INDIAN INSTITUTE OF TECHNOLOGY, KHARAGPUR

END SEMESTER EXAMINATION

Date : - 4 -2013 AN Time : 3 hours Full Marks : 50

Spring Semester : 2012-2013 Department : Mathematics
Subject No.:MA20 104 Subject Name : Probability & Statistics
Course : B.Tech./M.Sc. 2nct Year (AG, BT, CE, CS, HS, IM, MA, MI, MF, QE, QM,
breadth, additional, backlog) No. of students: 620

Instructions: Answer all questions. Marks are indicated at the end of each question.
Statistical tables may be used.

1(a)· The percentage X of a particular compound contained in a rocket fuel follows a

normal distribution with mean 33 and standard deviation 3, though the specification
for X is that it should lie between 30 and 35. The manufacturer will get a net profit
(per unit of fuel) ofRs. 100, if 30<X <35, Rs. 50, if 25<X~30or 35~X~40
and incur a loss of Rs. 60 per unit of the fuel otherwise. Find the expected profit of
the manufacturer. 3M
(b) A boy and a girl decide to meet between 5:00p.m. and 6:30 p.m. in a park. They
decide not to wait for the other for more than 15 minutes. Assuming arrival times of
boy and girl to be independent and uniformly distributed on [5:00, 6:30], find the
probability that they will meet. 3M
(c) Let X denote the velocity of a random gas molecule. According to the Maxwell-
Boltzmann law, the density for X is given by
fx(x) = c x 2 exp{-fix 2 }, x > 0.

Find c in terms of p. The kinetic energy ofthe molecule, Y, is given by Y =.!... mX 2 ,

2
where m is positive. Find the density of Y. 3M

2(a) Let (X, Y) be continuous random variables with the joint density function;
fx,r(x?y)=e-Y(I-e-x), O<x<y<oo,
=e-.. (1-e-Y), O<y~x<oo.

Find the marginal distributions of X and Y. Also find E(XY). 4M

(b) Let (X, Y) have bivariate normal distribution with density function

2 2
1
f(x,y)=~exp {--
2 ( (x-I) 1
+-(y+I) I
--(x-1)(y+1) )} , -oo <X, y < oo.
2nv3 3 4 2
Find Corr(X,Y), P(1 <X< 21 Y =1), and P(l X +YI < 0.5). 4M

3(a) The waiting times (in minutes) X and Y of two customers joining an ATM counter
at two different times are assumed, to be independent and identically distributed
exponential random variables with mean one minute. Find the joint density of the
sum of the waiting times U = X+ Y and the fraction of this time that the first
I
 customer spends waiting V = ~. Find the marginal densities of U and V. Are
X+Y
U and V independent? 5M
2
(b)Let X 1 ,X2 , ••• ,Xn be a random sample from a N(,u, a- ) population, and let
- 1 n I n
X=- xi'
n i=I
I S
2
=--I
n- I i=l
2
(X, - X) • Identify the distributions of

(i) I (X; -t)2 (ii) I (X; -2X)2 (iii) fncx- ,u)

i=I a 1=1 a S 3M
4(a) Suppose X 1,X2 , ••• , Xnis a random sample from a uniform population on [0, B].
Find the maximum likelihood estimator of (}. 2M
(b) The following measurements on residual flame time (in seconds) of treated
specimens of children's nightwear are obtained:
9.85, 9.93, 9.75, 9.77, 9.67, 9.87, 9.67, 9.94, 9.85, 9.75,
Find a 95% confidence interval on the variance of the residual flame time. 3M
(c) A sample of 4 observations taken from a normal population of unknown mean ,u
and known standard deviation a= 0.1. The computed value of X is 585.145.
Construct a 99% confidence interval for ,u. Suppose that the value of a is found to
be doubtful for the above population and we use sample standard deviation S = 0.1 .
What would be 99% confidence interval for ,u now? 4M
5(a) A random sample of size 20 from a normal population gives a sample mean of 42
and s~mple standard deviation of 6. At 5% level of significance test the hypothesis
that the population mean is more than 44. State clearly the null and alternative
hypotheses. 3M
(b) Two catalysts are being analyzed to determine how they affect the mean yield of a
chemical process. Let ~ 1 and ~2 denote the mean yields by using catalyst 1 and 2
respectively. On the basis of random samples of size 8 from each process, the
=
following data were recorded: X 9 I. 73, Y 93. 75, SI2 = 3.89, = s; =
4.02. At I 0%
*
level of significance test the hypothesis H0 :a~ =a; vs. H 0 :a~ ai. Further test
*
the hypothesis Ho: ~ 1 = ~2 vs. HI: ~ 1 ~2 at 5% level of significance. 5M
6(a) It is claimed that an industrial safety program is effective in reducing the loss of
working hours due to factory accidents. The following data are collected concerning
the weekly loss of working hours due to accidents in 6 plants both before and after
the sa:6ety pro! ram 1s Imtmted.
"Plant 1 2 3 4 5 6
' Before 12 29 16 37 28 15
After 10 28 17 35 -25 16
Test the hypothesis if the data support the claim. (Take a.= 0.05.) State clearly the
null and alternative hypotheses. 3M
(b) Define : Unbiased estimator, Consistent estimator, Probabilities of Type I and
Type II errors, Power of the test. 5M