MADRAS CHRISTIAN COLLEGE (AUTONOMOUS)

B.Sc. DEGREE END OF SEMESTER EXAMINATIONS Nov-2021 (FEBRUARY)

GROUP (ii): STATISTICS

TITLE: DISTRIBUTION THEORY (181ST3M02)

SEMESTER III

Time: 1½ Hours Max. Marks :50

04.02.22 AN
PART – A (5 X 2 = 10 Marks)
Answer any Five out of Ten questions.
1. State any two properties of distribution function.
f(x,y) = 4xye( x  y ) ; x>0, y>0 . If we make a
2 2
2. If (X,Y) have the joint pdf
transformation u = x 2  y 2 and v = x. Find the Jacobian of transformations.
3
3. If p[x = 2] = p[x =1] where X is a Poisson variate, find λ.
4
4. Define geometric distribution and find its mean.
5. Derive the moment generating function of exponential distribution with
parameter ϴ.
6. If X and Y are independent Gamma variates with parameters α and β, identify
X
the distribution of U = X + Y and V =
Y
7. If X is distributed as a continuous uniform distribution over (a,b) find mean of the
distribution.
8. Define Fisher’s t distribution.
9. State the central limit theorem.
10. State the conditions under which Poisson distribution is a limiting case of the
binomial distribution.

PART – B (3 X 8 = 24 Marks)
Answer any Three out of Eight questions.
11. If X and Y be two independent continuous random variables, obtain the
probability density function of their product U = XY
12. The trinomial distribution of two random variables X and Y is given by
n!
f X ,Y ( x, y)  p x q y (1  p  q) n x y
x! y! (n  x  y)!
For x,y = 0,1,2,....,n and x+y ≤ n, where 0 ≤ p, 0 ≤ q and p+q ≤ 1.
 Find (i) Marginal distribution of X and Y (ii) Conditional distribution of X and
Y

13. If X1, X2, ......., Xn are n independent random variables, Xi having an exponential
distribution with parameter  i ; i = 1,2,....,n ; then prove that Z = min(X1, X2, .......,
Xn ) has exponential distribution with parameter  i

14. Obtain cumulant generating function of Gamma distribution and hence find β 1
and β2
15. Obtain mode of F-distribution.
16. Establish relationship between t and F distribution.
17. Obtain Poisson distribution as a limiting case of negative binomial distribution.
18. Obtain limiting form of t-distribution.

PART – C (1 X 16 = 16 Marks)
Answer any One out of Three questions.
19. a) Let X be a continuous random variable with p.d.f fX(x). Let y = g(x) be strictly
monotonically increasing or decreasing function of x and g(x) is differentiable for
all x. Then prove that the p.d.f of h(.) of the random variable Y is given by

dx
hY ( y)  f X ( x) where x is expressed in terms of y, and the range of Y is
dy
determined from the given range of the variable X, on using the transformation
y = g(x).

b) Find the m.g.f of standard binomial variate (X – np) / npq and obtain its
limiting form as n   .
20. a) Obtain mode of Poisson distribution.
b) Obtain median and mode of Normal distribution.
21. a) State and prove memory lack property of Geometric distribution.
b) Let X ~ β1(m,n) and Y ~ δ(ϴ,m+n) be independent random variables,
find the p.d.f for XY and identify its distribution.

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