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MA1253 / PROBABILITY AND STATISTICS UNIT I /PROBABILITY AND RANDOM VARIABLE Axioms of probability - Conditional probability - Total probability ± Baye¶s theorem Random variable - Probability mass function ±

Probability density

functions- Properties ± Moments - Moment generating

functions and their properties 1. From 21 tickets marked with 20 to 40 numerals one is drawn at random. Find the chance that it is a multiple of five. 2. 3. 4. 5. 6. 7. Two balls are drawn from a bag containing 3 R, 5G. What is the chance that they are (i) of different colors (ii) same color? A bag contains 3 R, 6 W & 7 B balls. What is the probability that 2 balls drawn are W and B.? A and B are events with p(A) = 3 / 8 , p(B) = 1 / 2 and p(A B ) =1/ 4. Find p (A c Prove: p (A c) = 1 ± p (A). Prove Addition theorem. A is known to hit the target in 2 out of 5 shots where as B is known to hit the target in 3 out of 4 shots. Find the probability that the target being hit when they both try. AU 8. 9. If p (A) = 0.31, p (B) = 0.47, where A and B are mutually exclusive, find p (A independent (iii) A & B are independent. AU 10. A problem in statistics is given to three students whose chances of solving it are ½, 1/3 and ¼ respectively. Find the probability that it will be solved. 11. 12. If A, B and C are independent events, then prove that (A B) and C are independent. If A and B are independent events such that p(A B ) ¾, p( A

c c

B c). AU

B)

c

If A & B are independent events, prove that (i) Ac and B c are independent (ii) A

and B are

B ) = ¼ and p(A c ) = 2/3, find p (A

/B).

13. 14.

If A and B are independent events with p (B) =0.15 and p (A/B) =0.24, find p (A). A fair die is thrown. Determine the conditional probability of {f2} given an even number has occurred.MU

15.

A probability that a communication system will have fidelity is 0.81 and the probability that it will have high fidelity and high selectivity is 0.18. What is the probability that system with fidelity will also have high selectivity?

16.

A, B & C in order toss a coin. The first one to throw a head wins. If A starts, find their respective chance of winning.

17.

2 persons A & B toss an unbiased coin alternatively until one get head and that player is the winner. If A starts the game. Find their respective chance of winning. BAYES¶ THEOREM

18.

A toy is rejected if the design is faulty or not. The probability that the design is faulty is 0.1 and that the toy is rejected because of faulty design is 0.95 and otherwise is 0.45. If a toy is rejected, what is the probability that it is due to faulty design. AU

Dr. D. Saravanan, Professor of Mathematics

2

19. A box contains 5 Red and 4 White balls. Two balls drawn successively from the box without replacement and it is noted that the second one is White. What is the probability that the first ball drawn is also White? AU 20. 21. An urn contains 5 balls. Two balls are drawn and found to be white. What is the probability of all the balls being White? For a certain binary communication channel the probability that a transmitted µ0¶ is received as a µ0¶ is 0.95 and the probability that a µ1¶ transmitted is received, as µ1¶ is 0.90. If that a µ0¶ is transmitted is 0.4. Find the probability that (i) a µ1¶ is received (ii) a µ1¶ was transmitted given that a µ1¶ was received 22. The chance that a doctor X will diagnose a disease correctly is 60%and that a patient will die by his treatment after correct diagnosis is 40% and that of death by wrong diagnosis is 70%. A patient of the doctor X having the disease died. What is the chance that his disease was diagnosed correctly MU 23. Suppose that the population of a certain city is 40% male and 60% female. If 50 % of the male and 30% of the female smoke. What is the probability a smoke is male 24. An urn contains 10R, 3B balls. Another urn contains 3R, 5B balls. Two balls are transformed from the first urn to the second urn. One ball is now drawn from the first urn to the second urn. i) What is the probability that is red? ii) If it is red, what is the probability that 1R, 1B were transformed. MOMENTS & MOMENT GENERATING FUNCTIONS 25. If a random variable X takes the value 1,2,3,4 such that 2P(X=1) = 3P(X=2) = P(X=3) = 5P(X=4). Find the distribution of x 26. X P(X) A random variable X has the following distribution, 0 0 1 k 2 2k 3 2k 4 3k 5 k2 6 2 k2 7 7 k2 +k (iii) the smallest value of P for

Find (i) the value of k which P(X <P) > ½ 27.

(ii) P (1.5 < X < 4.5 | x > 2) (iv) find cdf

A random variable X has the following distribution, X P(X) 0 a 1 3a 2 5a 3 7a (iii) cdf 1 2k 2 0.3 3 3k (iii) cdf MU 4 9a 5 11a 6 13a 7 15a 8 17a

Find (I) the value of a (ii) P(X<3) 28. X P(X) -2 0.1 -1 k 0 0.2

A random variable X has the following distribution,

Find (I) the value of k (ii) P(X<2) & P (-2 <X <2) 29.

