MA8391 Probability and Statistics Pagenumber
MA8391 Probability and Statistics Pagenumber
MA8391 Probability and Statistics Pagenumber
II/IV Sem
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PANIMALAR INSTITUTE OF TECHNOLOGY DEPARTMENT OF IT
COURSE OBJECTIVES
1 To introduce the basic concepts of probability and random variables
To acquaint the knowledge of testing of hypothesis for small and large samples which plays
2
an important role in real life problems.
3 To introduce the basic concepts of classifications of design of experiment
This course aims at providing the required skill to apply the statistical tools in engineering
4
problems
COURSE OUTCOMES
CO. NO DESCRIPTION
Able to understand the fundamental knowledge of the concepts of probability and
CO1
distributions which can describe the real life phenomenon
Able to understand the basic concepts of one and two dimensional random variable and
CO2 apply them in engineering applications
Able to apply the basic knowledge of testing of hypothesis for small and large samples in
CO3
engineering field
Able to understand the basic concepts of classifications of design of experiments which
CO4
plays very important roles in the field of agriculture and statistical quality control
Have the notion of sampling distributions and statistical techniques used in engineering and
CO5
management problems
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Solution:
f ( x) dx 1 cx e
x
dx 1 c x e x e x
0 1 c1 1 c 1
0 0
x x x
F x f ( x) dx cx e x dx x e x dx x e x e x
x
0 1 x e x e x
0 0 0
5. A continuous random variable X has the probability density function f(x) given
x
by f ( x) ce , x . Find the value of c and CDF of X.(AP)
Solution:
f x , y 6 x y , 0 x 2 , 2 y 4
1
8
Case (i ) x 0
x x x
F x
1
f ( x) dx c e dx c e x dx c e x
x x
ex
2
Case(ii ) x 0
x x xx 0 0 x
F x x dx c e x dx c e x c e x
f ( x) dx ce
e dx c
0
0
c ce x c c 2 e x 2 e x
1
2
1 x
e , x0
F ( x) 2 x
1
2 e , x 0
2
2x
x 0 . Find the
6. If a random variable has the probability density f ( x) 2 e ,
0, otherwise
probability that it will take on a value between 1 and 3. Also, find the probability that it will
take on value greater than 0.5. (AP)
Solution:
3 3 2x 3
2x 2 6
P(1 X 3) f ( x) dx 2e dx e e e
1 1 1
2x
2x 1
P( X 0.5) f ( x) dx 2e dx e e
0.5 0.5 0.5
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Solution:
4
4 4 3 2 x 2
f ( x) dx 18 3 2 x dx 72 1
1
2 2 2
Hence it is density function.
9. The number of hardware failures of a computer system in a week of operations has the
following probability mass function: (AP)
No of failures : 0 1 2 3 4 5 6
Probability : 0.18 0.28 0.25 0.18 0.06 0.04 0.01
Find the mean of the number of failures in a week.
Solution:
E ( X ) x P( x) (0)(0.18) (1)(0.28) (2)(0.25) (3)(0.18)
(4)(0.06) (5)(0.04) (6)(0.01)
1.92
6 x(1 x), 0 x 1
10. Given the p.d.f of a continuous r.v X as follows f ( x) .
0, elsewhere
Find the CDF of X. (U)
x x x
f ( x) dx 6 x(1 x) dx 6 x 6 x 2 dx 3x 2 2 x3 0 3x 2 2 x3
x
Solution: F ( x)
0 0 0
k 1 x dx 1 k
27 2
f ( x)dx 1
2 2 2 2
1 k
2
1 k
27
4
4
2 4 2 1 x 2
P( X 4) f ( x) dx 1 x dx 25 9
1 16
27 27 2 25 27
2 2 2
12.5 x 1.25 0.1 x 0.5
12. Given the p.d.f of a continuous R.V X as follows f ( x)
0, elsewhere
Find P(0.2 < X < 0.3) (AP)
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Solution:
0.3
0.3
x2
P(0.2 X 0.3) (12.5 x 1.25) dx 12.5 1.25 x
0.2 2 0.2
1.25 50.3 0.3 50.2 0.2
2 2
0.1875
13. If the MGF of a continuous R.V X is given by M X t 3 . Find the mean and variance of
3t
X.(AP)
Solution:
1 2 3
3 1 t t t t
M X t 1 1 ...
3t 1
t 3 3 3 3
3
E ( X ) coefficient of t 1!
1
3
is the
mean, E ( X 2 ) coefficient of t 2 2! 1
9
2!
2
9
2 1 1
Variance E ( X 2 ) E ( X )2
9 9 9
4
1 t
14. If the MGF of a discrete R.V X is given by M X t 1 2e , find the distribution of
81
X.(AP)
Solution:
M X t
1
81
4
1 2e t 1
81
1 4C1 2e t 4C2 2e t 2
4C3 2e t
3
4C4 2e t
4
1 8 t 24 2t 32 3t 16 4t
e e e e
81 81 81 81 81
By the definition of MGF,
M X t e p( x) p(0) p(1)e p(2)e p(3)e p(4)e
tx t 2t 3t 4t
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k
16. Given the probability density function f ( x) , x , find k and C.D.F.(U)
1 x2
Solution:
0 5
93
5C0
12 12
1
1
x
k 1 1
F ( x) f ( x) dx
x
dx tan 1 x tan 1 tan 1 x tan 1 x cot 1 x
1 x 2
2
17. It has been claimed that in 60 % of all solar heat installation the utility bill is reduced by atleast
one-third. Accordingly what are the probabilities that the utility bill will be reduced by atleast
one-third in atleast four of five installations?(AP)
Solution:
Given n=5, p=60 % =0.6 and q=1-p=0.4
p( x 4) p[ x 4] p[ x 5]
5c4 (0.6) 4 (0.4) 54 5c5 (0.6) 5 (0.4) 55
0.337
18. The no. of monthly breakdowns of a computer is a r.v. having poisson distribution with mean
1.8. Find the probability that this computer will function for a month with only one
breakdown.(AP)
Solution:
e x e 1.8 (1.8)1
p ( X x) , given 1.8 , p( x 1) 0.2975
x! 1!
19. In a company 5 % defective components are produced. What is the probability that atleast 5
components are to be examined in order to get 3 defectives?(AP)
Solution:
To get 3 defectives, 3 or more components must be examined.
p=5 % =0.05, q = 1- p=0.95 and k=success=3
p( X x) ( x 1)c k 1 p k q x k , x k , k 1, k 2,...
p( x 5) 1 p( x 5)
1 p( x 3) p( x 4)
1 2c 2 (0.05) 3 (0.95) 0 3c 2 (0.05) 3 (0.95)1
1 0.00048 0.9995
20. A discrete R.V X has mgf . Find E(x), var(x), and p(x=0)(U).
Solution: Given
We know that mgf of poisson is
Therefore λ = 2. In poisson E(x) = var(x) = λ
Mean E( x) var ( x) 2
e x
p ( X x)
x!
e 0
p( X 0) e e 2 0.1353
0!
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p
q x1
p
e t q x qe t
x
q x1
x
p t
q
qe qe t qe
2 t 3
...
p t
q
2
qe 1 qe t qe t ...
1
pe t 1 qe t 1 qe t
1 qe t
1
23. Show that for the uniform distribution f ( x) , a x a , the mgf about origin is
2a
sinh at
at .(AP)
1
Solution: Given f ( x) , a x a
2a
MGF
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a
1 e tx
a a
1 1
M x (t ) E e e f ( x)dx e
2a a
tx tx
dx e tx
dx tx
a
2a 2a t a
1 at
2at
e e at
1
2at
2 sinh at
sinh at
at
24. Define exponential density function and find mean and variance of the same.(R)
Solution: The density function of exponential distribution is given by f ( x) e x , x 0
xe x e x
Mean E x x f ( x) dx x e
x
dx x e x
dx 2
0 0 0
1 1
(0 0) 0 2 2
1
x 2 e x 2 xe x 2e x
x
Ex
2 2
f ( x) dx x e
2 x
dx x e 2 x
dx 3
0 0 2 0
2 2 2
(0 0 0) 0 0 3 3 2
2
2 1
Variance E x E ( x) 2 2 2 2
2 2 2
1 1
25. State memory less property of exponential distribution.(R)
Solution:
If X is exponentially distributed with parameter , then for any two positive integers „s‟ and „t‟
P( X s t / X s) P( X t ) .
26. A continuous random variable X that can assume any value between x 2 & x 5 has a
density function given by f ( x) k (1 x) . Find P(X>4).(U) (Nov/ Dec. 2012)
Solution: Since f(x) is a density function,
5
5
x2 25 4 27 2
2 k (1 x) dx 1 k x 2 k 5 2 2 2 k 2 1 k 27
2
2 25 16 11
5
2
P( X 4) (1 x)dx 1
4
27 27 2 2 27
27. Identify the random variable and name the distribution it follows, from following statement:
“A realtor claims that only 30% of the houses in a certain neighbourhood appraised at less than
Rupees 20 lakhs. A random sample of 10 houses from the neighbourhood is selected and
appraised to check the realtor‟s claims acceptable are not”. (U) (Nov/ Dec. 2012)
Solution:
X is a random variable that a house is appraised at less than Rs.20 lakhs. And it follows a
binomial distribution with n = 10, p=0.30 and q=0.70
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28. A coin is tossed 2 times, if „X‟ denotes the number of heads, find the probability distribution of
X.(Nov./Dec. 2013)(AP)
X: No. of heads 0 1 2
P(X=x) 2 2 2
1 1 1 1
2C1 2C2
2 4 2 2
29. If the probability that a target is destroyed on any one shot is 0.5, find the probability that it
would be destroyed on 6th attempt. (AP) (Nov./Dec.,2013)
P( X 6) q5 p (0.5)6
30. A continuous random variable X has the probability density function given by
f ( x) a(1 x 2 ), 2 x 5 , Find „a‟ and P( X 4) (AP) (May/June 2014)
5 4
1 1 31
a(1 x )dx 1 a P( X 4) (1 x 2 )dx
2
,
2
42 2
42 63
31. For a binomial distribution with mean2 and varience 4/3, Find the first term of the distribution.
(AP) (April/May 2019)
32. For a binomial distribution with mean 6 and standard deviation 2 , Find the first two terms of
the distribution. (AP) (May/June 2014)
2 1
From the given data, n 9, p , q
3 3
9 1 8
1 2 1
I term: 9C0 ; II term: 9C1
3 3 3
x ; 1 x 1
33. Test whether f ( x) probability density function of a continuous random variable
0 ; otherwise
(U)(Nov./Dec.2014)(April/ May 2015)
1
1
x2 1
1 x dx 2 2 1 . Therefore it is a continuous random variable.
