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Motivation example In an opinion poll, we might decide to ask 50 people whether they agree
or disagree with a certain issue. If we record a “1” for agree and “0” for disagree, the sample
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space for this experiment has 250 elements. If we define a variable X=number of 1s recorded
out of 50, we have captured the essence of the problem. Note that the sample space of X
is the set of integers {1, 2, . . . , 50} and is much easier to deal with than the original sample
or
space.
In defining the quantity X, we have defined a mapping (a function) from the original sample
space to a new sample space, usually a set of real numbers. In general, we have the following
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definition.
Definition of Random Variable A random variable is a function from a sample space S into
the real numbers.
TU
Example 1.4.2 (Random variables)
In some experiments random variables are implicitly used; some examples are these.
S = {s1 , . . . , sn }
with a probability function P and we define a random variable X with range X = {x1 , . . . , xm }.
A
1
Note PX is an induced probability function on X , defined in terms of the original function
P . Later, we will simply write PX (X = xi ) = P (X = xi ).
Fact The induced probability function defined in (1) defines a legitimate probability function
ld
in that it satisfies the Kolmogorov Axioms.
Proof: CX is finite. Therefore B is the set of all subsets of X . We must verify each of the
three properties of the axioms.
or
(1) If A ∈ B then PX (A) = P (∪xi ∈A {sj ∈ S : X(sj ) = xi }) ≥ 0 since P is a probability
function.
(2) PX (X ) = P (∪m
i=1 {sj ∈ S : X(sj ) = xi }) = P (S) = 1.
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(3) If A1 , A2 , . . . ∈ B and pairwise disjoint then
PX (∪∞ ∞
k=1 Ak ) = P (∪k=1 {∪xi ∈Ak {sj ∈ S : X(sj ) = xi }})
∞
X ∞
X
= P (∪xi ∈Ak {sj ∈ S : X(sj ) = xi } = PX (Ak ),
k=1 k=1
TU
where the second inequality follows from the fact P is a probability function. ¤
A note on notation: Random variables will always be denoted with uppercase letters and
the realized values of the variable will be denoted by the corresponding lowercase letters.
Thus, the random variable X can take the value x.
JN
Example 1.4.3 (Three coin tosses-II) Consider again the experiment of tossing a fair coin
three times independently. Define the random variable X to be the number of heads obtained
in the three tosses. A complete enumeration of the value of X for each point in the sample
space is
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X(s) 3 2 2 2 1 1 1 0
The range for the random variable X is X = {0, 1, 2, 3}. Assuming that all eight points
in S have probability 81 , by simply counting in the above display we see that the induced
probability function on X is given by
2
x 0 1 2 3
1 3 3 1
PX (X = x) 8 8 8 8
ld
The previous illustrations had both a finite S and finite X , and the definition of PX was
straightforward. Such is also the case if X is countable. If X is uncountable, we define the
induced probability function, PX , in a manner similar to (1). For any set A ⊂ X ,
or
PX (X ∈ A) = P ({s ∈ S : X(s) ∈ A}). (2)
This does define a legitimate probability function for which the Kolmogorov Axioms can be
verified.
Distribution Functions W
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Definition of Distribution The cumulative distribution function (cdf) of a random variable
X, denoted by FX (x), is defined by
Example 1.5.2 (Tossing three coins) Consider the experiment of tossing three fair coins,
and let X =number of heads observed. The cdf of X is
0 if −∞ < x < 0
1
if 0 ≤ x < 1
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8
FX (x) = 1 if 1 ≤ x < 2
2
A
7
8
if 2 ≤ x < 3
1 if 3 ≤ x < ∞.
3
Remark:
1. FX is defined for all values of x, not just those in X = {0, 1, 2, 3}. Thus, for example,
7
FX (2.5) = P (X ≤ 2.5) = P (X = 0, 1, 2) = .
8
ld
2. FX has jumps at the values of xi ∈ X and the size of the jump at xi is equal to
P (X = xi ).
or
3. FX = 0 for x < 0 since X cannot be negative, and FX (x) = 1 for x ≥ 3 since x is
certain to be less than or equal to such a value.
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from the right. The property of right-continuity is a consequence of the definition of the cdf.
In contrast, if we had defined FX (x) = PX (X < x), FX would then be left-continuous.
Theorem 1.5.3
The function FX (x) is a cdf if and only of the following three conditions hold:
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a. limx→−∞ F (x) = 0 and limx→∞ F (x) = 1.
c. F (x) is right-continuous; that is, for every number x0 , limx↓x0 F (x) = F (x0 ).
JN
Example 1.5.4 (Tossing for a head) Suppose we do an experiment that consists of tossing
a coin until a head appears. Let p =probability of a head on any given toss, and define
X =number of tosses required to get a head. Then, for any x = 1, 2, . . .,
P (X = x) = (1 − p)x−1 p.
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The cdf is
x
X x
X
FX (x) = P (X ≤ x) = P (X = i) = (1 − p)i−1 p = 1 − (1 − p)x .
A
i=1 i=1
It is easy to show that if 0 < p < 1, then FX (x) satisfies the conditions of Theorem 1.5.3.
First,
lim FX (x) = 0
x→−∞
4
since FX (x) = 0 for all x < 0, and
where x goes through only integer values when this limit is taken. To verify property (b),
ld
we simply note that the sum contains more positive terms as x increases. Finally, to verify
(c), note that, for any x, FX (x + ²) = FX (x) if ² > 0 is sufficiently small. Hence,
lim FX (x + ²) = FX (x),
or
²↓0
so FX (x) is right-continuous.
W
An example of a continuous cdf (logistic distribution) is the function
1
FX (x) = .
1 + e−x
It is easy to verify that
We close this section with a theorem formally stating that FX completely determines the
probability distribution of a random variable X. This is true if P (X ∈ A) is defined only
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for events A in B1 , the smallest sigma algebra containing all the intervals of real numbers of
the form (a, b), [a, b), (a, b], and [a, b]. If probabilities are defined for a larger class of events,
A
it is possible for two random variables to have the same distribution function but not the
same probability for every event (see Chung 1974, page 27).
Definition of Identical Random Variables The random variables X and Y are identically dis-
tributed if, for every set A ∈ B1 , P (X ∈ A) = P (Y ∈ A).
5
Note that two random variables that are identically distributed are not necessarily equal.
That is, the above definition does not say that X = Y .
Example 1.5.9 (identically distributed random variables) Consider the experiment of toss-
ing a fair coin three times. Define the random variables X and Y by
ld
X =number of heads observed and Y =number of tails observed.
or
distributed. However, for no sample point do we have X(s) = Y (s).
W
a. The random variables X and Y are identically distributed.
Proof: To show equivalence we must show that each statement implies the other. We first
show that (a) ⇒ (b).
TU
Because X and Y are identically distributed, for any set A ∈ B1 , P (X ∈ A) = P (Y ∈ A).
In particular, for every x, the set (−∞, x] is in B1 , and
The above argument showed that if the X and Y probabilities agreed in all sets, then
agreed on intervals. To show (b) ⇒ (a), we must prove if the X and Y probabilities agree on
all intervals, then they agree on all sets. For more details see Chung (1974, section 2.2). ¤
ll
A
6
defined as:
ld
or
Similar to PMF, probability density function is defined for continuous random
defined as
JN
ll
which is defined as
A
ld
or
TU
ll
We see that the coefficient of
is defined as
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or
TU
JN
ll
A
ld
or
W
are defined by
TU
A
ld
or
Define m.g.f of a r.v. Find m.g.f of (i)
W
TU
JN
ll
A
ld
or
W
TU
In statistics moment are defined as the mean values of powers o
ll
and is defined as
A
ld
and is defined as
or
and is defined as
and is defined as
A
ld
or
W
Calculate first three moments about assumed mean 89 for the fo
ll
A
ld
or
TU
JN
ll
A
Compute the first four central moments for the set 2, 4, 6, 8.:
ld
or
W
TU
From the following frequency distribution, compute first fo
JN
ll
A
The first four moments about mean are:
ld
or
From the data given below compute the first four moments about
W
TU
The first four central moments are:
JN
ll
ld
or
The first four moments about 4 in a distribution are -1.5,17,-
W
TU
JN
ld
or
W
Calculate first four central moments from the following data
TU
JN
ll
A
ld
or
W
are first four moments about origin then first four moments abo
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A
ld
Problem 1 The probability density function of a continuous random variable X is given
by f x Ke . Find K and C.D.F of X
x
or
Solution:
Since it is a probability density function,
f x dx 1
x
Ke dx 1
Therefore,
2 Ke x dx 1
0
e x
2K 1
1 0
W
2K 1 K
1
2
.
TU
1
f x ex , x 0
2
1 x
e , 0x
2
x
1 1
For x ≤ 0, the C.D.F is F x 2e dx 2 e
x x
JN
0 x
1 1 1 1 1
For x > 0, F x 2e dx 2e
x x
dx (1 e x ) (2 e x )
0
2 2 2
Problem 2 X and Y are independent random variables with variance 2 and 3. Find the
variance of 3 X 4Y .
Solution:
V 3 X 4Y 9Var ( X ) 16Var (Y ) 24Cov( XY )
ll
ld
2 2
1
Consider P X a
2
a
1
i.e., f x dx
or
0
2
a
1
3x dx 2
2
0
a
x3
1/ 3
1 1 1
3 a3 a .
3 0 2
Cxe
x
dx 1
0
C x e x e x 1
C 1
0
JN
xe x ; x 0
f x
0 ;x 0
x x
C.D.F F x f x dt te t dt te t e t xe x e x 1
x
0
0 0
= 1 1 x e x
for x ≥ 0.
1
x 1 ; 1 x 1
Problem 5 If a random variable X has the p.d.f f x 2
ll
, find the
0 ; otherwise
mean and variance of X .
A
Solution:
1 1 1
x x 1 dx x 2 x dx
1 1
Mean= xf x dx
1
2 1 2 1
1
1 x3 x 2 1
2 3 2 1 3
1
1 x x3
1 1 4
2 x f2
x dx
1
2 1
x 3
x 2
dx
2 4
3 1
1
ld
1 1 1 1 1
2 4 3 4 3
1 2 1
.
2 3 3
or
2
Variance 2 1
1 1 3 1 2
= .
3 9 9 9
the variance.
Solution:
Given P X 2 9 P X 4 90 P X 6
e 2 e 4 e 6
9 90
2! 4! 6!
3 4 0
4 2
2 4 2 1 0
ll
2 1 (or ) 2 4
Variance 1 ( 2 cannot be negative)
A
ld
Solution:
1
X Y is also a binomial variate with parameters n1 n2 12 & p
2
3 9
1 1
P X Y 3 12C3
or
2 2
55
10
2
4
Problem 10 If X is uniformly distributed with Mean 1 and Variance , find P X 0
Solution:
EX
ba
2
ba
and V X
12
W
If X is uniformly distributed over a, b , then
b a
2
3
1 a b 2
TU
2
b a
2
4
b a 16
2
12 3
a b 2 & b a 4 We get b 3, a 1
a 1& b 3 and probability density function of x is
1
JN
; 1 x 3
f x 4
0 ; Otherwise
3
1 1 3 3
P x 0 dx x 0 .
0
4 4 4
3
Problem 11 If X is N 2,3 ind P Y where Y 1 X .
2
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Solution:
3 3
P Y P X 1
2 2
A
X 2
P X 2.5 P Z 0.17 , where Z
3
0.5 P 0 Z 0.17
0.5 0.0675 0.4325
1
Problem 12 If the probability is that a man will hit a target, what is the chance that he
4
will hit the target for the first time in the 7th trial?
Solution:
The required probability is
P FFFFFFS P F P F P F P F P F P F P S
ld
6
3 1
q p . 0.0445 .
6
4 4
Here p probability of hitting target and q 1 p .
or
Problem 13 A random variable X has the following probability function:
Values of
X : 0 1
PX : 0 K
2 3
2K
4 5
2K
6
3K
7
K2
W
2K 2 7K 2 K
Find (i) K , (ii) Evaluate P X 6 , P X 6 and P 0 X 5
(iii). Determine the distribution function of X .
Solution:
(i)
TU
7
Since P x 1,
x 0
K 2 K 2 K 3K K 2 K 2 7 K 2 K 1
2
10K2+9K−1=0
1
K or K 1
10
JN
1
As P x cannot be negative K
10
(ii)
P X 6 P X 0 P X 1 ... P X 5
1 2 2 3 1 81
...
10 10 10 10 100 100
Now P X 6 1 P X 6
ll
81 19
1
100 100
Now P 0 X 5 P X 1 P X 2 P X 3 P X 4
A
K 2 K 2 K 3K
8 4
8K .
10 5
(iii) The distribution of X is given by FX x defined by
FX x P X x
X : 0 1 2 3 4 5 6 7
FX x : 0
1 3 5 4 81 83
1
10 10 10 5 100 100
ld
Problem 14 (i). If the probability distribution of X is given as
X : 1 2 3 4
P X : 0.4 0.3 0.2 0.1
Find P 1/ 2 X 7 / 2 X 1
or
x
; x 1, 2,3, 4,5
(ii). If P x 15
0 ; elsewhere
find (a) P X 1 or 2 and (b) P 1/ 2 X 5 / 2 x 1
Solution:
(i) P 1/ 2 X 7 / 2 / X 1
W
P 1/ 2 X 7 / 2 X 1
P X 1
P X 2 or 3
P X 2,3 or 4
P X 2 P X 3
TU
P X 2 P X 3 P X 4
0.3 0.2 0.5 5
.
0.3 0.2 0.1 0.6 6
(ii) (a) P X 1 or 2 P X 1 P X 2
JN
1 2 3 1
15 15 15 5
1 5
P X X 1
1 2 2
(b) P X / x 1
5
2 2 P X 1
P X 1or 2 X 1
P X 1
ll
P X 2
1 P X 1
A
2 /15 2 /15 2 1
.
1 1/15 14 /15 14 7
Problem 15 A random variable X has the following probability distribution
X : 2 1 0 1 2 3
P X : 0.1 K 0.2 2 K 0.3 3K
a) Find K , b) Evaluate P X 2 and P 2 X 2
b) Find the cdf of X and d) Evaluate the mean of X .
ld
Solution:
a) Since PX 1
0.1 K 0.2 2 K 0.3 3K 1
6 K 0.6 1
or
6 K 0.4
0.4 1
K
6 15
b) P X 2 P X 2, 1, 0 or 1
10 15 5 15
3 2 6 4 15 1
30
30 2
W
P X 2 P X 1 P X 0 P X 1
1 1 1 2
TU
P 2 X 2 P X 1, 0 or 1
P X 1 P X 0 P X 1
1 1 2
15 5 15
1 3 2 6 2
JN
15 15 5
c) The distribution function of X is given by FX x defined by
FX x = P X x
X : 2 1 0 1 2 3
FX x :
1 1 11 1 4
1
10 6 30 2 5
ll
d) Mean of X is defined by E X xP x
1 1 1 2 3 1
E X 2 1 0 1 2 3
A
10 15 5 15 10 5
1 1 2 3 3 16
.
5 15 15 5 5 15
Problem 16 X is a continuous random variable with pdf given by
Kx in 0 x 2
2 K in 2 x 4
FX
6 K Kx in 4 x 6
0 elsewhere
ld
Find the value of K and also the cdf FX x .
