MATHEMATICAL EXPECTATION AND

RANDOM VARIABLE, PROBABILITY DISTRIBUTIONS 109

are two random variables, then For a discrete
(x) If X, and X, distribution,
v(X, +X,)= V(X)+V(X,) +2 cov (X,, X,)
My() =E(e")=e f(*)
Also V(c,X tc;X,) =oi V(X,) +c; v(x,) and for
all x

+2c,c, cov(X,, X,) continuous

distribution,
(xi) IfX, and X, are two random variables, then M&) =E(e)= [e f()dr
v(X,- X,) =V(X) +V(X,) -2cov (X, X,) Moment generating function is used to find the
moments of a distribution. The h moment about
Also V(c,X,-cX4) =ef V(X) +c v(x,) origin is the coefficient of ! in the
expansion of
M, ().
-2cje, cov(X, X,) Note: A m.g.f. may exist without the existence of
0. 10 State Cauchy-Schwartz inequality on expec moments.
tation. Q. 14 Define
Ans. Cauchy-Schwartz inequality states that if X its importance. characteristic function (c.f.) and give
and Yare two random variables taking real values
Ans. The characteristic function of a random vari
then
E (XY] sE (X) E () able X having the probability function f () is given
as,
0. 11 State Jenson's inequality on expectation.
Ans. If is a continuous and convex function and 9x() =E(e)
X is a random variable having finite mean u, i.e., For a discrete distribution,
E (X) = H, then

E<0()]20[E(»)] xl)=Xe" f()

In case is a continuous and concave function,
E<o()]s4[E(*)]
Q. 12 State Gurland's inequality on expectation.
Ans. If and y be two continuous monotone func
tions of a variable X which are both non-decreasing
or both non-increasing and also their
exist, then
expectations
E<9()v(*)] E[A()]E[v())
It implies E (X) > [E (X)j2, provided X takes
non-negative values. Also if one of them is non
increasing and the other is non-decreasing, then
all x
and fora continuous distribution,
The greatest importance of characteristic function
is that it exists for each and every distribution whereas
moment generating function does not exist for every
distribution.
Secondly, once we know the characteristic func
tion, we can identify the distribution.
Also, characteristic function is as good as moment
generating function in finding out the moments of a
distribution. h moment about the origin is the

E[(*)v(*)] sElo(]E[v()] coefficient of () in the expansion of E (eit).