A continuous R.V x has a PDF given by f(x) = 3x ) < x < 1 Find µk¶such that P (X> k ) = 0.05

Dr. D. Saravanan, Professor of Mathematics

3

A R.V has the PDF f ( x ) ! ¯1 x 2

30.

® k ±

if g

x

g

determine µk¶ and the distribution

± 0 °

otherwise

function

31.

kx 0exe2 ® ±k 2 2exe4 ± find µk¶ and cdf f(x) A R.V has the PDF f(x) = ¯ 6 ± k kx 4 e x e 6 ±0 elsewhere °

32.

**® x ± A R.V has the PDF f(x) = ¯ 2 x ± 0 °
**

function, P( x >2)

0 e x e1 2 e x e 4 find its cdf xu2

33.

Find the distribution function of a R.V x is given by F(x) = 1 ± ( 1+x) e-x; x >0 Find the density

P( 1/3 <x <4) 35. 36. Find the value of µk¶ if the PDF of x is f(x) = kx (1-x); 0 < x< 1. Find the moment of the following X F 0 3 2 7 3 2 4 3 6 5

37.

Let k have the probability mass function P(k) ¯T 2 k 2

® 6 ± ±0 °

38.

**0e x 1 ®x ± 1 1 find the MGF of the a R.V. X with PDF f(x) = ¯ 2 x 1 e x 2 also find Q 1 , Q 2 ±0 otherwise °
**

Let X be a R.V with value -1, 0, 1 such that P(X= -1)=2P(X=0) = P(X=1). Find the mean of 2x ± 5 A continuous R.V X has the PDF f(x) = kx2 e-x x > 0 Find the rth moment of X about the origin. Hence find the mean and variance of X A continuous R.V X has the PDF f(x) = k e-x x > 0 Find the rth moment of X about the origin. Hence find the S.D

39. 40.

41.

42.

For a R.V x with M x (t ) !

( e t 2) 4 , Find P (x < 2) 81

Dr. D. Saravanan, Professor of Mathematics

¤

¤

34.

0 ± x2 ± The cdf of the R.V x is given by ¯ 2 1 ± (3 / 25)(3 x) ± 1 °

x

0 x

1/ 2

k ! 1, 2,3,... otherwise

¡ ¢ £ ¢ £ ¢

0 x 3

x 1/ 2 3

Find P( |X| <1) and

find MGF

4

UNIT II / STANDARD DISTRIBUTIONS Binomial, Poisson, Geometric, Negative Binomial, Uniform, Exponential, Gamma, Weibull and Normal distributions and their properties - Functions of a random var. 1. 2. 3. 4. Determine the binomial distribution for which mean is 4 and variance 3 6 dice thrown 729 times, how many times do you expect at least 3 dice to show 5 or 6? 6 bombs are dropped from a flight to hit a target. The probability of hitting is 1/5 . Two bombs are required to destroy the building. Find the probability that the building is destroyed. In a long run, 3 vessels out of every 10 do not return. If 10 vessels are out , find the probability that at least 8 will arrive safely 5. If X, Y are independent Poisson variable, then conditional distribution of X + Y given X is Binomial distribution. 6. 7. 8. 9. Poisson distribution is an approximation of binomial distribution. If X is a Poisson variable such that P(X = 2) = 9 P(X = 4) + 90 P(X= 6) find the variance. The MGF of a RV of X is given by

M x (t ) ! e 3( e

t

1)

Find P (x = 1)

It is known that 5% of the books of a certain bindings have defective bindings. Find the probability that 2 of 100 books bound of this binding will have defective

10.

A certain rare blood type can be found in only 0.05% of people. If the population of a randomly selected group is 3000. What is the probability that at least two people in the group have this rare blood type?

11.

A radioactive source emits on the average 2.5 particles per second. Find the probability that 3 or more particles will be emitted in the interval of 4 seconds.

12.

A radioactive source emits on the average 10 particles per min. in according to the Poisson law. Each particle emitted has a probability of 2/5 being recorded. Find the probability that 4 particles recorded in a min period

13. 14.