Solution:
Since F x dx 1
or
2 4 6
x
2 2 6
x2
6
K 2 x 2 6 x 1
4
2 0 4
2 4
K 2 8 4 36 18 24 8 1
x
8K 1
K
1
8
W
We know that FX x f x dx
TU
x
If x 0 , then FX x f x dx 0
x
If x 0, 2 , then FX x f x dx
JN
0 x
FX x f x dx f x dx
0
0 x 0 x
1
0dx Kxdx
0
0dx
8 0
xdx
x
x2 x2
,0 x 2
16 0 16
ll
x
If x 2, 4 , then FX x f x dx
A
0 2 x
FX x f x dx f x dx f x dx
0 2
0 2 x
0dx Kxdx 2 Kdx
0 2
2
x2 x
2 x x
x 1
dx dx
0
8 2
4 16 0 4 2
1 x 1
4 4 2
x 4 x 1
ld
,2 x4
4 16 4
0 2 4 x
If x 4, 6 , then FX x 0dx Kxdx 2Kdx k 6 x dx
0 2 4
or
2 4 x
x 1 1
dx dx 6 x dx
0
8 2
4 4
8
2 x
x2 x 6x x2
4
16 0 4 2 8 16 4
1
1
4
1 6 x x2
2 8 16
W
3 1
4 16 8 12 x x 2 48 16
16
16
x 12 x 20
,4 x 6
TU
0 2 4 6 x
If x 6 , then FX x 0dx Kxdx 2Kdx k 6 x dx 0dx
0 2 4 6
1, x 6
0 ;x0
2
x ;0 x 2
16
JN
1
FX x x 1 ;2 x4
4
1
16 20 12 x x ; 4 x 6
2
1 ;x 6
ll
K
, x
Problem 17 A random variable X has density function f x 1 x 2
0 , Otherwise
A
ld
1
K 1
2 2
K 1
or
1
K
x x
K
FX x f x dx 1 x 2
dx
tan 1 x
1
1
x
tan 1 x
1
2
W
1
2 tan x , x
TU
tan 1 x
1 dx 1
P X 0
0 1 x 2
0
1 1 1
tan 0 .
2 2
Ke 3 x , x 0
JN
Solution:
Since f x dx 1
ll
Ke
3 x
dx 1
0
e3 x
A
K
K 1 1 K 3
3 0 3
e3 e 1.5
1 1
P 0.5 X 1 f x dx 3 e
3 x
dx 3 e 1.5 e 3
0.5 0.5
3
Mean of X E x xf x dx 3 xe 3 x dx
0 0
e e 3 x
3 x
3 1 1
3x 1
3 9 0 9 3
ld
2 x , 0 x 1
Problem 19 A random variable X has the P.d.f f x
0 , Otherwise
1 1 1 3 1
Find (i) P X (ii) P x (iii) P X / X
2 4 2 4 2
or
Solution:
1/ 2
1
1/ 2 1/ 2
x2 2 1 1
(i) P x
2 f x dx
0 0
2 xdx 2
2 0 8
4
1/ 2
1 1
1/ 21/ 2
x2
(ii) P x f x dx 2 xdx 2
4
2 1/ 4
1
(iii) P X / X
3
1/ 4
1 1 1 1 3
2 .
8 32 4 16 16
3 1
W
2 1/ 4
P X X P X
4 2
3
4
2
TU
4 1 1
P X P X
2 2
1
3
1 1
x2 9 7
P X f x dx 2 xdx 2 1
4 3/ 4 3/ 4 2 3/ 4 16 16
1
1
1 1
x2 1 3
P X f x dx 2 xdx 2 1
2 1/ 2 2 1/ 2 4 4
JN
1/ 2
7
3 1 7 4 7
P X / X 16 .
4 2 3 16 3 12
4
Problem 20 A Man drawn 3 balls from an urn containing 5 white and 7 black balls. He
gets Rs.10 for each white ball and Rs.5 for each black ball. Find his expectation.
ll
Solution:
Let X denotes the amount that he expects to receive
W B
A
5 7
3B 1W & 2 B 2W &1B 3W
X Rs15 Rs 20 Rs 25 Rs30
7 65
1 2 3
7C3 7
P X 15 P 3 Black balls
12C3 12 1110 44
1 2 3
7C2 .5C1 21
P X 20 P 2 B 1W
ld
12C3 44
7c 2.5c 2 14
P x 25 P 2W 1B
12c3 44
5C3 2
P X 30 P 3W
or
12C3 44
E X xP x
7 21 14 2
15 20 25 30
44 44 44 44
935
Rs.21.25
44
W
Problem 21 From an urn containing 3 red and 2 black balls, a man is to draw 2 balls at
random without replacement, being promised Rs.20/- for each red ball he draws and
Rs.10/- for each black ball. Find his expectation.
Solution:
TU
Let X denotes the amount he receives
R B
3 2
2B 1R 1B 2R
X Rs 20 Rs30 Rs 40
JN
2 1
2C2 1 2 1
P X 20 P 2 Black balls
5C2 5 4 10
1 2
3C 2C1 6
P X 30 P 1 Re d & 1 Black ball 1
5C2 10
3C 3
P X 40 P 2 Re d balls 2
ll
5C2 10
E x xP x
1 6 3
A
= 20 30 40
10 10 10
20 180 120 320
10 10
E x Rs.32 /
Problem 22 The elementary probability law of a continuous random variable is
f x y0 e , a x , b 0 where a, b and y0 are constants. Find y0 , the rth
b x a
moment about the point x a and also find the mean and variance.
Solution:
ld
Since the total probability is unity,
f x dx 1
b x a
y0 e dx 1
or
0
e b x a
y0 1
b 0
1
y0 1
b
y0 b.
x a f x dx
r
TU
a
Put x a t , dx dt , when x a, t 0 ; x , t
b t r ebt dt
0
r 1 r!
b r 1
br
JN
b
In particular r 1
1
1
b
2
2 2
b
1
Mean a 1 a
b
ll
2
Variance 2 1
2 1 1
A
2
2 2.
b b b
Problem 23 The first four moments of a distribution about x 4 are 1,4,10 and 45
respectively. Show that the mean is 5, variance is 3, 3 0 and 4 26 .
Solution:
Given 1 1, 2 4, 3 10, 4 45
r r th moment about to value x 4
Here A 4
Hence mean A 1 4 1 5
ld
2
Variance 2 2 1
4 1 3 .
3
3 3 321 2 1
or
10 3 4 1 2 1 0
3
2 4
4 4 4 3 1 6 2 1 3 1
W
2 4
4 26 .
Kx e
2 x
Since dx 1
0
e x e x e x
K x2 2x 2 1
1 1 1 0
JN
1
2K 1 K .
2
r x r f x dx
0
1 r2 x
2 0
x e dx
r 2 !
ll
1 x r 3 1
20
e x dx
2
3!
Putting r 1 , 1 3
A
2
4!
r 2 , 2 12
2
Mean = 1 3
2
Variance = 2 1
i.e., 2 12 3 12 9 =3
2
Problem 25 Find the moment generating function of the random variable X, with
ld
x for 0 x 1
probability density function f x 2 x for 1 x 2 . Also find 1 , 2 .
0
otherwise
Solution:
or
M X t e f x dx
tx
1 2
e xdx etx 2 x dx
tx
0 1
xe
t
t t
e e 1 e
e
t 0
2t
2 2 2 2
t t t
et 1
t
tx
t
e e
t t
etx
t
t
2
etx
tx
2 2 x (1) 2
t 1
1
W 2
TU
t
2
t t2 t3
1 ... 1
1! 2! 3!
2
t t2 t3
1 ...
2! 3! 4!
JN
t
1 coeff . of 1
1!
t2 7
2 coeff . of .
2! 6
Problem 26 Find the moment generating function and rth moments for the distribution
whose p.d.f is f x Ke x , 0 x . Find also standard deviation.
ll
Solution:
Total probability=1
ke x dx 1
A
0
e x
k 1 k 1
1 0
M X t E etx etx e x dx e t 1 x dx
0 0
e t 1 x
1
, t 1
t 1 0 1 t
ld
1 t 1 t t 2 ... t r ...
1
t2
r coeff . of r!
r!
When r 1 , 1 1! 1
or
r 2 , 2 2! 2
Variance 2 1 2 1 1
Standard deviation = 1.
Solution:
M X t E e tx
e f x dx e
tx
W
Problem 27 Find the moment generating function for the distribution whose p.d.f is
f x e x , x 0 and hence find its mean and variance.
x tx
e dx
TU
0 0
x t e x t
e dx
0 t 0 t
d 1
Mean 1 M X t 2
dt t 0 t t 0
JN
d2 2 2
2 2 M X t 3
2
dt t 0 t t 0
2
2 1 1
Variance 2 1 2 2 2
1 2x
e ,x 0
Problem 28 Let the random variable X have the p.d.f f x 2
0
ll
, otherwise.
Find the moment generating function, mean & variance of X .
A
Solution:
M X t E etx
1 x/ 2
e f x dx e
tx tx
e dx
0
2
t1 x
1 e 2
t 1 x
1 1 1
e 2 dx , if t .
20 2 1 1 2t 2
t
2
0
2
ld
d
E X M X t 2
2
dt t 0 1 2t t 0
d2 8
E X 2 2 M X t 3
8
dt t 0 1 2t t 0
or
Var X E X 2 E X 8 4 4 .
2
Problem 29 a) Define Binomial distribution Obtain its m.g.f., mean and variance.
b) Six dice are thrown 729 times. How many times do you expect at least 3
dice show 5 or 6 ?
Solution:
M X t E etx etx P X x
TU
x 0
n
nC x x P x q n x etx
x 0
x
nC x pe q
n
t n x
x 0
M X (t ) q pet
n
JN
t 0
E X 2 M X 0
t 2
t 0
E X 2 n n 1 p 2 np
A
n 2 p 2 np 1 p n 2 p 2 npq
Variance E X 2 E X npq
2
ld
By Binomial theorem,
r 6 r
1 2
P X r 6Cr where r 0,1, 2...6 .
3 3
P X 3 P 3 P 4 P 5 P 6
or
3 3 4 2 5 6
1 2 1 2 1 2 1
6C3 6C4 6C5 6C6
3 3 3 3 3 3 3
0.3196
Expected number of times at least 3 dies to show 5 or 6 N P X 3
variance.
W
Problem 30 a) Find the m.g.f. of the geometric distribution and hence find its mean and
b) Six coins are tossed 6400 times. Using the Poisson distribution, what is the
approximate probability of getting six heads x times?
729 0.3196 233 .
TU
Solution:
a) M.G.F about origin M X t E etx
x e
etx
x 0 x!
e t x
JN
e e e e
t
x 0 x!
M X t e
e 1
t
t 0
ll
E X 2 M X 0 et e et
2 et 1 et 1
e
t 0
A
2
Variance E x 2 E X
2
1
b) Probability of getting one head with one coin .
2
6
1 1
The probability of getting six heads with six coins
2 64
1
Average number of 6 heads with six coins in 6400 throws np 6400 100
64
Mean of the Poisson distribution 100
ld
By Poisson distribution, the approximate probability of getting six heads x times is given
by
x e 100 e
x 100
P X x , x 0,1, 2,...
x! x!
or
Problem 31 a) A die is cast until 6 appears. What is the probability that it must cast more
than five times?
b) Suppose that a trainee soldier shoots a target in an independent fashion. If the
probability that the target is shot on any one shot is 0.8.
(i) What is the probability that the target would be hit on 6th attempt?
1 5 1 5 2 1 5 3 1 5 4 1
1
6 6 6 6 6 6 6 6 6
1 5
5
1
6 6 5 5
1 0.4019
1
5 6
6
b) Here p 0.8, q 1 p 0.2
ll
P X r q r 1 p, r 0,1, 2...
(i) The probability that the target would be hit on the 6th attempt P X 6
A
r 1 r 1
ld
binomial distribution with parameters r1 , p and r2 , p , show that the sum also follows
negative binomial distribution
b) If a boy is throwing stones at a target, what is the probability that his 10th throw is
his 5th hit, if the probability of hitting the target at any trial is 0.5?
or
Solution:
a) Let X 1 be a negative binomial variate with r1 , p and X 2 be another negative
binomial variate wit r2 , p and let them be independent.
Then M X1 t q pet
r1
M X 2 t q pet
W r2
Then M X1 X 2 t M X1 t M X 2 t
= q pet
r1 r2
, which is the m.g.f of a negative binomial
variable with r1 r2 as parameter. This proves the result.
TU
By N.B.D, P X x p q
x
5 5 1 5 5
10
1
p q 9C 4 0.123 .
5 2
Problem 33 a) State and prove the memoryless property of exponential distribution.
b) A component has an exponential time to failure distribution with mean of 10,000
hours.
ll
(i) The component has already been in operation for its mean life. What is the
probability that it will fail by 15,000 hours?
(ii) At 15,000 hours the component is still in operation. What is the probability that it
will operate for another 5000 hours.
A
Solution:
a) Statement: If X is exponentially distributed with parameters , then for any two
positive integers s and t, P x s t / x s P x t
Proof:
e x , x 0
The p.d.f of X is f x
0 , Otherwise
P X t e x dx e x e t
t
ld
t
P x s t x s
P X s t / x s
P x s
P X s t e s t
s e t
P X s
or
e
Px t
b) Let X denote the time to failure of the component then X has exponential distribution
with Mean 1000 hours.
1 1
10, 000
1
10, 000
, otherwise
(i) Probability that the component will fail by 15,000 hours given it has already been in
operation for its mean life P x 15, 000 / x 10, 000
TU
f x dx
e1 e 1.5
10,000
e1
JN
f x dx
10,000
0.3679 0.2231
0.3936 .
0.3679
(ii) Probability that the component will operate for another 5000 hours given that
it is in operation 15,000 hours P X 20,000 / X 15, 000
P x 5000 [By memoryless property]
ll
f x dx e
0.5
0.6065
5000
A
Solution:
ld
Let X be the r.v denoting the daily consumption of milk (is gallons) in a city
Then Y X 20, 000 has Gamma distribution with p.d.f.
y
1
f y 2 1
y e 10,000
,y0
10, 000 2
2
or
y
10,000
ye
f y , y 0.
(10, 000) 2
The daily stock of the city is 30,000 gallons; the required probability that the stock is
insufficient on a particular day is given by
P X 30, 000 P Y 10, 000
Put Z
y
10, 000
, then dz
10,000
dy
10, 000
W ye
g y dy 10, 000 dy
10,000
y
10,000
2
TU
P X 30, 000 ze z dz
1
2
ze z e z
1 e
Problem 35 a) suppose that the lifetime of a certain kind of an emergency backup battery
JN
(in hours) is a r.v. X , having the Weibull distribution with parameter 0.1 and 0.5 .
(i) Find the mean life time of these batteries
(ii)The probability that such a battery will last more than 800 hours.
b) Each of the 6 tubes of a radio set has the life length (in years) which may be
considered as a r.v that follows a Weibull distribution with parameter 25 and 2 .If
these tubes function independently of one another, what is the probability that no tube
will have to be replaced during the first 2 months of service?
Solution:
ll
1
1
Mean
1
A
1
1
i) Mean life time 0.1
0.5 1
0.5
0.1 3 100 2
2
200 hours
ii) Probability that a battery will last more than 300 hours P X 300
f x dx x
1 x
e dx
300 300
ld
0.1 0.5 x
0.5 0.1 x
0.5
e dx
300
or
Then dy 0.1 0.5 x 0.5 dx
P X 300 e y dy
(0.1)(300)0.5
e 0.177
0.5
0.1 300
1
W
since two months yrs
TU
6 6
50 xe25 x dx
2
1
6
25
e 25 x 2
1
e 36
6
JN
Problem 36 Support that the service life (in hours) of a semi conductor is a random
variable having the Weibull distribution with 0.025 and 0.5 , what is the
probability that such a semi conductor will be in working condition after 4000 hours?
ll
Solution:
Let X be the service life of the conductor.
