SRI GURU TEGH BAHADUR KHALSA COLLEGE

University of Delhi-110007 HOUSE EXAMINATION-2010-2011 B.Sc. (Hons) III Paper IX (Probability and Statistics) Time: 3 hours Maximum Marks:70 Question 1 is compulsory. Attempt any two part from question 2 to question 6. 1. a) Suppose the moment generating function of a random variable X is given by . What is P { X = 0 } ? b) A bowl contains 10 chips, of which 8 are marked $2 each and 2 are marked $5 each. Let the person choose, at random and without replacement, 3 chips from this bowl. If the person is to receive the sum of the resulting amounts, find his expectation. c) i. Explain why there can be no random variable for which M(t) =t/(1-t). ii. Find the mgf of d) Given the mgf find the mgf of the random variable , and use it to determine the mean and the variance of Z. e) If E(X) =10 and = 3, can X have a negative binomial distribution. 2+2+2+2+2 2. a) Given the distribution function:

b) If X and Y are independent Poission variates such that: P(X=1)=P(X=2) and P(Y=2) =P(Y=3). Find the variance of X-2Y. c) Define Gamma distribution with parameter r and p. Find its mean, variance and moment generating function. Establish the relationship with exponential distribution. 6+6 3. a) Let F(x, y) be the distribution function of X and Y. For all real constants a < b, c < d, show that: b) If the exponent of e of a bivariate normal density is

Find (i)

(ii)

c) Let (X, Y) have the joint pdf given by:

Show that the regression of Y on X is linear but regression of X on Y is not linear. 6+6 4. a) State Central Limit Theorem. For a Poission variate with parameter . Find error without correction and error with correction. Given that exact value is 0.7838 b) Prove that the random variable has a Chi-square distribution with n-1 degree of freedom. c) Prove that Poission distribution is the limiting distribution of Binomial Distribution. State limiting conditions. 6+6 5. a) Use the Maclaurins series expansion of the moment generating function of the standard normal distribution to show that i. , when r is odd; ii. , when r is even. b) Let

denote, respectively, the conditional pdf of X, given Y = y, and marginal pdf of Y. Determine: i. The constants a and b. ii. The joint pdf of X and Y. iii. iv. c) Various doses of a poisonous substance were given to groups of 25 mice and the following results were observed:
Dose(X) No. of Deaths(Y) 4 1 6 3 8 6 10 8 12 14 14 16 16 20

Fit a straight line to the above data. 6.

6+6

a) In a distribution exactly normal, 10.03% of the items are under 25Kg weight and 89.97% of the items are under 70 Kg weight. What are the mean and standard deviation of the distribution? b) Three fair coins are tossed. Let X denote the number of heads on the first two coins, and let Y denote the number of tails on the last two coins. i. Find the joint distribution of X and Y. ii. Find the conditional distribution of Y given that X = 1. iii. Find Cov(X, Y). c) Obtain the rank correlation for the following data:
X Y 68 62 64 58 75 68 50 45 64 81 80 60 75 68 40 48 55 50 64 70

6+6