From an arbitrary deck of 52 cards, we draw cards at random with replacement and successively until an ace is drawn. What is the probability that at least10 draw are needed A father asks his sons to cut their background lawn. Since he does not specify of three sons is to do so the job, each boy tosses a coin to determine odd person, what must cut lawn. In the case that all these get heads or tail, they continue tossing until they reach a decision. (i) find the probability that they reach a decision in less than µn¶ tosses (ii) what is minimum number of tosses required to reach a decision with probability 0.95

Dr. D. Saravanan, Professor of Mathematics

5

15. A woman and her husband want to have 95% chance for atleast one boy and atleast one girl. What is the minimum number of children they should plan to have? assume that equal probability for gender of child 16. life time of IC chips manufactured by a semiconductor manufacturer are approximately normally distributed with mean 5x106 hours and variance 5x105 hours A mainframe manufacturer requires at least 95% of a batch should have a life time greater than 4x106 will the deal be made? 17. The time required to repair a machine is exponentially distributed with parameter P=1/3. What is the probability that the repair time exceeds 3 hours. 18. The daily consumption of milk in excesses of 20000 gallon is approximately exponentially distributed with U = 3000. The city has a daily stock of 35000 gallons. What is the probability that of two days selected at random the stock is in sufficient for both days. 19. the mileage which a car owner get with a certain kind of radial tyre is a R.V having exponential distribution with mean 40000 km. Find the probability that one of these tyres will last 20000km 20. 2) at most 30000km 1) at least

If the time T is required to repair of a component is exponentially distributed with P= ½ . What is the 1) probability that repair time will exceed 2 hours 2) conditional probability that repair time

takes atmost 10 hours given that its duration exceeds 9 hours? 21. In a certain city, the daily consumptions of electric power in millions of kilowatt-hours can be treated as a R.V having an Erlang distribution with parameter P = ½; k = 3. If the power plant of this city has a daily capacity of 12 million kilowatt hours. What is the probability that this power supply will be inadequate on any given day? 22. The life time of a component measured in hours is Weibull distribution with parameter E = 0.2, F = 0.5 Find the mean lifetime of the component FUNCTIONS OF RANDOM VARIABLE 23. The p.d.f. of x be f ( x) ! ¯

0 °

other ise

24. 25. 26. 27. 28.

Using method of distribution function calculate PDF of Y =

Let Y = e x find the p.d.f. of y if x is a uniform R.V. over (0,1) Let Y = x2 Find the p.d.f. of y if x is a uniform R.V. over (-1,2) The p.d.f. of a R.V x is f(x) = 2x ) < x < 1 Find the p.d.f. of 1) Y = 3x + 1 2) Y = 8 X3 Let the p.d.f. of x be f(x) = f ( x) ! ¯ and Z = e ±x

® ex 0 °

29.

If X is a normal R.V with mean zero and variance W2 Find p.d.f of Y = ex

30.

**® x3 4 ± 1 e x e 2 Find the p.d.f. of Y = ex & W = ( x-1)2 Let x be a R.V with p.d.f f ( x) ! ¯ 15 ± otherwise 0 °
**

Dr. D. Saravanan, Professor of Mathematics

§ ¦

Pe Px

¥

x

0

forsome P " 0

3

x2

xu0

otherwise

Using the transformation Y = XX

6

31. Let Mx(t) =

1 t < 1 be the m.g.f of the R.V. Find the m.g.f. of Y = 2X + 1 1 t T T , ) Find the p.d.f of y = tan x 2 2

32.

If x is uniformly distributed in (

UNIT III

TWO DIMENSIONAL RANDOM VARIABLES

Joint distributions - Marginal and conditional distributions ± Covariance - Correlation and regression - Transformation of random variables Central limit theorem PART A 1. 2. 3. 4. 5. 6. Define joint probability density functions of a 2-D random variables. Define marginal density functions of a 2-D random variables. Define conditional density functions of a 2-D random variables. What is the condition for two variables to be independent. Given joint pdf, f(x,y) = cx(x-y), 0 <x <2 , -x < y <x. Evaluate c. The joint pdf of random variables x, y is given by f(x,y) = ¯ marginal density function of x. 7. If the joint pdf of a two dimensional random variables x,y is given by f(x,y) = ¯

8 xy , 0

°

0, else here

k ® (6 x y ); 0 x 2, 2 0, elsewhere °

y

4

. Find P( x < 1, y < 3).

3 ® 2 ± ( x y 2 ); 0 x 1, 0 y 1 , find f(x/y). 8. If f(x,y) = ¯ 2 ± 0, elsewhere °

9. Find the value of k if f(x,y) = k(1-x)(1-y) for 0 < x, y < 1 is to be a joint density function.

PART B 10. The input to a binary communication system, denoted by random variable X, takes on one of two values 0 or 1 with probabilities ¾ and ¼ respectively. Because of errors caused by noise in the system, the output Y differs from the input occasionally. The behaviour of the communication system is modeled by the conditional probability P( Y =1 / X =1) = ¾ and P ( Y =0 / x =0) = 7/8. Find (i) P (Y=1) (ii) P(Y=0) and (iii) P( X =1/ Y =1).

