National Institute of Technology Rourkela

Department of Mathematics

Course: Introduction to Probability and Statistics (MA2203) Assignment-IX

Answer all the following questions: [5 × 10 = 50]

1. Obtain 100(1 − α)% confidence intervals for the parameters θ and σ 2 , of the normal
distribution
[( ( )2 )]
1 1 x−θ
f (x; θ, σ) = √ exp − , − ∞ < x < ∞.
σ 2π 2 σ

2. Given one observation from a population with p.d.f.

2
f (x, θ) = (θ − x), 0 ≤ x ≤ θ,
θ2
obtain 100(1 − α)% confidence interval for θ.

3. Let X1 , X2 , . . . , Xn be a random sample from a distribution with density function:

f (x, θ) = θe−θx , 0 ≤ x < ∞.

Find a 100(1 − α) (when 0 < α < 1) percent confidence interval for the mean of this
population, for large samples.

4. Show that with the exponential distribution

dF (x) = θe−θx , x ≥ 0

central confidence limits for θ for large samples of size n and 95% confidence coefficient
are
√
{1 ± 1.96/ n}/x̄,

where x̄ is the mean of the sample observations x1 , x2 , . . . , xn drawn randomly from the
exponential population.

5. Consider a random sample X1 , X2 , . . . , Xn from the exponential distribution with p.d.f.

{
exp(−x/θ)xp−1
Γp θ p
, x>0
f (x, θ, p) =
0, otherwise.

If p is known, obtain a confidence interval for θ, starting from the sufficient statistic X̄/p.
 6. A survey of 320 families with 5 children each revealed the following distribution:
No. of boys: 5 4 3 2 1 0
No. of girls: 0 1 2 3 4 5
No. of families: 14 56 110 88 40 12
Is this result consistent with the hypothesis that male and female births are equally
probable?

7. For a chi-square distribution with n d.f. establish the following recurrence relation be-
tween the moments:

µr+1 = 2r(µr + nµr−1 ), r ≥ 1.

Hence find β1 and β2 .

8. The following figures show the distribution of digits in numbers chosen at random from
a telephone directory:
Digits: 0 1 2 3 4 5 6 7 8 9 Total
Frequency: 1026 1107 997 966 1075 933 1107 972 964 853 10, 000
Test whether the digits may be taken to occur equally frequently in the directory.

9. If X and Y are independent r.v.’s having rectangular distribution in the interval (0, 1),
show that
√ √
U = −2 log X Cos2πY and V = −2 log X Sin2πY

are independently distributed as N (0, 1). Hence show that U 2 and V 2 are independently
distributed as χ2 -variates, each with 1 d.f.

10. If X1 and X2 are independently distributed, each as χ2 variate with 2 d.f., show that the
density function of Y = 12 (X1 − X2 ) is

1
g(y) = e−|y| , − ∞ < y < ∞.
2

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