P S 2023 2024 QB
P S 2023 2024 QB
of Mathematics 2023-2024
X= x 1 2 3 4
P(X=x) 1/10 2/10 3/10 4/10
1 2 3
P X 3 P( X 1) P( X 2)
.
10 10 10
X 1 1 4 1 1 2 3 4
E E X x P( X x) 1 2 3 4
2 2 2 x 1 2 10 10 10 10
1 1 4 9 16 1 30 3
2 10 2 10 2
2. Prove that the function p(x) is a legitimate probability mass function of a discrete random
x
2 1
variable X, if p( x ) , x 0,1,2, ...
3 3
The function p ( x) is a probability mass function if p ( x ) 0 , x and p ( x) 1
x
2 1 1 1
x 2 3
21
p ( x )
x 0 3 3
1
3 3 3 3
...
x
1
2 1
1
3 3
1 x x 2 ... 1 x if x 1
1
1
2 2
1
3 3
1
3. If the probability density function of a random variable X is f ( x ) , 2 x 2, find
4
P X 1 and P X 1
1
P X 1 1 P X 1 1 f ( x) dx
1
1
1 1 1 1
1 dx 1 x 1 1 2 1
1 1
1
4 4 4 2 2
and P X 1 1 P X 1 1
1 1
2 2
1
4. Test whether
f ( x ) 42
1 x2 , 2 x 5 can be the probability density function of
0, otherwise
a continuous random variable?
The given function f ( x ) is a probability density function, if f ( x ) 0, x and f x dx 1
5
1 x 2 1 5
5 3 3 3
1
1
f x dx 42 (1 x )dx 42 x 3
2
2
42 1
5
2 2 3 42
42 3
f ( x ) can be the probability density function of a continuous random variable.
2 x, 0 x a
5. For what value of a, the function f x is a probability density function of
0, otherwise
a random variable X? Also find the cdf of X.
a
x2
f x dx 1
a
Since 2 xdx 1 2 1 a 2 0 1 a 1
0
2 0
2 x, 0 x 1
f x
0, otherwise
x
x
x2
x
F x P( X x) f x dx 2 xdx 2 x 2 , 0 x 1
0 0 2 0
x x
F x P( X x) f x dx 0 dx 0 , x 0
0 1 x 1
0 1 x
x2
F x P( X x) f x dx f x dx f x dx 0 dx 2 x dx 0 dx = 2 1 , x 1
0 1 0 1 2 0
0, x0
2
F x x , 0 x 1
1, x 1
6. Let X be a random variable with E(X) = 1, E[X(X–1)] = 4. Find Var(X), Var(3–2X).
Given E(X)=1, E[X (X–1]) = 4 E[X2 –X] = 4 E[X2] – E[X] =4
E[X2] – 1 =4 E[X2] = 5
Var X E X 2 E X 5 1 4
2
1
x 1 , 1 x 1
8. If a random variable X has the p.d.f f x 2 . Find the variance of X
0, otherwise
1
1 x3 x 2
1 1
=Mean= xf x dx x x 1 dx x 2 x dx .
' 1 1 1
1
2 1 2 1 2 3 2 1 3
1
1 x x3
1 4
1 1 1 1 1 1 2 1
2 x f x dx x x dx . .
2 1 3 2
2 1 2 4 3 1 2 4 3 4 3 2 3 3
1 1 3 1 2
2
Variance 2 1 =
3 9 9 9
e t 3e 3 t e 4 t
9. The MGF of a random variable X has M X t , find the probability
8 8 2
distribution of X
et 3e3t e4t 1 3 1
M X t E e Xt etx p x et e3t e4t
8 8 2 8 8 2
The probability distribution of X is
x 1 3 4
1 3 1
p(x)
8 8 2
Given P X a P X a K (say)
WKT P X a 1 P X a P X a P X a 1
1
K K 1 K .
2
a
1
Consider P X a
1
2
(i.e.) f x dx 2
a 1
0 a
1 x3 1 1 1 3
0dx 3 x dx 3 a 3 a
2
0
2 3 0 2 2 2
0, x0
11. The CDF of a continuous random variable X is given by F ( x )
x .
1 e 5 , 0 x
Find the PDF of X and mean of X
0, x 0 0, x0
d
PDF = f ( x) F ( x) 5 1
x
1 x
dx 0 e 5 , x 0 e , x0
5
5
1 5x
E( X ) xf ( x ) dx 0 5 xe dx
x x
1 e 5 e 5 1 25
( x) (1) 1 0 0 0 25 5
5 1 5 5
5 25 0
1
12. Let M X t , t 1 be the MGF of RV X. Find the MGF of Y 2 X 1
1 t
M Y (t ) M 2 X 1 (t ) et M X (2t ) M aX b (t ) ebt M X (at )
1 et
M X (at ) M X (t ) t at
et .
1 t t 2t 1 2t
3
13. If the random variable X has the moment generating function M X t , Compute E[X2]
3 t
1 2 3
3 3 t t t t
M X t 1 1
3t t
3 1
3 3 3 3
3
1 t 2 t2 2 t3
1
3 1! 9 2! 9 3!
tr
E X r r Coefficient of in M X t .
r!
t2
2
E X 2 2 Coefficient of in M X t .
