Professional Documents
Culture Documents
IBS2 Hghfuiz2
IBS2 Hghfuiz2
Maximum time: 1 hr
Total mark: 30
Hi JAYANTH M, when you submit this form, the owner will be able to see your name and email address.
1. Question
(1 Point)
𝐼𝑓 𝑋 𝑖𝑠exp𝑜𝑛𝑒𝑛𝑡𝑖𝑎𝑙 𝑟𝑎𝑛𝑑𝑜𝑚 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑤𝑖𝑡ℎ 𝑝𝑑𝑓 𝑓(𝑥) = 𝑎𝑒−𝑎𝑥 , 𝑎 > 0,𝑥 > 0, 𝑤ℎ𝑎𝑡 𝑖𝑠 𝐸(2𝑋 + 3)
(3𝑎+1)
𝑎
(3𝑎+2)
𝑎
2
𝑎
1
𝑎2
2. Question
(1 Point)
𝑖𝑓 𝑋 𝑎𝑛𝑑 𝑌 𝑎𝑟𝑒 𝑡𝑤𝑜 𝑖𝑛𝑑𝑒𝑛𝑑𝑒𝑛𝑡 𝑈 (0,1) 𝑅𝑉, 𝑡ℎ𝑒𝑛 𝑌 = 3𝑋 + 2𝑌 𝑖𝑠 − − − − − −
𝑇𝑟𝑖𝑎𝑛𝑔𝑢𝑙𝑎𝑟 𝑤𝑖𝑡ℎ 𝑚𝑒𝑎𝑛 𝑎𝑡 2
𝑇𝑟𝑖𝑎𝑛𝑔𝑢𝑙𝑎𝑟 𝑤𝑖𝑡ℎ 𝑚𝑒𝑎𝑛 𝑎𝑡 5
𝑇𝑟𝑖𝑎𝑛𝑔𝑢𝑙𝑎𝑟 𝑤𝑖𝑡ℎ 𝑚𝑒𝑎𝑛 𝑎𝑡 2.5
𝑅𝑒𝑐tan𝑔𝑢𝑙𝑎𝑟 𝑤𝑖𝑡ℎ 𝑚𝑒𝑎𝑛 𝑎𝑡 3
3.
(1 Point)
𝑋 𝑓𝑜𝑙𝑙𝑜𝑤𝑠 𝑢𝑛𝑖𝑓𝑜𝑟𝑚 𝑈 (5,10) . 𝑇ℎ𝑒𝑛 𝐸(𝑋 2 ) 𝑖𝑠
975
3
980
3
1000
3
950
3
𝑎,𝑏,𝑐
𝑎,𝑎 + 𝑏,𝑏 + 𝑐,𝑐
𝑎,𝑎 + 𝑏,𝑏 + 𝑐,𝑐 + 𝑎
𝑎 + 𝑏,𝑎 + 𝑐,𝑐 + 𝑎
5. Question
(1 Point)
𝐼𝑓 𝑋 𝑖𝑠exp𝑜𝑛𝑒𝑛𝑡𝑖𝑎𝑙 𝑟𝑎𝑛𝑑𝑜𝑚 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑤𝑖𝑡ℎ 𝑝𝑑𝑓 𝑓(𝑥) = 𝑒−𝑥 , 𝑥 > 0, 𝑤ℎ𝑎𝑡 𝑖𝑠 𝑉 (2𝑋 + 3)
2
4
7
5
6. Question
(1 Point)
𝐼𝑓 𝑋 𝑖𝑠 𝑤𝑖𝑡ℎ 𝑝𝑑𝑓 𝑓(𝑥) = 𝑒−𝑥 , ,𝑥 > 0, 𝑤ℎ𝑎𝑡 𝑖𝑠 𝑡ℎ𝑒 𝑑𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑡𝑖𝑜𝑛 𝑜𝑓 𝑌 = 𝑋 + 5
𝑓 (𝑥) = 𝑒−𝑥 + 5, 𝑥 ≥ 0
𝑓 (𝑥) = 𝑒−(𝑥−5) ,𝑥 ≥ 5
𝑓 (𝑥) = 5𝑒−(𝑥−5) 𝑥 ≥ 5
𝑓 (𝑥) = 5𝑒−(𝑥−5) , 𝑥 ≥ 0
25
12
5
12
12
5
𝑛𝑜𝑛𝑒 𝑜𝑓 𝑡ℎ𝑒 𝑎𝑏𝑜𝑣𝑒
8. Question
(1 Point)
𝐼𝑓 𝑒𝑎𝑐ℎ 𝑋𝑖 𝑠 𝑖𝑖𝑑 𝑁 (𝜇,𝜎) 𝑎𝑛𝑑 𝑖𝑓 𝑌 = 𝑋1 + 𝑋2 + 𝑋3 , 𝑡ℎ𝑒𝑛 𝑑𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑡𝑖𝑜𝑛 𝑜𝑓 𝑌 𝑖𝑠
𝑁 (3𝜇, 3𝜎)
𝑁 (3𝜇, √−3𝜎)
𝑁 (𝜇, √−3𝜎)
𝑁 (3𝜇, 3𝜎2 )
9. How will you generate two Random numbers from N(0,1) by using two U(0,1) Random
numbers
(1 Point)
10. sequence 1,1 is convolved with a,b,c . The output is 1,3,3,1. Then a,b,c is ---,---,---