Dr. D. Saravanan, Professor of Mathematics

© © © ©

x 1; 0 y

x

¨

. Find the

7

11. 3 balls are drawn at random without replacement from a box containing 2 White , 3 Red & 4 Black balls. If X denots the number of white balls drawn and Y denotes the number of red balls drawn, form the joint probability distribution of (X,Y).

X Y

12. The joint probability mass function of X and Y is given as

0 0.1 0.08

1 0.04 0. 2

2 .02 0.06 0.3

.

0 1 2

0.06 0.14

Compute the marginal probability mass functions X and Y. Also, find P( X e 1, y e 1) and check whether the variables are independent. 13. Consider the discrete random variables X and Y with the joint pmf as shown below:

X /Y 2 1 1 2

1 1/ 8 1/ 8

0 1 / 16 1 / 16

1 1 / 8 . Are X and Y independent? Are they uncorrelated? 1/ 8 1/ 8 ® 2 xy ± ; 0 x 1, 0 y 2 x . Find (i) P ( X 3 ± 0, elsewhere ° 8 ®xy , 0 x 1; 0 y 0, elsewhere ° x

1 / 16 1 / 16 1 / 16

1 / 16 1 / 16

14. If the joint pdf of a 2D rv (x,y) is given by f(x,y) = ¯ > ½ ) (ii) P ( Y < X) (iii) P ( Y< ½ / X < ½ ).

15. The joint pdf of random variables x, y is given by f(x,y) = ¯

. (i) Find the

conditional density functions . (ii) Find P ( Y < 1/8 / X < ½ ) (iii) Check the independency. 16. If f(x,y) = ¯ 5

± °

0, else here

otherwise find P ( ¼ e y e ¾ ). 17. Given f(x,y) = ¯ 3

± °

0, else here

Conditional density X given by Y =y and P ( X e ½ / Y = ½ ). 18. If f(x,y) = ¯

® ( x y ) , x u 0, y u 0 e ° 0, elsewhere

19. The joint density function of 2 D random variables ( X, Y) is given by f(x,y) = ¯ 9

± 0, else here °

**Find the marginal density functions of X and Y. Find also the conditional density function of Y given
**

Dr. D. Saravanan, Professor of Mathematics

2 ± ( x 2 y ); 0 x 1, 0

6 ± ( x y 2 ); 0 x 1, 0

y 1

, obtain the marginal densities of x and y. Hence or

y 1

, (i) find marginal densities of X and Y (ii)

, find (i) P (X < 1)

(ii) P ( X + Y < 1).

8 ± xy , 1 x

y 2

.

8

X=x X given Y =y. and the conditional density function of

**® 9(1 x y ) ; 0 e x g, 0 e y g ± 20. The joint pdf is given by f(x,y) = ¯ 2(1 x ) 4 (1 y ) 4 . Find the marginal ± 0, elsewhere °
**

distributions of x and y and the conditional distribution of y for X=x. 21. The joint density function is given by f(x,y) = 2, 0 < x < y < 1, find the marginal and conditional density function. Are X and Y independent? 22. Let the joint density function of random variables X and Y be given by f(x,y) =

**1 ® ± y e x ; x 0, 0 y 2 . Find the marginal density functions of X and Y. ¯2 ± 0, elsewhere °
**

23. If the joint pdf of a two dimensional random variables x,y is given by f(x,y) = ¯

**®e 2 x 3 x ; 0 x1 , x 2 0 6 . Find the probability that the first random variable will take elsewhere ° 0,
**

1 2

on a value between 1 and 2 and the second random variable will take on a value between 2 and 3. Also find the probability that the first random variable will take on a value less than 2 and the second random variable will take on a value greater than 2. 24. If the joint pdf of a two dimensional random variables x,y is given by f(x,y) = ¯

k (6 x y ); 0 0,

x

2, 2

°

else here

X < 1/ Y < 3 ).

**x ® y x e ; 0 x g, 0 y g ± . Find 25. Let the conditional pdf of X and Y=y be given by f(x/y) = ¯ 1 y ± elsewhere 0, °
**

P(X < 1 / Y < 2). CORRELATION AND REGRESSION PART A 26. Write the regression equations. 27. Write the expression for acute angle between two lines of regression. 28. Prove that -1e V e 1.