2! 9
2e 2 x , x 0
14. A random variable X has density function given by f x . Find the MGF of
0 , x 0
X
M X t E e Xt e f x dx e 2e dx 2 e 2t x dx
tx tx 2 x
0 0
e 2 t x 2 0 2 2
2 [e e ] [0 1] , t2
(2 t ) 0 2 t 2 t 2 t
15. For a Binomial distribution with mean 6 and standard deviation 2 , find P X 1
1 1 2
Given np 6 and npq 2 npq 2 6q 2 q p 1 q 1
3 3 3
x 9 x
2 2 1
n 6 n 9 P X x nCx p q x n x
9Cx , x 0,1, 2,3,...9
3 3 3
1 8
2 1 2 1 2
P X 1 9C1 9 8 7 0.001
3 3 3 3 3
16.
1 1
If X and Y are independent binomial variates following B 5, and B 7, respectively, find
2 2
P X Y 3
1 1
Given X ~ B 5, , Y ~ B 7,
2 2
1
By additive property, X Y is also a binomial variate with parameters n1 n2 12 & p
2
1
X Y ~ B 12,
2
P Z z n C z p q ; z 0,1, 2,3.....n
z n z
3 9
1 1 55
P X Y 3 12C3 10
2 2 2
17. The second order moment of the Poisson distribution is 2, find the parameter of the distribution.
Since E X 2 2 2 2 2 0 2 1 0
2 0; 1 0 2; 1
Since 2, 1
4
18. If X is a Uniformly distributed R.V. with mean 1 and variance , find P(X<0)
3
b a 4
2
ab
Mean = 1 a b 2 -------(1); Variance = b a 4 ---------(2)
2 12 3
(1) + (2) 2b = 6 b = 3
(1) – (2) 2a = –2 a = –1
Probability density function of Uniform distribution is
1 1
, a xb , 1 x 3
f ( x) b a f ( x) 4
0 , otherwise
0 , otherwise
0 0
1 1 1
P(X 0) f (x)dx 4 dx 4 x
0
1
1 1
4
1 1 1
Mean of the exponential distribution E[ X ] 5
5
1 5x
f x e x
, x 0 f x e , x 0
5
1
x
1 e 5 x
1
1 5x
1 1 1
P X 1 f x dx e dx e e 5 1 0.819 1 0.181
5
0 0
5 5 1
0
5 0
X
Let Z be the standard normal variate.
26 30 40 30
P 26 X 40 P Z
5 5
P 0.8 Z 2 P 0.8 Z 0 P 0 Z 2
PART-B
x 1
3 1
1. (a) Let P X x , x 1, 2, 3, be the probability mass function of the R.V. X.
4 4
Compute (i) P X 4 (ii) P X 4 / X 2 (iii) E X (iv) Var( X )
x 1 2 3 4 5 6 7
P(x) k 2k 2k 3k k2 2k 2 7k 2 k
Find (i) the value of k, (ii) P 1 X 5 (ii) the smallest value of for which
1
P X
2
0 , x 1
x1
2. (a) The C.D.F of random variables X is given by F x , 1 x 1 . Compute
2
1 , x 1
1 1 3
(i) P x (ii) P X and P X (iii) E X and Var X
4 2 4
ax , 0 x1
a, 1 x 2
(b) If the density function of a continuous rv X is given by f x
3a ax , 2 x 3
0, otherwise
(i) find the value of ‘a’ (ii) find the cdf of X.
3. (a) A continuous random variable X has the probability density function
f x kx 3e x , x 0. Find the rth moment of X about the origin. Hence find MGF, Mean
and Variance of X
1
(b) A random variable X has the probability mass function f (x)= , x = 1, 2, 3, ...
2x
Find its (i) M.G.F (ii) Mean (iii) Variance.
(c) Find the moment generating function of the random variable X, with probability density
x, 0 x 1
function f x 2 x , 1 x 2
0, otherwise
4. (a) In a large consignment of electric bulb 10% are defective. A random sample of 20 is taken
for inspection. Find the probability that (i) All are good bulbs (ii) Atmost there are 3
defective bulbs (iii) Exactly there are 3 defective bulbs.
(b) Out of 800 families with 4 children each, how many families would be expected to have (i) 2
boys and 2 girls; (ii) at least 1 boy; (iii) at most 2 girls and (iv) children of both genders.
Assume equal probabilities for boys and girls.
5. (a) For a Poisson random variable with parameter λ, derive the moment generating function and
hence obtain its mean and variance.
(b) The number of monthly breakdowns of a computer is a rv having a Poisson distribution with
mean equal to 1.8. Find the probability that this computer will function for a month
(i) without a breakdown
(ii) with only one breakdown and
(iii) with atleast one breakdown.
6. (a) Derive the MGF, mean and variance of Geometric distribution and also state and prove the
special property of it.
(b) If the probability that a target is destroyed on any one shot is 0.5.
(i) What is the probability that it would be destroyed on 6th attempt?
(ii) What is the probability that it takes less than 5 shots?
(iii) What is the probability that it takes him an even number of shots?
