Question Paper Code: 81575

M.E. DEGREE EXAMINATION, JUNE 2012.

First Semester

Industrial Engineering

MA 9317/10277 PS 101 - PROBABILITY AND STATISTICS

(Common to M.E. - Industrial Safety EngineeringlM.E. - Industrial Engineering)

(Regulation 2009)

Time: Three hours Maximum: 100 marks

(Use of Statistical Table is permitted)

Answer ALL questions.

All questions carry equal marks.

PART A - (10 x 2 = 20 marks)

1. Define moment generating functions.

2. Prove that correlation coefficient is the geometric mean between the regression
coefficient.

3. What do you understand by principle of least square?

4. Define partial and multiple correlations.

S. Define sampling distribution and standard error .

.6. What is the meaning of analysis of variance? State its common assumptions.

7. Give the ANOVAfor completely randomized design.

8. What are factorial experiments?

9. What is time series? Write some utility of time series analysis.

10. Explain auto-regressive process.

 PART B - (5 x 16 = 80 marks)

11. (a) (i) A random variable X has the following probability function:
Values of X, x:O 1 2 3· 4 5 6 7

p(x):O k 2k 2k 3k k2 2k2 7k2+k

(1) Find k,
(2) Evaluate p(X<6), P(X~ 6) and p(O<X<5)

(3) If p(X:s a» ~, find the minimum value of a.iand

(4) Determine the distribution function of X.

(ii) Find the moment generating function of a random variable X whose
probability function is P(x) =.!:., x = 1, 2, 3,..... Hence find its mean.
2
Or

(b) (i) The joint probability distribution of two random variables X and Y
is given by:

p(X = 0, Y = 1)=113 p(X = 1, Y = -1) = 1/3 and p(x = 1, Y = 1) = 113

Find
(1) Marginal distribution of X and Y,
(2) Conditional probability distribution of X given Y=l.
(ii) Calculate the correlation coefficient for the following heights
(in inches) of fathers(X) and their sons (Y) :

X: 65 66 67 67 68
" 69 70 72
.
Y: 67 68 65 68 72 72 69 71

12. (a) (i) State the properties of multiple correlation coefficient.

(ii) On the basis of observation made on 39 cotton plants, the total

correlation of yield of cotton (Xl), number of balls, i.e., seed vessels
(X2) and height (X3) are found to be .:

r12 = 0.8, r13 = 0.65 and r23 = 0.7. Compute the partial correlation
between yield of cotton and the number of balls, over the effect of
height.

Or

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 (b) (i) In random sampling from normal population N(,u, 0"2), find the
maximum likelihood estimators for
(1) ,u when 0"2 is know,

(2) 0"2 when,u is known, and

(3) the simultaneous estimation of ,u and 0"2.

(ii) Estimate a and P in the case of Pearson's Type III distribution by

the method of moments:

f( x; a, p) pa a-I -/1% 0 .
,= r{a) x e , S; x s 00 •

13. (a) (i) In a test given to two groups of students, the mark obtained are as
follows:
First group: 18 20 36 50 49 36 34 49 41
Second group: 29 28 26 35 30 44 46

Examine the significance of difference between the arithmetic mean

of the marks secured by the students of the above two groups.
(ii) Weight in kg. of 10 students are given below: ,
38,40,45,53,47,43,55,48,52,49
Can we say that variance of the distribution of weights of all
students from which the above sample of 20 students was drawn is
equal to 20 kg?
Or
(b) (i) In one sample of 8 observation, the sum ofthe square of deviations
of the sample values from the sample mean was 84.4 and in the
other sample of 10 observations it was 102.6. Test whether this'
difference is significant at 5 percent.
(ii)Explain the technique of analysis of variance for a two-way
classification data.
14. (a) (i) Discuss the fundamental principles of design of experiments.
(ii) The three samples below have been obtained from normal
populations with equal, variances. Test the hypothesis that the
sample means are equal:
8 7 12
10 5 9
7 10 13
14 9 12
11 9 14

Or

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 (b) (i) Three varieties A, B, C of a crop are tested in a randomized block
design with four replications. The plot yields in pounds are as
follows:
A6 C5 A8 B9

~\
C8 A4 B6 C9
B7 B6 CIO A6
Analysis the experiment yield and state your conclusion.
(ii) Describe the Latin Square layout and the randomization procedure
appropriate for such' layout. Give your critical comments on the
advantage and disadvantages of such layout.

15. (a) (i) Discuss the various components of time series.

(ii) Describe the method of moving average for estimating the trend in
a time series. Discuss its merits and demerits,

Or
(b) (i) Briefly explain exponential smoothing in time series data.
(ii) Explain first-order autoregressive process and obtain its mean and
variance.

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