2 0 2
34. What do you mean by MGF? Why it is called so? (R) (Nov./Dec.2014)
MGF is a moment generating function which generates all the moments about the origin. It can also be
tr
calculated as a coefficient of and also by differentiating the MGF with respect to „t‟ , r times , i.e.
r!
M X (t ) E (etx )
dr
r r
M X (t )
dt t 0
35. If the density function of a continuous random variable X is given by
ax ; 0 x 1
a ; 1 x 2
f ( x) then find the value of „ a ‟ (U) (April/ May 2015)
3a ax; 2 x 3
0 ; otherwise
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1 2 3
1
ax dx a dx (3a ax)dx 1
0 1 2
2
a
36. Suppose that on an average, in every three pages of a book there is one typographical error. IF
the number of typographical errors on a single page of the book is a Poisson random variable.
What is the probability of at least one error on a specific page of the book?(AP) (April/ May
2015)
e
P( X 1) 1 P( X 1) 1 P( X 0) 1 1 e3
0!
37. What are the limitations of Poisson distribution?(U) (April/ May 2015)
Poisson distribution is a limiting case of binomial distribution. When n and p 0
Instead of Binomial distribution, Poisson distribution will be applied.
38. A continuous random variable X has the probability density function given by
f ( x) a(1 x 2 ), 1 x 5 , Find „a‟ and P( X 4) (U) (Nov./Dec. 2015)
5
3
a(1 x )dx 1 a 136
2
1
4
3 18
P( X 4) (1 x 2 )dx
1
136 34
39. What is meant by memory less property? Which discrete distribution follows this property?
(Nov./Dec. 2015)(R)
If X is continuously distributed random variable, then for any two positive integers„s‟ and „t‟
P( X s t / X s) P( X t ) .Geometric distribution follows memory less property.
40. Let X be the random variable which denotes the number of heads in three tosses of a fair coin.
Determine the probability mass function of X? (Nov./ Dec. 2015)(AP)
X: No. of heads 0 1 2 3
P(X=x) 3 3 3 3
1 1 1 1 1
3C1 3C2 3C3
2 8 2 2 2
3
41. A continuous random variable X has a pdf given by f ( x) (2 x x 2 ), 0 x 2 .
4
Find P( X>1) (AP)(Nov./Dec. 2015)
2
3 1
P( X 1) (2 x x 2 )dx
1
4 2
x
42. Let X be a discrete random variable with pmf P( X x) , x 1, 2,3, 4 , Compute
10
X
P( X 3) and E (AP) (May/ June 2016)
2
Ans:
X: 1 2 3 4
1 2 3 4
p( x) :
10 10 10 10
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1 2
P( X 3)
0.3
10 10
X x 1 1 2 3 3 4 4
E p( x) 1
2 2 2 10 10 2 10 2 10
3
43. If a random variable X has the moment generating function M X (t ) , Compute
3t
E ( X 2 ) (AP) (May/ June 2016)
1 2
t t t 1 t 2
2
3
M X (t ) 1 1 ..... 1 t ...
3t 3 3 3 3 2! 9
t2
Coefficient of E( X 2 )
2!
2
E( X 2 )
9
44. If a fair coin is tossed twice. Find P( X 1) where X denotes the number of heads in each
experiment.(NOV/Dec.2016)
X: 0 1 2
P(x): 1/4 2/4 ¼
3
P( X 1) P( X 0) P( X 1)
4
45. Balls are tossed at random into 50 boxes. Find the expected number of tosses required to get
the first ball in the fourth box. .(NOV/Dec.2016)
Let Y denote the number of tosses untile the first ball goes into the foruth box. Then Y with
p=1/50. The expected value of Y is E(X) =1/p =50
1
46. If the probability density function of a random variable X is f ( x) in 2 x 2 , find
4
P( x 1) .(May/ June 2017)
P( x 1) 1 P( X 1)
1
1
1 dx
1
4
1 1
1
2 2
47. If X is a geometric variable, taking values 1,2,3…. , Find P(X is odd) (May/ June 2017)
The pmf of X is q x 1 p , x=1,2,3…
P(X is odd)=P(X=1)+P(x=3)+P(X=5)+…
p q 2 p q 4 p ....
p(1 q 2 ) 1
p p 1
1 q 2
p(1 q) 1 q
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48. A test engineer discovered that the cumulative distribution function of the lifetime of an
x
equipment (in years) is given by F(x) 1 e 5 , x 0 , what is the expected lifetime of
the equipment?(Nov/ Dec. 2017)
x
F(x) 1 e 5 , x 0
1 x
f (x) e 5 is the pdf of continuous random variable which follows exponential
5
1
distribution with parameter , with expected life time of equipment as 5
5
49. If X is a normal random variable with mean 3 and variance 9, find the probability that X is
between 2 and 5 (Nov/ Dec 2017)
23 53
P(2 X 5) P Z
3 3
1 2
P Z
3 3
2 1
3 3
0.11695 11.69%
pe t
50. If M X (t) is a Moment generating function of X then find the mean and variance of
1 qe t
X.(Apr/ May 2018)
1 q
Mean ,Variance
p p2
51. The mean of Binomial distribution is 20 and standard deviation is 4. Find the parameters of
this distribution(Apr/ May 2018)
np 20, npq 16
16 4 1
q p n 100
20 5 5
RANDOM VARIABLES AND STANDARD DISTRIBUTIONS
PART B
1. Four boxes A.B,C,D contain fuces. The boxes contain 5000,3000,2000 and 1000 fuses
respectively. The percentage of fuses in boxes which are defective are 3%,2%,1% and 0.5%
respectively .One fuseis selected at random arbitrarily from one of the boxes. It is found to be
defective fuse. Find the probility that it has come from box D .(April/May2019)(A)
2. random variable X has the following probability distribution:
X=x -2 -1 0 1 2 3
P(x) 0.1 k 0.2 2k 0.3 3k
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(i) Find k, (ii) Evaluate P X 2 and P 2 X 2 , (iii) Find the PDF of X and
(iv) Evaluate the mean of X (U) (Nov/Dec 2018) (May/ June 2016)
3. A random variable X has the following probability function (U)
X=x 0 1 2 3 4 5 6 7
2 2 2
P(x) 0 k 2k 2k 3k k 2k 7k +k
(i) Find the value of k , (ii) Evaluate P X 6 , P X 6 ,
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22. Find the moment generating function of N ( , 2 ) normal random variable and hence determine
the mean and variance. (Nov/Dec. 2015)(U) .(Nov/ Dec 2017)(Apr/ May 2018)
23. Find the moment generating function of uniform distribution and hence find its mean and
variance. (May/ June 2013)(R)
Ce 2 x 0 x
24. If the density function of X equals f x . Find C . What is P X 2 .
0 x 0
(April/May 2010)(U)
5
1 3
25. A discrete RV has moment generating function M X (t ) e t . Find E X , Var X
4 4
and P X 2 . (U) (Apr/May 2008)
26.
If the moments of a random variable X are defined by E X r 0.6; r 1,2,3,.. show that
P X 0 0.4, P X 1 0.6, P X 2 0 . (U) (Nov/Dec 2008)
27. A coin having probability p of coming up heads is successively flipped until the r th head
appears. Argue that X , the number of flips required will be n , n r with
r nr
probability P X n n 1Cr1p q , n r . (U) (April/May 2010)
28. A coin is tossed until the first head occurs. Assuming that the tosses are independent and the
probability of a head occurring is „p‟. Find the value of „p‟ so that the probability that an odd
number of tosses required is equal to 0.6. Can you find a value of „p‟ so that the probability is
0.5 that an odd number of tosses are required? (U) (Nov/Dec 2010)
29. Out of 800 families with 4 children each, how many families would be expected to have
(i) 2 boys and 2 girls(AP)
(ii) at least 1 boy
(iii) at most 2 girls
(iv) Children of both sexes.
Assume equal probabilities for boys and girls. (May/Jun 2009)
30. 6 dice are thrown 729 times. How many times do you expect atleast three dice to show a five
or a Six? (AP)
31. The probability of a man hitting a target is ¼. If he fires 7 times, what is the probability of his
hitting the target atleast twice? And how many times must he fire so that the probability of his
hitting the target is at least once is greater than 2/3?(May/ June 2017)(AP)
32. Ten percent of the tools produced in a certain manufacturing company turn out to be defective.
Find the probability that in a sample of 10 tools chosen at random, exactly 2 will be defective
by using (1) binomial distribution (2) The Poisson approximation to the binomial distribution.
(Nov/Dec. 2015)(AP)
33. Suppose that telephone calls arriving at a particular switchboard follow a Poisson process with
an average of 5 calls coming per minute. What is the probability that up to a minute will elapse
unit 2 calls have come in to the switch board? (AP) (April/May 2011)
34. A machine manufacturing screws is known to produce 5% defective. In a random sample of 15
screws, what is the probability that there are (AP)
(i) exactly 3 defectives
(ii) not more than 3 defectives (Nov/Dec 2018)
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35. The number of monthly breakdown of a computer is a random variable having a Poisson
distribution with mean equal to 1.8. Find the probability that this computer will function for a
month (AP)
(i) without a breakdown
(ii) with only one breakdown
(iii)With at least one break down (May/Jun 2007), (Nov. /Dec.2012)
36. In a large consignment of electric bulb, 10 % are defective. A random sample of 20 is taken
for inspection. Find the probability that (1) all are good bulbs (2) atmost there are 3 defective
bulbs (3) Exactly there are 3 defective bulbs(May/ June 2013)(AP)
37. A manufacturer of pins knows that 2% of his products are defective. If he sells pins in boxes of
100 and guarantees that not more than 4 pins will be defective, what is the probability that a
box fail to meet the guaranteed quality?(AP) (Nov./Dec.2013)
Hint: Find P(X>4)
38. Messages arrive at a switch board in a poisson manner at an average rate of six per hour. Find
the probability for each of the following events: (1) exactly two messages arrive within one
hour.(2) no message arrives within one hour (3) Atleast three messages arrive within one hour
(AP) (April/ May 2015)
39. The number of typing mistakes that a typist makes on a given page has a Poisson distribution
with a mean of 3 mistakes. What is the probability that she makes (1) exactly 7 mistakes?
(2) fewer than 4 mistakes? (3) no mistakes on a given page? (Nov/Dec. 2015)(AP)
40. Messages arrive at a switch board in a poisson manner at an average rate of 6 per hour. Find the
probability that exactly two messages arrive within one hour, no message arrives within one
hour and at least three messages arrive within one hour. (Nov./Dec. 2016)(AP)
41. Messages arrive at a switch board in a poisson manner at an average rate of six per hour. find
the probability that atleast three message arrive within one hour. (Nov/ Dec 2017)
42. The mileage which cars owners get with a certain kind of certain kind of radial tire is a random
variable having an exponential distribution with mean 40,000 km. Find the probabilities that
one of these tires will last (AP)
(i) At least 20,000 km
(ii) At most 30,000 km.