Then X has Weibull distribution with parameter and and whose density is given by
A
f x x 1e ax
Required probability e
0.5
0.025 4000
e 1.58 0.2057
Problem 37 a) The amount of time that a camera will run without having to be reset is a
random variable having exponential distribution with 50 days. Find the probability
ld
that such a camera will (i) have to be reset in less than 20 days (ii) not has to be reset in at
least 60 days.
b) Subway trains on a certain line run every half an hour between midnight and six in
the morning. What is the probability that a man entering the station at a random time
during this period will have to wait at least 20 minutes.
or
Solution:
a) Let X be the time that the camera will run without having to be reset.
The X is a random variable with exponentially distributed with
50 days. The p.d.f of X is given by
1 x
e ,x 0
f x
0
x0 W
(i) P[Camera will have to be reset in less than 20 days]
P Camera will run for less than 20 days
P X 20
TU
20
1 50x
2
0 50
e dx 1 e 5
0.3297
60 50 e dx e 5
0.3012
b) Let X denote the waiting time in minutes for the next train. Under the assumption
that a man arrives at the station at random time, X is uniformly distributed on (0, 30) with
1
, 0 x 30
p.d.f. f x 30
0 , Otherwise
ll
20
ld
dx
dx 1
dy 1 y 2
1
Range of Y : 1 x 1 1 cos 1 y 1
or
cos 1 y
1 y 1
1
, 1 y 1
p.d.f of Y is fY y 2 1 y 2
Solution:
0
W
, Otherwise
Problem 39 If X is uniformly distributed in , , find the p.d.f of Y tan X .
2 2
TU
1
, x
a) The p.d.f of X is f X x 2 2
0 , Otherwise
y tan x x tan 1 y
dx 1
JN
dy 1 y 2
dx
p.d.f. of fY y f X x
dy
1 1
, y
1 y2
(This distribution of y is called Cauchy distribution)
2 x, 0 x 1
ll
Solution:
2
y 3
2
dy
a) (i) y 8 x
3
8.3 x 24 x 24 6 y 3
2 2
dx 8
2
dy 1 3
y
dx 6
ld
dx 1 23
The p.d.f of Y fY y f X x 2x y
dy 6
1 2
1
y3. y 3
6
or
1 1
fY y y 3 , 0 y 8
6
dx 1 y 1
(ii) y 3 x 1 and x
dy 3 3
dx
p.d.f of Y fY y f X x
2
3
2e2 x , x 0
b) The p.d.f of X is f X x
0 , otherwise
W
dy
y 1 y 1 , 1 y 4
1
3 9
2
TU
dy dx 1 1 23
Then 3x 2
y
dx dy 3x 2 3
dx
The p.d.f of Y is fY y f X x
dy
1 23 2 x
y .2e
JN
3
2 1
1
y 3 2e 2 y 3
3
1 1 3
1 1
fY y 2 y 3 e2 y
3
1
Taking 2 and the p.d.f of y is in the form
3
ll
fY y y e
1 y
. Since x 0 , y 0
1
The r.v. Y X 3 follows Weibull distribution with parameters 2 and .
3
A
ld
or
W
TU
JN
is fixed for all
ll
A
ld
or
of trial is finite and fixed.
W
TU
If on an average one ship in every ten is wrecked, find the probability of a
JN
ll
A
ld
or
W
TU
JN
ll
ld
or
W
TU
JN
A
ld
Karl Pearson coefficients,
or
W
JN
ll
A
ld
or
W
TU
JN
A
ld
mpling from finite
or
population with replacement or sampling from an infinite population with or witho
W
TU
five or six?
JN
1024 investigators each take 10 individuals to find out if they read newspa
ll
ld
Assuming head as a success in 512 tosses of 8 coins together find the exp
or
W
TU
There are 64 beds in a garden and 3 seeds of particular type of flower a
The probability of a flower being blue is 1/4. Find the number of beds with 3,2,1 and 0 blue flowers.
JN
Estimate the probability of a mouse being a female and find the expected freq
ll
In a binomial distribution mean is 3 and variance is 2, find the remaining cons
A
test the goodness of fit.
ld
or
mean and standard deviation of the fitted distribution?
W
TU
m is some fixed number, then the probability of x successes is
JN
ll
A
tends to infinity, we have
ld
is fixed number.
or
W
TU
JN
A
ld
or
W
TU
can find all the other constants of this distribution.
JN
ll
A
ld
or
W
TU
JN
To find the probabilities for first of all we obtain the value of
A
After finding the value of or p(0) we find p(1), p(2), ... etc. By the relation
ld
or
W
TU
JN
Poisson distribution calculate the probabilities of finding a product (i) without
ll
A
ld
or
TU
JN
A
ld
or
W
TU
ll
A
ld
or
W
A car hire firm has two cars which it hires out day by day. The number of
TU
JN
ll
A
ld
or
W
TU
The computations may be carried out up to infinite successes, but it is clea
JN
ll
A
ld
or
W
TU
JN
To make the total probability 1, we can find the probability of ‘4 and more’ ins
ll
ld
or
If the proportion of defective items in a bulk is 4 percent find the probability
W
follow Poisson distribution , find the probability that there will be three or more
bution find the probability that during one particular minute exactly 6 customer
TU
After correcting the errors of the first 50 pages of a book, it is found th
JN
distribution to find the chance of his making a mistake if (i) less than 1% of the lette
ld
250 passengers have made reservations for a flight from Delhi to Mum
or
W
TU
JN
when n approaches infinitely is known as the normal curve. Thus, the no
n increases to infinity.
nd infinite binomial distribu-
The normal distribution was first discovered by the English Mathematician D
ll
ld
is very difficult to compute the expected frequencies. This difficulty is ove
or
W
is equal to the difference between median and first quartile
ll
A
7. Points of Inflexion : Near the mean value, the normal curve is concav
Based on mean and standard deviation the specific area under normal c
ld
or
W
TU
JN
ll
ld
define a new random variable
or
W
In the table “Area under Normal Curve” first column is
of mean and for negative the area is to left to mean. To find the area from 1.45 to infinite subtract
TU
How would you use normal distribution to find approximately the frequency
ll
A
ld
or
W
TU
JN
A
ld
or
W
TU
JN
ll
A
ld
or
W
TU
JN
ll
ld
or
W
TU
JN
ll
A
In a statistical survey of 1000 small business firms in a city , it was found th
the number of firms whose monthly average sales were less than Rs. 600
the number of firms whose monthly average sales were between Rs. 700
ld
or
A sales-tax officer has reported that the average sales of the 500 busin
sales in these business are normally distributed, find:
W
TU
JN
ll
A
ld
or
W
JN
ll
A
ld
or
W
TU
ll
A
ld
or
W
TU
(, )
Surface ()
Shaded
rectangle
JN
ll
A
ld
or
W
JN
ll
A
(0, 1)
(, 1 )
ld
(1, 0)
or
W
TU
JN
1
ll
Shaded region
A
.5
.5
0
0 .5 1
ld
or
W
JN
ll
ld
or
TU
JN
ll
ld
or
W
TU
ll
ld
or
W
TU
JN
A
Solution:
Marginal density function of X is given by
fX x f x
f x, y dy
1 1
W
f x, y dy 2dy 2 y x
1
TU
x x
2 1 x , 0 x 1.
Marginal density function of Y is given by
fY y f y f x, y dx
y
JN
2dx 2 y, 0 y 1 .
0
Solution:
Since f x, y is a joint density function
A
f x, y dxdy 1 .
Ae (2 x y ) dxdy 1
0 0
e2 x
A e y
dy 1
0 2 0
1
A e y dy 1
0
2
ld
1 e y
A 1
2 1 0
1
A 1 1 A 2
2
or
Problem 3 Verify whether X and Y are independent if f x, y kxy, 0 x y, 0 y 4
Solution:
Since f x, y is a joint density function
f x, y dxdy 1 .
4 y
kxydxdy 1
0 0
4
x2
k y dy 1
0 2 0
y
W
TU
4
1 3 1 1
k y dy 1 k y 4 1 k 32 1 k
4
0
2 8 0 32
Marginal density function of X is given by
fX x f x f x, y dy
4
JN
1 y2
4
1 x
xydy x , 0 x y
0
32 32 2 0 4
Marginal density function of Y is given by
fY y f y f x, y dx
y
x2
y
1 1 y3
xydx y , 0 y 4
2 0 64
ll
0
32 32
x y3
f x . f y . f x, y
4 64
A
ld
0
2
Marginal density function of Y is given by
fY y f y f x, y dx
or
1
1
x2 1
( x y )dx xy y, 0 y 1
0 2 x 0 2
Problem 5 Suppose that the joint density function of X and Y is
Ae x y , 0 x y, 0 y
f x, y Determine A .
Solution:
0 , otherwise
f x, y dxdy 1 .
y
W
TU
Ae x e y dxdy 1
0 0
y
e x
A e y
dy 1
0 1 0
A e y e2 y dy 1
JN
0
e y e 2 y
A 1
1 2 0
1
A 1 A 2
2
Problem 6 Examine whether the variables X and Y are independent, whose joint density
ll
function is f x, y xe , 0 x, y .
x y 1
Solution:
The marginal probability function of X is
A
f X x f x f x, y dy xe
x y 1
dy
0
e x y 1
0 e e ,
x x
x
x 0
The marginal probability function of Y is
fY y f y f x, y dx x e
x y 1
dx
ld
0
e x y 1 e x y 1
x 2
y 1 0 y 1 0
or
1
y 1
2
1
Here f x . f y e x f x, y
1 y
2
Solution:
Since y x , x y 2
W
Problem 7 If X has an exponential distribution with parameter 1. Find the pdf of y x
dx
fY y f X x
dy
e x 2 y 2 ye y
2
fY y 2 ye y , y 0
2
JN
Problem 8 If X is uniformly distributed random variable in , , Find the probability
2 2
density function of Y tanX .
Solution:
Given Y tanX x tan 1 y
dx 1
dy 1 y 2
ll
Since X is uniformly distribution in , ,
2 2
A
1 1
fX x
ba
2 2
1
fX x , x
2 2
dx 1 1
Now fY y f X x , y
dy 1 y 2
1
fY y , y
ld
1 y 2
or
Solution:
1 1
E xy xyf x, y dxdy y
0 y
1
1 1
24 xy 2 1 x dxdy
0 y
1 y 2 y3
24 y 2 dy .
0 6 2 3
4
15
W x y
Solution:
cov X , Y E X E X Y E Y
E XY XY YX XY
E XY XE Y YE X XY
JN
E XY XY XY XY
E XY E X E Y E X X , E Y Y
ld
Solution:
The slopes of the regression lines are
y 1y
m1 r , m2
x r x
or
If is the angle between the lines, Then
x y 1 r 2
tan 2
x y2 r
When r 0 , that is when there is no correlation between x and y, tan (or)
and so the regression lines are perpendicular
W 2
When r 1 or r 1 , that is when there is a perfect correlation ve or ve , 0 and so the
lines coincide.
i. Find k .
ii. Find the marginal density function of X and Y .
iii. Are X and Y independent?
A
iv. Find fY y X x
and f X x .
Y y
Solution:
(i). Given the joint probability density function of a brivate random variable X , Y is
K x y , 0 x 2, 0 y 2
f XY x, y
0 , otherwise
Here f XY x, y dxdy 1 K x y dxdy 1
ld
2
2 2
x2
2
0 0 K x y dxdy 1 K 0 2 xy dy 1
0
2
K 2 2 y dy 1
or
0
2
K 2 y y 2 1
0
K 8 0 1
1
K
(ii). The marginal p.d.f of X is given by
1
1
2
f X x f x, y dy x y dy
80
xy
8
y2 1 x
2 0 4
8
2
W
TU
The marginal p.d.f of X is
x 1
, 0 x2
fX x 4
0 , otherwise
The marginal p.d.f of Y is
2
1
fY y f x, y dx x y dx
JN
80
2
1 x2
yx
8 2 0
1 y 1
2 2 y
8 4
The marginal p.d.f of Y is
ll
y 1
, 0 y2
fY y 4
0 , otherwise
A
f X x fY y
x 1 y 1 f x, y
XY
4 4
Hence X and Y are not independent.
(iv). Conditional p.d.f fY
X
y x is given by
1
x y 1 x y
fY y
X
x
f x ,
fX x
y 8
1
x 1 2 x 1
ld
4
X
fY y
x
1 x y
2 x 1
, 0 x 2, 0 y 2
1 2
0 y 2
x 1 Y X x 1
y
or
(v) P f dy
0
1
1 1 y
2
5
20 2
dy
32
.
1
6 x y , 0 x 2, 2 y 4
f x, y 8
0 , otherwise
W
Problem 17 a) If X and Y are two random variables having joint probability density function
Find (i) P X 1 Y 3
(ii) P X Y 3 (iii) P X 1
TU
.
Y 3
b). Three balls are drawn at random without replacement from a box containing 2 white, 3 red
and 4 black balls. If X denotes the number of white balls drawn and Y denotes the number of
red balls drawn find the joint probability distribution of X , Y .
Solution:
a).
y 3
JN
x 1
P X 1 Y 3 f x, y dxdy
y x
y 3 x 1
1
8 6 x y dxdy
y 2 x 0
3 1
1
6 x y dxdy
820
ll
1
1
3
x2
82 6 x
2
xy dy
0
A
3
1 11 1 11y y 2
3
y dy
822 8 2 2 2
3
P X 1 Y 3
8
1 3 x
1
(ii). P X Y 3 8 6 x y dydx
0 2
3 x
1 y2
1
6 y xy dx
80 2 2
ld
1 3 x
1 2
6 3 x x 3 x 12 2 x 2 dx
8 0 2
1
1
18 6 x 3 x x 2 9 x2 6 x
10 2 x dx
or
80 2
1
1
9 x2 6 x
18 9 x x 2 10 2 x dx
80 2 2 2
1 7 x2
1
8 0 2
4 x dx
8 2
8 6
2
2
1 7 x 4 x 2 x3 1 7
2
6 0 8 2
1 21 12 1 1 10 5
8 6 24 .
1
6
1
W
P x 1 y 3
TU
(iii). P X 1
Y 3
P y 3
2
The Marginal density function of Y is fY y f x, y dx
0
2
1
6 x y dx
JN
0
8
2
1 x2
6 x yx
8 2 0
1
12 2 2 y
8
5 y
, 2 y 4.
4
ll
x 1 y 3
1
8 6 x y dxdy
P X 1
Y 3 x 0 y 2
A
y 3
fY y dy
y 2
3 3
3 8 8
3
5 y 1 y2
2 4 dy
4
5y
2 2
3 8 3
ld
.
8 5 5
or
P ( all the 3 balls drawn are black)
4C 4 3 2 1 1
3 .
9C3 98 7 21
P X 0, Y 1 P( drawing 1 red ball and 2 black balls)
3C1 4C2 3
=
9C3
14
3C2 4C1 3 2 4 3 1
9C3
98 7
.
7
W
P X 0, Y 2 P( drawing 2 red balls and 1 black ball)
P X 0, Y 3 P( all the three balls drawn are red and no white ball)
TU
3C3 1
=
9C3 84
P X 1, Y 0 P( drawing 1White and no red ball)
2 43
2C 4C2
= 1 1 2
98 7
JN
9C3
1 2 3
12 1 2 3 1
.
98 7 7
P X 1, Y 1 P( drawing 1White and 1 red ball)
23
2C 3C1 9 8 7 2
1
1 2 3 7
ll
9C3
P X 1, Y 2 P( drawing 1White and 2 red ball)
2C1 3C2 2 3 2 1
A
9C3 9 8 7 14
1 2 3
P X 1, Y 3 0 (Since only three balls are drawn)
P X 2, Y 0 P( drawing 2 white balls and no red balls)
2C2 4C1 1
9C3 21
P X 2, Y 1 P( drawing 2 white balls and no red balls)
2C2 3C1 1
9C3 28
ld
P X 2, Y 2 0
P X 2, Y 3 0
The joint probability distribution of X , Y may be represented as
or
Y 0 1 2 3
X
1 3 1 1
0
21 14 7 84
1 2 1
W
1 0
7 7 14
1 1
2 0 0
21 28
Problem 18 a) Two fair dice are tossed simultaneously. Let X denotes the number on the first
die and Y denotes the number on the second die. Find the following probabilities.