7. (a) Trains arrive at a station at 15 minutes interval starting at 4 a.m. If a passenger arrives at a
station at a time that is uniformly distributed between 9.00 a.m. and 9.30 a.m., find the
probability that he has to wait for the train for (i) less than 6 minutes (ii) more than 10
minutes.
(b) State and prove the memoryless property of exponential distribution.
8. (a) The time (in hours) required to repair a machine is exponentially distributed with
1
parameter . (i) What is the probability that the repair time exceeds 2 hours? (ii)
2
What is the conditional probability that a repair takes at least 10 hours given that its
duration exceeds 9 hours?
(b) It is known that the probability of an item produced by a certain machine will be defective
is 0.05. If the produced items are sent to the market in packets of 20, find the number of
packets containing at least, exactly and at most 2 defective items in a consignment of 1000
packets.
9. (a) A component has an exponential time to failure distribution with mean of 10,000 hours.
(i) The component has already been in operation for its mean life. What is the probability
that it will fail by 15,000 hours?
(ii) At 15,000 hours the component is still in operation. What is the probability that it will
operate for another 5000 hours?
(b) Suppose X has an exponential distribution with mean equal to 10. Determine the value of x
such that P(X < x) = 0.95.
10. (a) Derive moment generating function of normal distribution.
(b) The average percentage of marks of candidates in an examination is 42 with a standard
deviation of 10. If the minimum mark for pass is 50% and 1000 candidates appear for the
examination, how many candidates can be expected to get the pass mark? If it is required,
that double the number of the candidates should pass, what should be the minimum mark
for pass?
(c) In a test on 2000 electric bulbs, it was found that the life of bulbs was normally distributed
with an average of 2400 hours and standard deviation of 60 hours. Estimate the number of
bulbs likely to burn for (i) more than 2150 hours, (ii) less than 1950 hours.
5 3 5
1
P Y X f x, y dxdy
1
dydx y x dx
3
0 x
15 15 0
5
1 x2 1 25 1 5 1
5
1
(3 x)dx 3x 15 0
15 0 15 2 0 15 2 15 2 6
2. Let X and Y be two random variables having joint density function
3 2
( x y ) if 0 x 1, 0 y 1 1
2
f ( x, y) 2 . Determine P X
0 otherwise 2
1 1 1
3 x y 2 x dy 3 1 y 2
3
1
1 2 1 2 2 11
3 2
P X f ( x, y )dxdy ( x y )dxdy
2 0 24 2
dy
2
2 0 0 2 20 3 0
0 0
3 1
3 y y 3 1 1 3 5 5
0 .
2 24 6 0 2 24 6 2 24 16
3. The joint probability density function of two random variables
4 xy if 0 x 1, 0 y 1
X and Y is given by f ( x , y ) . Find P (X + Y<1 )
0 elsewhere
4 xy if 0 x 1, 0 y 1
Given the joint pdf of (X , Y) is f ( x, y )
0 elsewhere
1 1 x 1 x
1
y2
P( X Y 1) 4 xydydx 4 x dx
0 0 0 2 0
1 1
2 x(1 x) 2 dx 2 x(1 2 x x 2 )dx
0 0
1
1
x2 x3 x 4 1 2 1 1
2 ( x 2 x x )dx 2 2 2
2 3
0 2 3 4 0 2 3 4 6
4. Find the joint probability density function from joint probability cumulative distribution
1 e x e y e if x 0, y 0
x y
function F ( x , y )
0 elsewhere
x y
e if x 0, y 0
f ( x, y )
0 elsewhere
2 x 2 if 0 x 2
5. Find the joint probability density function from f X ( x ) and
0 otherwise
3 xy 3 if 0 y 4, 0 x 2
f ( y / x)
0 otherwise
We know that f X ( x). f ( y / x) f ( x, y )
f ( x, y ) 2 x 2 .3 xy 3 6 x3 y 3 , 0 y 4, 0 x 2
6 x3 y 3 if 0 x 2, 0 y 4
f ( x, y )
0 otherwise
y 3 if 0 y 4
6. Find joint probability density function from fY ( y ) and
0 otherwise
x 2 y 3 if 0 x 1, 0 y 4
f ( x / y)
0 otherwise
We know that fY ( y ). f ( x / y ) f ( x, y )
f ( x, y ) y 3 . x 2 y 3 x 2 y 6 , 0 y 4, 0 x 1
x 2 y 6 if 0 x 1, 0 y 4
f ( x, y )
0 otherwise
8 xy , 0 x 1, 0 y x
7. Find the conditional density function of Y given X from f ( x , y )
0 , elsewhere
x
x
y2
f X ( x) f ( x, y )dy 8 xydy 8 x 4 x 3 , 0 x 1
y y 0 2 0
f ( x, y ) 8 xy 2 y
f ( y / x) , 3 2 , 0 y x, 0 x 1
f X ( x) 4x x
2y
if 0 y x, 0 x 1
f ( y / x) x 2
0 otherwise
8. Let X and Y be two independent random variables with conditional density functions
1 1
8 x if 0 x , y 8 y if 0 x , y
f ( x / y) 2 and f ( y / x ) 2 . Find the joint density
0 otherwise 0 otherwise
function.