43. The time (in hours) required to repair a machine is exponentially distributed with
1
parameter . What is the probability that the repair time exceeds 2h ? What is the
2
conditional probability that a repair takes at least 10h given that its duration
exceeds 9h .(U)(Nov/Dec 2010) (April/May 2015)
44. The lifetime of a TV tube (in years) is an exponential random variable with mean 10. What is
the probability that the average lifetime of a random sample of 36 TV tubes is at least 0.5 (AP)
(Nov/Dec 2007)
45. The lifetime X of particular brand of batteries is exponentially distributed with a mean of 4
weeks. Determine (1) the mean and variance of X (2) what is the probability that the battery life
exceeds 2 weeks? (3) Given that the battery has lasted 6 weeks, what is the probability that it
will last at least another 5 weeks? (Nov/Dec. 2015)(AP)
46. State and prove the forgetfulness property of exponential distribution, using the property, solve
the following problem: The length of the shower on a tropical island during rainy seasons has
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an exponential distribution with parameter =2, time being measured in minutes. What is the
probability that a shower will last more than 3 minutes? (Nov./Dec. 2016)(AP)
47. A component has an exponential time to failure distribution with mean of 10,000 hours.
(1) The component has already been in operation for its mean life. What is the probability that
it will fail by 15,000 hours? (Nov/Dec. 2015) (AP)
(2) At 15,000 hours the component is still in operation. What is the probability that it will
operate for another 5000 hours? (Nov/Dec. 2015)
48. Experience has shown that while walking in a certain park, the time X (in minutes) between
xe x x 0
seeing two people smoking has a density function of the form f ( x) .
0 otherwise
(a) Calculate the value of .(AP)
(b) Find the distribution function of X .
(c) What is the probability that Jeff, who has just seen a person smoking, will see another
person smoking in 2 to 5 minutes? In atleast 7 minutes? (Nov/Dec 2007)
49. The number of personal computers (PC) sold daily at a Computer world is uniformly
distributed with a minimum of 2000 PC and a maximum of 5000 PC. Find(AP)
(i) the probability that daily sales will fall between 2,500 and3,000 PC.
(ii) What is the probability that Computer world will sell at least 4000 PCs?
(iii)What is the probability that Computer world will sell exactly 2500 PCs?
(Nov/Dec 2006)
50. Starting at 5.00am every half hour there is a flight from San Francisco airport to Los Angeles
International Airport. Suppose that none of these planes is completely sold out and that they
always have room for passengers. A person who wants to fly to L.A. arrives at the airport at a
random time between 8.45 a.m., and 9.45., am. Find the probability that she waits (AP)
(i)At most 10 minutes (ii) At least 15 minutes (Nov/Dec 2007)
51. Trains arrive at a station at 15 minutes intervals starting at 4 a.m. If the passenger arrive at a
station at a time that is uniformly distributed between 9.00 and 9.30, find the probability that
he has to wait for the train for (1) less than 6 minutes (2) more than 10 minutes (May/ June
2014)(AP
52. If a continuous RV X follows uniform distribution in the interval (0,2) and a continuous RV, Y
follows exponential distribution with parameter such that P( X 1) P(Y 1) (AP)
53. Let X be a uniformly distributed random variable over [-5, 5], Determine (1) P(X<=2)
(2) P( X 2) , (3) Cumulative distribution function of X, (4) Var(X). (May/ June 2016)(U)
54. Let X be uniformly distributed random variable in the interval (a,9) P(3 x 5) 2 , Find
7
the constant ‘a’ and compute P x 5 2 (Apr/ May 2018)
55. Define the probability density function of normal distribution and standard normal distribution.
Write the important properties of this distribution. (R) (Nov/Dec 2006)
56. In a normal distribution, 31% of the items are under 45 and 8% are over 64. Find the mean and
variance of the distribution.(U) (Nov./Dec.2014)
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57. The peak temperature T, as measured in degrees Fahrenheit, on a particular day is the Gaussian
(85,10) random variable. What is P(T>100), P(T<60) and P(70 T 100) (April/ May
2015)(AP)
58. An electrical firm manufactures light bulbs that have a life, before burn out, that is normally
distributed with mean equal to 800 hours and a standard deviation of 40 hours. Find
(i) the probability that a bulb burns more than 834 hours.
(ii) the probability that the bulb burns between 778 and 834 hours.(AP) (Nov/Dec
2006)
59. The scores on an achievement test given to 1,00,000 students are normally distributed with
mean 500 and standard deviation 100. What should be the score of a student be to place him
among the top 10% of all students?(Apr/ May 2018)
63. A die is cast until 6 appear. What is the probability that it must be cast more than 5 times?
(Nov/Dec 2008)(U)
64. If the probability that an applicant for a driver‟s license will pass the road test on any trial is
0.8, what is the probability that he will finally pass the test (1) on the4th trial (2) in fewer than
4 trials? (AP) (Nov./ Dec.2012)
65. Suppose that a trainee soldier shoots a target in an independent fashion. If the probability that
the target is shot on any one shot is 0.7. (1) What is the probability that the target would be
hit on tenth attempt? (2) What is the probability that it takes him less than 4 shots? (3) What
is the probability that it takes him an even number of shots? (AP) (May/ June2014)
X
66. Let X be a RV with E X 1 and E X X 1 4 . Find Var ,Var (2 3 X ) (Apr/May
2
2008)(U)
x 0 x 1
3
67. If X is a continuous RV with pdf f ( x) ( x 1) 2 1 x 2 find the cumulative
2
0 otherwise
3 5
distribution function F x of X and use it to find P X (U) (Apr/May 2008).
2 2
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PANIMALAR INSTITUTE OF TECHNOLOGY DEPARTMENT OF IT
(i)
Show that E X r
2
(r 1)(r 2)
(ii)
Use this result to evaluate E 2 x 1 (U)
2
(Nov/Dec 2006)
1
0 xk
71. A random variable X has density function given by f ( x) k
0 otherwise
th
Find mgf, r moment, mean, variance (U) (Nov/Dec 2006)
72. The pdf of samples of the amplitude of speech wave forms is found to decay exponentially at
x
the rate so the following pdf is proposed. f ( x) Ce , x . Find the constant C
and also P X and E(X). (U) (Apr/May 2008)
73. If X is uniformly distributed over ( , ), 0 , find so that (U)
P X 1 P X 1 P X 1
1
(i) (ii) (Nov/Dec 008)
3
74. The atoms of radioactive element are randomly disintegrating. If every gram of this element, on
average, emits 3.9 alpha particles per second, what is the probability that during the next
second the number of alpha particles emitted from 1 gram is (AP)
(i) at most 6 (ii) At least 2 (iii) at least 3 and at most 6 (Nov/Dec 2007)
75. A man with ‘n’ keys wants to open his door and tries the keys independently and at random.
Find the mean and variance of the number of trials required to open the door if unsuccessful
keys are not eliminated from further selection. (AP) (Nov/Dec 2007)
76. A continuous random variable has the pdf f ( x) kx , 1 x 1 , Find the value of k and also
4
1 1
P X X (May/ June 2013)(u)
2 4
77. Find the moment generating function and rth moment for the distribution whose pdf is
f ( x) Ke x , 0 x . Hence find the mean and variance.(R) (May/ June 2013)
78. If a random variable X takes the values 1,2,3,4 such that P(X=1) = 3P(X=2) = P(X=3) =
5P(X=4). Find the probability distribution of X. (U) (Nov. Dec.2012).
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x , for 0 x 1
79. Find the MGF of the random variable „X‟ having the pdf f ( x) 2 x, for 1 x 2
0, otherwise
(U) (Nov./Dec.2013)
(Nov./Dec.2013)
(Nov./Dec.2013)
2 x
xe 2 , x 0
80. If f ( x) then show that f ( x) is a pdf and find F(x) (U) (Nov./Dec.2014)
0 ; x 0
1 1 1 1
81. A random variable X takes the values -2,-1, 0 and 1 with probabilities , , and
8 8 4 2
respectively. Find and draw the probability distribution function (AP) (Nov./Dec.2014)
0 , x 0
1 1
82. The CDF of the random variable of x is given by F ( x) x , 0 x Draw the graph of
2 2
1
1, x 2
1 1
CDF. Compute P( X 1 ), P X (U) (April/ May 2015)
4 3 2
83. A continuous random variable X has the pdf f ( x) kx3e x , x 0 . Find the rth moment about
the origin, moment generating function, mean and variance of X. (Nov/Dec. 2015)(U)
84. Let X be a continuous random variable with pdf f ( x) xe x , x 0 , find (i) the cumulative
distribution function of X (ii) Moment generating function of X (iii) P(X<2) (iv) E(X)
(May/ June 2016)(u)
x 1
3 1
85. Let P( X x) , x 1, 2,3... be the probability mass function of a random variable
4 4
X, Compute (1) P(X>4) (2) P(X >4/ X>2) (3) E(x) (4) Var (X) (May/ June 2016)(u)
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UNIT – II
TWO DIMENSIONAL RANDOM VARIABLES
Joint distributions – Marginal and conditional distributions – Covariance – Correlation and linear
regression – Transformation of random variables – Central limit theorem (for independent and
identically distributed random variables).
PART – A
1. Define joint probability density function of two random variables X and Y .(R)
If X , Y is a two dimensional continuous random variable such that
dx dy
f x , y dx dy , then f x , y is called the joint pdf
dx dy
P x X x , y Y y
2 2 2 2
of X , Y , provided f x , y satisfies the following conditions
i f x , y 0 for all x , y R
ii f x , y dx dy 1
R
2. State the basic properties of joint distribution of X ,Y where X and Y are random
variables.(R)
Statement:
Properties of joint distribution of X , Y are
i F , y 0 F x , and F , 1
ii Pa X b , Y y F b , y F a , y
iii PX x , c Y d F x , d F x , c
iv Pa X b , c Y d F b , d F a , d F b , c F a , c
2F
v At po int s of continuity of f x , y , f x , y
x y
3. Can the joint distributions of two random variables X and Y be got if their marginal
distributions are random?(R)
Solution:
If the random variables X and Y are independent then the joint distributions of two random
variables can be got if their marginal distributions are known.
