NIT JAMSHEDPUR

Department of Mathematics
M.Sc. Semester-I Internal Assessment-I

Time: 1 Hr 15 Mint Probability and Statistics Full Marks: 25

BAC

Answer any five questions. Notations have their usual meanings.

1. Let (S, B, P ) be a probability space.

(a) For n events A1 , A2 , . . . , An ∈ B, prove that [3]

n n
!
[ X X X
P Ai = P (Ai ) − P (Ai ∩ Aj ) + P (Ai ∩ Aj ∩ Ak )
i=1 i=1 1≤i<j≤n 1≤i<j<k≤n
n
!
\
− · · · + (−1)n−1 P Ai .
i=1

(b) For any A, B ∈ B, prove that [2]

P (Ac ∪ B) = 1 − P (A) + P (A ∩ B).

2. State and prove the Bayes’ theorem. [1+4]

3. Let an element is chosen arbitrarily from the group (Z2023 , +). Find the probability that the
element generates Z2023 . [5]

4. (a) Let X be a RV. Are |X| and X + also RVs? [1+1]

(b) Let S = {HH, HT, T H, T T } be the sample space of tossing two unbiased coins and take
B = P(S). Define X : S → R by X(s) = number of heads in S, ∀s ∈ S. Verify X is a RV
or not? If yes, find its cdf and pmf. [1+1+1]

5. Prove that F (x) − F (x − 0) = P (X = x). What is the probability that atleast two of 34 students
will have the same birthday in the year 2024? [2+3]

6. Let X be an RV with pdf

1 x2
f (x) = √ e− 2 , −∞ < x < ∞.
2π
Find the pdf and cdf of Y = eX . [3 + 2]

B Best Wishes C

Name :

Roll No.: Date: 25/09/2023