Assignment for Mathematical Statistics-II

1. Find the moment generating function (m.g.f.) and the first four moments of the
1 1
rectangular distribution on (− 2 , 2).
2. Suppose the average length of life of a colour television tub is 12 months. What is the
probability that the length of life is equal to or greater than 18 months?
3. If X has an exponential distribution given by
𝑥
𝑓(𝑥) = 1⁄2 𝑒 − ⁄2 , 0 ≤ 𝑥 < ∞.

What are the mean, variance and m.g.f. of X? Also calculate 𝑃(𝑋 > 3) and
𝑃(𝑥 > 5 ∕ 𝑥 > 2).
4. Given 𝑓(𝑥) = 𝑥𝑒 −𝑥 , 0 ≤ 𝑥 < ∞.
= 0, otherwise.
Find the first four moments using m.g.f.
5. Let X have probability density
1
𝑓(𝑥) = 2 𝑒 −|𝑥|, 0 ≤ 𝑥 < ∞.

Find the expectation and variance of X?

6. (a) Tha gamma distribution is given by
1
𝑓(𝑥) = 𝛤(𝑚) 𝑒 −𝑥 𝑥 𝑚−1 , 0 ≤ 𝑥 < ∞.
∞
where 𝛤(𝑚) = ∫0 𝑒 −𝑥 𝑥 𝑚−1 ⅆ𝑥.

Show that the mean and the variance are each equal to m and the third moment about
the mean is 2m.
(b) Find the mode of the gamma distribution.
7. (a) Find the rth moment of the gamma distribution (i) without using the m.g.f., (ii) using
the m.g.f.
(b) Show that the sum of two independent gamma variables with parameters m and n, is
a gamma variable with parameter m + n.
8. Show that for the normal distribution, the mean, mode and median are the same.
9. If X is normally distributed with zero mean and standard deviation 0.6, find 𝑃(𝑋 > 0)
and 𝑃(0.2 < 𝑋 < 1.8).
10. A normal distribution has mean 12 and 𝜎 = 2, find the area under the curve
(a) from X = 10 to X = 13.5, (b) from X = 6 to X = 18.

1
11. Scores on a certain nation-wide college entrance examination follow a normal
distribution with a mean of 500 and a standard deviation of 100. Find the probability
that a student will score (i) over 650, (ii) less than 250, and (iii) between 325 to 675.
12. (a) If the height (X) of college students are normally distributed with mean of 69 and
variance 9, find the probability that (i) X < 65 and (ii) 65 < X < 70.
2
(b) If the m.g.f. of X is 𝑀(𝑡) = 𝑒 −6𝑡+32𝑡 , find 𝑃(−4 < 𝑋 < 16) and 𝑃(−10 < 𝑋 < 0).
13. The mean life of stockings used by an army was 40 days, with a standard deviation of 8
days. Assume the value of the stockings follows a normal distribution. If 100, 000 pairs
are issued, how many would need replacement before 35 days? After 46 days?
14. The time taken by a milkman to deliver milk to the GOR Estate is normally distributed
with mean 12 minutes and standard deviation 2 minutes. He delivers milk every day.
Estimate the number of days during the year when he takes (i) longer than 17 minutes,
(ii) less than 10 minutes, (iii) between 9 and 13 minutes.
15. A man goes by car to his office, and the route through the city center takes him, on
average, 27 minutes with a standard deviation of 5 minutes. With the opening of a new
ring road, the man can bypass the congestion of the city center, but the journey now
takes, on the average, 29 minutes with a standard deviation of 2 minutes. Assuming that
both journey times are normally distributed, determine which route is the better one if
the man has (i) 28 minutes, and (ii) 32 minutes to reach his office for an appointment.
16. In a normal distribution, the lower and upper quartiles are respectively 8 and 17. Find
the mean and standard deviation of the normal distribution.
17. An urn contains 3 black, 2 red and 3 green balls and 2 balls are selected at random from
it. If X is the number of black balls and Y is the number of red balls selected, then find
(i) The joint probability function 𝑓(𝑥, 𝑦);
(ii) 𝑃(𝑋 + 𝑌 ≤ 1);
(iii) the marginal 𝑝.d. g(x) and h(y);
(iv) 𝑃(𝑋 = 0/𝑌 = 1), and
(v) Are X and Y independent?
18. (a) Explain the terms: a joint distribution function, a joint probability distribution,
marginal and conditional distributions.
6
(b) Given the joint p.d. of two r.v.’s X and Y, whose values 𝑓(𝑥, 𝑦) are 𝑓(1, 1) = 30 ,
1 1 4 5 1
𝑓(1, 2) = 30 , 𝑓(1, 3) = 30, 𝑓(2, 1) = 30 , 𝑓(2, 2) = 30 , 𝑓(2, 3) = 30,
2 4 6
𝑓(3, 1) = , 𝑓(3, 2) = , 𝑓(3, 3) = , find all the marginal and conditional
30 30 30
distributions.
19. Let X and Y have the joint probability functions given by
𝑥𝑦
(i) 𝑓(𝑥, 𝑦) = 66 , 𝑥 = 2, 4, 5; 𝑦 = 1, 2, 3.
𝑥𝑦 2
(ii) 𝑓(𝑥, 𝑦) = , 𝑥 = 1, 2, 3; 𝑦 = 1, 2.
66

2
 Find the marginal probability function of X and Y and find out if X and Y are
independent.
20. Suppose that the following table represents the joint p.d. of the discrete r.v. (X, Y):
(a) Compute g(x), h(y), f(x/y) and f(y/x). (b) Decide whether X and Y are independent.