4. Let X and Y be two discrete random variable with joint pmf
x 2y
, x 1, 2 ; y 1, 2
PX x , Y y 18 . Find the marginal pmf of X and EX ?(U)
0 , otherwise
Solution:
The joint PMF of X , Y is given by 1 2
1 3 4
18 18
Marginal pmf of X is 2 5 6
18 18
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q p 2 m 1
1 p p 2
p ......... q p
3 2 m 1
1 p 1
q 2 p m 1 q 1 q p m 1
The marginal PMF of Y is
p y q 2 p m n 2 q 2 p m 1 p n 1 q 2 p n 1 p m 1
m 1 m 1 m 1
q 2 p n 1 1 p p 2 p 3 ......... q 2 p n 1 1 p 1
n 1 1 n 1
q p 2
q q p
px p y q p . q p n 1 q 2 p m n 2 PX m Y n
m 1
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put y 2 t
2 y dy dt
dt
y dy
2
y e 0 1dy 1
k y2
when y 0 , t 0 and when y , t
2 0
k t dt
20
e
2
k
1 et
4
0 1
k
4
0 1 1 k 1 k 4 .
4
k x y , 0 x 2 ; 0 y 2
7. The joint PDF of the random variable X , Y is f x , y .
0 , otherwise
Find the value of k .(U)
Solution:
Given f x , y is the joint pdf , we have
2 2 2 2
x2
f x , y dx dy 1 k x y dx dy 1 k y x 02 dy 1
2
0 0 0 0
2 2
k 2 0 y 2 0 dy 1 k 2 2 y dy 1
0 0
y2
2
k 2 y 02 2 1 k 1
2 0 8
c x y ,0 x 2 ;0 y 2
8. The joint pdf of the random variable X , Y is f x , y . Find the
0 , otherwise
value of c .(U)
Solution:
Given f x , y is the joint pdf , we have
2 2 2 2
x2
2
f x , y dx dy 1
c x y dx dy 1 c y dy 1 c y 2 0 dy 1
2
0 0 0 0 0
2
y2 1
2c 1 4c 1 c
2 0
4
k 4 2 y dy 1 k 4 y 0 2
3 1
2
0 0
k 12 9 1 21 k 1 k
1
21
10. If the function f x , y c 1 x 1 y , 0 x 1 , 0 y 1 is to be a density function, find the value
of c.(U)
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Solution:
Given f x , y is the joint PDF, we have
1 1 1 1
1 x2
1 1
x2
1
c x 0 y x 0 y dy 1
1
0 2 0 2 0
1 y 1 y
1 1
c 1 y dy 1 c dy 1
0
2 2 0
2 2
1 1 1 y 2 1 1 1
c y 0 1 c 1 1 c 4
c
2 2 2 0
2 4 4
Therefore the value of c is c 4
f X x f x , y dy 2 x 5 y dy 2 x y 0 5
2 1
50 5 2 0
2 5 4
2 x x 1, 0 x 1
5 2 5
Marginal density of Y is
2 x2
1 1
fY y f x , y dx 2 x 5 y dx 2 5 y x 0
2 1
50 5 2 0
1 5 y 2 y , 0 y 1
2 2
5 5
x y ; 0 x 1 , 0 y 1
12. If X and Y have joint pdf f x , y . Check whether X and Y are
0 ; otherwise
independent.(U)
Solution:
1
1
y2
f X x f x , y dy x y dy x y 0
1
1
x , 0 x 1
0 2 0 2
1
1
x2
f Y y f x , y dx x y dx yx 0 y , 0 y 1
1 1
0 0
2 2
1 1
f X x . f Y y x y xy x y f x , y
x y 1
2 2 2 2 4
Therefore X and Y are not independent variables.
13. If X and Y are random variables having the joint density function
f x , y
1
6 x y , 0 x 2 , 2 y 4 , find PX Y 3 .(AP)
8
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Solution:
P X Y 3
f x , y dx dy
33 y 3
2 3 y
3 y
1 1 x
6 x y dx dy 6 y x 0
2
dy
8 8
2 0 2 0
3 3
1
1 1
y 2
1
6 y 3 y 3 3 y 2 dy
2
dy 8 18 9 y y 2
8 2
2 2
3
2 3 3 3 3
1 3 y
9
y y 1
18 y 3
8 2 2 3 2 3
2 2 2
1 9 1 1
18 3 2 9 4 27 8 0 1
8 2 3 6
1 45 19 1 5
18
8 2 3 6 24
f XY x , y x 2 y 2 , 0 x 1 , 0 y 1 . Find f X Y x y .(U)
3
2
Solution:
3 x 3 3 1
1
f Y y f x , y dx x y dx y 2 x 0 y 2 y 2
3
1
3 2 2 1 1
20 2 3 0
2 3 2 2
f x , y 2
x y 2 x 2 y 2
3 2
f X Y x y .
fY y 3 2 1 1
y y
2
2 3 3
15. If the joint pdf of X , Y is given by f x , y 2 x y ; 0 x y 1 , find EX .(U)
Solution:
1 y 1 y
E X x f x , y dx dy x 2 x y dx dy 2 x x 2 xy dx dy
0 0 0 0
x2
1 y
x3
y
x2
y
2 y dy
0
0 3 0 2 0
2
1 1
y3 y3
1 1
5 y3 5 y4
y 2 dy y 2 y 3 dy
0
0
3 2 6 3 0 6 4 0
1 5 3 1
3 24 24 8
16. Let X and Y be random variable with joint density function
4 x y ; 0 x 1 , 0 y 1
f XY x , y . Find E X Y .(U)
0 , otherwise
Solution:
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1
1 1 1 1
x3
1
EXY xy f x , y dx dy xy 4 x y dx dy 4 x y dx dy 4 y dy
2 2 2
0 0 0 0 0 3 0
1
4
1
4 y3 4 1 4
0 y dy 3 .
2
3 3 0 3 3 9
17. Let X and Y be any two random variables and a ,b be constants. Prove that
Cov a X , bY ab cov X , Y (R)
Solution:
Cov X , Y E XY EX EY
Cov a X , b Y E aX bY EaX EbY
ab EX Y a EX b EY ab E XY E X E Y
a b Cov X , Y
18. If Y 2 X 3 , find Cov X , Y .(U)
Solution:
Cov X , Y E XY EX EY
E X 2 X 3 EX E 2 X 3
E 2 X 2 3 X EX 2 EX 3
2 E X 2 3 EX 2 EX 3 EX
2
2 E X EX 2Var X
2 2
19. If X 1 has mean 4 and variance 9 while X 2 has mean 2 and variance 5 and the two are
independent, find Var 2 X 1 X 2 5 .(AP)
Solution:
Given EX 1 4 ,Var X 1 9
EX 2 2 ,Var X 2 5
Var 2 X 1 X 2 5 4Var X 1 Var X 2 4 9 5 36 5 41
20. Find the acute angle between the two lines of regression.(R)
Solution:
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m1 m2
tan
1 m1 m2
y
y r 2 1 y
1 r 2 y
1 r 2 x y
r
x r x r x r x
y y y2 x 2 y 2 r x 2 y 2
1 r . 1
x r x x2 x2
21. If X and Y are random variables such that Y a X b where a and b are real constants, show
that the correlation co-efficient r X , Y between them has magnitude one.(R)
Solution:
Cov X , Y
Correlation co-efficient r X , Y
X Y
Cov X , Y E XY EX EY E X a X b EX Ea X b
E a X 2 b X EX a EX b
a E X 2 b EX a EX b EX
2
a E X EX a Var X a
2 2 2
X
Y 2 EY 2 EY 2
E aX b EaX b E a 2 X 2 2ab X b 2 a EX b
2 2
2
a 2 E X 2 2ab EX b 2 a 2 EX 2ab EX b 2
2
a2 EX EX a
2 2 2
Var X a 2 X
2
a X
2
Therefore Y a X and r X , Y 1
X .a X
Therefore, the correlation co-efficient r X , Y between them has magnitude one.
22. If X and Y are two independent random variables with variances 2 and 3, find the variance of
3X+4Y (May/ June 2013)(AP)
Solution: Var (3X 4Y ) 9Var ( X ) 16 Var(Y ) 9(2) 16(3) 66
23. If the joint pdf of (X,Y) is given by f ( x, y) 2, 0 x y 1 , Find E(X)(AP) (May/ June
2013)
Solution:
1
The marginal density function of X is f ( x) f ( x, y) dy 2(1 x)
x
1 1
1
E ( X ) x( f ( x)dx x(2)(1 x)dx
0 0
3
24. When will the two regression lines be (A) at right angles (b) coincident?(U) (Nov./ Dec. 2012)
Solution:
If r 1 , the regression lines will coincide.
If r 0 , the regression line will be at right angle to each other.
25. A small college has 90 male and 30 female professors. An ad-hoc committee of 5 is selected at
random to unite the vision and mission of the college. If X and Y are the number of men and
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women in the committee, respectively. What is the joint probability mass function of X and Y?
(AP) (Nov./ Dec. 2012)
X=No. of
men
Probability
Y= No. of
female
X=5, Y=0 9
5
5C5
12
X=4, Y=1 4
9 3
1
5C4
12 12
X=3, Y=2 3
9 3
2
5C3
12 12
X=2, Y=3 9 3
2 3
5C 2
12 12
X=1, Y=4 93
1 4
5C1
12 12
X=0, Y=5 9
0
3
5
5C0
12 12
26. Find the value of „k‟ if the joint density function of (X, Y) is given by
f ( x, y) k (1 x)(1 y), 0 x 4, 1 y 5 (U) (May/ Nov. 2014)
4 5
1
k (1 x)(1 y)dxdy
0 1
1 k
32
1
27. Given the joint probability density function of (X,Y) as f ( x, y ) , 0 x 2, 0 y 3
6
Determine the marginal density. (U) (May/June 2014)
2 3
1 1 1 1
f ( y ) dx ; f ( x) dy
0
6 3 0
6 2
28. The joint pdf of a two dimensional random variable (X,Y) is given by
kxe y , 0 x 2, y 0
f ( x, y) Find the value of „k.(U) (April / May
0, otherwise
2015)(Nov./Dec.2014)
2
2 y 1
0 0 kxe dy dx k 0 x dx
y
e dy 1 k
0 2
29. In a partially destroyed laboratory record of an analysis of correlation data, the following
results only are legible: Variance of x = 9; Regression equations are
8 X 10Y 66 0 and 40 X 18Y 214 0 . What are the mean values of X and Y?(AP)
(April/ May 2015)
8 X 10Y 66 0
Solving the equations
40 X 18Y 214 0
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49
4 X Y
3
1 49
X Y
4 12
Therefore
xy bxy . byx
1 1 1
9 4 6
36. Comment on the statement: “If COV(X,Y)=0,then X and Y are uncorrelated”.(R) (Nov./ Dec.2014)
Since X and Y are uncorrelated, the correlation coefficient between them is zero. Therefore x and Y
are independent random variables.