(i) P X Y 8 , (ii) P X Y 8 , (iii) P X Y and (iv) P X Y 6
TU
.
Y 4
b) The joint probability mass function of a bivariate discrete random variable X , Y in given
by the table.
X
Y 1 2 3
1 0.1 0.1 0.2
JN
. . ... .
6,1 6, 2 ... 6, 6
Let X denotes the number on the first die and Y denotes the number on the second die.
1
Joint probability density function of X , Y is P X x, Y y for
36
x 1, 2,3, 4,5, 6 and y 1, 2,3, 4,5, 6
(i) X Y the events that the no is equal to 8
2, 6 , 3,5 , 4, 4 , 5,3 , 6, 2
ld
P X Y 8 P X 2, Y 6 P X 3, Y 5 P X 4, Y 4
P X 5, Y 3 P X 6, Y 2
1 1 1 1 1 5
or
36 36 36 36 36 36
(ii) P X Y 8
2, 6
3,5 , 3, 6
X Y 4, 4 , 4,5 , 4, 6
5,3 , 5, 4 5,5 , 5, 6
6, 2 , 6,3 , 6, 4 , 6,5 6, 6
W
P X Y 8 P X Y 8 P X Y 9 P X Y 10
P X Y 11 P X Y 12
TU
5 4 3 2 1 15 5
36 36 36 36 36 36 12
(iii) P X Y
P X Y P X 1, Y 1 P X 2, Y 2 ...... P X 6, Y 6
1 1 1 6 1
..........
JN
36 36 36 36 6
P X Y 6 Y 4
(iv) P X Y 6
Y 4
P Y 4
1
Now P X Y 6 Y 4
36
6
P Y 4
36
ll
1
P X Y 6
Y 4
1
36 .
6 6
A
36
b). The joint probability mass function of X , Y is
X 1 2 3 Total
Y
1 0.1 0.1 0.2 0.4
2 0.2 0.3 0.1 0.6
ld
Total 0.3 0.4 0.3 1
From the definition of marginal probability function
PX xi PXY xi , y j
yj
When X 1 ,
or
PX xi PXY 1,1 PXY 1, 2
0.1 0.2 0.3
When X 2 ,
PX x 2 PXY 2,1 PXY 2, 2
0.2 0.3 0.4
When X 3 ,
PX x 3 PXY 3,1 PXY 3, 2
0.2 0.1 0.3
The marginal probability mass function of X is
0.3 when x 1
W
PX x 0.4 when x 2
TU
0.3 when x 3
The marginal probability mass function of Y is given by PY y j PXY xi , y j
xi
3
When Y 1 , PY y 1 PXY xi ,1
xi 1
JN
0.4 when y 1
PY y
0.6 when y 2
A
ld
When X 2 , P X 2 XY
0.25
Y 1 P 1 0.4
Y
P 3,1 0.2
When X 3 , P X 3
Y 1
P 1
XY
Y
0.4
0.5
or
(iii). P X Y 4 P x, y / x y 4 Where x 1, 2,3; y 1, 2
P 1,1 , 1, 2 , 2,1
PXY 1,1 PXY 1, 2 PXY 2,1
0.1 0.1 0.2 0.4
1
f x, y x 2 y (1)
27
Where x 0,1, 2 and y 0,1, 2
Then the joint probability distribution X and Y becomes as follows
Y 0 1 2 f1 x
X
ll
1 2 3
0 0
27 27 27
A
2 3 4 9
1
27 27 27 27
4 5 6 15
2
27 27 27 27
The marginal probability distribution of X is given by f1 X P x, y and is calculated in
j
The conditional distribution of Y for X is given by f1 Y y
X x
f x, y
f x
1
and is obtained in
ld
the following table.
X
0 1 2
Y
1 2
0 0
or
3 3
1 3 5
1
9 9 9
1 1 1
2
6 3 2
P Y 0
P Y 1
X 0
X 0
P
P X 0, Y 0
X
P X 0
0,
P X 0
Y 1
0
6
27
2
27
6 3
W
0
1
TU
27
4
P X 0, Y 2 27 2
P Y 2
X 0
P X 0
6
3
27
1
P X 1, Y 0 27 1
0
JN
P Y
X 1 P X 1 9 9
27
3
P Y 1
X 1
P X 1,
P X 1
Y 1
27
9 9 3
3 1
27
5
27 5
ll
P Y 2
X 1
P X 1, Y
P X 1
2
9 9
27
A
2
P Y 0
X 2
P
X 2, Y
P X 2
0
27
12 6
1
27
4
P X 2, Y 1
P Y 1
X 2
P X 2
27
12 3
1
27
6
27 1
ld
P X 2, Y 2
P Y 2
X 2 P X 2 12 2
27
x2
b). Given the joint probability density function of X , Y is f XY x y xy 2
or
,
8
0 x 2, 0 y 1
(i). P X 1 f X x dx
1
W
1
The Marginal density function of X is f X x f x, y dy
0
1
x 2
f X x xy 2 dy y y 1
0
8
1
xy 2 x 2 y x x2
, 1 x 2
8 0 3 8
TU
3
2
x x2
P X 1 dx x
1
3 8
2
x 2 x3 19
. y x 1 x2
6 24 1 24
JN
(ii) P X Y f XY x, y dxdy y 1
R2
2 x2
1 y
P X Y xy 8 dxdy yx
y 0 x 0
y
x 2 y 2 x3
1
dy x0 x
0
2 24 0
ll
1
1
y4 y3 y5 y4
dy
0
2 24 10 96 0
1 1 96 10 53
A
10 96 960 480
(iii) P X Y 1 f XY x, y dxdy
R3
1 y
1
x 2 y 2 x 3
dy y 1
y 0
2 24 0
ld
1 1 y 2 y 2 1 y 3
dy x y 1
y 0
2 24
1 1 y2 2 y y2
1 y
3
dy
or
x
0
2 24
1
y 3 y 5 2 y 2 1 1 y 4
x 1
3 5 4 2 96
0
F x, y
0
1 1 1 1
6 10 4 96 480
13
.
W
Problem 20 a) If the joint distribution functions of X and Y is given by
1 e x 1 e y , x 0, y 0
, otherwise
TU
i. Find the marginal density of X and Y .
ii. Are X and Y independent.
iii. P 1 X 3, 1 Y 2 .
b) The joint probability distribution of X and Y is given by
6 x y
f x, y 8
, 0 x 2, 2 y 4
. Find P 1 Y 3
X 2
.
JN
0 , otherwise
Solution:
a). Given F x, y 1 e x 1 e y
1 e x e y e
x y
2
1 e x e y e x y
xy
A
y x y
e e
x
x y
e , x 0, y 0
f x, y
0 , otherwise
(ii) The marginal probability function of X is given by
f x fX x
f x, y dy e
x y
dy
0
e x y
ld
1 0
e
x y
0
or
x
e , x0
The marginal probability function of Y is
f y fY y
f x, y dx
e
0
x y
e y , y 0
dx e
x y
f x f y e x e y e f x, y
x y
0
W
X and Y are independent.
TU
(iii) P 1 X 3,1 Y 2 P 1 X 3 P 1 Y 2 [Since X and Y are independent]
3 2
f x dx f y dy.
1 1
3 2
e x dx e y dy
1 1
JN
3 2
e e y
x
1 1 1 1
e 3 e 1 e 2 e 1
5 4 3 2
e e e e
f y x 2 dy
3
b). P 1 Y 3
X 2
ll
1
4
f X x f x, y dy
2
A
6 x y
4
dy
2 8
4
1 y2
6 y xy
8 2 2
1
16 4 x 10 2 x
8
6 x y
f y
x
f 8 6 x y
x ,
f x
y
6 2x 6 2x
ld
8
dy
3
P 1 Y 3 f y
X 2 x2
1
4 y
3
dy
or
2 2
3
1 y2
4 y
2 2 2
3
1 y2 1 17 11
4 y 14 .
2 2 2 2 2 4
W
Problem 21 a) Two random variables X and Y have the following joint probability density
2 x y, 0 x 1, 0 y 1
function f x, y
0 , otherwise
. Find the marginal probability density function
Marginal density function of X is f X x f x, y dy
1
2 x y dy
0
1
y2
2 y xy
2 0
ll
1
2 x
2
3
A
x, 0 x 1
fX x 2
0 , otherwise
1
Marginal density function of Y is fY y 2 x y dx
0
1
x2
2 x xy
2 0
ld
3
y
2
3
y, 0 y 1
fY y 2
0
or
, otherwise
Covariance of X , Y Cov X , Y E XY E X E Y
1
1 1
3 3 x 2 x3 5
E X xf X x dx x x dx
0 2 2 3 0 12
0
2
0
1
0
1
3
Cov X , Y E XY E X E Y
1 1
E XY xy f x, y dxdy
0 0
E Y yfY y dy y y dy
2
5
12
W
TU
1 1
xy 2 x y dxdy
0 0
1 1
2xy x 2 y xy 2 dxdy
0 0
1
1
2 x 2 y x3 x2 2
y y dy
JN
0 2 3 2 0
1
1 y2
y dy
0
3 2
1
y 2 y y3 1
2 3 6 0 6
1 5 5
Cov X , Y
ll
6 12 12
1 25 1
.
6 144 144
A
E XY E X E Y
b). Correlation coefficient XY
XY
Marginal density function of X is
6 x y 6 2x
4
fX x f x, y dy 2 8 dy 8
Marginal density function of Y is
6 x y 10 2 y
2
fY y f x, y dx dx
0
8 8
ld
6 2x
2 2
Then E X xf X x dx x dx
0
0
8
2
1 6 x 2 2 x3
or
8 2 3 0
1 16 1 20 5
12
8 13 8 3 6
4
10 2 y 1 10 y 2 2 y 3
4
17
E Y y dy
E X
E Y
2
2
2
0
8
2
2
10 2 y
4
y
8
2
dy
8 2
0
8 3
8
3 2
6 2x
x f x x dx x
2
dx
1 10 y 3 2 y 4
4 2 3
6
1 6 x3 2 x4
8
25
2
3
4
1
0
W 4
2
TU
2
2
5 11
Var X E X E X 1
2 2 2
X
6 36
2
25 17 11
Var Y E Y E Y
2
2
Y
2
3 6 36
6 x y
4 2
E XY xy dxdy
JN
2 0 8
2
1 6 x2 y x3 y x2 y 2
4
dy
82 2 3 2 0
4
1 1 12 y 2 8 y 2 2 y 3
4
8
12 y y 2 y 2 dy
8 2 3 8 2 3 2 3 2
1 64 128 16 16 1 56
ll
96 24
8 3 3 3 3 8 3
7
E XY
A
3
7 5 17
E XY E X E Y 3 6 6
XY
XY 11 11
6 6
1
XY .
11
ld
3
b) Let X 1 and X 2 be two independent random variables with means 5 and 10 and standard
devotions 2 and 3 respectively. Obtain the correlation coefficient of UV where U 3 X 1 4 X 2
and V 3 X 1 X 2 .
or
Solution:
a). The probability distribution is
X 0 1 2 P Y
Y
0
1
3
0
0
1
3
0
W 0
0
1
1
3
1
3
1
3 3
TU
P X 1 1 1
3 3 3
1 1 1
E X xi pi xi 0 1 2 1
3 3 3
JN
1 1 1 1
E Y yi p j y j 0 1 0
j 3 3 3 3
1 1 1 5
E X 2 xi p xi 0 1 4
2
3 3 3 3
i
5
Var ( X ) E X 2 E X 1
2
2
3 3
1 1 1 1
ll
E Y 2 y j p y j 0 1 0
2
3 3 3 3
j
V Y E Y 2 E Y
1 1 2
2
A
3 9 9
E XY E X E Y
Correlation coefficient XY
V X V Y
E XY xi y j p xi , y j
i j
1 1 1 1
0.0. 0.1.0 1.0.0 1.1. 1.2.0 0.0.0 0.1.0 0.2.
3 3 3 3
1 1
1
ld
XY
3 3 0
2 2
3 9
Correlation coefficient 0 .
or
b). Given E X 1 5, E X 2 10
V X 1 4, V X 2 9
Since X and Y are independent E XY E X E Y
E UV E U E V
Correlation coefficient
Var U Var V
E U E 3 X 1 4 X 2 3E X 1 4 E X 2
3 5 4 10 15 40 55.
E V E 3 X 1 X 2 3E X 1 E X 2
W
3 5 10 15 10 5
TU
E UV E 3 X 1 4 X 2 3 X 1 X 2
E 9 X 1 3 X 1 X 2 12 X 1 X 2 4 X 2
2 2
9 E X 1 3E X 1 X 2 12 E X 1 X 2 4 E X 2
2 2
9E X 9E X X 4E X
2 2
JN
1 1 2 2
9E X 9E X E X 4E X
2 2
1 1 2 2
9 E X 450 4 E X
2 2
1 2
V X E X E X
2 2
1 1 1
E X V X E X 4 25 29
2 2
1 1 1
ll
E X V X E X 9 100 109
2 2
2 2 2
ld
2
f y . Prove that the variables X and Y are uncorrelated.
x
1, x y 1 x, 0 x 1
2
b) Given f x, y xe
x y 1
, x 0, y 0 . Find the regression curve of Y on X .
or
Solution:
1 1 1
2
x2 2 2
a). We have E X xf x dx xdx 0
1
1 2 1
2 2 2
1
E XY
0 x 1
xydxdy xydxdy
1 x
2
x 1
0
1 x
2
0
1 x
x
2 1 x
0 x
x ydy dx x ydy dx
1 W
TU
2
1
0 2
1 1
2 x 2 x 1 dx 2 x 1 2 x dx
1 0
2
1
0
1 2 x3 x 2 1 x 2 2 x3 2
0
2 3 2 1 2 2 3 0
JN
x yf y x dy
E y
f x, y
A
f y / x
fX X
Marginal density function f X x f x, y dy
0
x y 1
x e dy
0
e x y 1
x e x , x 0
x 0
ld
Conditional pdf of Y on X is f y
x
f x, y xe xy x
fX x
x xe xy
e
The regression curve of Y on X is given by
x
E y yxe xy dy
or
0
e xy e xy
x y 2
x x 0
1 1
E y y and hence xy 1 .
x x
and X on Y .
x
x y
Problem 24 a) Given f x, y 3
0
, 0 x 1, 0 y 2
, otherwise
W
, obtain the regression of Y on X
TU
b) Distinguish between correlation and regression Analysis
Solution:
Regression of Y on X is E Y
X
X yf y x dy
E Y
X ff x,xy
JN
f Y
X
fX x f x, y dy
2
x y 1 y2
2
3 2 0
dy xy
0
3
2 x 1
ll
3
f x, y
f Y
x y
A
X f X x 2( x 1)
y x y
X
2
Regression of Y on X E Y dy
0
2 x 1
2
1 xy 2 y 3
2 x 1 2 3 0
1 8 3x 4
2x
2 x 1 3 3 x 1
Y xf x y dx
ld
E X
y ff x,yy
f x
Y
or
fY y f x, y dx
1
x y 1 x2
1
dx xy
0
3 3 2 0
f x
y
1 1
y
3 2
2 x y
2 y 1
Regression of X on Y E X
W
Y 2xyy1 dx
1
TU
0
1
1 x2
xy
2 y 1 2 0
1
y
1
2 .
2 y 1 2
JN
b).
1. Correlation means relationship between two variables and Regression is a Mathematical
Measure of expressing the average relationship between the two variables.
2. Correlation need not imply cause and effect relationship between the variables. Regression
analysis clearly indicates the cause and effect relationship between Variables.
