B.

Tech/IDD/ Odd Sem Exam/Part II, III/Sem III, V/2021-22

Probability & Statistics : MA-202
Total marks: 50
______________________________________________________________________________
Attempt all the questions. Symbols have their usual meanings.

1. (i) State Central limit theorem. Use the result to show that the sample mean follows normal distribution
asymptotically. 5

(ii) Three coins are tossed. Let X denotes the number of heads on the first two and Y denotes the
number of heads on the last two. Find
(a) the joint distribution of X and Y,
(b) the marginal distribution of X and Y ,
(c) E(Y |X = 1),
(d)  X Y . 5

2. (i) If X is a standard normal variate,  2 is  2 − distributed with n degrees of freedom, and X and  2
X
are independent, then show that Y = has a t − distribution with n degrees of freedom. 5
2 /n
Xn −n p
(ii) If X n is a Binomial (n, p) distribution with 0  p  1 , then show that X n* = corresponds
npq
the standard normal distribution as a limiting case (De Moivre-Laplace limit theorem). 5

3. State and prove the Tchebyshev’s inequality. What do you mean by convergence in probability? State
the law of large number in probability. Docs there exist a variate X for which P[μ − 2σ ≤ X ≤ μ + 2σ] =
0.6? 3+2+2+3=10

4. (i) Verify with proper justification, whether sample variance is an unbiased estimate of population
variance? If not, derive the unbiased estimate of population variance. 5

(ii) On the basis of a random sample, find out the maximum likelihood estimator of  and  for
N (  ,  ) distribution when  and  both are unknown.
2
5

5. (i) The variable X is normally distributed with mean 68 and standard deviation 2.5 cms. What should
be the size of the sample whose mean shall not differ from the population mean by more than 1 cm with
 x2
1 −
probability 0.95 [ Given that
2 e
1.96
2 dx = 0.025 ] . 5

y
(ii) Show that the equation of the regression line of Y on X is given by (Y − y ) =  xy ( X − x ),
x
where x = E ( X ) ,  X = s.d .( X ) , y = E (Y ) ,  y =s.d. (Y),  xy is Correlation coefficient of (X,Y). 5