Q. 13 r!
Define
and its usage. moment generating function (m.g.f.)
Properties
Ans. Moment generating
dom variable X function M, () of aran- If X and Y are two independent variables and a. b
having probability function f() is any two real constants, then
M,(i) =E(e"). Max+by () = Max (1)·Mhy (t)
 if 110
variates, binomialp.g.f. to
(q of ()
is
EG, Q.
the Ans. tion property. Similarly, when
, Ans.
iscrete Q.used the ditive () This
16 If Ifproduct Probability =e-),M() + moment
Probability probability (p.g.f.). 15 a
to
X X,, pt". by is =
uniform Describe property. p G, IfX Describe is
P A find is X,, Gay the e, known ¢x+r()=x()(0) a=b=1, b=
otherwise=0 (X discrete an (x). known ureby
of
p.g.f.
Similarly generating
distribution we )=E(')=XP(Y is
= the . , () 1,
for distribution
x)
integer p.g.f's generating generating
obtain as non-negative
generating in
moments
in X, = If (1) My,
x =p p.g.f. bri ef as
= ull oll
variable brief
Gy,X;t.x,=(G,() are Gy of Xwhereas in
the the = y
I, (*) valued case m.g.f.function ()
2,
the of
i.i.d, () ofsum and
individual is+ function since probability
generating
func ¢arlr)-»r()
additive =
...n if X x function Y
Gy of (q function
the
its uniform variable, For integer-valued My
is
then G, ofare (t)Poisson the
probability distribution.
said
(). variates = example, as x)r' = ()
two alsoe-1), and
pe) coefficient
by is in
of or
variates, closely 0sISI of
distribution.to p.g.f.
()]" X reproductive M,
follow independentholdsdistribution, replacing
is the is, (0)
function equal variate,
can i.e., the p.g.f.is related
m.g.f.
dis be to ad t
in
where trials The withBernoulli features.
1713. Ans. portant Properties where bution.variate ties.
Q. (iv) occurrence
P(x= valuwiesth
Ans.
18 (iii) (ii) (i) The Q.tion, drawiof
probability
probability
is 17 cards nfrgom For
x=0, given Let
BinomialDelineateHence falling same
a classified An
a tribution VarianceMean 0 probability
fair Moment only
The and l)
whichn Bernoulli Spsl =p 1 A Give followexample,
1,
experiment
parameter its and
random cards
by (finite) it the coin at of probability p
spsI 0 2, 'p
ofdistribution is repeated distribution and and
., was Binomial coin as
generating
is of
Bernoulli
x of a again success
and P
0 Bernoulli uniform
at successively
n Bernoulli
trial. trial (q
Bernoulli fx)=p'g or the
successesBernoulli
a + (x=0)=4, qvariable every
point
and posthumously
success withandtrials. with of x (g=1-P) 1
distribution outcomes
and distributionand fair a
p distribution head again,
if A pe').
distribution Bernoulli 0= distribution.
was the and twofunction or is
q=1 + For distribution called probabilityof-4 X,
out and trials 1. PROGRAMMED
SSTATISTCA
invented upside instance failure Ppossible Is marked
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Bernoulli and remains remains A
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a by in outcomes is p. x byproper its shuffled
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 =3+(ixBz
) (MI)) (vii) (vi) (ii)
Important
features p)".(q+the is orb mial function VARIABLE, RANDOM
(v) (iv) (iüi) (i)) A
(x; dichotomous
of binomial The cumulants
are: TheCharacteristic
distribution The
Variance Mean Binomial
and p.nomial.
Bernoulli If (xdistribution
measure
p<and H4 Ha Bernoulli + p).n,
2 = first moment n
= 1)h
T-2pThe measure = K3 of 1, The
J-6pq
Vnpq K4 four binomial
of the term
distribution + distribution distribution and
of npg symmetrical 3K; npq(q- is
binomial distribution. binomial probability MATHEMATICAL
EXPECTATION
v., r. AND
kurtosis of moments generating
function (q in is
(a+pe")". X
y,
or= =npq[1+3pq(n
skewness. + the usually qhaving
value p) pey. distribution
'B,' is distribution is
has distribution binomial is
positively with of
function function said
if of b known denoted the
value
reveals 1-6p4npq The p= R. tw o Hence,
B, their (n, to
probability
2 indicates p) is
parameters expansion
-2)]. of isnp. as follow
that skewed npg relation is reduces as
-2p) binomial npq. point b
seldom
as (n, Bino mass
the that or
to p)
if n bi to of
DISTRIBUTIONS
PROBABILITY
Ans. Sorties.
ability and 0. tive.
probability of Q.
items. p=9=
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(xii)
P(Xs2)-(OAns. 20 Ans. getting 19 (xi) («)
missing 21
that The Ten A binomial
variate.
Pseudo ratio nomial
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If X+Y~b Ifthe This mesokurtic. to
is, number
Recurrence
machine 1
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the chances items
of heads. of formula
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not heads) of b of
targettarget number (y;
I=0 are trials
(n, (n,, trials
2
more produces
n, or + formula
of selected is
wil are a of p),
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than (JG) = a the very p(x= ’
be
bomber n, ofthe p). and
3 two
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at 10 coin called Y x)".P binomial the
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intarget total then tends
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Poisson variate. Find
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ain
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(xi) (xii) (xiii) (xiv) 23 of boxes
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variable are:
its Simeon trials probability
French
Mathematician-cum-Physicist,
discovered 100 are:
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is
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Poisson =
K,
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of =
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perties. Poisson x function, Some =
22 is
112 Ans. sucheach of It (a) (b)(c) Main(i) (ii) (iii) (iv) (v) (vii) (viii)
Q. ity
or
113 and sample sizeas will random
h re follow probability
of as of maxi is 1. bi
known the which that known number
distribution rp) P= negative
distributionsample individual i:(r)
is
the to g with (x; Q-
A before and 1+I fand
the is successes.
seldom (This
said
experiment
its success
is and
=(q' also and J-shaped nb or between
of
function probabilitiesf(r+
1)
binomial as nth failuresfailure is
distribution fixed
binomial variable.
p)lp². =9=
p(0-Pe)where
P
determined
procedure, Obviously
successes. distribution
a p)lp. is = relationship
16
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1)
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DISTRIBUTIONS 24 Negative (r number or p
probability r2 fabl:r.
sp<l
0;0 negativerandom- (1 atfrequency
(1 isrfrequency
0.09
= is possessing success binomial
distribution.
Pascal's
P(x=
=:4) r
but sampling.)a
sampling binomialby .... r variance Recurrence
achieve
in 2, of a ismeans Moment
Explain fixed the 0ccurs given Number nomial
its
properties. a
in with
negative
1,
X=0, Px of istrials
Negative Properties Its Its The
mum
issizeto be X,
In not either is
PROBABILITY
Q.26 Ans.
inversevariable function
required
always Success failure Also, G) (ii)(iii)(iv) (v) (vi)
sults
a a for
AND defecdistri- of the1.5.mistakes.Poisson (1.5) 1)= Poisson
EXPECTATION out average
is +0.5625)=
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being pieces typist 3! (x
less
follow (u5)² P
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MATHEMATICAL
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of probability
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x = on page3
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are
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200 that of + 4!
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VARIABLE, the 1
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From of The 25 (x= Ans.
Ans.tive The No.
24 Find Ans. Thus, From From
0. P QP
PROGRAMMED
STATISTOS its thethebefors
random
values
nrok as binomialdistribution. is dis
give that qp.distribution distritbution.
2 distributhe Y of
timedistribution
of k the o that
forgotten.
This
proP
remains 1,2,named geometriclog of independent
as property
and failuresinteger
its is
before independent
additional knownshows
such a if x=0, distribution -
distribution Hence,distribution negative geometric
is is
-ae4'(06)' trial
trials r positive =p.q events
it
SpsI(p). progress1on,
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distribution:
of
geometric
geometric
variate
occurred
is memoryless
This
eachare p.q'. geom
function the 0ccur.
The
to is distribution
aof there of is Y
) the is
not X-k which of distribution.
by only case follows geometric qe'). geometric
number for qp(x).
Geometric at geometric= 0 is
distribution
0.0495
= of of
ofp thatgiven
probability take (X and as probabilities geometric (iii) Moment
generating formula has k or
is =0 denoted
otherwise. particular
distribution. of - mode = pg' time erty
geometric
of memory
success
probability function P .. geometric p/(1 i) 'E'=
1. X is waiting
Elucidateare is can = ,2. = time of variance (r+ Y for
is the of p). Recurrence
E
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then >k
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there success f usually a for waitingof tribution -
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The gp².
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to geometric The x= log tion =t lack
If first it
28 saidability is Sinceare
Also The If k,
Ans. same, It etc.,
(i) (1) (iv)(v) (vi) (vii)
Q. the for
is
r. +3rpo positive
hence
negative thatlepto- target
reveals thatCalculate
shoot we given
(x; skewed.
nh skewness
are: probability fixed,
Q+PrPQ is
the to the probability,
qof : ) kurtosis
ofare:
cumulants
=rPQ.
rPQ(l+6PQ)
P) or
Y
=