4 xy if 0 x, y 1
f ( x, y ) f X ( x). fY ( y ) 2 x.2 y 4 xy, 0 x, y 1 f ( x, y )
0 otherwise
11. Let X and Y be two independent R.Vs with Var(X) = 9 and Var(Y) = 3.
Find Var (4X – 2Y + 6)
Var (4X – 2Y + 6) = 42 Var(X) + (-2)2 Var(Y) = 16(9) + 4(3) = 156
12. e ( x y ) if x 0, y 0
If the joint density function of X and Y is f ( x , y ) , find P (Y 1)
0 elsewhere
P Y 1 f ( x, y )dydx e ( x y ) dydx e x e y dydx e x dx. e y dy
0 1 0 1 0 1 0 1
1
e x . e y (e e 0 )(e e 1 ) (0 1)(0 e 1 )
0 1 e
13. What is meant by correlation?
The relation between two variables are called correlation.
Cov x, y
Correlation between x and y rxy
Var x Var y
14. Write any two real life examples for positive correlation and negative correlation.
Positive correlation: As the speed of a wind turbine increases, the amount of electricity that is
generated increases.
Negative correlation: When the age increases, lifetime decreases.
1
15. Find the regression co-efficient of x on y from var( x ) 4, var( y ) 9, r
2
x2 4, y2 9 x 2, y 3
x 1 2 1
bxy r. .
y 2 3 3
6 2x 2 2
2x 3y 6 y 2 x byx
3 3 3
12 7 y 12 7 7
5 x 7 y 12 x y bxy
5 5 5 5
7 2 14
r 2 bxy . byx . 1.
5 3 15
Hence the equation of Y on X is 2 x 3 y 6 .
PART – B
1. (a) The joint probability mass function of (X, Y) is given by p( x , y ) k (2 x 3 y ),
(b) A joint probability mass function of the discrete R.Vs X and Y is given as
x y
, x 1, 2; y 1, 2
P X x , Y y 12 . Determine (i) the conditional probability mass
0 , otherwise
function of X and Y & P X x Y y . (ii) Are the random variables X and Y independent?
k ( x 1)e y , 0 x 1, y 0
2. (a) Find the constant k such that f ( x , y ) is a joint p.d.f. of the
0 , otherwise
continuous random variable (X, Y). Are X and Y independent R.Vs? Explain.
(b) The joint probability density function of a two dimensional random variable (X, Y) is given by
2 x2
xy if 0 x 2, 0 y 1 1
f ( x, y) 8 . Compute (i) P(X > 1), (ii) P(Y < ),
2
0 otherwise
(iii) P(X < Y) (iv) Are X and Y independent?
3. (a) Let the joint probability density function of R.V. (X, Y) be given as
cxy 2 if 0 x y 1
f ( x, y) Determine (i) the value of c.
0 elsewhere
(ii) the marginal p.d.fs of X and Y (iii) the conditional p.d.f. of X given Y = y.
(b) If X and Y are two random variables having joint probability density function
1
6 x y if 0 x 2, 2 y 4
f x, y 8
0 otherwise
4. (a) Two dimensional random variable (X, Y) have the joint probability density function
8 xy if 0 x y 1 1 1
f ( x, y) . Find (i) P X Y (ii) the marginal and
0 elsewhere 2 4
conditional distributions of X and Y. (iii) Are X and Y independent?
(b) The joint density function of two random variable X and Y is given by
6 2 xy
x if 0 x 1, 0 y 2
f ( x , y ) 7 2 . (i) Compute the marginal density
0 elsewhere
1 1
function of X and Y ? (ii) Find E(X) and E(Y) (iii) P X ,Y
2 2
5. (a) The joint probability density function of the random variable (X, Y) is
3( x y ) if 0 x , y 1
f ( x, y ) Find COV (X, Y)
0 elsewhere
25e 5 y , 0 x 0.2, y 0
f ( x, y) (i) Find the marginal PDFs of X and Y
0 , elsewhere
(ii) Covariance of (X, Y)
6. (a) The joint pdf of random variables X and Y is given by
2 x y , 0 x 1, 0 y 1
f ( x, y) . Find the correlation coefficient of X and Y.
0 , elsewhere
(b) Two random variables have the joint probability density function
x y
, 0 x 1, 0 y 2
f ( x, y) 3 . Find the correlation coefficient and regression
0 otherwise
lines.
7. (a) If the independent random variables X and Y have variances 36 and 16 respectively, find the
correlation coefficient between X + Y and X – Y.
(b) If X, Y and Z are uncorrelated random variables with zero means and standard deviations 5,
12 and 9 respectively and if U = X + Y, V = Y + Z, find the correlation coefficient between U and
V.
8. (a) Obtain the equation of the regression line Y on X from the following data.
X 3 5 6 8 9 11
Y 2 3 4 6 5 8
(b) Obtain the equations of the lines of regression from the following data.
X 22 26 29 30 31 33 34 35
Y 20 20 21 29 27 24 27 31
Also estimate the value of Y when X = 38 and the value of X when Y = 18.
9. (a) In a partially destroyed laboratory record only the lines of regressions and variance of X are
available. The regression equations are 8x – 10y + 66 = 0 and 40x – 18y = 214 and variance of X =
9. Find the following.
(i) the correlation coefficient between X and Y
(ii) Mean values of X and Y
(iii) Variance of Y.