29. Prove that if the variables are independent , then they are uncorrelated. 30. If the variables are uncorrelated, are they independent? Justify your answer. PART B 31. Calculate the correlation coefficient for the following height (in inches) of father (X) and their sons(Y) X : 65 66 68 67 65 67 68 68 72 69 72 70 69 72 71. Y : 67

Dr. D. Saravanan, Professor of Mathematics

# #

!

$ # #

y

4

"

. (i) Find the value of k. (ii) P ( X + Y < 3) (iii) P (

9

32. The joint probability mass function of X & Y is given below, find the correlation coefficient

X /Y 0 1

1 1 8 2 8

1 3 8 2 8

33. If the joint density function of ( X,Y) is given by f(x,y)=2-x-y, o< x,y <1. Find correlation coefficient 34. Let X be a RV with mean value is 3 &Variance is 2. Find the second moment of X about the origin. Another RV Yis defind by Y=-6x+22. Find the mean value of Y and the correlation of X &Y. 35. If the joint p.d.f of (X,Y) is given by

f ( x, y ) ! 3 xy ( x y ),0 e x, y e 1.

Verify that

36. If the joint density of X&Y is given by f ( x, y ) ! ¯ regression lines. 37. Two independent random variables X

4 ® ax, f ( x) ! ¯ 0 ° ,

V = X-Y are uncorrelated. 38. (X,Y) is a 2-D random variable uniformly distributed over the triangular region R bounded by y=0, x=3 and y = 4x/3, find the Vxy. 39. Let the joint pdf of (X,Y) be given by f ( x, y ) ! ¯ and Y independent? Obtain the regression lines. 40. Let the random variables X & Y have joint pdf f ( x, y ) ! ¯ correlation coefficient. (iii) Wy if Wx = 2.5

x y, 0

° 0,

41. A statistical investigator obtains the following regression lines 2x+3y = 5; 4y+3x = 7. Find (i) Vxy (ii)

x, y

42. Find V if f ( x, y ) ! 24 y (1 x), 0 e y e x e 1 . Find Vxy. 43. If x,y&z are uncorrelated with zero means , standard deviations 5,12,9 respectively and if u = 2x -3y, v= y + z + 2, find Vuv. 44. Given two random variables X and Y that have joint pdf

Dr. D. Saravanan, Professor of Mathematics

0

® e ( x y ) , x x 0, y f ( x, y ) ! ¯ elsewhere 0, °

0

. Find the regression equation Y on X.

) ( ( ( (

& &

'

0

%

E ( E (Y

)

) ! E (Y ) !

11 24 x ®y ± , 3 ± 0, °

and Y

0

x 1, 0

y

2

.Obtain the

elsewhere

are defined such that

0e x e 1 otherwise

4 ®by , f ( y) ! ¯ 0 °,

0 e y e1 otherwise

. Prove that U = X+Y and

6 ® x y, x ° 0,

0, y

0, x y e 1

elsewhere

. Are X

x

1, 0

y 1

else here

. Find the

10

45. If the two dimensional random variable (X,Y) is uniformly distributed over R , where

R ! _ x, y ) / x 2 y 2 e 1, y u 0 (

**a Find correlation coefficient .
**

PART A

TRANSFORMATIONS OF RANDOM VARIABLES 46. If X and Y are independent random variables having probability density functions f(x) = e-x , x > 0 and f(y) = e-y, y > 0, find the probability density function of U = X+Y. 47. If X and Y are independent random variables having variances 2 and 3 respectively, find the variance of 3x+4y. 48. If X and Y are independent random variables having identical uniform distributions over (-1,1), find the density function X+Y. PART B 49. The joint pdf of X, Y is given by f(x,y) = e-(x+y) , x > 0, y > 0. Find the pdf of u = (x+y)/ 2. 50. If X and Y are independent random variables each following N(0,2). Find pdf of z = 2x + 3y. 51. Let X and Y be positive independent random variables with identical pdf e-x , x > 0 and e-y , y > 0. Find the joint pdf of U = X+Y and V = X / Y. 52. If the joint pdf of two random variables X and Y given by f ( x, y ) ! ¯ the pdf of (i) U = XY (ii) U = X+Y

x ® y, 0 e x, y e 1 . Find 0 elsewhere °,

53. If X and Y each follow exponential distribution with parameter 1 and are independent find the pdf of U = X ± Y. 54. If X and Y are independent random variables having densities

f X ( x) ! e xU ( x), f Y ( y ) ! e yU ( y ) . Find pdf of Z = X / Y.

55. If X and Y are independent random variables with identical uniform distributions in ( 0, a), find the density function of Z = X ± Y. CENTRAL LIMIT THEOREM PART A 56. State the two different forms of Central limit theorem . 57. If Xi , i = 1 to 20 are independent ,uniformly distributed &identical variables , how are the random variables X and

§X

i !1

20

i

are distributed? PART B

58. Prove Central limit theorem. 59. A random sample of size 100 is taken from population whose mean is 60 and variance 400. Using CLT what probability can we assert that the mean of the sample will not differ from Q = 60 by more than 4 ?