3. Correlation coefficient is symmetric i.e. rxy ryx where regression coefficient is not symmetric
4. Correlation coefficient is the measure of the direction and degree of linear relationship
ll
between two variables. In regression using the relationship between two variables we can predict
the dependent variable value for any given independent variable value.
Problem 25 a) X any Y are two random variables with variances x2 and y2 respectively and
A
y x
r is the coefficient of correlation between them. If U X KY and V X , find the
y
value of k so that U and V are uncorrelated.
b) Find the regression lines:
X 6 8 10 18 20 23
Y 40 36 20 14 10 2
Solution:
Given U X KY
E U E X KE Y
ld
X
VX Y
Y
E V E X X E Y
Y
or
If U and V are uncorrelated, Cov U ,V 0
E U E U V E V 0
E X KY E X KE Y X X Y E X X E Y 0
Y Y
V X
X
Y
W
Cov X , Y KCov X , Y K X V Y 0
Y
E X E X K Y E Y X E X X Y E Y 0
2
E X E X X X E X Y E Y K Y E Y X E X K X Y E Y 0
2
Y
Y Y
TU
K Cov X , Y X V Y V X X Cov x, y
Y Y
V X X r X Y
Y X2 r X2
K
r X Y X Y
r X Y X V Y
JN
Y
X2 1 r
X .
X Y 1 r Y
b).
ll
X Y X2 Y2 XY
6 40 36 1600 240
8 36 64 1296 288
A
X 85 Y 122 X 2
1453 Y 2
3596 XY 1226
x 85 y 122
X 14.17 , Y 20.33
ld
n 6 n 6
x2 x
2 2
1453 85
x 6.44
n n 6 6
y2 y
2 2
3596 122
or
y 13.63
n n 6 6
xy 1226
xy 14.17 20.33
r n 6 0.95
x y 6.44 13.63
bxy r
byx r
y
x
x
y
0.95
0.95
6.44
13.63
13.63
6.44
0.45
2.01
x 0.45 y 23.32
The regression line Y on X is
y y byx x x y 20.33 2.01 x 14.17
y 2.01x 48.81
JN
Problem 26 a) Using the given information given below compute x , y and r . Also compute
y when x 2, 2 x 3 y 8 and 4 x y 10 .
b) The joint pdf of X and Y is
X
Y -1 1
1 3
ll
0 8 8
2 2
1 8 8
A
ld
6
Equation 1 2 x 3 8
5
18
2x 8
5
or
11
x
5
11 6
i.e. x & y
5 5
To find r , Let 2 x 3 y 8 be the regression equation of X on Y .
2x 8 3 y x 4 y
3
2
W
bxy Coefficient of Y in the equation of X on Y
Let 4 x y 10 be the regression equation of Y on X
y 10 4 x
3
2
TU
byx coefficient of X in the equation of Y on X 4 .
r bxy byx
3
4
2
bxy & byx are negative
2.45
JN
3
from equation (2) be the equation of X on Y
1
bxy
A
4
2 1
r bxy byx 0.4081
3 4
2
To compute y from equation 4 byx
3
y
But we know that byx r
x
2 y
0.4081
3 2
y 3.26
ld
b). Marginal probability mass function of X is
1 3 4
When X 0, P X
8 8 8
or
2 2 4
X 1, P X
8 8 8
Marginal probability mass function of Y is
1 2 3
When Y 1, P Y
8 8 8
x
4
E X x p x 0 1
8
3
3 2 5
Y 1, P Y
8 8 8
4 4
8 8
5
E Y y p y 1 1
y 8 8
3 5 2
8 8 8
W
TU
E X 2 x 2 p x 02 12
4 4 4
x 8 8 8
E Y 2 y p y 1 12 1
2 2 3 5 3 5
y 8 8 8 8
V X E X 2 E X
2
JN
2
4 4 1
8 8 4
V Y E Y 2 E Y
2
2
1 15
1
4 16
E XY xy p x, y
ll
x y
1 3 2 2
0 0 1 1 0
8 8 8 8
A
1 1 1
Cov X , Y E XY E X E Y 0
2 4 8
1
Cov X , Y
r 8 0.26 .
V X V Y 1 15
4 16
ld
Problem 27 a) Calculate the correlation coefficient for the following heights (in inches) of
fathers X and their sons Y .
X 65 66 67 67 68 69 70 72
Y 67 68 65 68 72 72 69 71
b) If X and Y are independent exponential variates with parameters 1, find the pdf of
or
U X Y .
Solution:
X Y XY X2 Y2
65 67 4355 4225 4489
66
67
68
69
68
65
72
72
W
4488
4355
4896
4968
4359
4489
4624
4761
4624
4285
5184
5184
TU
70 69 4830 4900 4761
72 71 5112 5184 5041
x 544
X 68
JN
n 8
y 552
Y 69
n 8
X Y 68 69 4692
1 2 1
X x2 X (37028) 682 4628.5 4624 2.121
n 8
ll
1 1
Y y2 y2 38132 692 4766.5 4761 2.345
n 8
1 1
Cov X , Y XY X Y 37650 68 69
A
n 8
4695 4692 3
The correlation coefficient of X and Y is given by
Cov X , Y 3
r X ,Y
XY 2.121 2.345
3
0.6032 .
4.973
ld
b). Given that X and Y are exponential variates with parameters 1
f X x e x , x 0, fY y e y , y 0
Also f XY x, y f X x f y y since X and Y are independent
e xe y
or
e ; x 0, y 0
x y
W
fUV u , v f XY x, y J e x e y e u v e v
e , u v 0, v 0
u2v
RI R II
In Region I when u 0 v u
TU
f u f u, v dv e
u
.e 2 v dv u
u u
e 2 v
eu
2 u
eu eu
0 e 2u
JN
2 2
In Region II when u 0
f u f (u, v)dv
0
eu
e u 2v dv
0
2
ll
eu
2 , u 0
f u u
e , u 0
A
2
Problem 28 The joint pdf of X and Y is given by f x, y e
x y
, x 0, y 0 . Find the pdf of
X Y
U .
2
b) If X and Y are independent random variables each following N 0, 2 , find the pdf of
Z 2 X 3Y . If X and Y are independent rectangular variates on 0,1 find the distribution of
ld
X
.
Y
Solution:
x y
or
a). Consider the transformation u &v y
2
x 2u v and y v
x x
x, y u v 2 1
J 2
u , v y y 0 1
e
u v
fUV u , v f XY x, y J
x y
2 2e
2e2u , 2u v 0, v 0
u
x y
2e
2 u v v
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fUV u , v 2e 2u , u 0, 0 v
TU
2
u u
2 2
f u fUV u , v dv 2e 2 u dv
0 0
u
2e 2u v 2
0
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u 2 u
2 e , u 0
f u 2
0 , otherwise
2
x x
1 3
x, y z w 1
J 2 2 .
A
z , w y y 2
0 1
z w
Given that X and Y are independent random variables following N 0, 2
x2 y2
1
f XY x, y e 8 , x, y
8
The joint pdf of z , w is given by
f ZW z , w J f XY x, y
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1
z 3 w w2
2
4
1 1
. e 8
2 8
1 321 z 3w2 4 w2
e , z , w .
16
or
The pdf of z is the marginal pdf obtained by interchanging f ZW z , w w.r.to w over the range of
w.
1
321 z 2 6 wz 13 w2
fZ z e dw
16
16
16
z 2 w2
e e
1 32
z
1 32
2
9z 2
13
32
6 wz 3 z 3 z
13
13
e 1332 e 32 13 dw
3
w
13
z
2
2
13
2
dw
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2
1 8z13 13
t2
16
e
e 32
dt
13 2 13 16 r 32
r t dr tdt dr dt dr dt
32 16 13t 13
1
16 13 4
dr dt r 2 dr dt
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13 r 32 13 2
z 1 2
2 4
e 813 e r r 2 dr
16 13 2 0
z 1 2
1
e 813 e r r 2 dr
2 13 2 0
z2
z2
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2 2 13
2
1 1
e 813
e
2 13 2 2 13 2
i.e. Z N 0, 2 13
A
ld
x
Consider the transformation u and v y
y
i.e. x uv and y v
x x
or
x, y u v
J
u , v y y
u v
v 0
v
u 1
fUV u , v f XY x, y J
v , 0 u , 0 v
The range for u and v are identified as follows.
0 x 1 and 0 y 1. 0 uv 1 and 0 v 1
uv 0, uv 1, v 0 and v 1
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uv 0 and v 0 u 0
Now f u fUV u , v dv
The range for v differs in two regions
1
f u fUV u , v dv
0
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1
1
v2 1
vdv , 0 u 1
0 2 0 2
1
u
f u fUV u , v dv
0
1
1 u
u
v2 1
vdv 2 , 1 u
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0 2 0 2u
1
2 , 0 u 1
A
f u
1 , u 1
2u 2
Problem 29 a) If X 1 , X 2 ,..... X n are Poisson variates with parameter 2 . Use the central limit
theorem to estimate P 120 S n 160 where sn X 1 X 2 ...... X n and n 75 .
b) A random sample of size 100 is taken from a population whose mean is 60 and variance is
400. Using central limit theorem, with what probability can we assent that the mean of the
sample will not differ from 60 by more than 4.
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Solution:
a). Given that E X i 2 and Var X i 2
[Since in Poisson distribution mean and variance are equal to ]
i.e. 2 and 2 2
or
By central limit theorem, S n N n , n 2
S n N 150,150
120 150 160 150
P 120 Sn 160 P z
150 150
P(2.45 z 0.85)
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P (2.45 z 0) P(0 z 0.85)
P(0 z 2.45) P(0 z 0.85)
0.4927 0.2939 0.7866
X N 60, 4
mean of the sample will not X will not differ from
P P
differ from 60 by more than 4 60 by more than 4
P X 4
P 4 X 4
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P 4 X 60 4
56 60 64 60
P 56 X 64 P z
2
A
2
P 2 Z 2
2 P 0 Z 2 2 0.4773 0.9446
Problem 30 a) If the variable X 1 , X 2 , X 3 , X 4 are independent uniform variates in the interval
450,550 , find P 1900 X 1 X 2 X 3 X 4 2100 using central limit theorem.
b) A distribution with unknown mean has a variance equal to 1.5. Use central limit
theorem to find how large a sample should be taken from the distribution in order that the
probability will be at least 0.95 that the sample mean will be within 0.5 of the population mean.
ld
Solution
a). Given that X follows a uniform distribution in the interval 450,550
b a 450 550
Mean 500
2 2
or
b a 550 450
2 2
Variance 833.33
12 12
By CLT, S n X 1 X 2 X 3 X 4 follows a normal distribution with N n , n 2
S n n
The standard normal variable is given by Z
when S n 1900 , Z
when S n 2100 , Z
1900 4 500
4 833.33
2100 2000 100
4 833.33 57.73
100
57.73
1.732
1.732
1.5
By C.L.T, X follows N ,
n
We have to find ' n ' such that P 0.5 X 0.5 0.95
i.e. P 0.5 X 0.5 .95
P X 0.5 .95
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P z 0.5 0.95
n
n
A
P z 0.5 0.95
n
P z 0.5 0.95
1.5
ie P Z 0.4082 n 0.95
Where ' Z ' is the standard normal variable.
The Last value of ' n ' is obtained from P Z 0.4082 n 0.95
2 P 0 z 0.4082 n 0.95
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0.4082 n 1.96
n 23.05
The size of the sample must be atleast 24.
or
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ll
A
ld
or
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The analysis of univariate data in case of economic, social and scientific
sufficient. So, in some situations, say production price, height of father
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ll
A
ld
or
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ld
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(1) Karl Pearson’s Coefficient of correlation
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mula, called Pearson’s coefficient of correlation and denoted by
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ll
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6. It is some how difficult to calculate.
The Karl Pearson’s coefficient of correlation is based on the following
or
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When correlation is measured with help of Karl Pearson’s coefficient o
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A
ld
1. Find the means of the two series i.e., find
3. Square these deviations and get the totals , i.e.,find
and get the total i.e., find
or
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Calculate Karl Pearson’s correlation coefficient from the following data
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Karl Pearson’s Coefficient of Correlation,
A
ld
or
W
TU
JN
Compute Karl Pearson’s coefficient of correlation from the following d
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A
ld
or
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Karl Pearson’s Correlation Coefficient
ll
ld
or
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Find the coefficient of correlation between the values of X and Y given be
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Then the correlation coefficient between and correlation coefficient between
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This implies correlation coefficient is independent of the change of origin
or
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ll
A
1. Calculate total for each series i.e., find
ld
or
Find the coefficient of correlation between X and Y variables for the data g
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ll
A
ld
or
and 9 , find the coefficient of correlation.
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A student while computing the correlation coefficient between two variables
and find the Karl Pearson’s
correlation coefficient.
Subtract wrong figures from each total and add correct figure to get
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efficient of correla-
or
Calculate Karl Pearson’s coefficient of correlation between the ages o
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months training of personnel. The following are the figures regarding se
Find correlation coefficient between
Calculate Karl Pearson’s coefficient of correlation between advertise
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profit (Y) for 9 months:
Calculate the product moment coefficient of correlation between
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out the correlation coefficient:
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Calculate Karl Pearson’s coefficient of correlation from the following d
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Calculate Karl Pearson’s coefficient of correlation between marks se
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Calculate correlation coefficient between age and death-rate from the da
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Calculate Karl Pearson’s correlation coefficient between age and litera
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Find Karl Pearson’s correlation coefficient between age and playing h
ll
A
Calculate the percentage of illiterate population from the following data and find
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Calculate coefficient of correlation between density of population and dea
or
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From the following data calculate the coefficient of correlation by Karl Pea
Calculate Karl Pearson’s correlation coefficient from the following data
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oefficient of
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A
But on subsequent verification, it was found that one pairs
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The interpretation of correlation coefficient depends on its degree and significance. The correlation
coefficient lies between
The value of correlation coefficient is significant or not is judged with the h
or
coefficient when various groups are used.
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put them in the first three columns respectively.
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may be and put them in first three rows respectively.
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for each cell frequency and write the figures in the left hand upper
9. To find
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A
Calculate the coefficient of correlation between ages of husbands and a
ld
or
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[Table Interpretation: We first obtain mid values of classes as
. For example for first cell
last column for the first row; there
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ll
ld
Calculate coefficient of correlation from the following data:
or
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Calculate Karl Pearson’s correlation coefficient from the following table
ll
A
Determine Karl Pearson’s correlation coefficient from the following bi
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arranged in serial order (ranks), we find correlation between the ran
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or Ranking Method and the correlation coefficient so obtained
is called Rank Correlation Coefficient and is denoted by
Spearman’s rank correlation coefficient is also used when the measur
However, Spearman’s rank correlation coefficient
coefficient.
ld
or
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Use the rank correlation coefficient to discuss which pair of judges have
Here we calculate three rank correlation coefficient:
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JN
ll
A
ld
Find out the coefficient of correlation between
or
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TU
JN
Find out the coefficient of correlation between X and Y by the method of ra
ll
A
ld
or
W
TU
JN
ll
ld
or
The coefficient of rank correlation of the marks obtained by 10 students
coefficient of rank correlation.
W
TU
JN
ll
A
ld
2. It is the only formula to be used for finding correlation coefficient if we
or
W
TU
JN
Calculate Spearman’s rank correlation coefficient between ranks ( of the profit earned (X)
A
Calculate the coefficient of correlation from the following data by Spearma
ld
Calculate rank correlation coefficient from the following data:
or
Calculate Spearman’s rank correlation coefficient between advertisem
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From the following data , find the coefficient of correlation by the method of
Calculate correlation coefficient from the following data by rank differen
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Calculate correlation coefficient from the following data by Spearman’s R
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Calculate correlation coefficient by the method of rank differences fro
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ession was first used by a
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More specifically, regression analysis helps us understand how the typic
ll
ld
or
2. Correlation analysis has limited applications as it is confined only to the study
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ll
A
The lines of best fit expressing mutual average relationship between two
. If we have no reason or justification to assume as dependent variable a
ld
The concept of lines of best fit is based on the principle of least square
-axis. When the deviations from the points to the line of best fit are measure
or
. When the deviations from the points to the line of best fit are measured ver
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hown in the figure 1.
