Indian Institute of Technology Jodhpur Probability, Statistics and Random Processes (MA221) Mid-Sem 1 Semester II, 2014-15 Instructor: Dr. Gauray Bhatnagar Maximum Marks: 20 Times Hrs ote 1: In quest mn 6, every wrong answer will result in the deduction of 50% of the marks. (Incomplete attempt/answer without justification will lead to negative marking and there will be no partial marking) Note 2: There is one bonus question of 2 marks. Therefore, you can earn 2 additional marksiand the final marks will be counted out of 20. In case, someone secures more than 20 marks, he/she will get maximumimarks. QI. Let X be a continuous random variable on probability space (S_A_P(;)) with cumulative dis (x). State and prove the inequality involving arithmetic and geometriemeans of X._(0.5+2.5) yution AM = (x)= J sfooar and InGM= fins fosyde= B(Inx) => AM > GNF Assume g(x) = inequality we have 9 g(Q)=1/ x= g"X)=-1/x° <0 g(x)is aconcave function. Therefore, by Jenson E(\n x) PVA VA VA) S08 Thus the probability of receiving at least/One Offer is less than or equal to 80%. Therefore, given statement is False. ii) Ifyour chances of getting selected in each of the show is 30%, then you are 20% sure that you will be selected in all the shows. Q) Ans, Let us define events A1=selectéd in India’s Got Talent: A2= selected in Big Boss; Ax= selected in MTV Roadies; As= selected in Khatron Ke Khiladi. We know that, selection in any show is an independent event Therefore, } PAIN A OA, A) = TL P(A) = (0.3)* = 0.0081 4 0.2 which is not equal/t020%. Taerefore, given statement is False. Q3. Let Z = (X,7) be a 2D random variable with joint probability distribution (24141) fou? xye(0,1) (ws) =4 f | 0 otherwise i) Caleulate P(Z Q5. Suppose you have two different dice nd D.). Dice D,has four red and two white faces whereas dice D, has two red and four white faces foss acoin and if head comes you will use dice D, otherwise you will use dice /). Find the following probat (242) i) Probability of getting a red face throw. =Die D, is used; E,=DieD,is used: E=getting red face in any throw E, | E)+ PU )PCE, | E)= 1 2#2/341/2*1/3=1/2 If red face turns up rst 2 throws, what is the probal that dice D, is used? Ans, Let us define one getting a red face in each of first n throw Pt E)PALE) 1/2#(4/6)" (ALE, + PE )PCAJE) 1/2*(41 6) +1/2*(276)" Q6. Prove or disp following: (As I said if the statement is true prove it otherwise give an counter example) i) There exist no three events4,4,and4, in a roll of two dice such that PACA, Od) = AA)PCA) but P(A.OA,) 4 PALA) a Ans. we. Let us take A:=getting odd total; Ao=getting total of 7; As=getting total of 13 2; PCA) =1/ 6; P(A) =0,P(A, OA.) =1/ P(A OA.) =0 continuous random variable X, | <0 BUX?) <0, a2 Ans, Disprove Let X be a RV with pdf (x)= 13°“ this clear that BUX) =2 Y)=1— E(X) > EY). ‘Ans, Prove, Take, P(X > 1) =1=5 P(X -¥ > 0)=1=> X -¥> 0, Taking expectation, we will E(X -¥)>0> E(X)> BWV) Bonus Question: Q7.A discrete random variable X has the following probability distribution O @ xf 0 i 2 pei) |_ 0.1 0.3 Find the probability distribution of the random variable Ans. According to the question y, = 2-27 +(x) /3) => y, distribution of ¥ will be =2/3. Therefore, the y | 2B Tae pod | 03 [04 [0 caso BEST OF LUC! Ny © S > <: