Samara University

College of Natural and Computational Science

Department of Statistics
Statistical Theory of Distribution Individual Assignment for third year Statistics Students
Maximum point: 25%
Submission date: 20/7/2013

Instructions

ˆ After submission date if you not submit on time your result will be null.

ˆ Any student who makes copy and paste, both students gets a mark of half of the total results.

ˆ Attempt to do all questions by showing the necessary steps. Please write legibly and answer the
questions to the point.

1. Write at least five applications of Poisson distribution, Geometric and Negative binomial distribution
in real life situation.

2. What is the difference between Statistical Probability distributions and Statistical models? Discuss by
giving an example.

3. Assume each child who is equally likely to be a boy or a girl. If a family has two children, what is the
probability that both are girls given that

(a) The eldest is a girl

(b) At least one is a girl

4. What is the conditional probability that the first die is six given that the sum of the two fair of dice
is seven?

5. An urn contains five red, three orange, and two blue balls. Two balls are randomly selected. What is
the sample space of this experiment? Let X represent the number of orange balls selected. What are
the possible values of X? Calculate P (X = 0)

6. The distribution is given by

1 −1 X 2

2
Xe 2 ( β ) I(0,∞) (x)
β
for β > 0 is called Rayleigh distribution.

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 (a) Show that the mean and variance exists, and find them.

(b) Does the Rayleigh distribution belong to the pearsonian system?

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7. If X1 and X2 are independent random variables with distribution given by p[xi = −1] = 2 for i = 1, 2,
then are X1 and X1 X2 independent?

8. If X and Y have joint distribution given by

f (X, Y ) = 2I(0,y) (x)I(o,1) (y)

(a) Find Cov(X,Y)

(b) Find the conditional distribution of Y given X=x

9. Consider a sample of size 2 drawn without replacement from an urn containing three balls, numbered
1,2 and 3. Let X be the number on the first ball drawn and Y the larger of the two numbers drawn.

(a) Find the joint discrete density function of X and Y

(b) Find p[X = 1|Y = 3]

(c) Find Cov[X, Y ]

10. Let X and Y be independent random variables, each having the same geometric distribution. Find
p[X = Y ]

11. If X has Poisson distribution with p[x = 1] = p[x = 2], what is p[x = 1orx = 2]

12. Consider two random variables X and Y having a joint probability density function

1
fX,Y (x, y) = XY I(0,x) (y)I(0,2) (x)
2

(a) Find the marginal distribution of X and Y.

(b) Are X and Y independent?

13. Let
fX,Y (x, y) = e−(x+y) I(0,∞) (x)I(0,∞) (y)

(a) Find p[X > 1]

(b) Find p[1 < X + Y < 2]

(c) Find p[X < Y |X < 2Y ]

(d) Find p[0 < X < 1|Y = 2]

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 Samara University
College of Natural and Computational Science
Department of Statistics
Statistical Theory of Distribution Group Assignment for third year Statistics Students
Maximum point: 20%

Instructions

ˆ Any group who makes copy and paste, both groups gets a mark of half of the total results.

ˆ Attempt to do all questions by showing the necessary steps. Please write legibly and answer the
questions to the point.

1. Discuss in detail about the following terms. [2pts.]

(a) Order Statistics

(b) Central Limit Theorem

2. Assume that the conditional distribution of Y given X = x has a binomial distribution with parameters
n and p = x i.e p(Y = y|X = x) = ny xy (1 − x)n−y for y = 1, 2, 3, ..., n. [2pts.]

(a) Find E[Y ] = 1

(b) Find the distribution of Y

3. If X is binomial distributed with parameters n and p, what is the distribution of Y = n − x? [2pts.]

4. X is uniform distributed in (−2, 2). find the pdf of Y = |X|. [2pts.]

X
5. If X and Y are independent standard normal variables, find the probability distribution of U = Y

using Jacobin transformation technique. [2pts.]

X
6. If X and Y are independent rectangular variates on (0,1), find the distribution of Y using Jacobin
transformation technique. [2pts.]

7. If X ∼ exp(1), then find the pdf of Y = 1 − e−x using cumulative function technique. [1.5pts.]

8. Assume that X1 , ..., Xn are independent and identical distributed exponential random variables, the
Pn
find the distribution of Y = i=1 Xi using moment generating function technique. [1.5pts.]

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 9. If X1 and X2 are independent chi-square distribution with k and m degree of freedom, the show that
Y = X1 +X2 is chi-square distributed with m+k degrees of freedom using moment generating function
technique. [1.5pts.]

10. Suppose that X has a normal distribution with mean µ and σ 2 . Find the distribution of Y = aX + b
using moment generation function technique. [1.5pts.]

11. Let X1 and X2 be two independent random variables having Poisson distribution with parameter λ1
and λ2 respectively. Find the distribution of Y1 = X1 + X2 [2pts.]