Khulna University, Khulna Statistics Discipline 2" Year, Term-I, Examination, Session: 2017-2018 Course No: Stat-2101 Full Title of Course: Continuous Probability Distribution Time: 3.0 Hours Full Marks: 60 «The Figures in the margin indicate full marks. The questions are of equal values. «Use Separate Sheet for each Section. Section A ‘There are Four questions in this section. Answer any Three questions 1a, What do you mean by the term random variable in statistics? Define probability 05 density function with it’s properties. b. Illustrate some real life application of Continuous Probability Distributions. 05 2 a. What is Gamma and Beta function? Obtain the relationship between them. Find 06 mean and variance of Gamma Distribution. b. Write down some properties and application of Gamma Distribution. 04 Show that Mean , Median and Mode of a Normal Distribution coincide. 04 b._ Find the Moment Generating Function of Normal Distribution and hence find Mean 06 and Variance. 4 a. Find the rth Moment of the Lognormal variance of the Distribution, b. IfX and Y are independent Gamma variates with parameters | and m, then find the 05 distribution of U and V , where U=X + Y and V= a ribution and hence find the mean and 05 Section B There are Four questions in this section. Answer any Three questions 5a. What is Weibull Distribution? Show that Exponential Distribution is a Special case 03 of both Weibull and Gamma Distribution. b. Find out the mean and variance of Weibull Distribution. 04 ©. Suppose that the service life (hours) of a semiconductor device is a random variable 03 having the Weibull Distribution with a=0.05 and B=0.500. What is the probability that such a device will still operating condition after 40 hours? 6 a. Define Sequence of random variable. 02 b. What do you mean by the term convergence? Describe different modes of 06 convergence. ©. Why do you study convergence? 02Khulna University, Khulna Statistics Discipline 2™ Year, Term-I, Examination 2023, Session: 2021-2022 Course No.: Stat-2101 Full Title of Course: Continuous Probability Distribution Time: 3.0 Hours Full Marks: 60 The figures in the margin indicate full marks. The questions are of equal value. Use separete sheet for each section. Section A There are FOUR questions in this section. Answer any THREE questions. Define uniform distribution. Mention the characteristics of this distribution, 04 Show that, the skewness of the uniform distribution is zero and platykartic. 06 State and Proof of the lack of memory property of exponential distribution 04 Is there any relationship between gamma distribution and exponential distribution? If yes, 02 explain it, A study on brown rat claims that the average lifespan of rats is 5 years. The lifespan follows 04 exponential distribution. Calculate the rate parameter and graph the probability density function, Show that mean and variance doesn’t exist for Cauchy distribution with parameter A and @. 04 State and prove the additive property of gamma distribution. 04 Find the mode of beta second kind distribution. 02 ‘Write down the properties of normal distribution. When normal distribution turns into standard 03 normal distribution? ‘Show that the total area under normal distribution is one. 03 Show that the mean, median, and mode of normal distribution are equal 04 Section B ‘There are FOUR questions in this section. Answer any THREE questions. State and prove Chebyshev’s Inequality for law of large number. 0s State central limit theorem (CLT) and law of large number 02 ‘Write down some applications of CLT in statistics 03 What do you mean by convergence in term of statistics? Mention different models of 05 convergence. Define weak Law of Large Number (WLLN) and Strong Law of Large Number (SLLN). 05 ‘Write down some differences between WLLN and SLLN. Page 1 of 2ey Se a) Define Weibull distribution. “Exponential distribution is a special case of Weibull 03 distribution”-explain this term. b) Find the mean and variance of Laplace distribution. 04 ¢) Suppose that the service life (hours) of a semiconductor device is a random variable follows 03 a Weibull distribution with @ = 1500 and B = 0.75. What is the percentage of device should we expect to fail by 1000 hours? 8. a) Derive the r raw moment of Maxwell distribution and calculate its mean and variance. 06 b) Write down the application of Pareto distribution and find it’ geometric mean. 04 ¥* Good Luck ***v Statistics Discipline 2" Year, Term-I, Examination, Session: 2020-2021 Course No: Stat-2101 Full Title of Course: Continuous Probability Distribution Time: 3 Hours Full Marks: 60 The Figures in the margin indicate full marks. The questions are of equal value. b) °) a) b) °) a) b) } a) ») a) b) b) Use separate sheet for each section. Section-A There are FOUR questions in this section, Answer any THREE questions. Define probability distribution function with its properties. 