(b) The joint probability density function of the continuous R.V (X , Y) is given as
e ( x y ) , x 0, y 0 X
f ( x, y) . Find the pdf of the random variable U .
0 , elsewhere Y
10. (a) If X and Y are independent random variables with PDF e x , x 0 and e y , y 0
X
respectively, find the density function of U and V X Y .check whether U and V
X Y
are independent random variables.
(b) Let X and Y be two independent identically distributed exponential R.V.s with parameter 1.
X
Find the joint p.d.f of R.V.s U X Y and V and hence obtain the marginal p.d.f of
Y
random variable U.
A random process X t is called Wide Sense Stationary its mean is independent and the auto
correlation depends only on the time difference .
4. Define Jointly Wide Sense Stationary process.
A random process X t and Y t is called Jointly Wide Sense Stationary, if each is WSS and their
cross correlation depends only on the time difference .
(i.e) (i) Each process is individually a WSS
(ii) RXY t1 , t2 is a function of t1 t2
The cross correlation RXY t between random processes X(t) and Y(t) is a measure of the
correlation between them at two different time points.
2
10. Find the mean of a stationary process whose auto correlation function is RXX ( ) 18
6 2
2 2
X 2 lim RXX lim 18 lim 18 18
6
2
Mean = X 2 18
11. Define Transition Probability Matrix
The probability of moving from one state to another state is known as Transition Probability Matrix
1 2
1 P11 P12
Pij
2 P21 P22
12. Define Markov Process
The feature behavior of the random process depends on present state only and not on the past state.
(i.e) t1 t2 t3 ... tn t ,
P X tn xn / X tn1 xn1 , X tn2 xn2 ,..., X t1 X1 P X tn xn / X tn1 xn1
13. Define Markov chain
A finite number of states in a Markov Process is called Markov chain
14. When do we say the Markov chain is Irreducible?
If for every i , j , we can find some n such that pij 0, then every state can be reached from every
n
other state and the morkov chain is said to be irreducible. Otherwise it is reducible.
15. State Chapman - Kolmogorov theorem.
If P is the transition probability matrix of a homogeneous Markov Chain then n-step transition
Pn i.e if P Pij then Pijn Pij
(n) n
probability matrix P
16. Define Poisson Process and state its postulates.
If X t represents the number of occurrences of a certain events in (0,t) then the discrete random
process X t is called the poission process, provided the following postulates are satisfied
(i) Events are independent of each other. (i.e) the occurrence of one event does not affect the
probability another event.
(ii) Two events cannot occur at the same time s.
17. State any two properties of Poisson process.
(i) The Poisson process is a Markov process.
(ii) Sum of two independent Poisson processes is a Poisson process.
18. Write down the probability law, mean and variance of Poisson process.
Let X(t) denote the number of times an event occur in the time interval (0,t) and >0 be the rate of
occurrence, then the probability of exactly n occurrences is
e t t
n
P X t n , n 0,1, 2,...
n!
Mean t , Variance t .
19. Message arrives at a telegraph office to a Poisson process with 3 / hour . What is the
probability that no messages arrives between 8 A.M. and 12 noon?
3/ hour , time t = 4 hours and n = no of arrivals = 0
e t t
n
P X t n
n!
12
1
0
e
X 4 0 0!
e12 6.144 106
20. If the customers arrive at a bank according to a Poisson process with a mean rate of 2 per
minute, find the probability that during one-minute interval no customer arrives.
e t t e 2 2
n n
1. (a) Show that the random process X t A sin t is first order stationary, if A and
are constants and is uniformly distributed random variable in 0,2 .
(b) Show that the process X t whose probability distribution under certain conditions is given
at n 1
, n 1, 2, ...
by P X t n 1 at
n1
is not stationary.
at
, n0
1 at
2. A random process X t defined by X t A cos t B sin t for all t , where A & B are
1
independent random variables, each of which assumes the values – 2 & 1 with probabilities
3
respectively. Prove that X t is WSS.
2
&
3
3. (a) Check whether the random process X t 10cos 100t , where is uniformly
(b) Verify whether the random process X t Y cos t , where Y is uniformly distributed in
0,1 is a SSS process.
4. (a) Show that the process X t A cos t B sin t (where A and B are random variables)
is a wide sense stationary if E A E B 0, E A2 E B 2 and E AB 0
(b) Two Random processes X t and Y t are defined by X t A cos t B sin t
and Y t B cos t A sin t . Show that X t and Y t are jointly WSS if A and B are
uncorrelated random variables with zero means and the same variance and is constant.
5. (a) Let X n : n 1, 2, 3.... be a Markov chain and the space S 1, 2, 3 with one step
0 1 0
1 1
transition matrix P 0
2 2
1 0 0
(i) Sketch the transition diagram
(ii) Is the chain irreducible? Explain.
(b) Find the nature of the states of the Markov Chain with three states 0,1,2 and with one step
0 1 0
1 1
transition probability matrix P 0 .
