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    Tutorial_11

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    1

    Tutorial 11: Probability and Statistics (MAL403/IC105)


    Indian Institute of Technology Bhilai

    1. Let X1 , X2 , . . . , Xm and Y1 , Y2 , . . . , Yn , respectively be independentrsamples from N (µ1 , σ12 )


    and N (µ2 , σ22 ). Then what is the distribution of s X−Y −(µ 2
    1 −µ2 )
    2
    
    m+n−2
    σ2 σ2
    .
    (m−1)S1 (n−1)S2 1 + 2
    2 + 2 m n
    σ1 σ2

    2. Let X1 , . . . , Xn are random samples from N (µ, σ 2 ) and X and S 2 respectively, be the sample
    mean and sample variance. Let Xn+1 ∼ N (µ,σ 2 ) and assume that X1 , X2 , . . . , Xn , Xn+1 are
    p n Xn+1 −X
    independent. Find the distribution of n+1 S
    .

    3. Let X1 , X2 , . . . , Xm and Y1 , Y2 , . . . , Yn are independent random samples from N (µ1 , σ 2 ) and


    N (µ2 , σ 2 ), respectively. Also let α, β be two fixed real numbers. If X, Y denote the corre-
    1 )+β(Y −µ2 )
    sponding sample means, what is the sampling distribution of r α(X−µ 2 2q
    (m−1)S1 +(n−1)S2 α2 2
    m+n−2 m
    + βn

    4. A prototype automotive tire has a design life of 38, 500 miles with a standard deviation of
    2, 500 miles. Five such tires are manufactured and tested. On the assumption that the actual
    population mean is 38, 500 miles and the actual population standard deviation is 2, 500 miles,
    find the probability that the sample mean will be less than 36, 000 miles. Assume that the
    distribution of lifetimes of such tires is normal.

    5. It is required to estimate the mean of a normal population using a sample sufficiently large,
    so that the probability will be 0.95 that the sample mean will not differ from population
    mean by more than 25% of the population standard deviation. How large should be the
    sample? (Use tables of normal distribution).

    6. Let X1 , X2 , . . . , Xn be random sample taken from a shifted exponential distribution Exp(µ, 1)


    with the density function

    e−(x−µ) , x > µ,
    
    fY (y) =
    0, Otherwise
    Find the value of P (X(1) > 3µ).

    7. Let a random sample of size n be drawn from a normal N (68, 6.25) population. What
    should be the minimum size of the sample such that the difference of the sample mean and
    the population mean is not more than 1 with probability at least 0.95?

    8. Find the probability that a random sample of 25 observations from a normal population
    with variance σ 2 = 6 will have sample variance greater than 9.105.

    9. Let S12 and S22 be the sample variances from two independent samples of sizes n1 = 5 and n2 =
    4 from two normal populations having the same unknown variance . Find (approximately)
    S2 1
    the probability that S12 < 5.2 or > 6.5.
    2
    2

    10. A random sample of size 5 is taken from normal population with mean µ = 2.5 and variance
    σ 2 = 36.

    (a) Find the probability that the sample variance lies between 30 and 44.
    (b) Find the probability that the sample mean lies between 1.3 and 3.5 and the sample
    variance lies between 30 and 44.

    11. Let X1 and X2 be independent random variables with Xi ∼ Gamma(ni , 1/θ) ni > 0, θ > 0.
    Define Y1 = X1 + X2 and Y2 = X1X+X
    1
    2
    . Then prove that Y1 and Y2 independently distributed
    with Y1 ∼ Gamma(n1 + n2 , θ) and Y2 ∼ Beta(n1 , n2 ).

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