positively
+3 =l+6PO
0.
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The

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shooting
is will
at
is In
have
x=3
distribution.
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0.6
=
-(o4'
o6'
y, shooting 10.4
3r coefticients rPQ .:. binomial
=K; of distribution
is or times.marker
continue
and +
rPQ(1+6PQ 1+6PQ>3 6,
= P)
u(Q+ rPQ always
(ix)
Pearson's
Coefticient rPQ binomial of r= =
P(x=3)
=t
binomial
) momentsu P)+ =
=K+3x; B, any the number
6 target
on q
9, 0.4, negative
f(r+ =rP.rPQQ of to target r+x=
Y,are B, is that p=
(vii)
Pearson's binomial value marker thenegative
Central =N negative the probability using
are:
p) = = kurtic.
l; =
B, orB, The hitsthe Since
H Or A he
hits
he
problem. Thus,
(vii) times. use
114 27 until
and the Ans.will Also
Q.
9
115 andgive can(F) k) at
distribution the prob usually distribution and bino
- drawn succesX variable
where
distribution:
failure
population
(N is 1) p.
x its np to ’
obviously Suppose
process is + tends
a be and and is large.hypergeometric
-p (x N-k-n+x+|
x+1
and elements The
K N
and
a this sample.distribution n, of n)
hypergeometric
Characteristics l N-k
f
N-n between
nk is, distribution
K, necessarily = N
N-1 k-x N’o
of (S) and dependent.given
as, K, N, q n)
Hypergeometric
success In
individuals N, n). (x; where K,
n replacement.
successes the = parameters, formula
N,
of x) -=
p=s()n K, H.G. if
DISTRIBUTIONS hypergeometric not of (x; Hypergeometric
distribution
a
either
sample are in is = .., N, npq
successesfunction p(X (x; of is variance H.G.
= Recurrence
its N k
characteristics. (draws) 2, mean "N N-n'N-1, (X) f(u+1)
=
ExplainSuppose a without
contains
categorised = 1, H.G.
three for
Let f(x) X=0,n<k K N var
of mass k
as The p= The f(x) mial
PROBABILITY trials
failures. hasdenoted or
random number
follows 1S
(iv)
31 Ans. andit ability (i) (ii) (ii)
sive It
Q. be For for and
a he
AND geomet-until distribution, probability has 1,ß=
only
two distribution
that
EXPECTATIONagain 4. (1+Bu
andprobability = 1+Bu +...{l+B(*-1)}
2p) Bu
the success Bu put
attect (1/3) binomial we
geometric
16 243 l+Bu distribution
function,
MATHEMATICAL
not the p=79=7:a
betore
geom distribution. Bu
as,
does die29Q. Calculate2 3
ric fair throws.
origin
distribution.
follows
failures
=
6)
negative
p
and
r

