Birla Institute of Technology and Science, Pilani.

Second semester 2015-16

Course No. MATH F113, Course Name : Probability and Statistics,

Assignment-II
Chapter 5 to 9, 11(Lecture 21 to 40 as per handout)
NOTE: Students are advised to solve all the questions given below, out of which one question may
be asked in any of the examinations. (Don't submit to any of the Instructor)
1. Every year, a shooting competition has to select participants for the final round from 10 contestants. A
shooter is selected if he is able to shoot the target at least once in the 3 trials provided to him. Any
participant can hit the target with probability 0.37 on any trial. Simulate the number of participants in the
final round for next 5 years using four-digit random numbers 1234, 4744, 5678, 8765, and 2468.
2. Let the density of a continuous random variable X be given by

x
2,
1
,
f ( x) 2
3 x
,

0, 2

0 x 1
1 x 2
2 x3
elsewhere.

E[ln X ].
Simulate 5 values of X using 2-digit random numbers 72, 56, 21, 92, 17 and hence estimate
3. Three fair coins are tossed. Let X, Y, and Z denote the number of heads on the first two coins, the number
of tails on the last two coins, and the number of heads on the last two coins, respectively. Find the
following:
(i) The joint distributions of

X ,Y

and

X,Z

f (Y x 1).
(ii)

E ( Z x 1).
(iii)

Cov X , Y and Cov X , Z

(iv)
.
(v) Are X and Z independent variates?

X ,Y
4. The joint pdf of bivariate random variable
is given by
k 6 x y ; 0 x 2, 2 y 4
f x, y
0; otherwise
(i) Find the value of the constant k.
(ii) Find the marginal densities for X and Y.
1

f ( X y ) and f (Y x ).
(iii) Find

P[ X 1, Y 3], P[ X Y 3] and P[ X 1 Y 3].

(iv) Find

P.T.O.

5. Consider the random variable X with density given as

x r 1 r
p (1 p ) x ;
r

f ( x)

x 0,1,2,3...; 0 p 1

Find the maximum likelihood estimator for p, assume that r is known.

6. Consider
Let

X 1 , X 2 ,L , X n

are independent exponentially distributed random variables with parameter

Y X1 X 2 L X n .

Find the m.g.f. of Y and hence the distribution of Y.

7. The marks obtained by 17 candidates in an examination have a mean 57 and variance 64. Find 99%
confidence limits for the mean of the population of marks, assuming that population is normal.
8. Seven laboratory determinations of the value of g, the acceleration due to gravity at BITS Pilani, gave a
mean 977.51 cm/sec2 and a standard deviation 4.42 cm/sec 2. Assuming the population of g-values to be
normal, find 90% and 99.9% confidence intervals of the mean values of g. Find the length of the interval
in each case.
9. A random sample of size 25 from a normal population with variance 100 is used to test the null
hypothesis H0: = 20 against alternate hypothesis H 1: = 22. The null hypothesis is to be rejected if and
only if the mean

exceeds 23. Find the (i) probability of type I error and (ii) probability of type II

error.
10. Suppose we want to test H0: p 0.5 against H1: p > 0.5, based on a sample of size 20.
(i) Find the critical region for an = 0.05 level test.
(ii) If when the data are gathered, x = 11, will H0 be rejected? What type of error is possible at this point?
11. A survey showed that of 200 food items in use, 48 were used for feeding animals.
(i) Find a 95% confidence interval on the proportion of food items currently being used for feeding
animals.
(ii) Explain whether a majority of food items in use are used for feeding animals.
12. The following data are obtained in the random variables x and y:
x: 0.01 0.03 0.01 0.02 0.10 0.08 0.12 0.15 0.10 0.11
y: 58.0 66.0 55.0 63.2 58.3 57.9 69.3 70.1 65.2 62.3
(i) Find a point estimate for
3

(ii) Find the line of regression of Y on x, which fits the data best. Estimate
the mean value of y for x = 14.