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No of Pages : 3 Course Code : 15XD25

Roll No:
(To be filled in by the candidate)
PSGCOLLEGE OF TECHNOLOGY, COIMBATORE - 641 004
SEMESTER EXAMINATIONS, MAY 2018

MSc - DATA SCIENCE Semester: 2

15XD25 THEORY OF PROBABILITY

Duration : 3 Hours Maximum Marks : 100
INSTRUCTIONS:
1. Answer ALL questions. Each question carries 20 Marks.
2. Subdivision (a) carries 3 marks each, subdivision (b) carries 7 marks each and subdivision
(c) carries 10 marks each.
3. Normal table brought by the candidates shall be permitted.
4. Course Outcome : Qn.1 Qn.2 CO2 Qn.3 CO3. Qn.4 CO4 Qn.5 CO6
CO1
Table …… …… ……
. the following. relations are True
1. a) State whether each of . or False, if events A and B are
independent.
(1) 𝑃[𝐴|𝐵] = 𝑃[𝐴]; (2) 𝑃[𝐴 ∪ 𝐵|𝐶] = 𝑃[𝐴|𝐶] + 𝑃[𝐵|𝐶]; (3) 𝑃[𝐴 ∩ 𝐵] = 𝑃[𝐴]. 𝑃[𝐵].
b) i) Bob is known to speak truth 3 out of 4 times. He throws a die and reports that it is
a six. What is the probability that it is actually six? [3]
ii) A die is loaded in such a way that the probability of the face with j dots turning up
is proportional to j for j = 1, 2,…6. What is the probability, in one roll of the die that
an odd number of dots will turn up? [4]
c) i) If 𝑃(𝐴) = 0.25 and 𝑃(𝐵) = 0.8, then show that 0.05 ≤ 𝑃(𝐴 ∩ 𝐵) ≤ 0.25.
[4]
ii) Suppose we have ten coins which are such that if the 𝑖 𝑡ℎ one is flipped then
heads will appear with probability 𝑖/10, 𝑖 = 1, 2, . . . , 10. One of the coins is
randomly selected and flipped. It shows heads. What is the probability that it was
the fifth coin? [6]
2. a) A circle of radius 1 is inscribed in a square with sides of length 2. A point is selected
at random from the square. What is the probability that it is inside the circle?
b) i) The life of power transmission tower is exponentially distributed, with a mean life
of 25 years. If three towers, operated independently, are being erected at the
same time, what is the probability that at least 2 will still stand after 35 years? [3]
ii) A communication system consists of 𝑛 components, each of which will
independently function with probability 𝑝. The total system will be able to operate
effectively if at least one-half of its components function. For what values of 𝑝 is a
5-component system more likely to operate effectively than a 3-component
system? [4]

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c) i) 1) Suppose that, on the Richter scale, earthquakes of magnitude 5.5 or higher

have probability 0.015 of damaging certain types of bridges. Suppose that
such intense earthquakes occur at a Poisson rate of 1.5 per ten years. If a
bridge of this type is constructed to last at least 60 years, what is the
probability that it will be undamaged by earthquakes for that period of time?[5]
2) The students in AMCS department arrive at the CSL Lab lounge to view the
video lecture for a particular course according to a Poisson process with a
rate of 5 students per hour. The lab technician will not start the video on until
there are at least 5 students in the lounge. Given that there is currently no
student in the lounge, what is
(i) the expected waiting time until the video is turned on?
(ii) the probability that the video is not turned on within one hour from now?[5]
(OR)
ii) 1) The life X (in months) of a light bulb is a random variable whose PDF given
by
1 𝑥
𝑓(𝑥) = {15 − 450 , 0 ≤ 𝑥 ≤ 30.
0 𝑒𝑙𝑠𝑒𝑒ℎ𝑒𝑟𝑒
(i) Obtain the distribution function 𝐹;
(ii) Find the probability that the light bulb will last at least 15 months;
(iii) Given a light bulb has already lasted 15 months, what is the probability
that it will survive another month? [5]
2) From an urn that contains five red, five white, and five blue chips, we draw two
chips at random. For each blue chip we win $1, for each white chip we win
$2, but for each red chip we lose $3. If X represents the amount that we either
win or we lose. Find the expected gain or lose. [5]
3. a) A farmer makes cuts at two points selected at random on a piece of lumber of length
ℓ. What is the expected value of the length of the middle piece?
b) i) Two points X and Y are selected at random and independently from the interval
(0, 1). Compute 𝑃(𝑌 ≤ 𝑋 𝑎𝑛𝑑 𝑥2 + 𝑦 2 ≤ 1). [3]
ii) If X and Y are independent gamma random variables with parameters (𝛼, 𝜆) and
(𝛽, 𝜆), respectively, compute the joint density of 𝑈 = 𝑋 + 𝑌 and 𝑉 = 𝑋/(𝑋 + 𝑌). [4]
c) A service facility operates with two service lines. On a randomly selected day, let X
be the proportion of time that the first line is in use whereas Y is the proportion of
time that the second line is in use. Suppose that the joint probability density
function for (X,Y) is
𝑘(𝑥2 + 𝑦 2 ), 0 ≤ 𝑥, 𝑦 ≤ 1
𝑓(𝑥, 𝑦) = { .
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
(i) Determine the value of k;
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(ii) Obtain the marginal density function of X;

(iii) Find the probability that the first line is busy more than 75% of the time;
(iv) Find the probability that neither line is busy more than half the time.
4. a) Let 𝑋 and 𝑌 be jointly distributed random variables with correlation coefficient 𝑟𝑋𝑌 =
2/3, 𝜎𝑋 = 1, and 𝑉𝑎𝑟(𝑌) = 9. Find 𝑉𝑎𝑟(3𝑋 − 5𝑌 + 7).
b) i) Let 𝑋 be a uniform random variable over (0, 1). Let 𝑎 and 𝑏 be two positive
numbers. Using moment-generating functions, show that 𝑌 = 𝑎𝑋 + 𝑏 is uniformly
distributed over (𝑏, 𝑎 + 𝑏). [3]
ii) Suppose that in a community the distributions of heights of men and women (in
centimeters) are N(173, 40) and N(160, 20), respectively. Calculate the
probability that the average height of 10 randomly selected men is at least 5
centimeters larger than the average height of six randomly selected women. [4]
c) i) Obtain the moment-generating function (MGF) of Erlang distribution with
parameters 𝑟 and 𝜆 and use it to find its mean and variance. [5]
ii) Find the MGF of exponential distribution with parameter 𝜆 and show that the sum
of 𝑟 – identically independent exponential random variables is an Erlang random
variable. [5]
5. a) When the failure time distribution is exponential, what can you say about the failure
rate at any time t?
b) i) Give the minimal path sets and minimal cuts sets for the structure given in Fig.1.
1 2
5 [3]

Fig.1 3 4 6

ii) An electrical system consists of four components A, B, C, and D as illustrated in

Fig.1. The reliability of each component is also shown. Find the probability that (i)
the entire system works; (ii) the component C does not work, given that the entire
system works. Assume that the four components work independently. [4]

C
0.9
A B
Fig.1 0.6 0.6 D
0.7
c) A cutting tool wear out with a time to failure follows normal distribution. It is known
that about 34% of the tools fail before 9 working days and 78.8% fail before 12
working days.
i) Compute the mean time to failure (MTTF). [4]
ii) Find the design life for a desired reliability of 0.90. [3]
iii) Given that the tool has been in use for 5 days, find the probability that it will last
one more day. [3]
FD/JU /END/
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