,q=
I+Bu l+f(tB)or)+=(1.
x!
Polya's
probability of
form
VARIABLE,
of
rolls6. that of x
orP(r=5Polya'ins ofvalue . =1
another
ishich
or put ... of and
shifingman variable
Given number in
IfPolya's
to, 2,
3,...,x
a5 5require
obtains Give we the
2,
1, formB reduces
r= parameters
naNnOM A If function 0, with
p=
will Ans. The The Hence. 30 = This
be 0. Ans. x
for (r)
f
Since
 116
(v) Characteristic function of hypergeometric dis
tribution does not yield a convenient form to
be worked out for moments. The hyper
geometric distribution provides an example Subject to the condition, Zp, = 1.
of a distribution for which the characteristic Then f (a,, x, .,. ) is the probability
function is virtually useless while obtaining
the moments of the distribution. However, p,, P .., P:
the method of moments may be fruitful.
Q. 32 Give the example of a distribution for which
characteristic function is useless for obtaining the
moments.
Ans. The hypergeometric distribution provides an
example of adistribution for which characteristic
function is virtually useless while obtaining the
moments of the distribution. However, the method
of factorial moments may be useful.
Q. 33 In an international film festival, apanel of 11 fined as,
judges was formed to judge the best film. At last two
films F, and F, were considered to be the best
where the opinion of judges got divided. Six judges
were in favour of F, whereas five in favour of Fp A
random sample of five judges was drawn from the
panel. Find the probability that out of five judges,
three were in favour of film F.
Ans. It can be calculated with help of hyper
geometric probability in the following manner:
In the given problem,
N= 11, K= 6, N -K= 5, n =5, x =3
P(x=3) =
100
231
Q. 34 Describe briefly the multinomial distribution.
Ans. Suppose there are k distinct classes. Let the
probability that X, observations fall in the h class
is p, the probability,
P(X, =*, X, = XF,., X7 =X*/Ex, =n)
for i= 1, 2, ..., k.
is given by
PROGRAMMED STATISTICA
n!
multinomial distribution. It has
parameters n function
of
and
This distribution reduces to binomial
when there are only two classes.
0. 35 1/hat is meant by continuous distribution)
distribution
Ans. We know that a continuous
variable (variate)
will have continuous distribution. A variate y
which can take any value in an interval (a4, b), ie
asX<h of arithmetic continuum is a continuous
variable. The probability density function f () of
the random variable X in the interval (a, b) is de.
0 if x<a
if asxsb
if x>b
Alsof(*) always possesses the following properties:
(i) f(r) 0.
(i) The total density (probability) in its entire
range is equal to unity, i.e.,
=1
It implies that the total area under the fre
quency curve is always unity.
(i) The distribution function of X is given as,
P(X s*)= F(a)- fr()dr.
(iv) f()d =F()- F(a) for as x sb
(v) F(- o) = 0 and F (+ o) = l
(vi) For a continuous distribution with p.d.f.f)
where asX<b,the following relations holo.
(a) The mean, =E(X) -|xf()dr
RANDOM VARIABLE, MATHEMATICAL EXPECTATION AND PROBABILITY DISTRIBUTIONS 117

Md (1) h decile D, (i= 1,2, ..9) is obtained by

the relation,
(b) The median Md =
D,
b
10

Md (m) h percentile P, (i = 1, 2, . 99) is ob

(c) The variance, H, =E (X*) - {E (X))2 tained by the relation
b

where 100

(d) The geometric mean G, (n) raw moment,

b
h

log G=|log xf(*) dr

a

(e) The Harmonic mean H, (o) h central moment,

b

() The mode is the solution off' () =0 and
f" () <0 provided the derivatives, f' (*)
and f" (x) exist
(g) The point of inflection of a continuous
frequency curve y =f(«) is obtained by
putting f" () = 0 and verifying f" (x)
0, provided second and third deriva
tives exist.
(h) The mean deviation about a constant A,
Q. 36 Discuss a continuous uniform or Rectangular
distribution and its properties.
Ans. A random variable X is said to follow con
tinuous uniform or rectangular distribution in an
interval (a, b) if its density function is constant
over the entire range of the variable X. Its functional
form is,
1
if asxsb

otherwise
M.D, -[a-A|J() dx It is denoted as U(a, b). If X~ U (0, 1), f () = 1.
() The moment generating function,
The distribution function of the variable X~ U (a, b)
is,
if 0 <x< a
a