2 2
0 1 0
6. (a) The transition probability matrix of a Markov chain X t , n 1, 2, 3,... having three
7. (a) A man either drives a car or catches a train to go to office each day. He never goes 2 days
in a row by train but he drives one day, then the next day he is just as likely to drive again as
he is to travel by train. Now suppose that on the first day of the week, the man tossed a fair
dice and drove to work if and only if “6” appeared. Find the probability that he takes a train
on the third day and the probability that he drives to work in the long run.
(b) Three boys A, B and C are throwing a ball to each other. A always throws the ball to B and
B always throws the ball to C, but C is just as likely to throw the ball to B as to A. Show that
the process is Markovian. Find the transition probability matrix and classify the states.
8. (a) Radha bought three kinds of cereals A, B and C. She never buys the same cereals in
successive weeks. If she buys cereal A, the next she buys cereal B. However if she buys B or C,
the next week she is 3 times as likely to buy A as the other cereal. How often she buys each of
the 3 cereals?
(b) A hard disk fails in a computer system and it follows a Poisson distribution with mean rate
of 1 per week. Find the probability that 2 weeks have elapsed since last failure. If we have 5
extra hard disks and the next supply is not due in 10 weeks, find the probability that the
machine will not be out of order in next 10 weeks.
9.
(a) If X1 t and X 2 t represent two independent Poisson process with parameter 1 t
1
parameters n and p , where p .
1 2
(b) If the process X t : t 0 is a Poisson process with parameter , obtain P X t n
. Is the process first order stationary?
10. (a) A machine goes out of order, whenever a component fails. The failure of this part follows a
Poisson process with a mean rate of 2 per week. Find the probability that 2 or 3 weeks have
elapsed since last failure. If there are 4 spare parts of this component in an inventory and that
the next supply is not due in 5 weeks, find the probability that the machine will not be out of
order in the next 5 weeks.
(b) Prove that the inter arrival time of a Poisson process with parameter has an exponential
1
distribution with mean .
11. Prove that sum of two independent Poisson process is again a Poisson process and difference
of two independent Poisson process is not a Poisson process.
PART-A
Nonparametric tests are methods of statistical analysis that do not require a distribution to meet the
required assumptions to be analysed (especially if the data is not normally distributed). It is also
known as the distribution-free test.
(i) They do not require us to make the assumption that a population is distributed in the shape of a
normal curve or another specific shape.
(ii) Generally they are easier to do and to understand.
(iii) Sometimes even formal ordering or ranking is not required.
The sign test is a statistical method to test for consistent differences between pairs of observations,
such as the weight of subjects before and after treatment. Given pairs of observations (such as weight
pre and post treatment) for each subject, the sign test determines if one member of the pair (such as
pre-treatment) tends to be greater than (or less than) the other member of the pair (such as post-
treatment).
(i) When there are pair of observations on two things being compared
(ii) For any given pair, each of two observations is made under similar conditions
(iii) No assumptions are made regarding the parent population.
The Wilcoxon signed test is a non-parametric statistical hypothesis test used to compare two
dependent samples.
The test statistic for the Wilcoxon signed rank test is W, defined as the smaller of W + (sum of the
positive ranks) and W- (sum of the negative ranks). If the null hypothesis is true, we expect to see
similar numbers of lower and higher ranks that are both positive and negative.
It is a method to determine the goodness of the fit between an observed sample and theoretical
probability distribution. The test statistics for Kolmogorov-Smirnov test is the maximum absolute
deviation of expected relative frequency Fe and the observed frequency F0. It is denoted by Dn i.e.,
Dn =max | Fe F0 |
There are certain assumptions that are made in Kolmogorov Smirnov’s one sample test,
(i) The sample is drawn from the population by the process of random sampling.
(ii) The level of data variables should be continuous interval or ratio types in order to get the exact
results.
12 When is Mann-Whitney ‘U’ test used?
The Mann Whitney U test to compare difference between two independent groups when the
dependent variable is either ordinal or continuous, but not normally distributed.
n1 (n1 1) n1n2
U n1n2 R1 , Mean
2 2
To test the more than two (k) number of samples has been drawn from the same population or the
identical population with the same or identical median.
15 When do we use Kruskal-Wallis test?
12 k
Ri 2
Kruskal-Wallis test is H 3(n 1)
n(n 1) i 1 ni
The variable must be dichotomous and the two samples are mutually independent.
The one-sample runs test assesses whether a sequence of observations on a dichotomous (or binary)
variable can be considered random.
A run is a set of identical (or related) symbols contained between two different symbols or no
symbols (such as at the beginning or end of the sequence).
Ex: Consider a sequence made up of two symbols, A & B such as AAA|BB|
A|BBB|AAAA|BBBB|AA. In tossing a coin, for example, A’s could represent ‘heads’ and B’s
represent ‘tails’. The example is 7 runs.
Let R be the number of runs, n1 = number of items in first sample, n2 = number of items in second
sample.
Here, R is approximated by normal distribution
R E ( R)
Z N (0,1)
V ( R)
2n1n2 2n n (2n n n n ) R
Where E ( R) 1, V ( R) 2 1 2 21 2 1 2 Z N (0,1)
n1 n2 n1 n2 n1 n2 1
PART-B
1 (a) The production volume of units assembled by three different operators during 9 shifts is
summarized below. Check whether there is significant difference between the production
volumes of units assembled by the three operators using Kruskal –Wallis test at a significant
level of 0.05.