TU
ld
or
is regression coefficient of
W
TU
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Coefficient of correlation between the prices of the two places +0.8.
ll
ld
or
W
TU
JN
ll
A
ld
or
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TU
ld
or
For grouped data regression coefficients are given as
Regression coefficient of X on Y
Regression coefficient of Y on X
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TU
JN
ld
Regression coefficient of
or
Regression coefficient of
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ll
2. If correlation coefficient r between x and y is zero (r=0), the two reg
ld
4. The geometric mean of the two regression coefficients
or
coefficient
5. The arithmetic mean of the regression coefficients is greater than correlation coefficient. i.e.,
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6. The regression coefficient are independent of the change of orig
7. If one of the regression coefficient is greater than unity, the other mu
8. Regression coefficient is the algebraic measure of the slope of the re
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If the two regression coefficients are -0.9 and -0.5. find out the value of correlation coefficient.
ll
A
ld
is negative (i.e. the sign of the two regression coefficients is not same),
or
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(b) Correlation Coefficient:
Regression coefficient of
A
Regression coefficient of
ld
or
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The correlation coefficient between the prices of item in Jabalpur and Nar
ely and the coefficient of
TU
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ll
ld
or
pecialized field and to
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er factory in a similar field
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) for five households is as follows:
A
Calculate the coefficient of correlation between the values of exports and
ld
or
W
find
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coefficient of correlation between marks in two subjects.
the correlation coefficient between them.
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Also find out the ratio of the standard deviations of the two variables.
,
both regression coefficient and correlation coefficient between
(iii) Regression coefficient of
coefficient between
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coefficient of 6 and correlation coefficient between
coefficient of
A
ld
or
are multiple regression coeffi-
= partial regression coefficient which measures the change in
= Partial regression coefficient which measures
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are partial regression coefficients,
After finding the values of
ld
is the square root of the regression coefficients
correlation coefficient is the square root of the product of two partial regression coefficients
or
W
TU
JN
ll
quantities. After finding the unknown quantities, they are substituted in the reg
ld
or
W
TU
ld
or
W
JN
ld
or
W
TU
JN
ll
A
ld
or
W
TU
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Infinite
ld
Students of your university constitute a finite population, leaves of a tree constitute an infinite popu-
lation (here infinite means very large).
or
W
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The theory of sampling is concerned first, with estimating the parameters of
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ll
A
deviation, correlation coefficient, etc. are called parameters or constan
ld
or
W
TU
regularity and plays a significant role in the sampling theory. This principle s
A
ld
or
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of significance is considered 5% or 1%.
A
data are known as tests of significance
Testing of hypothesis and test of significance are synonymous in some s
population parameter is significant. If this hypothesis is accepted, we say th
significant. The difference, if any, is due to sampling fluctuations. The fo
steps) for test of significances.
ld
1. Determination of the Problem: The first and important function for a test of significance is
2. Setting up of a Null Hypothesis: To know the significance of difference
or
tween parameter and statistic;’ and if any it is due to chance or due to fluctuatio
W
3. Selection of Level of Significance: A predetermined hypothesis is teste
significance. In general, we use 10% (or 0.01) and 5% (or 0.05) level of significance.
, Standard Error for correlation coefficients,
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5. Computation of the Ratio Significance: To find a ratio significance (often c
Ratio Significance for mean
6. Interpretation: The last step of test of significance is interpretation (or
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value of ratio significance is more than critical value at 5% level of significa
96, we say that difference is significant. This means the difference is no
to fluctuations of sampling but there are other causes.
A
methods of tests of significance. There is no definite line between large sam
ld
or
W
TU
JN
ll
A
An investigator reports 1,700 sons and 1,500 daughters. Do these figures confirm to the hy-
ld
or
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the 95% confidence limits for the population.
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95% confidence limits for the proportion:
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ll
A
ld
Confidence limits for proportion :
or
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ll
A
of the difference then the difference is significant otherwise not signific
districts are significantly different with respect to the prevalence of smok
ld
or
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significantly different with respect to the prevalence of smoking among m
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sample selected in the first case was of 600 and in the second case it was 5
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ll
A
ence is significant.
ld
or
is significant otherwise not significant.
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difference significant.
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is significant.
ll
this difference likely to be hidden at 5% level of significance in samples of 1
A
ld
or
If level of significance is taken as 5%, then 2 96, hence difference is significant and it is not
W
TU
JN
ll
Limits for population mean at 0.27% level of significance are : 172
ld
this range. Hence, then confidence interval is
or
W
From a normally distribution infinite number of iron bars with mean and standa
TU
ll
n 10 to take sufficient
A
The difference at 5% level of significance =
ld
or
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esis, ‘The difference of the means of two samples is not significant or th
onsidered significant
otherwise not significant.
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ll
ld
The mean produce of wheat of a sample of 100 fields comes to 200 lb. pe
deviation of 10 lb. Another sample of 150 fields gives the mean at 220 lb. w
iverse, find out
or
if there is a significant difference between the yield of the two samples.
W
standard error, the two mean yields are significantly different.
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of Rs. 12, is the difference between the two means statistically significant?
JN
A
the standard deviation of the mean population of villages in the district is 10, fin
mean of the first sample is significantly different from the combined mean
Standard Error of difference between the mean of first sample and the
ld
or
of the standard error; hence it is significant.
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ignificant i.e., the two samples
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Two samples of 100 and 80 students are taken with a view to find out their ave
expenditure. It is found that median monthly expenditure for the first gr
the second group is Rs. 100. The standard deviation for the first group
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significant.
A
ld
error; hence the difference is statistically significant.
or
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be 13.9 and 17.6 respectively. If population standard deviation is 15, fi
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ll
From the following data, test the significance of the difference of the stand
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significant.
or
deviation of the first sample differs significantly from the combined standa
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The difference between standard deviations of first sample and combin
of the standard error hence significant.
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fidence interval
ll
significant difference between town A and town B, so far as the proportio
bly except to find in the whole
ld
percentage of deaf persons be attributed solely to fluctuations of sampling
there any significant
or
A random sample of 200 measurements from an infinite population gave me
and standard deviation of 9. Determine the 95% confidence interval for th
W
between the averages of the two samples statistically significant?
The mean produce of wheat of a sample of 100 fields is 200 kilogram per
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standard deviation of 10 kilogram. Another sample of 150 fields gives the
the mean field at 11
kilogram for the universe find at 1% level if the two resuls are consistent.
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sample variance to find the standard error of mean when population stand
ignificance can be used.
ll
ld
One of the most important test of significance in case of small samples is
or
W
To test the significance between the difference of sample mean and popu
JN
ll
: For relevant degrees of freedom (d.f.) at given level of signific
. For example, for 8 d.f. at 5% level of significance the table value (fro
A
, then difference is significant and over null hypothesis is false.
ld
or
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777 is less than value with 5 degrees of freedom at 5% level of significanc
TU
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For 9 d.f. at 5% level of significance the value of
corresponding to 9 degrees of freedom at 5% level of significance is 2
ll
A
ld
The confidence limits for population mean are as follows:
95% confidence interval for
99% confidence interval for
or
mean? Obtain (a) 95%, and (b) 99% confidence limits of the mean of the pop
W
TU
For 19 d.f. at 5% level of significance,
ll
To test the significance between the difference of two sample means taken
is defined as follows:
A
ld
or
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s is significant?
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Now, we shall find out number of d.f. = (N-1) =
98 d.f. at 5% and 1% level of significance are 1.984 and 2.626 respe
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of t is several times as large as these limits, hence there is a significant diff
ll
Examine the significance of the difference between the mean yields due to th
A
ld
or
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Table value of t for 13 d.f. at 5% level of significant = 2.16. Calculated
. Hence, the difference of average yields is not significant
TU
group chosen at random. Test at 5% level of significance whether there is significance in the
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ll
Table value of t for 38 d.f. at 5% level of significance = 2.02. Compute
. The difference the average income of two groups is significant
-statistic is defined as follows with
ld
Null Hypothesis : The population correlation coefficient is zero.
or
It was found that the correlation coefficient between two variables calcu
Null Hypothesis : The population correlation coefficient is zero Given :
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at 5% level of significance = 2.069. Calculated value of
correlation coefficient is zero.
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ulation significant
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12 at 5% level of significance
ll
A
ld
or
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months special coaching a second test of equal difficulty was hold at the
marks give evidence that the students have been benefited by special c
At 5% level of significance for 10 and 11 degrees of freedom, the table
ll
A
For 8 degrees of freedom the table value of t at 5% level of significance
test to find whether the two sets of data were drawn from populations with the s
ld
s. The coefficient
values significant?
or
obtain according to a specific hypothesis. For example, if, according to M
might want to know about the “goodness to fit” between the observed and
Another way of defining the
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ll
A
ld
or
W
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level of significance , then if
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ll
ld
or
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Now we consider a test to determine if a population has a specified theoretica
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test whether the differences are likely to occur due to fluctuation of samplin
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Now, a goodness of fit test between observed and expected frequen
ld
means the fit is good and its rejection means that the fit is not good.
level of significance depends on the critical value of
or
W
TU
See that the expected frequencies in first , second, fifth and sixth class
JN
ll
A
ld
or
W
TU
JN
ld
or
W
TU
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is much less than the table at 5% level of significance , so
ll
A
ld
or
W
TU
ll
A
To find the probability of this result we have, the degree of freedom=4-1
ld
or
Suppose N observations in a sample are to be classified according to two attr
. then the sample observations may be classified as shown:
ll
ld
or
of significance is taken as under:
level of significance The value of
W
TU
The following table shows the classification of 4000 workers in a factory, a
test to find if there is any evidence to support that there was any associatio
of sesnificance.
ll
A
are independent. Assuming to be the hypothesis true, we find the expected
ld
or
at 1 degree of freedom for 5% level of significance is 3.841. Since ca
W
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at 5% level of signification and conclude that
ld
or
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other got first class. Are these figures commensurate with the general
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ll
A
1 Basics of Queuing
Queuing process: Queuing process is a class of random processes describing phenomena of queue
formation.
Customers Arriving Served Customers Leaving
ld
SERVICE
FACILITY
or
Discouraged
Customers leaving
A Typical Queuing Process
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Queueing theory: is the mathematical study of waiting lines (or queues). The theory enables
mathematical analysis of several related processes, including arriving at the (back of the) queue,
waiting in the queue (essentially a storage process), and being served by the server(s) at the front of
the queue.
1.1 Characteristics of a queuing process
The following are the six basic characteristics of a queuing process:
TU
1. Arrival pattern of customers: In queuing the arrival process is usually stochastic. As a result it
is necessary to determine the probability distribution of the interarrival times (times between
successive customer arrivals) as well. Also customers can arrive in individually or
simultaneously (batch or bulk arrivals).
2. Service pattern of customers: As in arrivals, a probability distribution is needed for describing
the sequence of customer service time. Service may also be single or batch. The service
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process may depend on the number of customers waiting in queue for service. In this it is
called state dependent service.
3. Queue discipline: Queue discipline refers to the manner in which customers are selected for
service when a queue has formed. The default is FCFS i.e. is first come first served. Some
others are LCFS (last come first served), RSS (random service selection) i.e. selection for
service in random order independent of the time of arrival and there are other priority systems
where customers are given priorities upon entering the system, ones with higher priority are
selected first.
ll
4. System capacity: A queuing system can be finite or infinite. In certain queuing process there
is a limitation on the length of the queue i.e. customers are not allowed to enter if the queue
has reached a certain length. These are called finite queuing systems. If there is no restriction
on the length of the queue then it is called an infinite queuing system.
A
ld
Kendall’s notation
A queuing process can be described using a notation which uses series of symbols and slashes such
as A/B/X/Y/Z, where
or
A: indicates the interarrival time distribution
B: indicates the service time distribution
X: the number of parallel servers
Y: the restriction on system capacity
Z: the queue discipline
Standard symbols for the characteristics A and B
M
D
Exponential
Deterministic
W
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EK Erlang type k
HK Mixture of k exponentials
PH Phase type
G General
1.2 Poisson Process and Exponential Distribution
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The most common stochastic models assume that the arrival rate and service rate follow a poisson
distribution.
The Poisson process is a counting process {N(t),t≥0}, where N(t) denotes the total number of arrivals
up to time t with N(0)=0 and which satisfies the following three assumptions:
i. The probability that an arrival occurs between time t and t+∆t is equal to λ∆t+o(∆t),
where λ is a constant independent of N(t) and
ll
= 0
ii. Pr{more than one arrival between t and t+∆t }= o(∆t)
A
iii. The number of arrivals in nonoverlapping intervals is independent, i.e. the
process has independent increments.
Stationary increments: One of the most important properties of Poisson process is that the
number of occurrences in intervals of equal width are identically distributed. In particular,
for t>s, the difference N(t) – N(s) is identically distributed as N(t+h) – N(s+h).
Now, if the arrival process is Poisson then it can be easily shown that the associated random
variable defined as the time between successive arrivals (interarrival time) follows the
exponential distribution. Likewise if the interarrival times are independent and have the
same exponential distribution , then the arrival rate follows a Poisson distribution.
The above theory also holds for service rate and service times.
ld
Markovian property of the exponential distribution: A stochastic process has the Markov
property if the conditional probability distribution of future states of the process depends
only upon the present state; that is, given the present, the future does not depend on the
or
past. For service times this property states that the probability that a customer currently in service
has t units of remaining service is independent of how long it has already been in service. Thus we
have,
Pr{T≤t1|T≥t0} = Pr{0≤T≤t1-t0}
If Xt is a stochastic process then Xt is said to be stationary if, for all k, for all τ, and for all,
t1,t2,...tk
TU
1.3 Markov process
Markov process, named after the Russian mathematician Andrey Markov, is a time-varying random
phenomenon for which a specific property the Markov property holds.
Markov Chain: If we assume that the state space, I, is discrete, then the Markov process is known as
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a Markov Chain
DTMC(Discrete Time Markov Chain): If the parametric space , T, is also discrete, then the Markov
chain is known as a discrete time Markov chain. In this case we let T= {0,1,2,...}. For a DTMC the
Markov propert can be stated as
P (Xn=in|X0=i0,X1=i1,...,Xn‐1=in‐1) = P (Xn=in|Xn‐1=in‐1), i0,i1,...,in є I
ll
CTMC(Continuous Time Markov Chain): If the parametric space, T, is continuous, then the Markov
chain is called a continuous time Markov chain. In this case we let T= [0,∞). For a CTMC the Markov
property can be stated as
A
P (X(t)=x|X(tn)=xn,X(tn‐1)=xn‐1,...,X(t0)=x0) = P (X(t)=x | X(tn)=xn)
1.4 Birth‐death process
The birth‐death process is a special case of CTMC where the states represent the current
size of a population and where the transitions are limited to births and deaths. Birth‐death
processes have many applications in demography, queueing theory, performance
engineering, or in biology.
When a birth occurs, the process goes from state n to n+1. When a death occurs, the
process goes from state n to state n‐1. The process is specified by birth rates
ld
and death rates .
or
Examples
.
TU
A (homogeneous) Poisson process is a pure birth process where λi = λ for all
M/M/1 model and M/M/c model, both used in queueing theory, are birth-death processes
used to describe customers in an infinite queue.