() The cumulant generating function, F(*)= if asxsb

b-a
Kx() = log My () if b<x<0
(k) /h quartile ,(i= 1, 2, 3) is obtained by
the relation, Properties of rectangular distribution:
b+a
(i) Its mean is equal to 2
 118
(xii) (xi) (ix) (viii) (vii) (v) (iv) (ii) (ù)
(x) (vi)
same. Its Its All
(x+
distributed If eachMode Characteristic
bution.
()= xdistribution, Moment
Mx() platykurtic.
= andcal veal MeasureMeasure Mean Median
f(xy) (0, U X 5 fourth variance, the
y),
a+y)=t, and point that
1), does Pearson's . deviation moments
= (x Y rectangular of
-log(xy), genercing of of central
|2-(*+),
1sx+y the are innot rectangular
-1sx-ys0
X-y+ l, s2 y), -(i.i.d) the Skewness,
Kurtosis, u
independently
distribution function about
xy exists(b-a) it
eith-ia = of
and interval coefficients moment,
0<xy<1 rectangular distribution
function odd
x/y0s
<I 12
(b-a)?
xy as 1(b-a)
of B, B,
mean,distribution
0sx-ysl 0sx+ysl (a, the = = order
are rectangular 9 4
of b)
as andprobability of B, or orY, 0 M. = are
the or remains Y2 D;=
follows: identically is (b-a)
uniform
variates
rectangularsymmetri is and
= 80 zero.
B,
=B 0. b-a b+a
distri 4 2
the at re -3
bution
are: an
board interval
elapsed
timeprovided
currences The X as distribution?
value Ans.
distribution?
follow
(iv) (iii) (ii) The isThe
the This Q. (xiv) (xiii)
() important length 37
andvariance,
The If central
Moments
Variance Mean well follows parameter A,
follow F(*)= distribution exponential
is randon A distributed
f(x) continuous
it When isa y=-2logx, y=-2
Let log XIf
cumulantsare: A> th e usually distribution wit h
1),
relationship
of of has a
1, moments ofknown rolebetween numberevents time = What X,, variable
exponential Poisson 0,
eAx the
if
mean exponential
of of [1-e, X,,
à in of
denoted variable
= exponential properties followinterval function probability ar e as ..,.
1 all the two exponential distribution
1, > of for x isX-X
betweenvariance. are:
order the
mean theorydistribution.
occurrences
calls with y=
or distributed X,as x
distribution. exponential between A>0,x>0 as properties said U be
distribution otherwiseifx>0 (0 , (0, U
PROGRAMMED
STTATISTIS
= 2 exist. exponential disof
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of Expo
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distribution a exponential
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telephone follow d.f.
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momens 1, 9 first fixed exponential
exponential
mean is l/A. variate. is is witlh
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four l/A*. time 2
< oc to Is d,
 Properties Tollows but and for If It for and properties. giviets
orAns. Laplace Q. (vii) (vii)
u is double 38Characteristic
function,
(x) It (ix) RANDOMABLE,
(v) VARI
) ofIne is =
denoted Pearson'(vi)s ofEXPECTATION
is.The a
denoted
variate <x<o, o
doublelarge
0, <X< o Arandom What just like Moment Thetivelyreveal The -3= B,
6. YI
exponential
if orpossesses also Pearson
mean its double median values =VB,
ofnumber as o, probability is skewed that 's
exponentialstanding as
double L distribution.
geometric
the generating
of L (H, variable =
exponential ofmeasure = measure
(2). >0. >0 probability
exponential M,0-(1-) 2 DiSTRIBUTIONS
MATHEMATICAL
double of ). ofand
exponentialapparently for and distribution exponential B
memoryless
propertythe
distribution is is orY,
density B,
or
of
exponentialdistribution. the u isX function, leptokurtic.
longest < said distribution and
Kurtosis, skewness,
o. density
distribution?
function, to
identical with B,
distribution follow
lasting or B,
distribution parameters function
Y, =9
Laplace is
clearly
obJectsobject posi or =
Also Y, 4 AND
of
PROBABILITY
distribution Gaussion
Of
maximally tion Gauss
astronomy. characteristics.
De-Moivre in Ans. its Q.
ability Stausues. (viii) (vii)Its (vi) (11) (1)
1774. 39 (v) (iv)
random A has
distribution
in Normal Discuss nential is
Interquartile nentialMoment is Measure
Y,=3. Measure cumulants
are:
nential First tion is The
density been 1809Later ensure
symmetrical
distribution.
used in
characteristic The variance
with Anyhow, four
variable given 1733 distribution distribution 2
function mean probability anddistribution
it elaborately generating thatvalues of of Hy central
used was and range doubleskewness,
skewness, = of
tothe but of
K4 double
u X Normal derived was function +3K moments
isand is Gauss (% is
credit for it Normal is
function B, and
said
distribution also was leptokurtic.
exponential and
e variance 2
-2,) e B, B,
the =0 24 2 their exponential
to
distribution and of known by first log 2. is B,=6 12F3
follow normal study of
is Kark distribution of e" ofvis-a-vis orory,
o', discovered double double
=relations
in often double distribution Y, =
of to 22+ K3
if a the Friedrich
errors =JB,
its distribu Laplace Y, =0 distribu
normal is
theory called expo expo B,-3
prob and =0. with expo 119
the by and
in
 which: withi distribution normal Also ha ano
0.9544 distribution
wWe
beyond lies rightandz= "=3 M.Dy
as either
slower areà± covered = area u. reveal
symmetrical
u
the
cent range is
0.9973. Z the the
under the = 3u%.
within oncurve the is line cent mean mean,
u, per the Since on 1.96 B,= = clearly =.dx
and u 2o arenormal number the unimodal.
of = B, 2
linex= point fact.the per
distance
+3
0.27
normal 30, areaby cent. cent momentsi.e., =36 D.= about
decreases
more
rapidly
slower of t within
within +3o items 2.5 - Mode. Kurtosis,
the onlymatter u Thebounded per = skewness, B, is
andcurve Q. deviation
a moment,
of
the from
range of large
the
to n
size per symmetrical,
z is distribution
are
zero. u
the cent 2.5 points = curve deviation,
get is a curve the rangeeo normal. =0,
side andfarther under
o As the per ± 3 of 95 and Medianorder 0. B,
u samplecurve,iie., respectively. raw pa
normal of =JB,
=0.
of = of normal
normal
small. in 99.73 tailthe =o, 3 mesokurtic.
either (u
o) area 0.6826,
range as
0.95,is leftbeyond= odd first Measure - value
Measure mean
Quartile
depart normal
gives taken curve Mean =B,
t The very thatthe for a TheAII The H,
On the is the Y, Thethe The
(iv) (v) (vi)(vii) (viii) (ix) (x) (xi) (xii)
normally
as and o)
called
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the distribution nor and
the
standard IVby
tabulated bell-shaped
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denoted and
(u, 0 Statistics
Table u. at within
is u distribution:
distributed ()N~ of coled
=
z
=
x
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values 1 appendix is linecurve curve
and normalX
p.d.f.
If ji)= at Basic
textbook. curve
unity,
distribution. thealso
transformation. The
area
under
ordinates
t)-•rod:. have the
normai
normal always
about
0 be o' Also,
standardised standardized write, entitled, normal
distribution
>
o to
variance
then
of is
Z = curve
¢(-z)
o(z) from
1 irespective other the
symmetrical
and
said
1). X. can
the the is
1, obtained the
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under
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0
u<is and
=
o N a
We
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N u Here, ~ in
the (i)
and (ii) (i11)
120 for TheWithX~ If Z mal = AlsoArea
and B.L.
as ,
 n varimean with (ii) 50
dis suitableprobabilities
the bË distribuF con wide exten
121 normal important
facts known
distribu states size
45sXs 0.49865
y2, 50 3.0
2.0
1.8 -=2.0
as
1, freedom for of and
normal, normally <X< 0.35543
such like theorem sample 0.
of normal reasonthe
theorem
distribution.
normal sample through 0.47725
0.46407
40
50 0.47725
to u ’
importance
most distributions behind
distributions mean asymptotically
n the (v)
32
due 0. of not +
to ’ another
distribution.
degrees of
The
celebrated randomof as find(i) 44 Z:
normalised = = 0.47725
0.83268
=
are > z, ()
reason distribution
with g'ln,
is distributions
tendn as
l.e., normalapplication
theorem. which
X to
52),specified
(iv) 0
the distributiondiscrete
etc., sampling is a population variance from 0.35543 -1.6, ¢ = 0.35543,
greatest
large convenience is (40, 25
transformation(s). 1.6
1.0
0.8
increases,
most is variables 50)
MATHEMATICAL
DISTRIBUTIONS
on Poisson, normalof limit X, n be N X<
(z)
=
0.34134 3240
light known the their adoptability
and
sive
use . , the
and
mean
u can X- X xS
all the in central X,, anyo, of (iii)35. 5 = <
ThrowNormal of nomial, n Almostfor to of lies
Many
tributedrv. valuesX<areas 0.28814 (z) (32
Users X, from 5 =
(i)
all
distribution. Most asS etc.,form One tion that. ance a |>
PROBABILITY
tion as If If 40 s the P
41
amongst
()) (ii) (iii) (iv) (v) 42 theX-31 Given (z) Ans.
Ans. that: 0. for (vi)
Q. Z
random s and normal curve
Importanceandtableis S.D.,
probab1liy
¡ iX)
curve mean thatX/Y
AND of u nor.
curvevice-versa distri curve
()]= o,..., +u.) suchvariate a o.one
the point and
u=0
lpxpoint
EXPECTATION the normal normal with + standardnormalx=
standard
independent +... ofuOnlynormal
Max and of dx
=e dx
=e
this ¡f, t... variates lines
tabulate
andfunction normallyX, u, the
say,the decreasesio)
s the at +o,...+o?).
(oË
variance,1),
probability flat the e-V2 variances
++ (0,follow
Cauchy
distribution.
of
two
andstandard
curve,
mean
at
p, of of and (X, (u, normal
importance to between
occurs moregenerating N(x:p,o)
isbution, inflexion
uto f()2nn N the
function are distributedsummean, not
=
Max(p(*)]
()
and
(x;
N and two
Y~ Ans.
The
of
has
curve p distribution, = X, thewith and curvevaluethe
..The
maximum increases,
more Characteristic of xby ., H, respectively, are one for
VARIABLE, nornmal moment distributed 1) the this
points ..,
Xyy variables Y that the different
prepared
whereas, becomes 1 = given
ys and(0, is for
o
My(1) X,, N
IfXX~ What
factunder
as
RANDOM the As Themal The are If H, the X=bfor Sufficient
areas
(xiv) (xv) (xvi) (xvii) (xvii) 240 Curve? in (areas) G=1.
lies
122
PROGRAMMED STATISTICS
=P(l > )
= 2P (z> )
= 2(0.5 - 0.34134)
P{a>)-o01
= 0.31732 2 P (Z> 2.58) = 0.01
I-40 25 40 )
(ii) P(rs 25) =P zC=2.58
= P(2s-3) C= 5.16