(1 Point)
1,1
1,2,2
1,2,1
1,−2,1
𝑇ℎ𝑒 𝑓𝑢𝑛𝑑𝑎𝑚𝑒𝑛𝑡𝑎𝑙 𝑡ℎ𝑒𝑜𝑟𝑒𝑚 𝑜𝑓 𝑐𝑎𝑙𝑐𝑢𝑙𝑢𝑠 𝑖𝑠 𝑎 𝑡ℎ𝑒𝑜𝑟𝑒𝑚 𝑡ℎ𝑎𝑡 𝑙𝑖𝑛𝑘𝑠 𝑡ℎ𝑒 𝑐𝑜𝑛𝑐𝑒𝑝𝑡 𝑜𝑓 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑡𝑖𝑛𝑔
12. An exponential distribution has mean and variance as same quantity. Then its parameter
value is
(1 Point)
1
0.1
2
1
2
13. Question
(1 Point)
𝐼𝑓 𝑋 𝑓𝑜𝑙𝑙𝑜𝑤𝑠 𝑁 (𝜇,𝜎), 𝑌 = 3𝑋 + 3 𝑓𝑜𝑙𝑙𝑜𝑤𝑠 − − − −
𝑁 (3𝜇 + 3,3𝜎)
𝑁 (3𝜇 + 3,9𝜎)
𝑁 (3𝜇,9𝜎)
𝑁 (3𝜇,3𝜎)
14. What is Box-muller formula for generating Random numbers from N(0,1)
(1 Point)
𝐼𝑓 𝑥1 𝑎𝑛𝑑 𝑥2 𝑎𝑟𝑒 𝑢𝑛𝑖𝑓𝑜𝑟𝑚𝑙𝑦 𝑎𝑛𝑑 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡𝑙𝑦 𝑑𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑡𝑒𝑑 𝑏𝑒𝑡𝑤𝑒𝑒𝑛 0 𝑎𝑛𝑑 1 , 𝑍1 = √−−2−−−−−−−−−
× ln(𝑥1−) × co
𝐶𝑜𝑛𝑡𝑖𝑛𝑜𝑢𝑠
𝑑𝑖𝑠𝑐𝑟𝑒𝑡𝑒
𝑑𝑖𝑠𝑐𝑟𝑒𝑡𝑒 𝑓𝑜𝑟 𝑡 = 0 𝑎𝑛𝑑 𝑐𝑜𝑛𝑡𝑖𝑛𝑜𝑢𝑠 𝑓𝑜𝑟 𝑡 > 0
𝑁𝑜𝑛𝑒 𝑜𝑓 𝑡ℎ𝑒 𝑎𝑏𝑜𝑣𝑒
16. Question
(1 Point)
𝐼𝑓 𝑋1 𝑎𝑛𝑑 𝑋2 𝑎𝑟𝑒 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 exp𝑜𝑛𝑒𝑛𝑡𝑖𝑎𝑙 𝑟𝑎𝑛𝑑𝑜𝑚 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑡ℎ𝑒𝑛, 𝑌 = 𝑋1 + 𝑋2 + 𝑋3 𝑓𝑜𝑙𝑙𝑜𝑤𝑠 − − − −
exp𝑜𝑛𝑒𝑛𝑡𝑖𝑎𝑙
𝑔𝑎𝑚𝑚𝑎
𝑇𝑟𝑖𝑎𝑛𝑔𝑢𝑙𝑎𝑟
𝑁𝑜𝑟𝑚𝑎𝑙
17. How will you generate Random numbers from U(a,b) from U(0,1)
(1 Point)
(𝑢(0,1) × (𝑏 − 𝑎)) + 𝑎
18. Question
(1 Point)
𝐼𝑓 𝑋1 𝑎𝑛𝑑 𝑋2 𝑎𝑟𝑒 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑠tan𝑑𝑎𝑟𝑑 𝑁𝑜𝑟𝑚𝑎𝑙 𝑟𝑎𝑛𝑑𝑜𝑚 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒, 𝑡ℎ𝑒𝑛, 𝑉𝑎𝑟(2𝑋1 − 3𝑋2 ) 𝑖𝑠
−1
13
5
1
19. Question
(1 Point)
𝐼𝑓 𝑋 𝑖𝑠exp𝑜𝑛𝑒𝑛𝑡𝑖𝑎𝑙 𝑟𝑎𝑛𝑑𝑜𝑚 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑤𝑖𝑡ℎ 𝑝𝑑𝑓 𝑓(𝑥) = 0.3𝑒−0.3𝑥, 𝑎 > 0,𝑥 > 0, 𝑤ℎ𝑎𝑡 𝑖𝑠 𝐸(𝑋)?.