1
37. The joint pdf of RV (X,Y) is given as f ( x, y) , 0 y x 1 , Find the marginal pdf of
x
Y(U). (May/ June 2016)
1
1 1
f y ( y ) dx log
y
x y
38. Let X and Y be two independent random variables with Var (X)=9, Var(Y)=3, Find the
Var(4X-2Y+6) (U) (May/ June 2016)
Var (4 X 2Y 6) 16 Var ( X ) 4 Var (Y ) 16 cov( X , Y )
16(9) 4(3) 0 144 12 156
39. The joint pdf of R.V. (X,Y) is given by f ( x, y) ke(2 x3 y ) , x 0, y 0 , Find the value of
„k‟.(Nov/Dec. 2016)
f ( x, y) dx dy 1
ke
(2 x 3 y )
dx dy 1
0 0
e 2 x e 3 y
k 1
2 0 3 0
1 1
k 1
2 3
k 6
40. Write any two properties of joint cumulative distribution function. .(Nov/Dec. 2016)
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PANIMALAR INSTITUTE OF TECHNOLOGY DEPARTMENT OF IT
f ( x, y )
f ( y / x) where f X ( x) is the marginal density function of X
f X ( x)
are the conditional density functions.
42. If X R cos and Y R sin , how are the joint probability density function of
( X , Y ) and ( R, ) are related (May/ June 2017)
Let f ( x, y) be the joint density functions of X and Y
cos R sin
And J R is the jacobian
sin R cos
g ( R, ) Rf ( x, y) R f ( R cos , R sin )
43. Let the joint probability density function of random variable X and Y be given by
f (x, y) 8xy,0 y x 1 Calculate the marginal probability density function of X.(Nov/
Dec 2017)
x
f (x) 8xy dy 4x 3
0
1
f (y) 8xy dx 4y(1 y 2 )
y
44. If X and Y are random variable having the joint density function
1
f (x, y) (6 x y), 0 x 2; 2 y 4, Find P(X Y 3) (Nov/ Dec 2017)
8
1
f (x, y) (6 x y), 0 x 2; 2 y 4,
8
3 3 y (3,0)
1 5
P(X Y 3) 6
(6 x y)dy dx
24
2 0
45. Let (X,Y) be a continuous bivariate random variable. If X and Y are independent random
variables then show that X and Y are uncorrelated(Apr/ May 2018)
If X and Y are independent random variables then E(XY) E(X)E(Y)
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cov(X, Y) 0
X and Y are uncorrelated
UNIT II
PART-B
TWO DIMENSIONAL RANDOM VARIABLES
Marginal &conditional distribution,Covarience
1. Let X and Y have the joint pdf
X
Y 0 1 2
0 0.1 0.4 0.1
1 0.2 0.2 0
Find
(i) P X Y 1
(ii) the probability mass function P X x of the RV X
(iii) PY 1 X 1
(iv) E XY (U) (Apr/May 2008)
2. The joint pmf of X , Y is given by p( x, y) k (3x 5 y), x 1,2,3; y 0,1,2. Find all the
marginal and conditional probability distributions P( X xi / Y 2), P( X 2 / Y 1)
(A) (Apr/May 2019)
x y
3. The joint distribution of X and Y is given by f ( x, y ) , x 1, 2,3, y 1, 2 . Find the
21
marginal distributions and conditional distributions. (Nov./Dec.2013) (Nov/Dec. 2015)(U)
x y
4. The joint distribution of X and Y is given by f ( x, y ) , x 1, 2, y 1, 2,3, 4 . Compute
32
the covariance of X and Y . (May/ June 2016)(U)
5. The joint pmf of X , Y is given by p( x, y) k (2 x 3 y), x 0,1,2; y 1,2,3. Find all the
marginal and conditional probability distributions. Also find the probability distribution
of X Y . (U) (Nov/Dec 2007) (Nov/Dec 2011)
6. Let X and Y be two random variables having the joint probability function
f ( x, y) k (2 x 3 y). where x and y can assume only the integer values 0, 1 and 2. Find all
the marginal and conditional distributions. (U) (April/May 2012)
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PANIMALAR INSTITUTE OF TECHNOLOGY DEPARTMENT OF IT
1
(iii) P X (May/Jun 2007)
2
8. The joint probability density function of a two dimensional random variable X , Y is given by
f ( x, y) k ( xy y 2) );0 x 1,0 y 2 (U)
Compute PY 1, , P( X Y ) 1, P( X 1 ,Y 1) . (April/May 2019)
2
9. The joint probability density function of a two dimensional random variable X , Y is given by
x2
f ( x, y) xy 2 ;0 x 2,0 y 1 (U)
8
Compute P X 1, P Y 1 , P X 1
, P Y
1
X 1, P X Y , P( X Y ) 1 .
2 1 2
Y
2
(May/Jun 2009) (Nov/Dec 2007)
10. Given f ( x, y) cx( x y) , 0 x 2 , x y x and „0‟ elsewhere. Evaluate „c‟ find
f X x and f Y y (U) (Nov/Dec 2010)
11. In producing gallium – arsenide microchips, it is known that the ratio between gallium and
arsenide is independent of producing a high percentage of workable water, which are main
components of microchips. Let X denote the ratio of gallium to arsenide and Y denote the
percentage of workable micro wafers retrieved during a 1 hour period. X and Y are independent
random variables with the joint density being known as(AP)
x(1 3 y 2 )
0 x 2,0 y 1
f ( x, y ) 4
0
otherwise
Show that E XY E X EY . (Nov/Dec 2006)
x(1 3 y 2 )
12. Given the joint density function f ( x, y ) 0 x 2, 0 y 1 , Find the marginal
4
0
elsewhere
1 1
densities g ( x) , h( y) and the conditional density f ( x / y) and evaluate P x / Y 1 / 3
4 2
(U) (Apr/May2011)
13. Two random variables X and Y have the joint density
xy
function f XY ( x, y) x 2 0 x 1,0 y 2 . Find the conditional density functions.
3
Check whether the conditional density functions are valid. (U) (Nov/Dec 2006)
14. Suppose that X and Y are independent non-negative, continuous random variables having
densities f X x and f Y y respectively. Compute PX Y (U) (April/May 2010)
1 xy
ye 0 x ,0 y 2
15. The joint density of X and Y is given by f ( x, y ) 2 .
0 otherwise
Calculate the conditional density of X given Y 1 . (U) (April/May 2010)
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16. Determine whether the random variables X and Y are independent , given their joint
2 xy
x , 0 x 1, 0 y 2
probability density function as f ( x, y ) 3
0 otherwise
(U)
(April/May 2011)
17. The joint probability density function of a two dimensional random variable (X,Y) is
6 x y
f ( x, y) , 0 x 2, 2 y 4 . (U)
8
Find (1) P( X 1 Y 3) (2) P( X Y 3) (3) P( X 1 / Y 3) (May/ June 2013)
xy 2 , 0 x y 1
18. The joint pdf of random variable X and Y is given by f ( x, y) (U)
0 ; otherwise
(1) Determine the value of
(2) Find the marginal probability density function of X and Y
(3) Find the conditional pdf f(x/y) (May/ June 2016)(Nov./ Dec. 2012)
19. The joint probability density function of two random variables X and Y is given b
6 xy
f ( x, y) x 2 , 0 x 1, 0 y 2 , Find the conditional density function of X
7 2
given Y and the conditional density function of Y given X (U) (May/ June 2014)
20. The joint probability density function of a two dimension random variable (X,Y) is given by
x2
f ( x, y) xy 2 ; 0 x 2; 0 y 1 .Compute (U)
8
1 1 1
P( X 1), P(Y ), P X 1/ Y , P Y / X 1 , P( X Y )and P( X Y 1)
2 2 2
(April/ May 2015)
21. Two random variables X and Y have the following joint probability density function
f (x, y) xex(y 1) , x 0, y 0 . Determine the conditional probability density function of X
given Y and the conditional probability density function of Y given X(Nov/ Dec. 2017)
22. The joint probability density function of the two dimensional random variable (X,Y) is given by
x
f (x, y) (1 3y2 ), 0 x 2, 0 y 1 . Find (i) conditional probability density function of X
4
given Y=y and Y given X =x (ii) P 0.25 X 0.5 / Y 0.33 (Apr/ May 2018)
23. Two dimensional random variable X , Y have the joint probability density function
8 xy , 0 x y 1 1 1
f ( x, y ) (i) Find P X Y , (ii) Find the marginal and
0 elsewhere 2 4
conditional distributions. (iii) Are X and Y independent.(April/May 2012)(May/ June
2017)(AP)
24. Two random variables X and Y have the following joint probability density
2 x y 0 x 1,0 y 1
functi f ( x, y)
0 otherwise
Find
(a) Marginal probability density functions of X and Y
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1, 0 x y 1
43. If the joint pdf of the RVs X and Y is given by f ( x, y) find the pdf of
0 otherwise
X
the RV U (U) (Apr/May 2008)
Y
44. If X and Y are independent exponential random variables each with parameter 1, find the pdf of
U X Y . (U) (May/Jun 2007)(May/ June 2013) (Nov/Dec 2015)(Nov/ Dec. 2016)
45. If the pdf of „X‟ is f ( x) 2 x, 0 x 1 , find the pdf of Y= 3X+1 (U) (Nov./Dec.2013)
46. If the independent random variables X and Y have the variances 36 and 16 respectively. Find
the correlation coefficient ruv , where U =X+Y and V= X-Y (U) (May/ June, 2014)
47. If X and Y are independent random variables with pdf‟s e x , x 0 and e y , y 0 respectively,
X
find the density functions of U . (Nov/Dec 2011) (Nov/Dec 2015)(U)
X Y
48. If X and Y follows an exponential distribution with parameter 2 and 3 respectively and are
independent, find the probability density function of U X Y (May/ June 2017)
49. If X and Y are two independent random variables each normally distributed with mean 0 and
variance 2 , then find the joint probability density function of R x 2 y2 and
y
tan 1 and hence find the probability density function of (May/ Nov 2017)
x
50. The joint density function of two random variables X and Y is given by
1 ( x y ) / 2 X Y
f ( x, y) e , x 0, y 0. Find the distribution of (April/May 2019)(A)
4 4
Correlation coeeficient
51. Compute the co-efficient of correlation between X and Y using the following data
(AP) (Nov/Dec 2010)
X 1 3 5 7 8 10
Y 8 12 15 17 18 20
52. If the correlation coefficient is 0, then can we conclude that they are independent? Justify your
answer through an example. What about the converse? (U) (April/May 2010)
53. Find the coefficient of correlation between industrial production and export using the
following data: (U) (Nov/Dec
2008)
Production( X ) 55 56 58 59 60 60 62
Export( Y ) 35 38 37 39 44 43 44
54. Calculate the correlation coefficient for the following data: (May/Jun 2007) (Nov/Dec
2007)(U)
X 65 66 67 67 68 69 70 72
Y 67 68 65 68 72 72 69 71
55. Find the coefficient of correlation and obtain the lines of regression from the data given below:
(Nov/Dec 2006)
X 50 55 50 60 65 65 65 60 60 50
Y 11 14 13 16 16 15 15 14 13 13
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56. Find the coefficient of correlation and obtain the lines of regression from the data given below:
(U)(May/Jun 2006)
X 62 64 65 69 70 71 72 74
Y 126 125 139 145 165 152 180 208
1 1
57. Let the random variable X have the marginal density f1 ( x) 1, x and let the
2 2
1
1 x y x 1, x0
conditional density of Y be f y x
2 . Show that the variables are
1 1
x y 1 x 0 x
2
uncorrelated. (AP) (May/Jun 2006)
1
58. Let z be a random variable with probability density f ( z ) in the range 1 z 1 . Let the
2
random variable X z and the random variable Y z . Obviously X and Y are not independent
2
since X 2 Y . Show, none the less, that X and Y are uncorrelated. (AP) (Nov/Dec 2006)
59. Two random variables X and Y are defined as Y 4 X 9 . Find the correlation coefficient
between X and Y . (U) (Nov/Dec 2006)
60. The marks obtained by 10 students in Mathematics and Statistics are given below. Find the
correlation coefficient between the two subjects (AP) (May/ June 2013)
Marks in Mathematics 75 30 60 80 53 35 15 40 38 48
Marks in Statistics 85 45 54 91 58 63 35 43 45 44
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Regression lines
8 x 10 y 66 0
67. IThe two lines of regression are The variance of X is 9. (U)
40 x 18 y 214 0 .
