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18 views5 pagesProbability Theory
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STHT22102
M.Sc Degree Examinations — Jan-Feb, 2024
First Semester
STATISTICS
Distribution Theory
Duration 3 Hrs. Max. Marks 60
Section A: Answer all the questions 10X1=10
1. Write any two properties of distribution function.
Mention any two importance of characteristic function.
Define Exponential distribution,
When does normal distribution
Write the p.d.f of Rayleigh di
2,
3
4. said to be standard normal distribution?
5.
6, Define truncated distribution.
7
8,
9
1
ibution.
Write the p.d.f of two parameter beta distribution,
What do you understand by sampling distribution?
. Write any two examples for Poisson distribution.
0. Give any two applications of the truncated normal distribution.
Section B: Answer all the questions 5X4=20
11. (a) Write the properties of geometric distribution.
(OR)
(b) Prove that the Poisson distribution is a limiting case of negative binomial distribution.
12. (a) Define Weibull distribution. Find the r moment of the standard Weibull distribution.
(OR)
(b) If the random variable X has an exponential distribution with parameter 2, then prove that
P[X>at+b/X>al=P[X>b] fora>Oandb>0.
13. (a) Obtain the p.d-f of standard normal distribution truncated at both ends with relevant range of
variation as (a, b). Also find its mean.
(OR)
(b) Explain truncated Poisson distribution.
14, (a) Derive the m.g.f of hyper geometric distribution.
(OR)
(b) Explain Snedecor’s F-distribution.
15, (a) Define Weibull distribution. Find the r* moment of the standard Weibull distribution.
(OR)
(b) Derive the sampling distribution of sampling variance.
Section C: Answer any three questions only 3X10=30
16, Explain binomial distribution? Derive its mean and variance.
17, Define Pareto distribution? Find its mean and variance.
18, Derive the characteristic function of Cauchy distribution.
19. Find the mean and variance of the binomial distribution truncated at X=0.
20, Derive the p.d.f of Chi-square distribution.
‘STHT22102 STHT22102
M.Sc. DEGREE EXAMINATIONS, DECEMBER-2023
First Semester
STATISTICS
DISTRIBUTION THEORY
Max. Marks: 60
Time: 3 Hours
SECTION - A (10x 1 =10 Marks)
Answer ALL questions.
Write the characteristic function of binomial distribution,
Write the p.m.f of the geometric distribution,
State the memory less property of Exponential dis
‘What is lognormal distribution?
Define truncated distribution?
Write any two properties of joint probability density function of a
continuous random variable.
Define Rayleigh distribution.
& Write any two applications of Chi square distribution,
$ Define sampling distribution.
10. Write the p.d.f of two parameter beta distribution,
SECTION - B (5 x 4 = 20 Marks)
Answer ALL the Questions
f of Poisson distribution.
(OR)
b. Show that the Hyper geometric distribution tends to Binomial
distribution as .
1. a. Find the m,
12. a, Define Cauchy distribution with parameters a, fi and state it
properties.
(OR) :
b. If the random variable X has an exponential distribution with
parameter 4, then prove that
'\a, Explain truncated Poisson distribution.
(OR)
b. Explain and illustrate the uses and concepts of truncated
distribution,
14, a. Derive the relation between ‘F* distribution and Chi-square
distribution,
(OR)
b. Explain Fisher's Z distribution.
15. a, Prove that the two random variables X and Y with joint p.d.f f(x,y)
are independent if and only if
(OR)
b, State characteristic function and mention its properties.
SECTION ~ CG x 10=30 Marks)
Answer any THREE questions
16, What is Pareto distribution? Find its mean and variance.
17. Derive the characteristic function of Cauchy's distribution
18. Obtain the p.d.f of standard normal distribution truncated at both
ends. Obtain the mean and variance.
19. Derive the p.d.f of Snedecor’s F distribution.
20. IfX, and X, are two independent Chi-square variates with n,, 0;
degrees of freedom then prove that variate.
‘STHT22102 ‘STHT22102
M.Sc Degree Examinations - August, 2023
First Semester
STATISTICS
Distribution Theory —
Max. Marks
10X10
Duration 3 Hrs.
Section A: Answer all the questions
1. Define random variable.
Write the probability generating function of negative Binomial
Write the p.d.f of Weibull distribution.
What are the mean and variance of Pareto distribution?
State truncated distribution.
Mention any two applications of truncated distribution.
Write the sampling distribution of quantile.
State the memory less property of Exponential distribution.
Write the mean and variance of truncated Poisson distribution.
10. If f(x) = es } oo 5X4=20
II. (a) Bring out the relationship between Binomial and Poisson distribution.
(OR)
(b) Define distribution function and state its properties.
12. (a) Obtain the characteristic function of Cauchy distribution.
(OR)
(b) Write the properties of Normal distribution.
13. (2) Obtain the mean and variance of zero truncated Binomial distribution.
(OR)
(b) Derive the probability mass function of truncated Poisson distribution.
14. (a) Derive the sampling distribution of mean when the samples are drawn from normal
PPA ABWAWD
distribution.
(OR)
(b) Establish the relation between F and Chi square distribution.
15. (a) Define m.g.f and mention its properties.
(OR)
(b) IfX~N(u, 0) then prove that Pla < X
