IME602: Probability and Statistics Quiz-4, October 27,2016 Anna Duration: 1 hour Maximum Marks: 10 Name: Roll No: This is @ closed book/note examination. Useful information, whenever necessary, is provided ‘along with the question. Attempt all questions. 1. Let X, and Xz denote your quiz-1 and 2 marks. Let us assume X, and X, to be independent and uniformly distributed in [0,10]. Let ¥ = X, + Xp denote the total marks in quiz-1 and 2. Derive the density function of Y. Represent f,(y) pictorially. [Marks: 3] Info: If X, and Xz are independent, fx, +x.) = J, fir, Df, (7 — dx. 2. Let ¢ denote the melting point of a newly developed material. Measurements of c, due to error, are of the form: M; = ¢ + €), where ¢;’s are the errors. Let us take €;’s to be iid random variables with mean 0 and variance 3. Then M;’s are iid random variables too. We consider ‘Mi = Yi. M,/n as the measurement for c. Using Chebyshev’s inequality, in quiz-3, we got n > 120 to be 90% sure that M is in c + 0.5. Using the central limit theorem, find the new minimum of n to ensure the same accuracy. [Marks: 2] Note: According to the central limit theorem, ¥ = D7,X,/n, where X;’s are iid random variables with mean 4 and variance o?, approximately follows N(s4,02/n) for large n. 3. We want to estimate the distribution function value of an arbitrary random variable at an arbitrary point, i.e., we want to estimate @ = Fy(a) for any X and a. We have a random sample of X, denoted by (X;,X2,...,Xn). Then it makes sense to estimate @ by the proportion of X;'s that do not exceed a, i.c., 8 = (Lia 1y, 05 by Spine —-*———--—=(0) sz) € (OS & & 1-645) from Aeble —— * ~ ls TA <7 N64s ay di, Mractly Mexearing beaqg sown Heeing ose > WY ange weShes eer ee ~~ @® — @ ue s Z| v > Minimum n & 33 by de cor. 3 Seg = \' h x ga dace AE iid romGow esti abl er, 0 Obeaiy a.(> deca )fn binder 6 Ee), fai Xi hen same Aintree ion @& XK. Thom Ply eg SV = PC x: $a) = 670) = I Fw, ee ~@) K6al = Fo ang Vee Gree) ® FOV $1 Rea @® Px sa) = Fea Ae Pods DET We nees to staby bref ex tia, 4 8H on entingdure fb Thete ae nee proportion% Bien: Odea gays frei) s hoo. 2 Fo unpined ertimaor A 8, “Suse: Mea) = Ven(8) am Bybleo a R 7 os L va Clee) F Kes F Go} iat us a ~@® We can't comment if tha MSE Co Small on laxge ¢ Compinteney | Since MSEC) + 0 wo n>, ae comnistew. -@ AL hw Xw Wegbin Ch, 6). WOM Geo Cb) aoe C22 Re MIE iWRebeRaw, Ava aa eX gee ce nee ® Pile @yetyys bp .-------- 2 27 --@ Var Ga) = MMR OY Kone /pa Sr) Te ctimare b ons b of Neg Bin dh, by by Ae weaned A Wows | fw aera Re BP Since lis wbove e9tation dome iy nok SaffiCien? Je dolve for & w& B, we further ser: 5B = (B/E) iP. = + inn) = Xie kK (oe 12-1) -, - 2 4 eg he oy nee es @ = <1 exo te ng Mole: Hf one calleuldder mean an& variance f Meg @inCkp) Lirectly, fall marks be, £ Akal be 44 vem