Dr. D. Saravanan, Professor of Mathematics

11

60. If Vi, I = 1,2,«,20 are independent noise voltages received in an µ adder µ and V is the sum of the voltages received, find the probability that total incoming voltage V exceeds 105 using CLT. Assume that each of the random variables Vi is uniformly distributed over ( 0, 10 ). 61. A distribution with unknown mean Q, has the variance equal to 1.5 . Use CLT to find how large a sample should be taken from the distribution in order that the probability will be atleast 0.95 that the sample mean will be within 0.5 of the population mean. 62. If X1,. X2,«.,Xn are Poisson variables with parameter P = 2. Use CLT, to estimate P(120 < Sn < 160 ) where Sn = X1 + X2+««+Xn and n = 75.

UNIT IV / TESTING OF HYPOTHESIS Sampling distributions ± testing of hypothesis for mean, variance, proportions and differences using Normal, t, chi-square and F distributions ± test for independence of attributes and Goodness of fit. PART-A 1. 2. 3. 4. 5. 6. 7. 8. 9. Explain the various uses of ] test.

2

Explain the term: Acceptance and Rejection regions. Give the mean and standard error of the proportion of defectives in a random sample from a population containing defectives and non defectives. Show that the sum of two independent chi-square variates is also a chi-square. What do you mean by t-test? What is its application? What are the testes used to evaluate goodness of fit test? What are the assumptions made when using F distribution? Define level of significance. Explain Type I and Type II error PART-B STUDENT µSµtµTEST FOR SINGLE MEAN

1. A machine which produces mica insulating washers for use in electric devices is set to turn out washers a thickness of 10mm. A sample of 10 washers has an average thickness 9.52 mm with a S.D. of 0.6 mm. Calculate Student¶s t. 2. Ten cartons are taken at random from an automatic filling machine. The mean net weight of the 10 cartons is 11.802 and S.D.is 0.15 OZ. Dose the sample mean differ significantly from the intended weight of 12 OZ? Given 5% level of significance for 9 d.o.f =2.26 3. A random sample of 16 valves from a normal population showed a mean of 41.5 inches and the sum of squares of deviations from this mean equal to 135 square inches. Show that the assumption of a mean of 43.5 inches for the population is not acceptable

Dr. D. Saravanan, Professor of Mathematics

12

4. A random sample of size 20 from a normal population gives a sample mean of 42 and sample S.D.6.Test the hypothesis that the population mean is 44. STUDENT µS ¶ t¶ TEST (WHEN S.D.OF THE SAMPLEIS NOT GIVEN DIRECTLY) 5. Prices of shares of a company on the different days in a month were found to be 66, 65, 69, 70, 69, 71, 70, 63, 63, 64 and 68. Discuss whether the mean price of the shares in The month is 65. 6. Experience shows that a fixed dose of a certain drug causes an average increase of pulse rate of 10 beats per minute with a S.D.of 4.A group of 9 patients given the same does showed the following increase: 13, 15, 14, 10, 8, 12, 16, 9, 20.Test at 5% level of significance

whether this group is different in response to the drug 7. From a population of college students 10 students were randomly selected. Their weekly pocket money was observed that as 20, 22, 21, 15, 25, 19, 18, 20, 21, 22.Test whether sample supports that on an average the students get Rs.25 as pocket money 8. Ten individuals are chosen at random from a population and their heights are found to be 63, 64, 63, 65, 66, 69, 69, 70, 70, and 71. Discuss the suggestion that mean height of universe is 65. STUDENT¶ S ¶t¶ TEST FOR DIFFERENCE OF MEANS 9. An I.Q.test was administered to 5 persons before and after they were trained. The results are given below: I.Q. before training I.Q. after training 110 120 120 118 123 125 132 136 125 121 the

Test whether there is any change in I.Q. after the training programme. 10. Two salesmen A and B are working in a certain district. From a sample survey conducted by the Head Office, the following results were obtained. State whether there is any significance difference in the average sales between two salesmen. No. of sales Average sales (in Rs.) Standard deviation (in Rs.) 20 170 20 18 205 25

11. A group of 5 patients treated with medicine A weigh 42, 39, 48, 60, and 41 kgs; second group of 7 patients from the same hospital treated with medicine B weigh 38, 42, 56, 64, 68, 69and 62 kgs.Do you agree with the claim that medicine B increases the weight significantly? 12. The average no. of articles produced by two machines per day is 200 and 250 with S.D. 20 and 25 respectively on the basis of records of 25 day production. Can you regard both machines equally efficient at 1% L.O.S. F-TEST 13. In one sample of 10 observations, the sum of the squares of the deviations of the sample values from sample of 12 observations it was 314. Test whether the difference is level 14. The random samples were drawn from two normal population and the following results were obtained.