0.3
𝑒0.3
3
10
3
20. Question
(1 Point)
95 𝑝𝑒𝑟𝑐𝑒𝑛𝑡𝑖𝑙𝑒 𝑣𝑎𝑙𝑢𝑒 𝑜𝑓 𝑑𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑡𝑖𝑜𝑛 𝑜𝑓 𝑋𝑏𝑎𝑟 = 301 (𝑋1 +...+𝑋30 ) 𝑤ℎ𝑒𝑟𝑒 𝑋𝑖 𝑠 𝑎𝑟𝑒 𝑖𝑖𝑑 𝑁 (160, 𝜎 = 5) 𝑖𝑠
= 𝑛𝑜𝑟𝑚𝑐𝑑𝑓 (95,160,5)
= 𝑛𝑜𝑟min𝑣(0.95,160, √530 )
= 𝑛𝑜𝑟min𝑣(0.95,160, 305 )
= 𝑛𝑜𝑟𝑚𝑝𝑑𝑓 (95,160,5)
21. Question
(1 Point)
𝐼𝑓 𝑋1 𝑎𝑛𝑑 𝑋2 𝑎𝑟𝑒 𝑖𝑖𝑑 𝑁𝑜𝑟𝑚𝑎𝑙 𝑟𝑎𝑛𝑑𝑜𝑚 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑁 (0,1) , 𝑡ℎ𝑒𝑛, 𝑆𝐷 𝑜𝑓 𝑌 = (4𝑋1 + 3𝑋2 ) 𝑖𝑠
5
7
25
14
22.
(1 Point)
𝐼𝑓 𝑋 𝑖𝑠exp𝑜𝑛𝑒𝑛𝑡𝑖𝑎𝑙 𝑟𝑎𝑛𝑑𝑜𝑚 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑤𝑖𝑡ℎ 𝑝𝑑𝑓 𝑓(𝑥) = 𝑒−𝑥 , 𝑥 > 0, 𝑤ℎ𝑎𝑡 𝑖𝑠 𝑑𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑡𝑖𝑜𝑛 𝑜𝑓 𝑌 = 3𝑋
𝑓 (𝑦) = 13 𝑒− 𝑦3 ,𝑦 ≥ 0
𝑓 (𝑦) = 3𝑒−3𝑦 ,𝑦 ≥ 0
𝑓 (𝑦) = 3𝑒− 𝑦3 ,𝑦 ≥ 0
𝑓 (𝑦) = 3𝑒− 3𝑦2 ,𝑦 ≥ 0
23. Question
(1 Point)
95 𝑝𝑒𝑟𝑐𝑒𝑛𝑡𝑖𝑙𝑒 𝑣𝑎𝑙𝑢𝑒 𝑜𝑓 𝑑𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑡𝑖𝑜𝑛 𝑜𝑓 𝑋 = (𝑋1 +...+𝑋5 ) 𝑤ℎ𝑒𝑟𝑒 𝑋𝑖 𝑠 𝑎𝑟𝑒 𝑖𝑖𝑑 𝑁 (160, 𝜎 = 5) 𝑖𝑠
= 𝑛𝑜𝑟min𝑣(0.95,800,25)
= 𝑛𝑜𝑟min𝑣(0.95,160,25)
= 𝑛𝑜𝑟min𝑣(0.95,160, √55 )
= 𝑛𝑜𝑟min𝑣(0.95,700,25)
26. Question
(1 Point)
𝐼𝑓 𝑒𝑎𝑐ℎ 𝑋𝑖 𝑠 𝑖𝑖𝑑 𝑁 (𝜇,𝜎) 𝑎𝑛𝑑 𝑖𝑓 𝑌 = 14 (𝑋1 + 𝑋2 + 𝑋3 + 𝑋4 ) , 𝑡ℎ𝑒𝑛 𝑑𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑡𝑖𝑜𝑛 𝑜𝑓 𝑌 𝑖𝑠
𝑁 (𝜇, 𝜎4 )
𝑁 (𝜇, 𝜎2 )
𝑁 (𝜇, 𝜎22 )
𝑁 (𝜇, 𝜎42 )
10
3
25
24
4
1
3
28.
(1 Point)
𝐼𝑓 𝑋 𝑓𝑜𝑙𝑙𝑜𝑤𝑠 𝑁 (𝜇,𝜎), 𝑌 = 3𝑋 𝑓𝑜𝑙𝑙𝑜𝑤𝑠 − − − −
𝑁 (3𝜇,𝜎)
𝑁 (𝜇,23𝜎)
𝑁 (3𝜇, 3𝜎)
𝑁 (3𝜇,9𝜎)
29.
(1 Point)
𝑅𝑎𝑛𝑑𝑜𝑚𝑣 𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑋 𝑖𝑠 𝑈(0,1). 𝑊ℎ𝑎𝑡 𝑖𝑠 𝐸(𝑋 3 )
1
3
1
2
1
4
1
5
𝑁 (50,5)
𝑁 (50,25)
𝑁 (100,0.5)
𝑁 (50,0.5)
Submit
This content is created by the owner of the form. The data you submit will be sent to the form owner. Microsoft is not responsible for
the privacy or security practices of its customers, including those of this form owner. Never give out your password.