National Institute of Technology Rourkela

End Term Examination

Session 2015-2016(Autumn)
M.Tech., Safety Engineering
Sub. Code: MA 621 Subject Name: Probability & Statistics Dept. Code: MA
No of pages: 1 Full Marks: 50 Duration: 3 Hours

• Answer all questions

• Figures at the right hand margin indicate marks.
• All parts of a question should be answered at one place.

1. A die is loaded in such a manner that for n = 1, 2, 3, 4, 5, 6, the probability of the

face marked ‘n’ landing on top when the die is rolled is proportional to ‘n’. Find
the probability that an odd number will appear on tossing the die. [5]
2. Write short notes on the following. Location parameter, Scale parameter, p th quan-
tile of a distribution, Marginal Distribution, χ2(n) distribution. [5]

3. A, B and C play a game and the chances of their winning it in an attempt are 2/3,
1/3 and 1/4 respectively. A has the first chance, followed by B and then by C. This
cycle is repeated till one of them wins the game. Find their respective chances of
winning the game. [5]
4. Let X be a continuous type random variable having density function f (x, θ) =
(1 + θ)xθ , 0 < x < 1. Find the maximum likelihood estimator and the method of
moments estimator of the parameter θ based on the sample values 0.28, 0.50, 0.20,
0.15, 0.01, 0.69, 0.21, 0.50, 0.47, 0.087. [5]
5. Discuss with an example the hyper geometric distribution. Derive the mean and
variance of it. Further show that how it is related to binomial distribution. [5]
6. Let X ∼ G(α, β). Derive the mean and variance of X.PFurther if X1 , X2 , . . . , Xn be
‘n’ iid copies of X then find the distribution of Sn = ni=1 Xi . [5]

7. If X ∼ N (µ, σ 2 ). Then find the probability density function of Y = aX + b, a > 0,

b ∈ R. Let X ∼ N (15, 16). Then find P (10 ≤ X ≤ 17) and P (|X − 15| ≥ 0.5). [5]
8. Show that the correlation coefficient ρ always satisfies the relation −1 ≤ ρ ≤ 1.
Calculate the correlation coefficient for the following heights of fathers(X) and their
sons(Y ) and write your conclusion. [5]
X : 65, 66, 67, 67, 68, 69, 70, 72
Y : 67, 68, 65, 68, 72, 72, 69, 71.
9. Suppose that the random variable (X, Y ) is uniformly distributed over the region
R = {(x, y) : 0 < x < y < 1}. Find the covariance between X and Y. [5]
10. (a) Let X and Y be independent random variables having a common pdf f (x) = e−x ,
x > 0. Then find the density of X − Y. [2.5]
(b) Define conditional expectation. If EX 2 < ∞, then show that [2.5]
V ar(X) = V ar(E(X|Y )) + E(V ar(X|Y )).