Dr. D. Saravanan, Professor of Mathematics

the

significant at 5%

13

Sample I Sample II 16 17 18 19 20 21 22 24 26 27 19 22 23 25 26 28 29 30 31 32 35 36

Obtain estimates of the variances of populations and test whether the two populations have he same variances. 15. The following data relate to a random sample of government employees in two states of the Indian Union. Sample Size Mean monthly income of the Employees Variance State I 16 440 40 State II 25 460 42

Test whether the samples come from the same normal population. 16. The random samples were drawn from two normal population and the following results were obtained. Sample I Sample II 16 17 18 19 20 21 22 24 26 27 19 22 23 25 26 28 29 30 31 32 35 36 have

Obtain estimates of the variances of populations and test whether the two populations the same variances.

17. Two samples are drawn from the two normal populations. From the following data test whether the two samples have the same variance at 5% level. Sample I Sample II 60 65 71 74 76 82 85 87 61 66 67 85 78 63 85 86 88 91

18. Two random samples drawn from normal populations are I II 20 16 26 27 23 22 18 24 25 19 27 33 42 35 32 34 38 28 41 43 39 37

Obtain the estimates of the variances of the populations. Test whether the two populations have same variances. CHI-SQUARE TEST OF GOODNESS OF FIT 19. A die is thrown 264 times with the following results. Show that the die is biased No. appeared on the die Frequency 1 40 2 32 3 28 4 58 5 54 6 60

20. 200 digits were chosen at random from a set of tables. The frequencies of the digits were Digit Frequency

2

0 18

1 19

2 23

3 21

4 16

5 25

6 22

7 20

8 21

9 15 in

Use the ] test to assess the correctness of the hypothesis that the digits were distributed the equal number in the tables from which these were chosen. CHI-SQUARE TEST FOR INDEPENDENCE OF ATTRIBUTES

Dr. D. Saravanan, Professor of Mathematics

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21. 1000 students at college level were graded according to their I.Q.and the economic conditions of there homes. Use ]2 test to find out whether there is any association between economic conditions at home and I.Q. I.Q. Economic conditions Rich Poor Total High 460 240 700 Low 140 160 300 Total 600 400 1000

22. Do the following data provide evidence of the effectiveness of inoculation? Attacked Inoculation Not Inoculation Total 20 80 100 Not attacked 300 600 900 Total 320 680 1000

23. From the following information, state whether the two attributes i.e., condition of house and condition of child are independent. Condition of House Condition of child Clean Fairly clean Dirty clean 69 81 35 LARGE SAMPLES TEST OF SIGNIFICANCE FOR SINGLE PROPORTION 24. A coin is tossed 900 times and heads appear 490 times. Dose this result support the hypothesis that the coin is unbiased. 25. A wholesaler in apples claims that only 4% of the apples supplied by him are defective. A random sample of 600 apples contained 36 defective apples. Test the claim of the wholesaler. 26. In a sample of 500 people in Tamil Nadu 280 are tea drinkers and the rest are coffee drinkers. Can we assume that both coffee and tea are equally popular in this state at 1% level of significance? DIFFERENCE OF PROPORTIONS 27. In a sample of 600 students of a certain college 400 are found to use dot pens. In another college, from a sample of 900 students 450 were found to use dot pens. Test whether the two colleges are significantly different with respect to the habit of using dot pens. 28. A machine puts out 16 imperfect articles in a sample of 500. After machine is overhauled, articles in a batch of 100. Has the machine improved? 29. A machine produced 20 defective articles in a batch of 400.After overhauling it produced 10 defectives in a batch of 300.Has the machine improved. TEST OF SIGNIFICANCE FOR DIFFERENCE OF MEAN

Dr. D. Saravanan, Professor of Mathematics

dirty 51 20 40

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30. A sample of 100 iron bars is said to be drawn from a large no. of bars whose lengths are normally distributed with mean 4 feet and S.D.0.6 feet. If the sample mean is 4.5 feet can the sample be regarded as a truly random sample? 31. A sample of 400 male students is found to have a mean height of 171.38 cm. Can it be reasonably regarded as a sample from a large population with mean height of 171.17 cm and S.D.3.30 cm? 32. Given the following information relating to two places A and B test whether there is any significant difference between their mean wages: A Mean wages (Rs.) S.D (Rs.) Number of workers 47 28 10000 B 49 40 1500

