PROBABILITY AND STATISTICS II CAT II

BY MR. KICHE DURATION 2 WEEKS SUBMISSION DATE IS 23RD JULY 2019.

SECTION A.
Q1) The probability that a student will believe a rumor about the determination of a college is
0.8. Compute the probability that the 8th student to hear the rumor will be the first to believe it.

Q2) Describe briefly Binomial distribution hence find the probability of having 8 customers
buying my product if 12 will visit me tomorrow and past experience shows that out of 10
customers who visit me 4 purchase the product.

Q3) If the probability of having a male or female child are both 0.5, calculate the probability
that;
i) The family’s 5th child is their first daughter .
ii) The family’s 6th child is their 2nd or 3rd daughter .
Q4) A deck of cards contain 20 cards : 6 red cards and 14 black cards . 5 cards are drawn
randomly without replacement . What is the probability that exactly 4 red cards are drawn.

Q5) It is known that in a batch of screws 20% are faulty. A sample of four screws is selected
from the batch. Determine the probability that
i) There are no faulty screws in the sample
ii) There is exactly one faulty screw in the sample
iii) There are two or more faulty screws in the sample.

Q6) Suppose the average number of lions seen on a 1-day safari is 5. What is the probability
that tourists will see fewer than four lions on the next 1 –day
safari?

SECTION B
Q1) Determine the m.g.f of an exponential distribution with the following probability density
function.
−𝜆𝑥
𝑓(𝑥, 𝜆) = {𝜆𝑒 𝑓𝑜𝑟 𝑥 ≥ 0
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Use the gotten m.g.f to determine the mean and variance of the random variable 𝑋 .
Q2) Find the moment generating function (m.g.f) of a random variable 𝑋 with the following
probability distributions: normal distribution, beta distribution and gamma distribution hence
use the mgf to find the 𝐸(𝑋) and 𝑉𝑎𝑟(𝑋) in each case.

Q3) Find the moment-generating function (m.g.f) of the binomial random variable 𝑋 and
then use it to verify that 𝐸(𝑋) = 𝑛𝑝 and 𝑉𝑎𝑟(𝑋) = 𝑛𝑝𝑞.

Q4 ) The continuous random variable 𝑋 has the probability density function

1 −1𝑥
𝑓(𝑥) = 𝑒 𝜃 𝑓𝑜𝑟 𝑥 ≥ 0, 𝜃 > 0,
𝜃

Determine the moment generating function of the random variable 𝑋 with parameter
1
𝜃 𝑓𝑜𝑟 𝑡 < 𝜃 .

SECTION C
1
Q1) A continuous random variable 𝑋 has a moment generating function 𝑀𝑋 (𝑡) = (1−3𝑡)2

Use the moment generating function to determine 𝐸(𝑋) and 𝑉𝑎𝑟(𝑋).

Q2) If the moment-generating function of a random variable 𝑋 is

1 2 𝑡 5
𝑀(𝑡) = ( + 𝑒 ) .
3 3

Find 𝑃(𝑋 = 2 𝑜𝑟 3 )

Q3) If the moment generating function of a random variable 𝑋 is

𝑀𝑋 (𝑡) = (0.15 + 0.85𝑒 𝑡 )5 . Write down the pmf of 𝑋 and hence find 𝑃(𝑋 = 2 𝑜𝑟 3)
 SECTION D

Q1) Given that the probability density function of a random variable 𝑋 is given by

𝑥
−
𝑥 𝛼−1 𝑒 𝛽
𝑓(𝑥) = { 𝛤𝛼𝛽 𝛼 𝑥 ≥ 0, 𝛼, 𝛽 > 0
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Show that the mean= 𝛼𝛽 and standard deviation=𝛽 √𝛼

Q2) Let 𝑋 be the thickness of a certain metal sheet and has a Uniform distribution on
[𝐴, 𝐵] . Show that the cumulative distribution function(cdf) for 𝑋 is given by

0 𝑥<𝐴
𝑋−𝐴
𝐹(𝑥) = { 𝐴≤𝑥<𝐵
𝐵−𝐴
1 𝑥≥𝐵

Q3 ) If a random variable 𝑋 is normally distributed i.e 𝑁(𝜇 , 𝜇 2 )

and if 𝑃(𝑥 ≤ 8) = 0.95 , determine 𝑃(4 < 𝑥 < 11) .

Q4) If the population mean 𝜇 is unknown but the variance 𝜎 2 is known, determine the 95%
confidence interval for 𝜇 based on a large sample with mean 𝑥̅ .

Q5) Given that 𝑋1is N(5,9) and 𝑋2 is N(3,6.25) and both variables are independent

i)Find the moment generating function of 𝑌 = 2𝑋1 + 3𝑋2

ii)Write down the density function of 𝑌.

Q6) The random variable 𝑋~𝑁(𝜇, 𝜎 2 ). Obtain the m.g.f of 𝑋 and use the mgf to compute the
first raw moment and the second central moment of 𝑋.

Q7) If the m.g.f of a random variable 𝑋 is 𝑀𝑋 (𝑡) = (1 − 7𝑡)−20 , write down the pdf of 𝑋
and hence obtain the mean and variance of 𝑋.

Q8) If 𝑋1 , 𝑋2 , … 𝑋𝑛 are independent random variables each with density

−𝜃𝑥
𝑓(𝑥) = {𝜃𝑒 , 𝑥≥0
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Use the moment generating function technique to find the probability density function of the
random variable 𝑦 = 𝑥1 +𝑥2 + ⋯ 𝑥20