= P( s 3)
Q. 44 If f(x) = ce -(s-6x+9)/32 , 00<X<0 repre.
= 0.5 - ¢ ((-3|) sents a normal distribution, find the value of c the
= 0.5 - 0.49865
mean and the variance of the distribution.
=0.00135
Ans. We can write,
X-40 44 40
(iv) P(x244) =P 2 5
fr) = ce
= P(z2 0.8)
= 0.5 (0.8) By comparing f (x) with normal p.d.f.
= 0.5 0.28814
= 0.21186
(v) P (45 Sx< 50)
4540 s-40 50 40
5 5 5 we find, u =3, G =4, and c= Thus, g²=4
=P(1 zs2) 4V2n
= (2) - (1) Q. 45 Give the outline of lognormal distribution
= 0.47725 0.34134 and its properties.
= 0.13591
(vi) P{31 Sxs35) Ans. A positive continuous random variable Xis
said to follow lognormal distribution if the variable
s-40,35 40 log x has normal distribution with mean and
= P
P 5 5 variance g'. Notationally, log, x ~ N (u. o). The
= P(- 1.8 <Z<- 1) probability density function of lognormal distribu
tion is
=¢(- 1.8) - (-1)
= (1.8) - ¢ (1)
= 0.46407 - 0.34134
= 0.12273
Q. 43 Ifa variable X~ N(5, 4) and P{-5 >c} It has two parameters u and o'.
= 0.01, find c.
The hourly median power of radio signals recenveu
2.58 and transmitted between two places follow log ne
Given ee-/2 dz =0.495 mal distribution.
J2n If H= 0, o = 1,

