PROBABILITY AND STATISTICS II

ASSIGNMENT I BY MR. KICHE

DURATION 2 WEEKS : TO BE DONE IN A GROUP OF FIVE STUDENTS , TO BE
SUBMITTED ON 16TH JULY 2019
SECTION A.

Q1) Distinguish between the following terms as used in probability and statistics:

i) Null hypothesis and Alternative hypothesis.

ii) Type I error and Type II error.

iii) Critical region and Critical value .

iv) Level of significance and confidence interval

v) Distinguish between a point estimate and interval estimate

vi) Giving a relevant example, define the term random variable hence distinguish
between discrete random variable and continuous random variable.

vii) Define the following terms as applied in probability and statistics:

Expectation, Moment generating function.

SECTION B
Q1) The random variable 𝑍 has the probability distribution shown in the table below
Z 2 3 5 7 11
P(Z=z) 1/6 1/3 1/4 x y

2
If 𝐸(𝑍) = 4 3 , find the values of x and y hence determine the variance of 𝑍

Q2) A discrete random variable 𝑋 has the probability distribution given below:

x 1 2 3 4 5 6

P(X=x) a 0.15 b 0.25 c 0.08

It is given that the mean of the distribution is 3.38, and the variance of the distribution is
1.8556. Determine each of the unknown probabilities 𝑎, 𝑏 𝑎𝑛𝑑 𝑐.

SECTION C

Q1). A continuous random variable 𝑋 has probability density function

4𝑥(1 − 𝑥 2 ), 0≤𝑥≤1
𝑓(𝑥) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Find the mean, mode, median , CDF , and the 25th percentile of the probability density function.

Q2) As an experiment , a temporary roundabout is installed at crossroads. The time 𝑋 (in

minutes) that the vehicles have to wait to clear the roundabout has a pdf given as:

0.8 − 0.32𝑥 , 0 ≤ 𝑥 ≤ 2.5

𝑓(𝑥) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Obtain the mean time, mode time, median time, and standard deviation of the mean
time .

Q3)Let 𝑋 be a continuous random variable with the following probability density function

1
𝑓(𝑥) = {𝑥 + 2
𝑓𝑜𝑟 0 < 𝑥 < 1
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑟𝑒

i) Verify that 𝑓(𝑥) is indeed a probability density function

ii) Determine the mean 𝐸(𝑋) of the distribution
iii) Determine the variance and the standard deviation of the distribution

Q4) Consider the function 𝑓 (𝑥) with the rule :

1.5 (1 − 𝑥 2 ), 0≤𝑥≤1
𝑓(𝑥) = {
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

i) Sketch the graph of 𝑓 (𝑥).

ii) Show that 𝑓(𝑥) is a probability density function.
iii) Find 𝑝𝑟(𝑋 > 0.5)
Q5) Let 𝑋 be a discrete random variable with probability mass fuction

𝑥3
𝑃(𝑋 = 𝑥) = {21 , 𝑥 = 1,2,3,4.
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Compute the expected value of 𝑌 = 4𝑥 2 − 3𝑥

SECTION D

Q1) Given that 𝑋 is a continuous random variable with probability distribution function
𝑓(𝑥) = 𝑘(1 − 𝑥)2 , for 0 < 𝑥 < 1 . Using the change of variable technique, find the
probability density function of 𝑌 = (1 − 𝑥)3 .

Q2) A random variable 𝑥~𝑁(𝜇, 𝜎 2 ) . Use change of variable technique to find the
𝑥−𝜇
distribution of 𝑊 = 𝜎