Find the mean values of X and Y , Correlation coefficient between X and Y . (Nov/Dec 2008)
68. Obtain the equations of the regression lines from the following data, using the method of least
squares. Hence find the coefficient of correlation between X and Y . Also estimate the value
of Y when X 38 and the value of X when Y 18 . (May/Jun2009)(April/May 2015)(U)
X 22 26 29 30 31 33 34 35
Y 20 20 21 29 27 24 27 31
70. For two random variables X and Y with the same mean, the two regression equations are
y ax b and x cy d . Find the common mean, ratio of the standard deviations and also
b 1 a
show that . (AP) (Nov/Dec2010)
d 1 c
71. Obtain the equation of the lines of regression from the following dataU)
X: 1 2 3 4 5 6 7
Y: 9 8 10 12 11 13 14 (Nov./ Dec. 2012)
72. The regression equations of X and Y is 3 y 5x 108 0 . If the mean value of Y is 44 and
9
the variance of X were th of the variance of Y. Find the mean value of X and the
16
correlation coefficient. (U) (Nov. /
Dec. 2012)
73. Find 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 (April/ May 2015)(U)
75. If X1, X2,…… Xn are Poisson variates with parameter 2 , use CLT to estimate P(120 < Sn <
160) where Sn = X1 + X2 +,……+ Xn and n = 75. (Nov/Dec 2015)
76. A distribution with unknown mean has variance equal to 1.5, Use central limit theorem to
find how large a sample should be taken from the distribution in order that the probability will
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be atleast 0.95 that the sample mean will be within 0.5 of the population mean. (AP)
(May/ June 2013)
UNIT-III
TESTING OF HYPOTHESIS
Sampling distributions - Estimation of parameters - Statistical hypothesis - Large sample tests based
on Normal distribution for single mean and difference of means -Tests based on t, Chi-square and F
distributions for mean, variance and proportion - Contingency table (test for independent) - Goodness
of fit.
PART-A
1. Write the application of F-test and (chi-square test)
2
F-test(R)
F-distribution is used to test the equality of the variances.
2 (chi-square test)
2 is used to test the goodness of fit.
2 is used to test the independence of attributes.
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6. A sample of size 13 gave an estimated population variance of 3.0, while another sample of
size 15 gave an estimate of 2.5.Could both samples be from populations with the same
variance? (A)
Given n1= 13 , n2 = 15 , s12= 3 , s22 = 2.5 , γ1= 12 , , γ2 = 14
H0: S12 = S22 ( i.e the two samples have been drawn from population with
the same Variance)
8. Write down t-test significance single mean formula for given sample and population mean x
and respectively. (R)
x
t
s
n 1
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Null hypothesis H0 is based for analyzing the problem Null hypothesis is the hypothesis of no
difference. Any hypothesis which is complementary to the null hypothesis is called an alternative
( MAY 2015)(DEC2012)
The value of for the 2 2 contingency table is given by
2
N ad bc
2
2
a b(c d )a c (b d )
12. Write down the formula of test statistic t to test the significant difference between the
means of large samples. ( MAY 2015 ) (R)
x y
t
1 1
S 2
n1 n 2
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A random sampling is one in which each number of population has an equal chance of being
included in it. There are NCn different samples of size n that can be picked up from a population size
N.
F-test is a distribution to test if the estimates S12 and S22 are significantly different or if the samples
may be regarded as drawn from the same population or two populations with same variance σ2.
n1 s12
S12 n1 1
F 2
S2 n 2 s 22
n2 1
Where
s12 and s 22
are the variances of two samples.
DECISION
Accept H0 Reject H1
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for
c d
(MAY2016,R2013)
The value of 2 for the 2 2 contingency table is given by
N ad bc
2
2
a b(c d )a c (b d )
17. An oil company claims that lessthan 20 percent of all car owners have not tried its gasoline. Test
this claims at the .01 level of significance if a random check that 22 of 200 car owners have not tried
the oil company‟s gasoline .
PART-B
Type I(Test of significance of the difference between sample proportion and population
proportion)
1. In a sample of 1000 people in Karnataka 540 are rice eaters and the rest are wheat eaters. Can we
assume that both rice and wheat are equally popular in this state at 1% level of significance?
(MAY 2009)(A)
2. A manufacturer claimed that at least 95% of the equipments which he supplied to a factory
conformed to specifications. An examination of a sample of 200 pieces of equipment revealed that 18
were faulty. Test his claim at 5 %level of significance. (MAY 2011) (A)
3. In a city 325 men out of 600 men were found to be smokers. Does this information support the
conclusion that the majority of men in this city are smokers? (DEC 2010) (A)
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4. In a sample of 400 parts manufactured by a factory, the number of defective parts was found to be
30.The company, however, claimed that only 5% of their product is defective. Is the claim tenable?
(MAY 2011) (A)
5. A die was thrown 9000 times and of these 3220 yielded a 3 0r 4. Is this consistent with the
hypothesis that the die was unbiased? (MAY 2009) (A)
6. Experience has shown that 20% of a manufactured product is of top quality. In one‟s production
of 400 articles, only 50 are of top quality. Show that either the production of the day chosen was not
a representative sample or the hypothesis of 20%was wrong. Based on the particular day‟s
production, find also the 95% confidence limits for the percentage of top quality product. (DEC
2010) (A)
7. A salesman in a departmental store claims that at most 60 percent of the shoppers entering the
store leave without making a purchase. A random sample of 50 shoppers showed that 35 of them left
without making a purchase. Are these sample results consistent with the claim of the salesman?
(MAY 2011) (A)
8. In a large city A, 20% of a random sample of 900 school boys had a slight physical defect. In
another large city b, 18.5% of a random sample of 1600 school boys has the same deft. Is the
difference between the proportions significant? (A)
9. Before an increase in excise duty on tea, 800 people out of a sample of 1000 were consumers of
tea. After the increase in duty, 800 people were consumers of tea in a sample of 1200 persons. Find
whether there is a significant decrease in the consumption of tea after the increase in duty. Use
1%level of significance. (A)
10. 15.5% of a random sample of 1600 undergraduates were smokers, whereas 20% of a random
sample of 900 postgraduates were smokers in a state. Can we conclude that less number of
undergraduates are smokers than the postgraduates? (MAY 2009) (A)
11. A drug manufacturer claims that the proportion of patients exhibiting side effect to their new
arthritis drug is atleast 8% lower than for the standard brand X. In a controlled experiment , 31 out of
100 patients receiving the drug exhibited the side effects, as did 74 out of 150 patients receiving
brand X . Teset the manufacturers „s claim at 5% level of significances.(April/May2019)(A)
Type III(Test of significance of the difference between sample mean and population mean)
11.A sample of 100 students is taken from large population. The mean height of the students in this
sample is 160cm.Can it be reasonably regarded that in the population, the mean height is 165cm and
the SD is 10cm?use 1%level of significance. (A)
12. The mean breaking strength of the cables supplied by a manufacturer is 1800, with an SD of 100.
By a new technique in the manufacturing process, it is claimed that the breaking strength of the
cable has increased. To test this claim, a sample of 50 cables is tested and it is found that the mean
breaking strength is 1850.Can we support the claim at 1%level of significance? (A)
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13. A sample of 900 members has a mean of 3.4 cms and SD 2.61cms. Is the sample from a large
population of mean 3.25 cm and SD 2.61 cms. If the population is normal and its mean is unknown.
Find the 95% fiducial limits of true mean. (DEC 2010) (A)
14. An insurance agent has claimed that the average age of policy holders who issue through him is
less than the average for all gents which is 0.5 years. A random sample of 100 holders who had
issued through him has the mean 28.8 and SD 6.35.Test his claim at 5% level of significance. (MAY
2009) (A)
Type IV (Test of significance of the difference between the means of two samples)
15. In a random sample of size 500,the mean is found to be 20.In another independent sample of
size 400,the mean is 150.Could the samples have been drawn from the same population with SD
4?Use 1% LOS. (MAY 2011) (A)
16. A simple sample of heights of 6400 Englishmen has mean of 170 cm and a SD of 6.4 cm, While
a simple sample of heights of 1600 has mean of 172 cm and an SD of 6.3cm.Do the data indicate that
Americans are, on the average, taller than the Englishmen? Use 1%level. (A)
17. Test the significance of the difference between the means of the samples drawn from two normal
populations with the same SD using the following data: (A)
Size Mean SD
Sample 1 100 61 4
Sample 2 200 63 6
Type I (Test of significance of the difference between sample mean and population mean)
19.Tests made on the breaking strength of 10 pieces of a metal gave the following results
578,572,570,568,572,570,570,572,596 and 584 kg. Test if the mean breaking strength of the wire
can be assumed as 577kg. (A)
20. A machinist is expected to make engine parts with axle diameter 1.75cm. A random sample of 10
parts shows a mean diameter of 1.85cm,with an SD of 0.1cm.On the basis of this sample, would
you say that the work of the machinist is inferior? (A)
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21. A certain injection administered to each of the 12 patients resulted in the following increases of
blood pressure:5,2,-1,3,0,6,-2,1,5,0,4.Can it be included that the injection will be ,in general,
accompanied by an increase in BP? (A)
22. The mean life time of a sample of 25 bulbs is found as 1550 hrs with an SD of 120hrs.The
company manufacturing the bulbs claims that the average life of their bulbs is 1600hrs.Is the claim
accepted at 5% level of significance? (MAY 2009) (A)
24. Two independent samples of sizes 8 and 7 contained the following values.
Sample1 19 17 15 21 16 18 16 14
Sample2 15 14 15 19 15 18 16
Is the difference between the sample means significant? (A)
25. The following data represent the biological values of protein from cow‟s milk and buffalo‟s milk
at a certain level. (A)
26. Samples of two types of electric bulbs were tested for length of life and the following data were
obtained. (A)
Size Mean SD
Sample 1 8 1234HR 36HR
Sample 2 7 1036HR 40HR
Is the difference in the means sufficient to warrant that type 1 bulbs are superior to type 2 bulbs.