UNIT V / DESIGN OF EXPERIMENTS Analysis of variance ± one way classification classification ± RBD ± Latin square. Part A 1. 2. 3. 4. 5. 6. 7. 8. 9. Distinguish between experimental and extraneous variables. What do you mean by analysis of variance? Name the basic principles of experimental design. Write down the format of the ANOVA table for one factors of classification. Write down the format of the ANOVA table for two factors of classification. Write down the format of the ANOVA table for three factors of classification Compare RBD and LSD. What is the main advantage of LSD over RBD? Is a 2X2 Latin square design possible? Why? PART-B 10. It is suspected that four machines used in a canning operation fills cans to different levels on the average. Random samples of cans produced by the each machine were taken and the fill (in ounces) was measured. The results are tabulated: Machine A 10.20 10.18 10.36 10.21 10.25 B 10.22 10.27 10.26 10.25 _ C 10.17 10.22 10.34 10.27 _ D 10.15 10.27 10.28 10.40 10.30 ± CRD ± two way

Dr. D. Saravanan, Professor of Mathematics

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11. Four machines A, B, C, D are used to produce a certain kind of cotton fabric. 4 sample with each unit of size 100 square meters are selected from the outputs of the machines at random and the number of flaws in each 10 square meters are counted, with the following results: A B C D 8 6 14 20 9 11 12 8 10 4 12 18 9 22 25 23

Do you think that there is significant difference in the performance of the four machines? 12. The following table shows the yields of lima beans on 20 plots of land subject to 4 different treatments, 5 plots per treatment. Set up an analyses of variance table to test the significance of the differences between the yields due to different treatments. T1 T2 T3 T4 26.3 18.5 36.9 39.8 30.0 21.1 21.8 28.7 54.2 29.3 24.0 21.2 25.7 17.2 18.5 39.4 52.4 12.4 10.2 29.0

13. To test the significance of the variation of a certain commodity in the 4 principal cities Mumbai, kolkata, Delhi, Chennai, 7 shops were chosen at random in each city and the prices observed were as follows: Mumbai kolkata Delhi, Chennai 100 102 106 97 97 100 102 95 91 98 98 94 87 97 86 92 87 94 86 90 81 86 84 86 79 80 84 82

14. The following table gives the number of refrigerators sold by 4 salesmen in 3 months: Salesman Months May June July I 50 46 39 II 40 48 44 III 48 50 40 IV 39 45 39

Determine whether (i) there is any difference in average sales made by the four salesmen (ii) the sales differ with respect to different months. 15. The following data represent the number of units of production per day turned out by 4 different workers using 5 different types of machines: Machine type A 4 6 B 5 8 C 3 6 D 7 5 E 6 4

Dr. D. Saravanan, Professor of Mathematics

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1 Worker 2 3 4 On the basis of this information, can it be concluded that (i) the mean productivity is the same for different machines (ii) the workers do not doffer with regard to productivity? 16. The number of automobiles arriving at 4 toll gates were recorded for a 2 hours time period (10 A.M to 12 noon) for each of six working days. The data are as follows: Day Mon Tus Wed Thur Fri Sat Gate 1 200 208 225 223 228 220 Gate 2 228 230 240 242 210 208 Gate 3 212 215 228 224 235 245 Gate 4 301 305 288 212 215 200 7 3 6 5 7 4 8 8 8 2

Determine whether the rate of arrival (i) is the same at each toll gate (ii) differs significantly during the six days or not.

17. The following table gives the results of experiments on 4 varieties of a crop in 5 blocks of plots. Prepare the ANOVA table to test the significance of the difference between the yields of the 4 varieties: A Variety 34 B 31 C 29 D B1 32 B2 34 33 34 26 B3 33 36 35 30 B4 35 37 32 28 B5 37 35 36 29

18. Analyse the variance in the following Latin square: 20 23 24 26 B A D C 17 21 26 23 C D A B 25 15 21 27 D C B A 34 24 19 22 A B C D

Dr. D. Saravanan, Professor of Mathematics

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19. A varietals trial was counted on wheat with 4 verities A, B, C, D in a Latin square design. The plan of the experiment and the per plot yield are given below.

25 19 19 17

C A B D

23 19 14 20

B D A C

20 21 17 21

A C D B

20 18 20 15

D B C A

20. The following is a Latine square design of five treatments:

13 9 11 8 11

A D B E C

9 8 17 15 9

B E C A D

21 15 8 7 8

C A D B E

7 7 10 10 11

D B E C A

6 16 17 7 15

E C A D B

Dr. D. Saravanan, Professor of Mathematics