Operator I 29 34 34 20 32 45 42 24 35
Operator II 30 21 23 25 44 37 34 19 38
Operator III 26 36 41 48 27 39 28 46 15
(b) An experiment designed to compare three preventive methods against corrosion yielded
the following maximum depths of pits (in thousands of an inch) in pieces of wire subjected to
the respective treatments. Use the 0.05 level of significance to test the three samples come from
identical population using Kruskal - Wallis test.
Methods A 77 54 67 74 71 66 -
Methods B 60 41 59 65 62 64 52
Methods C 49 52 69 47 56 - -
2 (a) The manager of a company believes that difference in sales performance depends upon the
sale person’s age. Independent samples of sales people were taken and their weekly sales record
is reported below. At 95% confidence limit, test the hypothesis using Kruskal - Wallis test.
(b) During one semester a student received in various subjects the mark shown below. Test at
5%level of significance whether there is significant difference between the marks in these
subjects using Kruskal-Wallis test
Mathematics 72 80 83 75
Science 81 74 77
English 88 82 90 87 80
Economics 90 71 77 70
Values of X i 1 2 3 5 7 9 11 18 -
Values of Y i 4 6 8 10 12 13 14 15 19
Test whether the two samples come from the same population at level =0.10 by using Mann -
Whitney U test.
(b) The following are the number of mistakes counted on pages randomly selected from
reports typed by a company’s two secretaries.
Male secretary 15 10 5 6 8 10 12
Female secretary 12 8 7 9 10 5 4
Use Mann – Whitney U-Test at 2% level of significance to test the null hypothesis that the 2
secretaries average equal mistakes per page.
4 (a) Time of service by two cashiers in a period in a bank are given below:
Test whether the service time differ significantly between two cashiers using Mann- Whitney
U test.
(b) Two classes of students are tested using a certain competitive exam. The scores of a
sample of students from each class is given below.
Class A 45 44 47 48 55 53 55 63 - - -
Class B 65 67 77 65 56 67 78 55 66 65 58
Test whether both classes have similar scholastic levels using Mann- Whitney U test.
5 (a) Kevin Morgan, national sales manager of an electronics firm, has collected the following
salary statistics on his field sales force earnings. He has both observed frequencies and expected
frequencies if the distribution of salaries is normal. At 0.05 level of significance, Can Kevin
conclude that the distribution of sales force earning is normal?
Observed Frequency 9 22 25 30 21 12 6
Expected Frequency 6 17 32 35 18 13 4
(b) Suppose it is desired to check whether pinholes in electrolytic tin plate are distributed
uniformly across a plated coil on the basis of the following distances of 10 pinholes from one
edge of a long strip of tin plate 320 inches wide.
6 (a) The following table gives the observed frequency along with the expected frequency under
a normal distribution.
(i) Calculate the Kolmogorov Smirnov statistic
(ii) Can we conclude that this distribution does infact follow a normal distribution? Use
0.10 level of significance.
Test Score 51-60 61-70 71-80 81-90 91-100
Observed Frequency 30 100 440 500 130
Expected Frequency 40 170 500 390 100
(b) The following data show the employee’s rates of defective work before and after a change
in the wage incentive plan. Compare the following two sets of data to see whether the charge
lowered the defective units produced. Using the sign test with =0.01.
Before 8 7 6 9 7 10 8 6 5 8 10 8
After 6 5 8 6 9 8 10 7 5 6 9 8
7 (a) The following are the measurements of breaking strength of a certain kind of 2 inch
cotton ribbon in pounds.
163 165 160 189 161 171 158 151 169 162
163 139 172 165 148 166 172 163 187 173
Use the sign test to test the null hypothesis =160 against the hypothesis >160 with 0.05 level
of significance.
(b) A consumer panel includes 14 individuals. It is asked to rate two brands of cococola
according to a point evaluation system based on several criteria. Test the null hypothesis that
there is no difference in the level of ratings for the two brands of cococola at 5 % level of
significance using the sign test.
Brand I 20 24 28 24 20 29 19 27 20 30 18 28 26 24
Brand II 16 26 18 17 20 21 23 22 23 20 18 21 17 26
8 (a) The following data in tons, are the amounts of sulphur oxides emitted by a large industrial
plant in 40 days.
24 15 20 29 19 18 22 25 27 9
17 20 17 6 24 14 15 23 24 26
19 23 28 19 16 22 24 17 20 13
19 10 23 18 31 13 20 17 24 14
Use the sign test to test the null hypothsesis 21.5 against the alternative hypothesis
21.5 at 0.01 level of significance.
(b) In an industrial production line items are inspected periodically for defectives. The
following is a sequence of defective items (D) and non defective items (N) produced by these
production line.
Test whether the defectives are occurring at random or not at 5% level of significance.
9 (a) A technician is asked to analyze the results of 22 items made in a preparation run. Each
item has been measured and compared to engineering specifications. The order of acceptance
‘a’ and rejections ‘r’ is aarrrarraaaaarrarraara. Determine whether it is a random sample or
not. Use =0.05.