Ans. fx(log, x) =
 RANDOM VARIABLE, MATHEMATICAL EXPECTATION AND PROBABILITY DiSTRIBUTIONS 123

particular case when log, x ~ N(0, 1),

In this (ii) Its mean does not exist.
distribution is called logarithmico normal (iii) Its variance does not exist.
the
distribution. (iv) Characteristic function of Cauchy distribution
Properties of lognormal distribution: is ea-la|
(v) Cauchy distribution curve is unimodal and
i) Mean of Xfor log normal distribution is e has its maximumn at the point x = a.
e2(u+o') (vi) Cauchy distribution curve has two points of
(ii) Its variance is -e2u+o
1
(ii) Measure of skewnessy, >0. It means that log inflexion, + and a-
normal distribution curve is positively skewed.
(v) Measure of Kurtosis y, > 3. It manifests that (vii) If X and Yare two independent Cauchy vari
lognormal distribution curve is leptokurtic. ates distributed as X ~ C (a,, B,) and Y ~
() IfX and Yare independent lognormal variates C(a,,B,). their sum (X + n is also a Cauchy
variate distributed as C(a, + a,, B, + B,).
distributed as NH oí) and N(z. o})» (vii) If X,, X,, . X, are n
i.i.d. Cauchy variates
the variate (X + ) is distributed as lognormal distributed as X; ~ Cla,ß) for i = 1, 2, .., n,
with mean (u, + u,) and variance (o; +oi). the mean
The variate (X- ) is distributed as lognormal =÷Ex, is also a Cauchy variate
with mean (u, - u,) and variance (oi +o). distributed as C (a, B).
Q. 47 Elucidate beta distribution of first kind.
(vi) The distribution of the variates XY and X/Y is
also lognormal. Ans. A continuous random variable X with para
Q. 46 Enunciate Cauchy distribution. meters m and n is said to possess beta distribution of
Ans. A continuous random variable X is said to first kind. If the probability density function of the
variable X is
have Cauchy distribution if its probability density
function is
1
1 x(1-x)=l
fslx) = B(m,n)
frla) = m> 0, n>0
0<x<l
for otherwise
- 0<a<o and B> 0.
It is denoted as ß, (m, n).
nas two parameters a and B. Notationally, this
distribution is denoted as C (a, B). If oa = 0, ß = l, The distribution function of beta distribution of
then first kind is

