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Birla Institute of Technology and Science, Pilani IInd Semester 2007-08 Comprehensive Examination (Descriptive Part), Closed Book

AAOC C111 (Probability and Statistics) Date : 09-05-2008(Friday) Max. Marks: 90 Max. Time: 140 mins ______________________________________________________________________________ Note : Attempt Part A and Part B in the separate answer books provided. All subparts of a question should
be attempted sequentially. The answers should be precise and up to the point. Use usual notation and symbols as and when required. All the necessary data is provided at the end of the question paper.

1. (a) If P is a probability on a finite sample space S and P[B] 0 for an event B, show that the set function P* defined by P * [ A] = P [ A | B] for A S is a probability on S. [4] (b) If a crime is committed in Mumbai, there is 40% chance the criminal is caught where as if a crime is committed outside Mumbai, there is 25% chance the criminal is caught. Of all crimes, 30% crimes are committed in Mumbai. Find the probability that the crime is committed in Mumbai or the criminal is caught. Identify all relevant events. [5] (c) A cardiac patient misses a heartbeat 6 times in a year on average. An urgent care is required exactly when he misses a heartbeat more than twice a month. The hospital puts him under a monitoring system, which reports the first miss of a heartbeat if it happens and stops working. If at the end of a month after his monitoring starts, a missed heartbeat was reported, what is the probability that an urgent care is required? Identify the random variable, its distribution and all the relevant events. [6] 2. (a) The joint density for (X, Y) is given by
1 1 1 + , 1 x e, 1 y e . 2( e 1) x y (i) Find the marginal densities for X and Y. (ii) Find expectation of X, expectation of Y and expectation of XY. (iii) Find covariance of X and Y. Give the expression in simplified form. f XY ( x, y) =

Part A

[9] (b) The probabilities that a company will manufacture 0, 1, 2, 3, 4 or 5 of a certain machine part in one hour are 0.14, 0.28, 0.27, 0.18, 0.09 and 0.04 respectively. Simulate the number of machine parts which the company manufactures during 6 periods of one hour each for the two digit random numbers 36, 41, 96, 02, 45, 78. Also, give the total number of machine parts that the company manufactures at the end of 6 hours. [6] 3. (a) From a usual pack of 52 cards, cards are drawn randomly with replacement till the red card appears. If X denotes the numbers of cards drawn, using Chebyshevs inequality, find a lower bound for P [| X 2 | 2], also find the actual probability. [5] (b) A particular nuclear plant releases a detectable amount of radioactive gases twice a month on the average. Find the probability that at least 3 months will elapse before the release of the first detectable emission? What is the average time that one must wait to observe the first emission? [4] (c) The average number of jets either arriving at or departing from an airport is one every 40 seconds. What is the approximate probability that at least 75 such flights will occur during a

randomly selected hour? What is the probability that fewer than 100 such flights will take place in an hour? Use normal approximation to Poisson distribution. [6]

Part B
4. (a). A market research study is to be conducted among users of a particular type of computer system. How many users should be sampled to estimate the percentage of users who plan to add terminals to within 3 percentage points with 92% confidence? [5]

(b) A study of the electromechanically protection devices used in electrical power systems showed that of 200 devices that failed when tested, 80 were due to mechanical parts failures. Find a 90% confidence interval on point estimation for p, the proportion of failures that are due to mechanical failure. [5] (c). In the following table x is the tensile force applied to a steel specimen in thousands of pounds and y is the resulting elongation in thousands of an inch: x 1 3 4 5 7 8 y 14 33 40 60 75 85 (i). (ii). Write the normal equations for the regression line for these data. Solve the normal equations for b0 and b1 and find the regression line. Use it to predict the elongation when the tensile force is 3.5 thousand pounds. [5]

5. (a) Find the maximum likelihood estimate of the parameter of a population having probability density function 2 f ( x ) = 2 ( x ); 0< x< for a sample of unit size, x being the sample value. Also examine if the estimate is biased or unbiased. [5] (b). If X is a standard normal variable then prove that Var[sin X ] > Var[cos X ] . (Hint: You may use e i = cos + i sin .) [5] (c). Let X and Y denote the marks secured by randomly chosen students in sections I and II of the probability course respectively. Assume that X and Y are normally distributed independent random variables with mean 50 & 60 respectively and variance 10 & 6 respectively then (i). Find the moment generating function of the random variable Y X . Also find the parameters of the distribution. (ii). Find the probability that a randomly chosen student from section II scores more marks than a randomly chosen student from section I. [5] 6. (a) A normal population has a mean 0.1 and standard deviation 2.1. Find the probability that mean of a sample of size 900 will be negative. [5]

(b) A random sample of 100 recorded deaths in India during the past one year showed an average life span of 71.6 years. Assuming a population standard deviation of 8.9 years, does this seem to indicate that the mean life span today is greater than 70 years? Use a 0.05 level of significance. [10]
DATA PROVIDED: For standard normal distribution, F(-2.5) = 0.0062, F(-1.63) = 0.0516, F(-1.53) = 0.0630, F(-1.43) = 0.0764, F(-1.42) = 0.0778, F(1) = 0.8413, F(1.11) = 0.8665, F(1.64) = 0.9495, F(1.65) = 0.9505, F(1.75) = 0.9599, F(1.76) = 0.9608, F(2.02) = 0.9783.