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2 Markovian Queuing Models
2.1 M/M/1/∞
The M/M/1 queuing system is described as a queuing model where:
the population of users (i.e. the pool of users) available to join the system is infinite
λ
µ
3 2 1
A simple M/M/1 queue with arrival rate λ and service rate µ
2.1.1 Steady State Distribution
Let pn represents the probability mass function of a discrete random variable denoting the number
of customers in the system in long run
pn = (1‐ρ) ρn , ρ<1
ld
where,
ρ =λ/µ represents the traffic intensity of the system. For a stable system the intensity ρ must be less
than 1.
It can be seen above that the steady state probabilities for an M/M/1 queue follows the geometric
or
distribution with parameter (1‐ ρ)
Measures of Effectiveness
Measure Expression
Average number of
customers in the system(Ls)
Average number of
customers in the Queue(Lq)
Expected waiting time in
system(W)
ρ/(1‐ ρ)
ρ2/(1‐ ρ)
1/(µ‐λ)
W
Expected waiting time in
TU
ρ/( µ‐λ)
queue(Wq)
Utilization Ρ
2.1.2 Transient solution
The transient probabilities pn(t)=Pr{X(t)=n} for an M/M/1 queue are given by
JN
ll
for all n≥0, where
A
is the infinite series for the modified Bessel function of the first kind.
2.2 M/M/1/N
This system is a type of M/M/1/∞ queue with at most N(+ve integer ) customers allowed in the
system.
2.2.1 Steady State Distribution
The state probabilities in equilibrium are given by:
ld
Measures of Effectiveness
Measure Expression
Average number of customers
in the system(Ls)
or
Average number of customers Ls – (λ/µ)
in queue(Lq)
Expected waiting time in Ls/ λ
system(W)
Expected waiting time in
queue(Wq)
Utilization
Blocking Probability(PB)
Lq/ λ
ρ W
TU
Throughput ρ (1 − PB )
2.3 M/M/c/∞
This system is a multiserver model in which there are c servers and each server has an independent
and identically distributed exponential service time distribution, with the arrival process again
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assumed to be Poisson.
2.3.1 Steady State Distribution
For this model the steady state probabilities are given by:
ll
where,
A
, ρ<1
ρ=λ/cµ, r= ρ=λ/µ
Measures of Effectiveness
Measure Expression
Average number of customers
in the system(Ls)
Average number of customers
in the Queue(Lq)
Expected waiting time in
system(W)
ld
Expected waiting time in
queue(Wq)
or
2.4 M/M/c/K
2.4.1 Steady state distribution
In this model there is a limit K placed on the number allowed in the system at any time. The steady
state system size probabilities are given by:
W
For this model the steady state probabilities are given by:
TU
where,
JN
where, ,
Measures of Effectiveness
ll
Measure Expression
Average number of ,ρ≠1
customers in the
A
Queue(Lq)
Average number of Lq + r(1‐PK)
customers in the
system(Ls)
Expected waiting time in
system(W)
Expected waiting time in
queue(Wq)
Utilization ρ
Blocking Probability(PB)
Throughput
2.5 M/M/c/c
ld
2.5.1 Steady State Distribution
The special case of the truncated queue m/M/c/K for which K=c, i.e. where no line is allowed to
form. For this model the steady state probabilities are given by:
or
Measure
Blocking Probability(PB)
W
In case of an M/M/c model we define the following performance measures:
Expression
TU
Throughput ρ (1 − PB )
where , r=(λ/µ)
2.6 Bulk Input
2.6.1 Steady State distribution
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This is a queuing model wherein in addition to the assumption that the arrival process forms a
Poisson process, we assume that the actual number of customers in any arriving module is a random
variable X, which may take on any possible integral value less than ∞ with probability Cx. In this
model the batch size can be a constant or a random variable with some distribution. Below we have
discussed two cases, size constant or geometrically distributed.
When the batch sizes are distributed geometrically
ll
where,
A
Measures of effectiveness when batch size is constant(K)
Measure Expression
Average number of
customers in the Queue(Lq)
Average number of
customers in the system(Ls)
Measures of effectiveness when batch size is distributed geometrically with parameter (1‐α)
Measure Expression
Average number of
ld
customers in the Queue(Lq)
Average number of
customers in the system(Ls)
or
where, ,
2.7 Bulk Service
For this model it is assumed that the arrivals occur at a single channel facility as an ordinary Poisson
W
process, they are served FCFS and that these customers are served K at a time. If less than k are in
service, new arrivals immediately enter service up to the limit K, and finish with the others
regardless of the time into service after the service begins. Also the amount of time required for the
service of a batch is exponentially distributed regardless of the fact that the batch is of full size K.
TU
JN
ll
A
Arrival rate (λ): Average rate at which customers arrive to the system. Has units of "customers /
time unit".
Blocking Probability: Blocking probability gives the probability of the event that an arrival finds all
servers busy and leaves without service.
ld
FIFO: First in, first out (FIFO) queuing is the most basic queue scheduling discipline. In FIFO queuing,
all packets are treated equally by placing them into a single queue, and then servicing them in the
same order that they were placed into the queue. FIFO queuing is also referred to as First come, first
served (FCFS) queuing.
or
LIFO: The LIFO Queue model supports the last‐in, first‐out (LIFO) queuing discipline. The entity that
departs from the queue at a given time is the most recent arrival.
M/M/1 model: A queuing model with one server and arrival and service time exponentially
distributed.
distributed.
W
M/M/c model: A queuing model with c servers and arrival and service time exponentially
M/M/1/N model: A queuing model with 1 server, system capacity N and arrival and service time
exponentially distributed.
TU
M/M/c/K model: A queuing model with c servers, system capacity K and arrival and service time
exponentially distributed
Orbit: Queuing systems with retrial of the attempts are characterized by the fact that an arrival
customer who finds the server occupied is obliged to join a group of blocked customers, called orbit,
and reapply after random intervals of time to obtain the service.
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Queuing delay: is the time a job waits in queue until it can be executed.
Queuing model: is used to approximate a real queuing situation or system, so the queuing behaviour
can be analysed mathematically. Queuing models help measure a number of useful steady
state performance measures including the average number in the queue, or the system, average
time spent in the queue, or the system, distribution of waiting times, the probability the queue is
ll
full, or empty, and the probability of finding the system in a particular state.
A
Retrial queues: Many queuing systems have the feature that, customers who find all servers busy
upon arrival are obliged to leave the service area and come back to the system after a random
amount of time
Sample Path: A sample path for the stochastic process {Xt: t є T} is the function on T to the range of
the process which assigns to each t the value Xt(w), where w is a previously given fixed point in the
domain of the process.
Service Rate (µ): The average rate at which an individual server can serve customers. Has units of
"customers / time unit" and is the reciprocal of the average time it takes to serve one customer.
Service Discipline: Queue discipline or service discipline refers to the manner in which customers are
selected for service when a queue has formed like FIFO/FCFS, LIFO etc.
Servers: The number of servers available to serve customers entering a queuing system. The number
of servers must be a whole number that is greater than or equal to one.
ld
Steady State: The state of the system after it has been in operation for a long time.
System Capacity: The total number of customers that can be in the system, either waiting or being
served. Must be a whole number that is greater than or equal to one.
or
Traffic Intensity: Traffic intensity is a measure of the average occupancy of a server or resource
during a specified period of time.
Throughput: is the number of customers served per unit time
W
Utilization: The proportion of time a server is busy is the server utilization.
Waiting Times: Customer waiting time can be of two types, the time the customer spends in the
queue and the total time a customer spends in the system(waiting time in queue + service).
TU
JN
ll
A
ld
Problem 1 For M / M /1 : / FIFO model, write down the Little’s Formula.
or
Solution:
i) LS WS
ii) Lq Wq
1
iii) WS Wq
iv) LS Lq
W
Problem 2 For M / M / C : N / FIFO model, write down the Formula for
a) Average number of customers in the queue.
b) Average waiting time in the system.
TU
Solution:
a) Lq 0 1 n c n c 1 n c when
C !1 c
1
b) WS 1 LS
JN
i 1
1 C c n n
n0
1
LS Lq
Problem 3 What is the probability that a customer has to wait more than 15 minutes to
get his service completed in a M / M /1 queuing system, if 6 per hour 10 per
ll
hour?
Solution:
Probability that the waiting time in the system exceeds t is
A
e
W
dW e t
t
15 10 6. 14
P WS e e 1 0.3679
60
Problem 4 What is the probability that an arrival to an infinite capacity 3 server Poisson
1
queueing system with 2 and P0 entries the service without waiting.
9
ld
Solution:
P[Without waiting] P N 3 P0 P1 P2
n
1
Pn P0 when n c 3 .
n!
or
1 2 1 1 5
P N 3 22 .
9 9 2 9 9
Problem 5 In a given M / M /1 : / FCFS queue, 0.6 , What is the probability
that the queue contain 5 or more students?
Solution:
P X 5 5 0, 6 0.0467
Problem 6
when 2 and 5
5
W
What is the effective arrival rate for M / M /1 : 4 / FCFS queuing model
TU
Solution:
1 1
1 / 1 2 / 5
5 1 0
1 / 1 2 / 5
K 1 5
3/ 5 0.6
5 1 5
5 1
JN
1 2 / 5 1 0.01024
0.6
5 1 5 1 0.607
0.989
5 0.393 1.965 2
Problem 7 a) In M / M /1 : K / FIFO write down the expression for P0.
b) In M / M /1 : K / FIFO , 3/ hr , 4 / hr , K 7 Calculate P0
ll
Solution:
1
a) P0 of
A
K 1
1
1
of
K 1
b) P0 1 K 1
of
1
3
ld
1 4 0.2778
8
3
1
4
Problem 8 In M / M / S : / FIFO , 10 / hr , 15 / hr , S 2 Calculate P0
or
Solution:
1
S 1 1 n 1 s s
P0
n 0 n ! S ! s
1 10 1 10 2 30
1
1! 15 2! 15 30 10
1
2
W
1
Problem 9 In a two server system with infinite capacity and 20 / hr and 11/ hr ,
TU
find P0.
Solution:
1
S 1 1 n 1 s s
P0
n 0 n ! S ! s
1
20 1 20 2 11 2
JN
1
11 2 11 22 20
1
21
Problem 10 Write the steady states equations in M / M /1 : K / FIFO where
n for n 0,1, 2...K 1
0 for n k
ll
and n n 1, 2,3
Solution:
A
Pn1 Pn Pn 1 1 n K 1
P1 P0 n 0
Problem 11 In M / M /1 : K / FIFO , 3 / hr , 5 / hr , K 7 , what is the
probability that the server will be idle.
Solution:
The probabilities that the server will be idle
ld
1 3 2
1
5 5 0.4
P0 K 1
0.407
3 1 0.0168 0.983
8
1 1
5
or
Problem 12 In M / M / S : K / FIFO , write the expression for P0.
Solution:
1
s 1 1 1 k
ns
P0 / /
W
n s
ns s
n 0 n ! s!
Problem 13 What is effective arrival rate in M / M / S : K / FIFO
Solution:
Effective arrival rate
TU
s 1
1 s s n n
n 0
Problem 14 In M / M / S : K / FIFO with
3.76 / hr and 4, s 2, k 7, compute P5 where P0 0.3617 .
Solution:
JN
1
n s
/ P0
n
P5
s !s
5
1 3.76
0.3617
2!25 2 4
0.0166
ll
time of machine is considered to cost Rs.16/hr. Two repairmen have been invited. One is
slow but cheap while the other is fast and expensive. The slow repairman charges Rs.8
per hour and he services machines at rate of 4 per hour. The fast repairman demands
Rs.10 per hour and service at the average rate of 6 per hour. Which repair man should be
hired?
Solution:
For the slow man: Model M / M /1 : / FIFO 3 / Hr , 4 / hr
1 1
Expected waiting time of a machine 1hr
43
Non productive cost =16 / hr
ld
Non productive cost = 3 16 =Rs.48.
Charges paid to the repairman 8 3 24
Total cost =48+24=72
For fast man: M
3 / hr , 6 / hr.
or
1 1
Expected waiting time hour
3
1
Non productive cost 3 16 16
3
Charge paid to repairman 10 1 10
Total cost =16+10=26
Fast repairman can be hired.
W
Problem 16 A two person barber shop has 5 chairs to accommodate waiting customers.
Customers who arrive when all 5 chairs are full leave without entering barber shop.
Customers arrive at the average rate of 4 per hour and spend an average of 12 minutes in
TU
the barber’s chair. Compute P0 , P1 and average number of customers in the queue
n0 n ! C! n2 2
1
4 8 2 2 2
JN
2 5
1 1 ...
5 25 5 5 5
0.4287
1
Pn n c / P0 , n 0
C C!
1
P7 7 2 4 / 5 0.4287
7
2 2!
ll
0.0014.
PC 1 N C 1 N C N C
C
Lq P0 2
C !1
A
Where / C
0.4
0.4287. 0.8 1 0.4 5 5 0.6 0.4 5 0.15 Customers
2
2!1 0.4
2
Problem 17 Derive the formula for
i) Average number Lq of customers in the queue.
ii) Average waiting time of a customer in the queue for
M / M /1 : / FIFO MODEL.
ld
Solution:
Lq n 1 Pn nPn Pn
n 1 n 1 n 1
nP n 0 nPn 1 P0
P P
or
n
n 1 n 0 n 0
Ls 1 P0
2
1 1
Wq W
0
W
ii) Average waiting time of a customer is the queue Wq
e w
w
e dw
W
0 0
1
JN
96
Solution: This is M / M /1 : / FIFO model 4 / hr .
24
6 / hr
A
4 1
Lq . 1
3 3
1 1
Now 1 customers to be reduced to , then we have to find 1 such that
3 2
1
ie 2 4 1 32 0
2
1
8 1 4 0 1 8 Patient /hr
1 15'
Average time required to each patient hr
8 2
ld
15 5
Decrease in the time required to attend a patient 10 min.
2 2
Decrease in each minute cost Rs.10 per patient.
5
Cost 10 25 .
or
2
Budget required for each patient= 100+25=125 to decrease the size of the queue.
Problem 19 Obtain the expressions for steady state probability of a M/M/C queuing
system
Solution:
n n 1 n C
C n c
W
It can be treated as a birth death process with n for all n and n
is given by (1)
TU
1 2 n 1
n
... n if 1 n C
P0
1 2
n
of 1 n c
ni n P0
n c 1 ...... c
Pn .... c 1 if n c
ll
1 2 n c 1
n
.... c 1 c 1
n c 1
1 2
A
n
C n1 of n c
C !n
C 1 n
n
P0 nc n
n 0 n ! n n c c c !
ld
with mean 4 min. Find the average number of persons waiting in the system. What is the
probability that a person arriving at the booth will have to wait in the queue? Also
estimate the traction of the day. Where phone will be in use
or
1
12, 12 per min
1 1
4, per min
4
LS
1 1
1
12 0.5.
4 12 W
P LS 0 1 P t s 0 1 P [No customer in the system]
1
TU
1 P0 1 1 / / .
3
2
P Phone will be idle = P0 1
3
1
P Phone will be in use =
3
Problem 21 There are three typists in an office. Each typist can type an average of 6
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letters per hour. If letters arrive for being typed at the rate of 15 letters per hour, what
fraction of time all the typists per hour will be busy? What is the average number of
letters waiting to be types?
3
P0
A
3! 1
3
1
P0 r 1
1 1
n ! n
n 0
3
c !1
c
ld
1
2.5
2
1 2.53
1 2.5
2!
3! 1 15
6 3
or
0.0449.
