 2 i.e. the density for X is given by
f(x) = (l/2)e-x/2,x> 0; f(x) = 0, else where.
Suppose that 5 houses are painted at the same time, given random numbers .73, .25, .84,
.33, .87, simulate the durability of the paints of the five houses and calculate the
following.
(a) The time of first failure of paints.
(b) The time of last failure of paints.
(c) The simulated average durability of5 paints. [5+5+5=15]
PART-B
5. The mean of a random sample of size n = 25 is used to estimate the mean of an infinite
population with standard deviation (j = 2.4. What can we assert about the probabilitythat
the error will be less than 1.2, if we use:
(a) Chebyshev's theorem.
(b) The Central limit theorem. [7+8=15J
6. (a) A random sample of size 25 from a normal population has mean X = 47.5 and a
standard deviation s = 8.4. Does this information tend to support or refute the claim that
the mean of the population is J.!= 42.1?
(b) If independent random samples of size nl = n2 = 8 come from a normal
po~Ett!on of the same variance, what is the probability that either sample variance will
beJiiii1estslarge as the other. [7+8=15J
7(a) According to norms established for a mechanical aptitude test, persons who are 20 years
old should average 73.2 with standard deviation of 8.6. If 45 randomly selected persons
of that age average 76.7. Test the null hypothesis J.! = 73.2 against the alternate
hypothesis J.!> 73.2 at the 0.01 level of significance.
(b) It is desired to test the null hypothesis J.!= 100 pounds against the alternate hypothesis
J.!< 100 pounds on the basis of a random sample of size n = 40 from a population with ~
(j = 12.For what valueof X mustthe null hypothesisbe rejectedif the probabilityof
type I error is to be a = 0.01? [8+7=15J
8. In an Institute the data regarding the weights (X) and heights (Y) of 22 students is as
under:
I> = 102.4, Lx2 = 483.3, LY = 422.0, Ly2 = 8896.0 and
LX)! = 1921.9.
(a) Fit a straight line to the given data by the method of least squares and use it to
predict the height one can expect when the weight is x = 3.8.
(b) Calculate r, the correlation coefficient.
(c) Find 99% confidence limits for p. [8+3+4=15]
4;:;;Jj~~'Ii{j?:1;lfJPI~' _ _
--
1:Y'<~~ff~~- -

INSTRUCTIONS:
(a) There are two parts in this qut'-stion paper, PART-A and PART-B. Answer them
in separate answer books provided.
(b) In the back of each cover page of the main answer book write down question at-
tempted and the page numbers.
If necessary you may use these data:
z 1.645 1.695 1.96 2.4 2.325 2.575 2.666
F(z) 0.95 0.955 0.975 0.9918 0.99 0.995 0.996

tom with 4 deg. of freedom = 3.747 r' 1.66659 1.97501 I

tom with 5 deg. of freedom = 3.365 Z 0.935 0.967 I

PART-A
AI. (a) Show that the Poisson distribution has the probabilities given by
AXe-..\
f(x; A) = --rx. for x = 0,1,2, . . .
where A = np, the mean of the distribution with n large and p small.
(b) A company is selling 50% good items, 30% with minor defects and 20% items
with major defects. Find the probability that 4 good items, 3 items with minor
defects and 1 item with major defects are found among 8 randomly chosen items
produced by the company.
(c) Find the expectation of the geometric distribution with parameter p.
[5+5+5]
~2. (a) Let Y be a normal variate satisfying the condit.ions 80P(lOY :S 1196) = 78 and
16P(Y ::; 100) = 8. Find P(lOOY 2: 11645).
(b) Amy commut.es to work by two different routes A and B. If she comes home by
route A, then she will be home no later tha.n 6 P.M. with probability 0.8 but if
she comes home by route B, then she will be home no later than 6 P.M. with
probability 0.7. In the past, the proportion of times that Arny chose route A is
0.4.
L What proportion of times is Amy home no later than 6 P.M.?
ii. If Amy is home after 6 P.M. today, what is the probability that she took
route B?
[5+ 10]
\. Suppose that the joint density function of continuous random variable Xl, X2 be
given by
x~eklX1H;2X2, if Xl > 0 and X2 > O~
f(XI' X2) = .

{ 0, otherwise,
where kl and k2 are negative constants such that V(Xd = 1.
(a) Determine the marginal densities fl (Xl) and !2(X2) in terms of kl and k2.
(b) Determine the constants kl and k2.
A4. (a) Suppose that Xl and X2 are independent random variables with same mean 20
and variance 5. Find E((3X1 + X2 + 5)2).
(b) Suppose that a continuous random variable X has a uniform distribution with
mean 7 and variance 48. Find the constants a > 0 and b such that Y = aX +b has
mean 10 and variance 3.
PART-B
BI. (a) The chi-square distribution with 10 degrees of freedom is given by
lxe-x/2 x >0
f(x) =]0 ' ,
{ 0, x ~ O.
Find the probability that the variance of a random sample of size 11 from a
norma.l population with a = 20 exceeds 200.
(b) Let X be a random variable having probability density function
i' 0<x<4,
f(x) =
{ 0, otherwise.
Simulate the value of X corresponding to the 2-digit random number 0.25.
(c) The specificationsfor a certain kind of ribbon caUfor a mean breaking strength
of 180 pounds. If 5 pieces of ribbon (randomly selected from different rolls)
have a mean breaking strength of 169.5 pounds with a standard deviation of
5.7 pounds, test the null hypothesis I-l = 180 pounds against the alternative
hypothesis I-l > 180 pounds at the 0.01 level of significance. Assume that the
population distribution is normal.

B2. The mean of a random sample of size n = 36 is used to estimate the mean of an
infinite population with standard deviation a = 3. What can we assert about the
probability that the error will be less than 1.2, if we use
(a) Chebyshev's theorem? (b) The central limit theorem? [8+7]
B3. (a) In a random sample of 200 items shipped by cargo ship, 26 had some defects.
Construct a 95% confidence interval for the proportion of the defective items
through the large sample confidence interval formula.
(b) 81 students of BITS-PHani, Goa Campus take a placement test. It is found that
the average score for such students is 60 with a sample variance of 225. \Vith
what confidence can we assert that the population mean will faU between 56 and
64?
(c) A researcher recorded a sample of 6 measurements of the diameter of a circle
as 6.33, 6.36, 6.37, 6.32, 6.37, and 6.35 em. Find the unbiased estimate of the
population variance.

B4. The following are the measurements of the carbon content and permeability index of
5 sinter mixtures:
7
4

(a) Find the equation of the least squares line and use it to predict the permeability
index when x = 6 units.
(b) Find the sample correlation coefficient r.
(c) Find t.he 99% confidence limits for p.