Fx(x) = (1-x)"-!,dr
1+)
Here the variable X~C (0, 1). B(m, n) o
for m, n > 0
Properties of Cauchy distribution: 0sx<l
(i)
Moment generating function of Cauchy The cumulative distribution function F, () is also
distribution does not exist. known as incomplete beta function.
 (vii) Properties 124
(vi) B,
= (v) (iv) (iii) (ii) (i)
Characteristic
first
kind is If If mode, If mode
One betaly, If If pends If Mode Measure Measure and distribution The The
< =
1. (m Its (m+n)
m> m m 1. m< n< 3(m+n+I)mn
m< m
> = In If +n)°(m+n+1)(m
+n+2)(m thirdvariance mean of
l, 1, I, suchdistribution m 1, l, , on of (m+n-6)+2(m+n)'+n+3) 3mn mn
(m
n>1, nn> = n<1, x= x+n+2)(m mn(m
the beta+n+3) of B,
= of beta
occurs +n)° and of
= a 1, = Kurtosis, skewness, of
values 4(m-n)(m+n+1) is beta
distribution
fourth
n)0B(m, ! function x 1,x=0 1, situation n both distribution
=1,
is1 is0 (m2mn first
= = the the mn +n)°(m
+n+1)(m
m+n-2 at (m (m +n+1)(m distribution
m-1 ofholdmodal of kind
(n central
of |is is thenfx=0
first
modal m
+n-6) + - mn
the the each good n+2) m) are:
(it)' beta and of
mode mode () and kind value
value. of moments
+jn),.
-B(mdistribution mode.the is ofxe n. + +n+2) first
simultaneous
=the first 2(m of
1 is first kind:
orother
(0, fbimodal. kind +n)} of kind
0
1)<x
at de beta
of is is
x
rangeo).(0, Main second
kind isThe rameters
of Ans. 0.
Note:
II of
Beta type It (viii)
The
distribution (iv) (ii) (ii) is second 48 (ix)
type I 1) Fx(*) generally
distribution
second
kind is Its
features fx(x)
As Characteristic The Its Explicate
Avariate
TmTn m independent IfX
a variance mean continuous
kindandn
has II
has matter
harmonic =| = harmonic
mean of
are of B(m, denoted XY B,
~ H=
k=0 is B(m, if
range beta function its is beta is
same is n-1 m n) (m,
fact, k!
function mean n) variates(m+n-1)
said distributed
(n-1)° distribution random
probabilitydistribution m-1
(0,
eXcept (n-2)+n-1)
m(m (l+u)m* as (1+x n)
(m+k)r(n-k)-r mdu u B, to
1) both of of follow such and PROGRAMMED
STATISTICS
of B,, (m,
and inbeta beta n*n variable as (m,n)
B,
beta (m, n).
otherwise
density
beta otherwise
of n>0form, for of B,that Y
respect 0<x<0
distribution 0<x<o beta -
distribution o n) second second p+q=(p, B,
is m, is
distribution X
function n (P.
lype ofand II >0n with +
range type kind kind a). m, q)
of js no the are
 Propertiesfunction. noted and Iow Ans. hution When 49
(iv) (ü)(11) It The If It 0.RANDOM
(v) () onlgamma
y
is as a is fr(*;a,n)= Aand
analogous
with
ship First tribution ifVariance
Moment If<1, Mean also cumulative generally
H4 a Fx Y =
= (n). 0, ifpositive what VARIABLE,
= four of (x) the distribution
its
K4 1, ofgamma sometimes does a
M,0-(or (1-) generating variance var. = gamma
denoted
probability are
+3k central of gamma la random
>
gamma distribution MATHEMATICAL
its
mean; n, variable
moments distribution:
distribution called e distribution
properties?
with
3n*)(6n + = by variable
cumulants
are: function mean. variate
if
density
u y parameters follow
n a> of (a,
incomplete
otherwise otherwise x>0andfor
and 1,is2 for gamma n) function XEXPECTATION
of var is n,
n x is or a isgamma
their >
gamma <mean > simply gam 0 nsaid
0 variate
relation gamma (a, isand to distrj
2n and a fol AND
dis X den). if
PROBABILITY
(xiv) (xii) (xii) (xi) (ix) (viii) (vii) (vi)
(x)
variatet(hce) variable(thbe) (a) asIfX is tion,distribution.
Ifmode 0. is gamma As
If ofmal variate. as
eters + i= tion is
IfX, Characteristic
leptokurtic.
distributionB,>3 4
isquency Since 3+-,Pearson's Pearson's
If tion in X additive ... n
X y distribution.
~ n 1,2, 6
the (n,) and isgam ’ a+X, Xy, orDISTRIBUTIONS
(n,n,),.P, -y same y orY,>0, orY2 7
n-1 (a, 0, and is . , curve =B,
variable and Yare
(a, (a, .. Y, coefficients coefficients
n), gamma or Z also k, X,
>
ytwo as reproductive n,, the
Y (n,) for the a and function positively is it =B
n), exponential n),
It gamma clearly 0
ratifies =
(XgammaE(Vx)= n i.e., sum k -3=
is X+Y =
n mode
> distribution is
distributed X +
respectively. called y i.i.d.
)-y 1, 1. of of of
the (a, ofindicate that 6
variates Ta
Tn Again of property variate the y
Kurtosis skewness
distributedas
is the (a, gamma
(n, r(rdistribution.gamma distribu
gamma n).variates, n) skewed.
Further the
as 2 if, limiting tends param
with
+then
distributed variates that gamma
P,, n< gamma of It is are,
n,). distribu distribu gamma are,
(n,. 1, form nor
to known X,
the +for fre B, B,= 125
Hy). Xy =
 Ir distributions. sys
function B. Pearsonian
metal
andCorrosion, of
follow chosen l:0sxs2n.
as the b,
and
b,. x'
the random +b,
=-x/9)
density a a
parameters
of mean
distribution:
variance absolutely
circularon
known types
satisfies
equation:
xb,
to strength be a the various constants
a,b,
theory. has has
measure
the from are
said
probability can of which +
distribution
distribution
is wheremeasured
of distribution = distributions
account differential
bo
it
is two
tensile Weibull and
conceptlebesgue >0
()
f dr gave ()
(*) f()
X fx(x:a,B)
0. has distribution. circle
f angle brief
Pearsonf,
distributions.function
its > distribution
alloy, function with dr
equation
tial fx(a)
B Weibull Weibull the a of through
if inapplicationof to unit d
Give Whenrespect an
a
families
distribution a, Properties distributions.
Give Karl
0, an a
satisfying,
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of density subject butions
(i) (ii) 53 oftem
x This loss Ans.withence refers Such 54 Ans.
for 0. Q. A
distribucontinuous
distri follows has Xoapplica for
>1. distri Swedcontinuous
symmetrical. limit
which Pareto by
cumulative bioassays certain
Logistic distribution. its discovered
X found 0-1is distribution.
A
a variable \8+1 distribution of 1939.
of is distribution.
a is function
of distribution curve exceeding
has
Pareto
distribution
distributionfor
>
2.
distribution
of is
description in
form (1-a) was in
which levels Pareto
random It Weibull
exist. Weibull
distributionfunction
densiiy
probability problems.
distribution. Pareto generating distribution
the |+e 3
in
(c.d.f.)
brief logistic
given
-
0.
> tolerance
E(r:a.B)
B
logistic
logistic
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a.
iS
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concisely
continuous
Pareto
people
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function of mean Logistic > of of
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a Give 0 income Mean -2 bution
Give physicist
Give TheXis model Properties
Its Its A 0: to
variable x> follows
in (ii)
50 bution () (1) (iii) 51
Q. said (i) (ii) 52
forThe Ans. The tion Ans.
ish
126 Q. tion.Ans. for
is Q.
 127 d.f. is density
which 0sy'so. or of p.d.f. 2n. curve
distribution
distri Chi-squarerelation or
Yi
=
k g n degrees n. is =8n,
with from parameter first distribution
1.
probability is Chi-square
n- distribution distribution their =K,
Chi-square the
the
population the 8
=
= Chi-square
distribution
is taking and 2n,H;12n2 B
k onefor
and
The stands x=n-2.
Chi-square the
Chi-square
of (1-2it)n2
is
distribution
moments skewness,
only Chi-square
expressed Chi-square function
as the of = + 48n
drawn. .
distributed
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57
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