27. The mean height and the SD height of 8 randomly chosen soldiers are 166.9 and 8.29 cm
respectively. The corresponding values of 6 randomly chosen sailors are 170.3 and 8.50 cm
respectively. Based on these data, can we conclude that soldiers are, in general, shorter than sailors?
F-Test
28.A sample of size 13 gave an estimated population variance of 3.0 while another sample of size 15
gave an estimate of 2.5 . Could both samples be from populations with the same variance ? (A)
29.Two samples of sizes 9 and 8 gave the sums of squares of deviations from the respective means
equal to 160 and 91 respectively .Can they be regarded as drawn from the same normal population.
(MAY 2009) (A)
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30.Two independent samples of 8 and 7 items respectively has the following values of the variable
Sample 1 9 11 13 15 9 12 14 9
Sample 2 10 12 10 14 9 8 10
Do the two estimates of population variance differ significantly at 5% level of significance?
(MAY 2011)
31. Two random samples gave the following data
Sample No Size Mean Variance
1 8 9.6 1.2
2 11 16.5 2.5
Can we conclude that the two samples have been drawn from the same normal population?
32. The nicotine contents in two random samples of tobacco are given below:
Sample 1: 21 24 25 26 27
Sample 2: 22 27 28 30 31 36
Can you say that the two samples came from the same population? (MAY 2009)
33.Two random samples are drawn from normal population are given below
Sample 1 17 27 18 25 27 29 13 17
Sample 2 16 16 20 27 26 25 21
Can we conclude that the two samples have been drawn from the same population?
(A)(April/May2019)
33.The following data show the distribution of digits in the numbers chosen at random from a
telephone directory
Digit: 0 1 2 3 4 5 6 7 8 9 Total
Frequency: 1026 1107 997 966 1075 933 1107 972 964 853 10000
Test whether the digits may be taken to occur equally frequently in the directory.
34. The following data give the number of aircraft accidents that occurred during the various days of
a week.
Test whether the accidents are uniformly distributed over the week. (A)
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Machine: A B C D
Production time: 1 1 2 3
No of defectives: 12 30 63 98
36. Theory predicts that the proportion of beans in 4 groups A,B,C,D should be 9:3:3:1.In an
experiment among 1600 beans, the number in the 4 groups were 882,313,287 and 118.Does the
experiment support the theory? (A)
37. A survey of 320 families with 5 children revealed the following distribution
No of boys : 0 1 2 3 4 5
No of girls : 5 4 3 2 1 0
No of families: 12 40 88 110 56 14
Is the result consistent with the hypothesis that male and female births are equally probable?
2 -Test(Independence of Attributes)
37. Fit a Poisson distribution to the following data and test the goodness of fit. Test at 5%level of
significance (A) (April/May 2019)
x 0 1 2 3 4 5
f 142 156 69 27 5 1
38.The following data is collected on two characters . Based on this can you say that there is no
relation between smoking and literacy ? (A)
39.The following table gives for a sample of married women, the level of education and the marriage
adjustment score
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Can you conclude from this data that the higher the level of education, the greater is the degree of
adjustment in marriage? (MAY 2009) (A)
40. In a random sample of 1000 people from city A,400 are found to be a consumers of wheat. In a
sample of 800 from city B,400 are found to be consumers of wheat.Does this data give a significant
difference between the two cities as far as the proportion of wheat consumers is concerned?
41. 4 coins were tossed 160 times and the following results were obtained:
No of heads: 0 1 2 3 4
Observed 17 52 54 31 6
frequencies:
Under the assumption that the coins are unbiased, find the expected frequencies of getting
0,1,2,3,4 heads and test the goodness of fit.
42. The heights of 10 males of a given locality are found to be 70,67,62,68,61,68,70,64,64,66 inches.
Is it reasonable to believe that the average height is greater than 64 inches? (A)
43. Test of the fidelity and selectivity of 190 radio receivers produced the results shown in the
following table:
FIDELITY
SELECTIVITY LOW AVERAGE HIGH
LOW 6 12 32
AVERAGE 33 61 18
HIGH 13 15 0
Use the 0.01 level of significance to test whether there is a relationship between fidelity and
selectivity.
44. A sample of 10 boys had the IQ‟s : 70, 120, 110, 101, 88, 83, 95, 98, 100 and 107. Test whether
the population mean IQ may be 100. (DEC 2012) (A)
45. A mathematics test was given to 50 girls and 75 boys. The girls made an average grade of 76
with a SD of 6, while boys made an average grade of 82 with aSD of 2. Test whether there is any
significant difference between the performance of boys and girls. (DEC 2012) (A)
46. A machine puts out 16 imperfect articles in a sample of 500. After it was overhauled., it puts out
3 imperfect articles in a sample of 100. Has the machine improved in its performance?.
(DEC 2012)
47. Test whether there is any significant of the difference between the variances of the populations
from whichthe following samples are taken:
Sample 1 20 16 26 27 23 22
Sample 2 27 33 42 35 32 34 38
(DEC 2012)
48. Random samples drawn from two countries gave the following data relating to the heights of
adult males. Is the difference between standard deviation significant?
Country A Country B
Mean height (in inches) 67.42 67.25
S.D ( in inches) 2.58 2.50
Number in samples 1000 1200 (MAY 2013) (A)
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49. 1000 students at college level were graded according to their I.Q. and their economic conditions.
What conclusion can you draw from the following data:
Economic conditions I.Q. Level
High Low
Rich 460 140
Poor 240 160 (MAY 2013) (A)
50. The sales manager of a large company conducted a sample survey in states A and B taking 400
samples in each case. The results were in the following table. Test whether the average sales in the
same in the 2 states at 1% level.
State A State B
Average sales Rs. 2,500 Rs.2,200
S.D. Rs. 400 Rs. 550 (MAY 2013) (A)
51. Find if there is any association between extravagance in fathers and extravagance in sons from
the following data. Determine the coefficient of association also
Extravagant father Miserly father
Extrav. Sons Under 327 741
Miserly Sons 545 234 (MAY 2013) (A)
52. Test if the variances are significantly different for
X1: 24 27 26 21 25
X2: 27 30 32 36 28 32 (DEC.2015,R2013)
53. The number of automobile accidents in a certain locality was 12,8,20,2,14,10,15,6,9,4. Are these
frequencies in agreement with the belief that accident conditions were the same during this 10 week
period. (DEC.2015,R2018)
54. A certain pesticide is packed into bags by a machine. A random sample of 10 bags is chosen and
the contents of the bags is found to have the following weights ( in kgs ) 50,49,52,44,45,48,46,45,49
and 45. Test if the average quantity packed be taken as 50kg.
55. Given
X 1 72 , X 2 74
s1 8 , s2 6
n1 32 , n2 36
Test if the means are significant. (DEC.2015,R2018)
56. A mathematics test was given to 50 girls and 75 boys. The girls made an average of 76 with an
SD of 6 and the boys made an average grade of 82 with an SD of 2. Test whether there is any
difference between the performance of boys and girls. (MAY 2016,R2013)
57. Theory predits the proportion of beans in the groups A,B,C,D AS 9:3:3:1. In an experiment
among beans the numbers in the groups were 882,313,287 and 118. Does the experiment support the
theory? (MAY 2016,R2013)
58. 400 men and 600women were asked whether they would like to have a flyover near their
residence. 200 men and 325 women were in favour of the proposal. Test whether these two
proportions are same. (MAY 2016,R2013)
59. The IQ‟S of 10 girls are respectively 120,110,70,88,101,100,83,98,95,107. Test whether the
population mean IQ is 100. (MAY 2016,R2013)
variables.
UNIT IV
DESIGN OF EXPERIMENTS
One way and Two way classifications - Completely randomized design – Randomized block design –
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PART A
1. What do you understand by Design of Experiments? (R) ( MAY 2012) ( MAY 2015 )
Solution:
By „experiment‟ we mean the collection of data (which usually consists of a series of
measurement of some feature of an object) for a scientific investigation according to a certain
specified sampling procedures.
Solution:
Consider an agricultural experiment. To analyze the effect of a manure in the yield of paddy, we
use the manure in some plots of same size(group of experimental units) is called experimental group
and the some other group of plots in which the manure is used and which will provide a basis for
comparison is called the control group.
(iii).By balancing, we mean adjusting the procedures of grouping, blocking and assigning the
manures in such a manner that a balanced configuration is obtained.
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7. Explain replication.(U)
Solution:
In order to study the effects of different manures on the yield are studied, each manure is used in
more than one plot. In other words, we resort to replication which means repetition.
ANOVA enables us to divide the total variation (represented by variance ) in a group into parts
which are accounted to different factors and a residual random variation which could be accounted
for by any of these factors. The variation due to any specific factor is compared with the residual
variation for significance, and hence the effect of the factors are concluded.
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Solution:
In a 2 X 2 LSD, the degree of freedom for the residual variation is (n -1) (n -2) = 0 which is not
possible. Therefore a 2 X 2 LSD is not possible.
RBD LSD
1.The number of replications of each 1.There is no such restriction treatment
2. Can be performed in square field is equal to the number of treatments.
only 2.Can be performed in square or
3. Number of treatments must be rectangular field.
4.It controls two extraneous variables 3. No such restriction
4. Controls only one extraneous
variable.
