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BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, PILANI- K. K.

BIRLA GOA CAMPUS Second Semester 2013-2014 Tutorial Sheet - 5 Course No. MATH F113 Course title: Probability and Statistics Date: March 13, 2014
2 1. (i) If Xi N (i , i ), i = 1, 2, ......, n, are independent, then prove that their linear n n 2 2 combination i=1 ai Xi N ( n i=1 ai i , i=1 ai i ). 2 (ii) If Xi N (i , i ), i = 1, 2, ......, n, are independent, then prove that their linear n n 2 combination n X i N( i=1 i=1 i , i=1 i ).

(iii) If Xi , i = 1, 2, ......, n are identically and independently distributed normal variates with 2 ) mean and variance 2 , then their mean X is also N (, n
2 (iv) If Xi N (i , i ), i = 1, 2, are independent, then prove that 2 2 (a) X1 + X2 N (1 + 2 , 1 + 2 ) 2 2 (b) X1 X2 N (1 2 , 1 + 2 )

2. Let Z be a Standard Normal random variable. Show that Z 2 follows Chi-Squared with degree of freedom 1. 3. Suppose that the load of an airplane wing is a random variable X with N (1000, 14400) distribution. The maximum load that the wing can withstand is a random variable Y which is N (1260, 2500). If X and Y are independent, nd the probability that the load encountered by the wing is less than its critical load. 4. Data from NOAA indicae that the yearly precipitation in Los Angeles is a normal random variable with a mean of 12.08 inches and a standard deviation of 3.1 inches. (a) Find the probability that the total precipitation during the next 2 years will exceed 25 inches. (b) Find the probability that next years precipitation will exceed that of the following year by more than 3 inches. Assume that the precipitation totals for the next 2 years are independent. 5. (a) Use the fact that the binomial distribution can be approximated by the normal distribution to nd the probability that Binomial r. v. X = 13, where X is the number of heads in 20 ips of a fair coin.
1 . (b) For Binomial r.v., nd c such that P (X < c) = 0.90, with n = 300 and p = 4

6. There are 600 Economics students in the post-graduate classes of a university, and the probability for any student to need a copy of a particular book from the university library on any day is 0.05. How many copies of the book should be kept in the university library so that the probability may be greater than 0.90 that none of the students needing a copy from the library has to come back disappointed ? (Use normal approximation to the binomial distribution.)

7. An engine contains 5 seals that operate independently. If 3 or more seals fail, then the engine will fail. It is thought that when the temperature drops below 0o F each seal has a 10% chance of failure. Use random numbers (text book-table III) to simulate the performance of 10 such engines under 0o conditions. Use the 10 simulations to estimate the average number of seals that will fail per engine. Compare the estimate with theoretical mean. 8. (a) Using the random numbers 0.10, 0.32, 0.76, 0.13, 0.34, 0.54, 0.80, 0.09, 0.39, 0.74, 0.37, 0.04, 0.64, 0.74 generate two observations of binomial random variable with n = 7, p = 0.35. (b) Use above random numbers to generate one observation of geometric random variable with p = 0.23. 9. Use inverse transformation method to nd a (a) X follows exponential distribution. (b) X is uniformly distributed over (a, b). (c) X has following density 1 3, |x|, |x| < 1 (i) f (x) = (ii) f (x) = 2 , 3 0, elsewhere 0, formula for generating values of X , if

0x1 1<x2 elsewhere

10. Suppose that at a particular airport planes arrive at an average rate of one per minute and depart at same average rate. Simulate the behavior of the random variable X , the number of planes on ground at a given time. Simulate X for 5 consecutive 1 minute period. Assume that there was 100 planes on ground initially.random numbers given are 0.015, 0.255, 0.225, 0.062, 0.818, 0.11, 0.564, 0.054, 0.134and0.433.The rst number corresponds to the arrival and the second number corresponds to the departure during the same time interval. 11. A satellite has malfunctioned and is expected to re-enter the earths atmosphere sometime during a 4 hour period. Let X denote the time of re-entering. Assume that X is uniformly distributed over the interval [0, 4]. Simulate 10 observations on X . Given random numbers are 942,1036,711,5108,236,101,5216,705,4866,5416. ************************************