(b) The production manager of a large undertaking randomly paid 10 visits to the work site in
a month. The number of workers who reported late for duty were found to be 2,4,5,1,6,3,2,1,7
and 8 respectively. Use the run test randomness at =0.05 to check the claim of the production
superintendent that on an average not more than 3 workers report late for duty.
14. Find the lower and upper control limits for np-chart, when n=100 and
p = 0.09?
c
c 220 11 , UCL = c +3 c = 20.949 , LCL = c -3 c = 1.0501
n 20
18. A garment was sampled on 10 consecutive hours of production. The number of defects found
per garment is 5, 1, 7, 0, 2, 3, 4, 0, 3, 2. Compute upper & lower control limits for monitoring
number of defects.
c
c 27 2.7 ; UCL = c +3 c =7.629; LCL = c -3 c = -2.229
n 10
19. What do you mean by tolerance limit?
Tolerance Limit is a measure that include a specific proportion of the population at a given
confidence level.
20. What do you mean by acceptance sampling?
Acceptance sampling is a statistical measure used in quality control. It allows a company to determine
the quality of a batch of products by selecting a specified number for testing.
PART-B
1. The following data gives the average life in hours and range in hours of 12 samples each of 5
lamps. Construct X - chart and R- chart, comment on state of control.
Sample No. 1 2 3 4 5 6 7 8 9 10 11 12
Mean X i 120 127 152 157 160 134 137 123 140 144 120 127
Range Ri 30 44 60 34 38 35 45 62 39 50 35 41
2. Construct X and R charts from the following information and state whether the process is in
control for each of the following X has been computed from a sample of 5 units drawn at an
interval of half an hour from an ongoing manufacturing process.
Sample No. 1 2 3 4 5 6 7 8 9 10
Mean X i 24 35 35 39 26 29 13 34 37 29
Range Ri 23 39 14 5 20 17 21 11 40 10
3. The following data give the measurements of 10 samples each of size 5 in the production
process taken in an interval of 2 hours. Calculate the sample means and ranges and draw the
control charts for mean and range.
Sample No. 1 2 3 4 5 6 7 8 9 10
49 50 50 48 47 52 49 55 53 54
Observed 55 51 53 53 49 55 49 55 50 54
measurements 54 53 48 51 50 47 49 50 54 52
X 49 46 52 50 44 56 53 53 47 54
53 50 47 53 45 50 45 57 51 56
4. Construct a control chart for mean and the range for the following data based on fuses, samples
of 5 being taken every hour (each set of 5 has been arranged in ascending order of magnitude).
Comment on whether the production seems to be under control, assuming that these are the
first data.
42 42 19 36 42 51 60 18 15 69 64 61
65 45 24 54 51 74 60 20 30 109 90 78
75 68 80 69 57 75 72 27 39 113 93 94
78 72 81 77 59 78 95 42 62 118 109 109
87 90 81 84 78 132 138 60 84 153 112 136
5. For each of the 14 days a number of magnets used in electric relays are inspected and the
number of defectives is recorded. The total number of magnets tested is 14,000. The following
are the particular of the number of defectives found every day.
Number of Number of
Day Day
defective defective
1 100 8 140
2 50 9 60
3 150 10 142
4 200 11 50
5 150 12 70
6 50 13 40
7 80 14 40
6. A factory manufacturing small bolts. To check the quality of the bolts, the manufacturer
selected 20 samples of same size 100 from the manufacturing process time to time. He/she
visually inspected each selected bolt for certain defects. After the inspection, he/she obtained
the following data:
Sample No. 1 2 3 4 5 6 7 8 9 10
Proportion Defective 0.10 0.04 0.08 0.15 0.08 0 0.01 0.05 0.05 0.08
Sample No. 11 12 13 14 1 16 17 18 19 20
Proportion Defective 0.10 0 0.06 0.05 0.03 0.20 0.05 0.07 0.01 0.08
Estimate the proportion defective of the process. Does the process appear to be under control
with respect to the proportion of defective bolts?
7. 15 tape recorders were examined for quality control test. The number of defects in each tape
recorder is recorded below. Draw the appropriate control chart and comment on the state of
control.
Unit No. 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
No. of
2 4 3 1 1 2 5 3 6 7 3 1 4 2 1
defectives
8. To monitor the manufacturing process of laptops, a quality control engineer randomly selects
50 laptops from the production line, each day over a period of 20 days. The laptops are inspected
for certain defects and the number of defective laptops found each day is recorded in the
following table
Day 1 2 3 4 5 6 7 8 9 10
No. of Defective Laptops 4 8 6 10 4 3 4 7 8 4
Day 11 12 13 14 1 16 17 18 19 20
No. of Defective Laptops 6 1 5 3 2 3 7 9 2 4
Construct the appropriate control chart and state whether the process is in control.
9. Construct a suitable control chart from given data
Sample No. 1 2 3 4 5 6 7 8 9 10
No. of items inspected 90 65 85 70 80 80 70 95 90 75
No. of defectives 9 7 3 2 9 5 3 9 6 7
10. Draw a defective and number of defective chart from the given that the number of defectives
in 10 samples of 100 items each
Sample No. 1 2 3 4 5 6 7 8 9 10
No. of defectives 6 16 7 3 8 12 7 11 11 4