15. Write down the ANOVA table for one way classification. (R) (MAY 2012)
PART B
1. The following table shows the lives in hours of four brands of electric lamps:
Brand
A: 1610 1610 1650 1680 1700 1720 1800
B: 1580 1640 1640 1700 1750
C: 1460 1550 1600 1620 1640 1660 1740 1820
D: 1510 1520 1530 1570 1600 1680
Perform an analysis of variance and test the homogeneity of the mean lives of the four brands of
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2. Experiment was performed to judge the effect of four different fuels and three different types of
launchers on the range of a certain rocket,.Test on the basis of following ranges in miles,whether
there is significant effect due to differences in fuels and whether there is significant effect due
to differences in launchers. Use .01 level of significance
3. A completely randomized design experiment with 10 plots and 3 treatments gave the following
results: (A)
Plot No: 1 2 3 4 5 6 7 8 9 10
Treatment: A B C A C C A B A B
Yield: 5 4 3 7 5 1 3 4 1 7
Analyze the results for treatment effects. (DEC 2010)
4. Three varieties of a crop are tested in a randomized block design with four replications, the
layout being as given below: The yields are given in kilograms. Analyze for significance(A)
5. Four experiments determine the moisture content of samples of a powder, each observer taking a
sample from each of six consignments. The assessments are given below: (A)
Consignment
1 2 3 4 5 6
1 9 10 9 10 11 11
Observer 2 12 11 9 11 10 10
3 11 10 10 12 11 10
4 12 13 11 14 12 10
Perform an analysis of variance on these data and discuss whether there is any significant difference
between consignments or between observers. (MAY 2009)
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6. The following data resulted from an experiment to compare three burners B1, B2,B3. A Latin
square design was used as the tests were made on 3 engines and were spread over 3 days.
Day 1 B1 - 16 B2 – 17 B3 – 20
Day 2 B2 – 16 B3 – 21 B1 – 15
Day 3 B3 – 15 B1 – 12 B2 – 13
Test the hypotheses that there is no difference between the burners. (DEC 2010)(Nov/Dec2108)
7. The following are the number of mistakes made in 5 successive days by 4 technicians working
for a photographic laboratory test at a level of significance α= 0.01. Test whether the difference
among the four sample means can be attributes to change. (A)
Technician
I II III IV
6 14 10 9
14 9 12 12
10 12 7 8
8 10 15 10
11 14 11 11
8. The following data represent the number of units of production per day turned out by different
workers using 4 different types of machines
Machine
type
A B C D
workers 1 44 38 47 36
2 46 40 52 43
3 34 36 44 32
4 43 38 46 33
5 38 42 49 39
(1)Test whether the five men differ with respect to mean productivity
(2)Test whether the mean productivity is the same for the four different machine types
(MAY 2013) (A)
9. what are the basic assumptions involved in ANOVA. (MAY 2011) (A)
10. In a Latin square experiment given are the yields in quintals per acre on the paddy crop carried
out for testing the effect of five fertilizers A,B,C,D,E. Analyze the data for variations.
B25 A18 E27 D30 C27
A19 D31 C29 E26 B23
C28 B22 D33 A18 E27
E28 C26 A20 B25 D33
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11. using 22 factorial design, draw the graphical presentation of the following table and find the
difference in mean without replication term and calculate (y1-y0),(y0.1-y0.0).
Discuss when PH=2 and 3
13. The following table shows the lives in hours of four pages of electric bulbs.
BATCHES
1 1610 1610 1650 1680 1700 1720 1800
2 1580 1640 1640 1700 1750
3 1460 1550 1600 1620 1640 1660 1740 1820
4 1510 1520 1530 1570 1600 1680
Perform and analysis of variance of these data and show that a significance test doesnot reject
their homogeneity. (MAY 2009) (A)
14. Three varieties of a crop are tested in a randomized block design with four replications. The plot
yield in pounds are as follows:
A6 C5 A8 B9
C8 A4 B6 C9
B7 B6 C10 A6
Analyse the experiment yield and state your conclusion. (MAY 2011) (A)
15. Setup the analysis of variance table for the following results of a latin square design, use 0.01
level of significance.
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C18 B12 D6 A7
B22 D10 A5 C21
D12 A7 C27 B17
16. Analyse the following of latin square experiment
B 47 46 52
C 48 50 55
D 42 37 49
Perform ANOVA and test at .05 level of significance whether these are differences in the
detergents or in the engines. (A) (DEC 2015,R2013)
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22. Find out the main effects and interactions in the following - factorial experiment and write
down the ANOVA table
I a b ab
Block 00 10 01 11
I 64 25 30 6
II 75 14 50 33
III 76 12 41 17
IV 75 33 25 10
(DEC 2015,R2013)Nov/Dec2018
23. Three varities of coal were analysed by 4 chemists and the ash content is tabulated here. Perform
an analysis of variance. (A)
Chemists
A B C D
I 8 5 5 7
II 7 6 4 4 Coal
III 3 6 5 4
UNIT V
STATISTICAL QUALITY CONTROL `
Control charts for measurements (X and R charts) – Control charts for attributes (p, c and np charts)
–Tolerance limits - Acceptance sampling.
PART-A
1. What do you mean by Statistical quality control (SQC)?(R)
SQC is statistical method for finding whether the variation in the quality of the product is
due to random causes or assignable causes. It does not involve inspecting each and every item
produced for quality standards, but involves inspection of samples of items produced and
application of test of significance.
2. What are the advantages of SQC
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Statistical quality control has several advantages over 100% inspection of system.
(i) Since only a fraction of output a inspected , costs of inspection are greatly reduced.
(ii) It is easy to apply
(iii) Since works of inspection is considerably reduced , efficiency is increased
(iv) SQC ensures an early detection of faults and hence a minimum waste of reject
production
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16. What is the difference between tolerance limit and control limit?(U)
An important difference between tolerance limit and control limits is that the former are used
to determine whether individual manufactured components are acceptable, whereas the latter
are used to manufacturing process.
17. Write the advantages of control chart.(R)
(i) It helps us to rectify the faults and errors during the process or even after the process
is over.
(ii) Any change of process in the production line can be tested very easily
(iii) There is a lot of saving time and cost
(iv) Decision can be taken with more reliability and confidence
PART-B
1. 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
appropriate mean and range chart and comment on the state of the control process
(April/May 2018)
Sample number
1 2 3 4 5 6 7 8 9 10
measurements
49 50 50 48 47 52 49 55 53 54
55 51 53 53 49 55 49 55 50 54
Observed
54 53 48 51 50 47 49 50 54 52
49 46 52 50 44 56 53 53 47 54
X
53 50 47 53 45 50 45 57 51 56
measure
32 28 39 50 42 50 44 22
36 32 52 42 45 29 52 35
d
42 40 28 31 34 21 35 44
3. Given below are the values of sample mean and sample range for 10 samples, each of size 5.
Draw the appropriate mean and range chart and comment on the state of the control
process.(A)
Sample 1 2 3 4 5 6 7 8 9 10
No
Mean 43 49 37 44 45 37 51 46 43 47
Range 5 6 5 7 7 4 8 6 4 6
4. A machine fills boxes with dry cereal. 15 samples of 4 boxes are drawn randomly. The
weights of the sampled boxes are shown as follows. Draw the appropriate X -chart and R -
charts and comment on the state of the control process. (A)
Sample 1 2 3 4 5 6 7 8 9 10
No
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10.0 10.3 11.5 11.0 11.3 10.7 11.3 12.3 11.0 11.3
Weight
10.2 10.9 10.7 11.1 11.6 11.4 11.4 12.1 13.1 12.1
of
boxes(X) 11.3 10.7 11.4 10.7 11.9 10.7 11.1 12.7 13.1 10.7
12.4 11.7 12.4 11.4 12.1 11.0 10.3 10.7 12.4 11.5
Sample 11 12 13 14 15
No
Weight 12.5 11.9 12.1 11.9 10.6
of 11.9 12.1 11.1 12.9 11.9
boxes(X) 11.8 11.6 12.1 13.1 11.7
11.3 11.4 11.7 12.0 12.1
5. A plastics manufacturer extrudes blanks for use in the manufacture of eye –glass temples.
Specifications require that the thickness of these blanks have x 0.150 inch 0.002 inch.
Calculate 2-sigma and 3- sigma upper and lower control limits for means of samples 5 and prepare
control chart
6. A machine is set to deliver packets of a given weight. Ten samples of size 5 each were
recorded . Draw the R-chart and comment on its state of control
Sample no 1 2 3 4 5 6 7 8 9 10
Range 7 7 4 9 8 7 12 4 11 5
7. In a factory producing spark plugs, the number of defectives found in the inspection of 15 lots
of 100 each is given below: Draw the control chart for the number of defectives and
comment on the state of control (A)
Sample no(i) 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
No of
5 10 12 8 6 4 6 3 4 5 4 7 9 3 4
defectives(np)
8. 15 samples of 200 items each were drawn from the output of a process. The numbers of
defective items in the samples are given below. Prepare the control chart for the fraction
defective (A)
Sample no(i) 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
No of
defectives(np)
12 15 10 8 19 15 17 11 13 20 10 8 9 5 8
9. 10 samples of each of size 50 were inspected and the number of defectives in the inspection
were 2, 1,1,2,3,5,5,1,2,3 . Draw the np –chart and p-chart for defectives and compare it.
10. The following data refer to visual defects found at inspection of first 10 samples of size 100.
Use the data to obtain upper and lower control limit for percentage defective in sample of 100
Sample
no 1 2 3 4 5 6 7 8 9 10 total
No of
2 1 1 3 2 3 4 2 2 0 20
defective
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11. Thirty-five successive samples of 100 castings each, taken from a production line , contained
respectively 3,3,5,3,5,0,3,2,3,5,6,5,9,1,2,4,5,2,0,10,3,6,3,2,5,6,3,3,2,5,1,0,7,4 and 3 defectives
If the fraction of defectives is to be maintained at 0.02, Construct p- chart for these data
12. Suppose that it is known from the past experience that on the average an aircraft assembly
made by a certain company has four missing rivets. Calculate the central line and control
limits for the following results of missing rivets in 25 assemblies :
4,6,5,1,2,3,5,7,1,2,2,4,6,5,3,2,4,1,8,4,5,6,3,4,,2
13. 20 pieces of cloth out of different rolls contained respectively
1,4,3,2,4,5,6,7,2,3,2,5,7,6,4,5,2,1,3 and 8 imperfections ,Ascertain whether the process is in a
state of statistical control(Nov/Dec2018)
14. In an integrated circuit production line ,sample of 100 units are checked to electrical
specifications on alternate days of month and results declared as number of defectives are
tabulated below. Draw p-chart and np-chart and comment (Nov/Dec2018)
15. The following are the figures for the number of defectives of 10 samples each containing 100
items: 8,10,9,8,10,11,7,9,6,and 12.Draw the control chart for fraction of defectives and
comment on state of the control (Nov/Dec2018)
Sample no 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
No .of
defectives 24 38 62 34 26 36 38 52 33 44 44 52 45 30 34
p(1 p)
UCL p 3
n
p (1 p)
LCL p 3 Note: If LCL= negative then assume assume LCL to be equal
n to zero
Construction of np-chart
The number of defectives can be plotted directly.
Central line = n p
UCL np 3 np(1 p)
LCL np 3 np(1 p)
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Construction of C-chart
Let ‘C’ –represents the number of defects counted in one unit of cloth and c represent the mean of the
defects counted in several such unit of cloth
Central line = c
UCL c 3 c
LCL c 3 c
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