P N 3 0.7016
c 1
Lq
c.c !1
2.5
25
2
3 6 1 2
3
P0
0.0449 3.5078
W
TU
Problem 22 A bank has two tellers working are savings account. The first teller handles
with drawals only the second teller handles deposits only. It has been found that the
service time distributions for both deposits and withdrawals are exponential with mean
service time of 3 minutes per customer. Depositors are found to arrive in a poisson
fashion through out the day with mean arrival rate of 16 per hour withdrawals also arrive
in a poisson fashion with mean arrival rate of 14 per hour. What would be the effect on
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the average waiting time for the customers if each teller could handle both withdrawals
and deposits?
Solution:
1. When the tellers handle separately withdrawals and deposits. This is Model
M / M /1 : / FIFO .
For depositors 16 / hr , 20 / hr
ll
1
Wq hr 12 min
5
For withdrawals 14 / hr , 20 / hr
A
Wq 7 min
ii) If both tellers do both service, one it will be a M / M /1 : / FIFO model.
C2 20 / hr 16 14 30 / hr
1
i 1 1 n 1 c c
P0
n 0 n ! c ! c
1
30 1 30 2 40 1
1
20 2i 20 40 30 7
ld
c
2
30
1
1 1 1 1 20
Wq P0
c.c ! 2
20 2.21 30 2 7
1 1
or
c 40
0.0642 hr or 3.857
Problem 23 In a heavy machine shop, the overhead crane is 75% utilized. Time study
observations gave the average slinging time as 10.5 minutes with a SD of 8.8 minutes.
W
What is the average calling rate for the service of the crane and what is the average delay
in getting service? If the average service time is cut to 8.0 minutes, with a standard
deviation of 6.0 minutes, how much reduction will occur on average in the delay of
getting service?
1 2 2 p /
2 1
0.75, 5.71/ hr , 8.8.
0.75 2 8.8
2
60
1 5.71
2 1 0.75 60 5.71
JN
Average calling rate 0.75 5.71 4.28 per hr. If the service time is cut to
60 4.29
8 minutes, then 7.5 / hr , 0.571
8 7.5
utilization of the crane reduced to 57.1 percent and average delay in getting service
0.571 2 600
2
60
Wq 1 7.5
2 1 0571 60 7.5
ll
8.3 minutes.
a reduction of 18.5 minutes approximately 70%
A
Problem 24 A Super market has two girls ringing up sales at the customers. If the service
time for each customer is exponential with mean 4 minutes and if the people arrive in a
Poisson fashion at the rate of 10 per hour
a) What is the probability of having to wait for service?
b) What is the expected percentage if idle time for each girl?
Solution:
This is model M / M / C : / FIFO
1 1 1
, ; C 2 .
6 4 C 3
1
c 1 1 4 n 1 4 2 2.1/ 4 1
P0
ld
n 0 n ! 6 2! 6 2.1/ 4 1/ 6 2
2 1 1
P1 P0 .
3 2 3
1 1 1
or
a) P C 2 Pc 1
c2 2 3 6
Expected number of idle girls
b) Probability of any girl being idle .
Total number of girls
1 1
2 1
2 P0 1 P1
C
2
2 6
W
3 4 0.67
Problem 25 At a one man barber shop, the customers arrive following poisson process at
an average rate of 5 per hour and they are serviced according to exponential distribution
with an average service. Rate of 10 minutes assuming that only 5 seats are available for
TU
waiting customers find the average time a customer spends in the system.
Solution:
This is model M / M /1 : N / FIFO
5 / hr.
1
60 6 per hour N 5
JN
10
5
P
6
5
1
1 6 0.1666 0.2505.
P0
1 N 1
5
6
0.6651
1
6
ll
L
WS S where
n 1
5
6
A
n 1 6
5 6
LS
65 5
6
1 n 1 1
6
6.0335 2.01
5 5 198
1 0.335 0.665
' 1 P0
6 1 0.2505 4.497
1 1.98
ld
Ws LS 0.441 hrs
'
4.497
Problem 26 At a railway station, only one train is handled at a time. The railway yard is
sufficient only for two trains to wait while the other is given signal to leave the station.
Trains arrive at the station at an average of 12 per hour. Assuming poisson arrivals and
or
exponential service distribution, find the steady state probabilities for the number of
trains in the system also find the average waiting time of a new train coming into the
yard. If the handling rate is reduced to half, what is the effect of the above results?
Solution:
This is Model M / M /1 : K / FIFO
Hence 6 / hr , 12 / hr , k 3
n
Pn P0 when P0
1
W
Steady state probability for the number of trains in the system P1 , P2 and P3 .
K 1
1
TU
6
1
12 0.5 0.5 0.5333
1 0.5
4 4
6 0.9375
1
12
1
JN
P1 P0 0.2667
2
P2 P0 = 0.1334
3
P3 P0 0.0667
1
ll
Ls K 1
1
4 0.5
4
6
0.7333.
12 6 1 0.5 4
1 1 c 12 1.05333 5.6004
0.7333
Ws 0.1309 hrs
ld
5.6004
Case II
or
Hence Pn
k 1 4
1
P1 P2 P3
4
Average waiting time of a new train coring into the yard in
L
Ws 1s
Ls
K
2
1
3
2
1 1 P0 6 1 4.5
4
W
Since 1.5 train
L 1.5
TU
Ws s1 0.333 hrs (or 201 )
4.5
Problem 27 At a port there are 6 unloading berths and 4 unloading crews. When all the
berths are full, arriving ships are diverted to an overflow facility 20 kms down the river.
Tankers arrive according to a poisson process with a mean of 1 for every 2 hrs. If it takes
for an unloading crew on the average, 10 hrs to unload a tanker, the unloading time
follows an exponential distribution Determine.
JN
Solution:
1
P1 P0 0.0361
2
1
ll
P2 P0 0.0901
2!
3
1
A
P3 P0 0.1502
3!
Ls 4.8214 4 0.00721 3 0.0361 2 0.0901 0.1502 4.3539 tankers.
b) Time spend by a tanker at the port
1 c 1
WS
L
1 S
Where 1
C
n 0
c n n
1 S 4 P0 3P1 2 P2 P3
1
4 4 0.00721 3 0.0361 2 0.0901 0.1502
10
ld
0.3532
4.3539
WS 12.3250
0.3532
Problem 28 A petrol pump has 2 pumps. The service time follows the exponential
or
distribution with a mean of 4 minutes and ears arrive for service in a poisson process at
the rate of 10 cars per hour. Find the probability that a customer has to want for service.
What proportion of time the pumps remain idle?
Solution:
This is model M / M / C : / FIFO
10 / hr
P0
c
1 4
60
is 15 / hr C 2
C !1
c
2
10
P n 2
15
P0 where
10
2!1
JN
30
1
c 1 1 n 1 c c
P0
n 0 n ! c ! c p
1
1 10 1 10 2 30
1
1! 15 2! 15 30 10
ll
1
2 1 1
1
3 3 2
2
2
A
1 1
Probability that a customer has to want in P n 2 . 0.1667
3
2 2 6
2.
3
10 1
The traction of time when the pumps are busy =traffic intensity
c 30 3
Hence the pumps remain idle 1
1 2
1 67%
3 3
ld
Problem 29 A supermarket has two girls serving at the customers. The customers arrive
in a Poisson fashion at the rate of 12 per hour. The service time for each customer is
exponential with mean 6 minutes. Find
i) The probability that an arriving customer has to want for service.
ii) The average number of customers in the system, and
or
iii)The average time spent by a customer in the supermarket.
P n c
Ci 1
C
P0
c
W
i) Probability that an arrival customer has to wait is
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12 1 12 2 20 1 1
P0
10 2! 10 20 12 4
2
12 1
P n 2
10 4
0.45
12
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2!1
20
The probability that an arrival customer has to want=0.45
c 1
1
ii) Average number of customer is the system Ls P
2 0
c.c !
1 c
ll
3
12
1 10 1 12
A
1.875 2 customer
2.2! 12 2 4 10
1
20
iii) Average time spent by a customer in the supermarket =Average waiting time
of a customer in the system
1 1.875
Ws Ls 0.1563 hours 9.375 minutes.
12
Problem 30 Four counters are being run on the frontier of a country to check the
passports of the tourists. The tourists choose a counter at random. If the arrival at the
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frontier is poisson at the rate and the service time is exponential with parameter ,
2
find the steady average queue at each counter.
or
Solution:
This is M / M / C : / FIFO
Average queue length
1 P
Lq
c.c !
1 c
P0
2 0
3 1 n 1 c c
W
n 0 n ! Ci c
1
1
TU
2 2 23 1 2
1 2 24
2 6 4! 2
3
23
1 25 3 4
Lq 2
0.1739
4.4! 23 23
1
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2
Problem 31 In a given M/M/1 queuing system the average arrivals is 4 customers per
minutes 0.7 what are
1) Mean number of customers Ls in the system
2) Mean number of customers Lq in the queue.
3) Probability that the service is idle.
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Solution:
A
0.7 0.7
Ls 2.33.
1 1 0.7 0.3
Lq Ls 2.333 0.7 1.633.
P0 1 1.07 0.3
Ls 2.333
Ws 0.583
4
Problem 32 A TV repairman finds the time spend on his job has an exponential
distribution with mean 30’.If he repairs sets in the model in which they come in and of
the arrival of sets is approximately poisson with an average rate of 10 sets per 8 hours
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day, what is the repairman’s expected idle time each day ? How many jobs ahead of the
average set just brought in?
Solution:
10 5 1
or
We are given sets per hour 60 2 sets per hour
8 4 30
5
Then
8
5 3
The probability of no unit in the queue is P0 1 1
Ls
2
5
5
2
W
4 1 jobs = 2 TV Sets (approx)
3
3
8 8
Hence the idle time for repair man in an 8-hours day 8 3 hrs
8
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4
Problem 33 If for a period of 2 hours in the day trains arrive at the yard every 20
minutes but the service time continuous to remain 36 minutes. Calculate the following for
the above period.
i) The Probability that the yard is empty
ii) The average number of trains on the assumption that the line capacity of the yard
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Solution:
1 1
This model is M / M /1 : K / FIFO Hence per min; per min ,
20 36
K 4.
i) Probability that the yard is empty
1
ll
P0 K 1
,
1
A
36
1
20 0.0447
5
36
1
20
ii) Average number of trains
K 1
K 1
LS
of
K 1
1
ld
5
1 36
5
5
20 20
30 27
1 1 36
1
36 20
20
or
=3 trains.
Problem 34 Suppose there are 3 typists is a typing pool. Each typist can type an average
of 6 letters / hr. If letters arrive to be typed at the rate of 15 letters/hr
a) What is the probabilities that there is only one letter in the system
Solution:
This is M / M / S : / FIFO
s 1 1 n 1 s s
W
b) What is the average number of letters waiting to be typed?
c) What is the average time a letter spends in the system?
1
TU
P0
n 0 n ! s ! s
1
2 1 15 n 1 15 3 18
n 0 n ! 6 3! 6 18 5
1
1 18
1 2.5 3.125 15.625
JN
6 3
0.04494.
n
1
a) P1 P0 Since n s
n!
1
1 15
0.04494 0.11235
1! 6
ll
Lq P
2 0
ss !
1 s
4
15
1 6
0.04494
3.3! 15 2
1
18
3.51094 Letters.
ld
1
C) Ws Ls
1
Lq
or
1 15
3.51094 0.40073 hr
15 6
24.0438 .
Problem 35 An automobile inspection station has 3 inspection stalls. Assume that cans
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wait in such a way that when a stall becomes vacancy the car at the head of the time pulls
up to it. The Station can accommodate at most 4 cars waiting at one time. The arrival
pattern is poisson with a mean of I car every minute during the peak hours. The service
time is exponential with mean 6 min. Find the average number of customers is the queue
during peak hours and the average waiting time in the queue.
Solution:
TU
1
2 1 1 7
6
m 3
6 6
m 3
m 0 m ! 3! m 3 3
1
1 1
1 6 62 63 1 2 22 23 2 4
2! 3!
7 18 36 31 1141 0.000.8764
7 1
ll
2
c ! 1
6
Where 2
c 3
2 1
63.0.0008764 1 24 4 1 2 24
2
3! 1 2
3.09
ii) Average waiting time in the queue.
ld
1 c 1
Wq
L
' q
where '
c
m 0
c m Pm
2
1 10 3 3 m Pm
m 0
or
10 3 3P0 2 P1 P2
10 3 3 0.00087 2 0.005256 0.015768
29.76 30
3.09
Lq 0.103hrs.
30
1 1
1
n
Hence Pn P0 ; n c 3
n!
P1 6 0.0008764 0.005256
1!
1
W
P2 6 0.00087 0.015768
2
TU
2!
Problem 36 Patients arrive at a clinic according to Poisson distribution at a rate of 60
patients per hour. The waiting room does not accommodate more than 14 patients
Investigation time per patient in exponential with mean rate of 40 per hour.
a) Determine the effective arrival rate at the clinic.
b) What is the probability that an arriving patient will not wait?
c) What is the expected time (waiting) until the patient is discharged from the
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clinic?
Solution: This is M / M / I : K / FIFO model hence 60 patients / hr,
40 / hr. K 14 1 15
a) Effective arrival rate
1 1 P0
1
ll
Where P0 K 1
of
1
A
60
1
40 0.0007624
6
60
1
40
1 40 1 0.0007624 39.9695 / hr
b) An arrived will rut want =there is no patient is the clinic.
P[ a patient will not wait ] P0 0.0007624
c) Effective waiting time
L
WS S1
ld
K 1
K 1
When LS
K 1
or
1
16
60
16
60 40
40 60 60
16
1
Ws
39.9695
40
2 16.00 14 Patient
14
0.3503 hr or 21.018 W
Problem 37 A group of users in a computer browsing centre has 2 terminals. The
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average computing job requires 20 min of terminal time and each user requires some
computation about once every half an hour .Assume that the arrival rate is poisson and
service rate is exponential and the group contains 6 users. Calculate
a) The average number of users waiting to use one of the terminals and in the
computing job.
b) The total time lost by all users per day when the centre is opened 12 hrs/day.
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Solution:
1 30 1 1 20 1
This is M / M / S : K / FIFO Hence ;
60 2 60 3
2 / hr , 3 / hr s 2, k 6
a) The average number of users waiting to use terminals and in the
Computing job is nothing but me average number of uses in the system.
S 1
LS Lq S S n Pn
ll
n 0
1
S 1 1 n 1 s k n s
P0
A
n 0 n ! S ! n s s
1
2 1 2 2 1 1 2 1 3 1 4
1 1 0.5004
3 2! 3 3 3 3 3
s
Lq P0 1 y K S K S 1 k s Where y
2
S !1 s
1
3 . 1 1 4 2 1
2 4 4
2
0.5004 2
3 2 3 3 3
ld
2!
3
0.0796
s 1
LS Lq S S n Pn becomes
or
n 0
Lq S 2 P0 P1
Lq S 2 P0 P0
2
0.0796 2 2 0.5004 0.5004
0.7452 .
Wq
1
1
Lq where
3
W
b) Average waiting time of a user in the queue Wq
S 1
TU
1 S S n Pn
n 0
2
S 2 P0 P1 3 2 2 0.5004 0.5004
3
1.9968
1 0.0796
Wq L 0.0399 hr
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1 q
1.9968
Problem 38 The railway marshalling yard is sufficient only for trains (there are 11
lines one of which is earmarked for the shutting engine to reverse itself from the crest of
the hump to the rate of the train). Train arrive at the rate of 25 trains per day, inter-arrival
time and service time follow exponential distribution with an average of 30 minutes
Determine.
a) The probability that the yard is empty.
ll
Solution:
A
ld
1
0.0174
1
0.0333 1 0.5225 0.4779
1 0.5225
11 11
0.0174
1
or
0.0333
c) Average queue length.
K 1
K 1
LS
of
K 1
0.0174
0.0333 0.0174
1
11
0.0174
0.0333
0.0174
1
11
11
W
0.0333
TU
0.008721
1.09434 .
0.9992
1.0856
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or
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