03 Mention the properties of normal distribution. 03 Show that mean and variance doesn’t exist for Cauchy distribution with parameter and @. 04 Define gamma distribution, Show that the mean and variance are the same for gamma 0s distribution with parameter a. If X and Y are independent gamma variates with parameter p and q respectively, then find 05 the distribution of X+Y. Define exponential distribution. Give some examples where exponential distribution may 03 be applicable. Show that the sum of two independent exponential variate having the same mean is 04 distributed as a Gamma variate. Establish the property that the exponential distribution lacks of memory. 03 Define beta first kind and beta second kind. Find the mean and variance of beta first kind. 06 Write down the derivation of log-normal distribution. 02 Show that the total area under uniform distribution is unity. 02 Section-B There are FOUR questions in this section. Answer any THREE questions. State the central limit theorem with its limitation. 02 What does convergence mean in statistics? Mention different modes of convergence, 04 Consider a sequence of i.id random variables with finite mean p and variance o’, then 04 show that sample mean converges in probability to j1. Define and Differentiate between WLLN and SLLN. 05 Mention the name of different weak law and strong law of large numbers. State and Prove 05 the Chebyshev’s law of large number. Define truncated normal and zero truncated binomial? 04 Find the mean and variance for Maxwell distribution. 06 Write down the probability density function of a bivariate normal distribution, Derive the 07 bivariate normal distribution. If ¥) follows a bivariate normal distribution with parameters 1, ly, 02,03, and p, then 03 find the marginal distribution X. “The End***Khulna University, Khulna Statistics Discipline 2™ Year Term-I Examination, Session: 2018-2019 Course No: Stat-2101 Full Title of Course: Continuous Probability Distribution Time: 3.0 Hours Full Marks: 60 + The Figures in the margin indicate full marks. The questions are of equal values. # Use Separate Sheet for each Section, Section-A ‘There are FOUR questions in this section. Answer any THREE questions. 1. a) What do you mean by probability distribution function? Describe the importance of 04 probability distribution function, b) Define uniform distribution. Find the mean and variance of uniform distribution. 04 ¢) If X has a uniform distribution in the interval (0,10), evaluate 02 i) P<) ii) POI). 2. a) Define gamma distribution. Mention some applications of gamma distribution. 03 b) Show that sum of independent gamma variates is also a gamma variate. 03 ©) Find mean and variance of gamma distribution. 04 3. a) What is normal distribution? Write down the properties of normal distribution. 03 b) Show that the total area of normal distribution is unity. 03 ©) Show that the mean, median, and mode of normal distribution are equal. 04 4. a) Define beta distribution of first kind. Find mean and variance of beta distribution of first 05 kind. b) If X and Y are independent gamma variates with parameters m and n then find the 05 distribution of U and V. Where, U = X + ¥ and V Section-B ‘There are FOUR questions in this section. Answer any THREE questions. 5. a) What do you mean by convergence in statistics? 02 b) Define convergence in probability with its properties, 04 ©) Let {X,},n = 1,2, be a sequence of iid random variables with finite mean ft and 04 Page 1 of 2variance o?. Show that X,, converges in probability to 1. Define convergence in rt mean. What are the importances of convergence inr™ mean if Statistics? Let Xj.Xq,~")Xq be tid random variables with finite mean 4 and variance 0”. Show that sample mean X,, convergence in quadratic mean. Establish a relationship between convergence in r‘ mean and convergence in probability. ‘What do you mean by weak law of large number? State and prove the Chebyshev’s law of large number. What is central limit theorem (CLT)? Distinguish between CLT and law of large numbers. Write down some applications of CLT in statistics. Define lognormal distribution. Discuss the derivation of lognormal distribution. Define Pareto distribution. Find its mean and variance. Discuss the uses of lognormal and Pareto distribution. *** Good Luck *** 03 03 04 04 03 03 04 02ee Eb, oP ’ Define Weak Law of Large Number (WLLN) and Strong Law of Large Number 05 (SLLN). Write down some differences between WLLN and SLLN. What is Central Limit Theorem (CLT). What are the roles of CLT in statistics? 05 How does it differ from Law of Large Number? Define Bivariate Normal Distribution. 02 Find the Moment Generating Function of Bivariate ‘Normal Distribution. 05 Spell out some properties and use of Bivariate Normal Distribution. 03 **The End**