Probability Concepts and Random Variable - SMTA1402: Unit - I
Probability Concepts and Random Variable - SMTA1402: Unit - I
Probability Concepts and Random Variable - SMTA1402: Unit - I
DEPARTMENT OF MATHEMATICS
Random Experiment
Sample Space
The set of all possible outcomes which are assumed equally likely.
Event
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Important Theorems
Conditional Probability
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Product theorem of probability
Independent Events
Theorem 4:
If the events A and B are independent, the events A and B are also
independent.
Proof:
The events A B and A B are mutually exclusive such that (A B)
( A B) = B
P(A B) + P( A B) = P(B)
P( A B) = P(B) P(A B)
= P(B) P(A) P(B) (A and B are
independent)
= P(B) [1 P(A)]
= P( A ) P(B).
Theorem 5:
If the events A and B are independent, the events A and B are also
independent.
Proof:
P( A B ) = P A B = 1 P(A B)
= 1 [ P(A) + P(B) P(A B)] (Addition theorem)
= [1 P(A)] P(B) [1 P(A)]
= P( A )P( B ).
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Problem 1:
From a bag containing 3 red and 2 balck balls, 2 ball are drawn at random.
Find the probability that they are of the same colour.
Solution :
Let A be the event of drawing 2 red balls
B be the event of drawing 2 black balls.
P(A B) = P(A) + P(B)
3C 2 2C 2 3 1 2
= =
5C 2 5C 2 10 10 5
Problem 2:
When 2 card are drawn from a well-shuffled pack of playing cards, what is
the probability that they are of the same suit?
Solution :
Let A be the event of drawing 2 spade cards
B be the event of drawing 2 claver cards
C be the event of drawing 2 hearts cards
D be the event of drawing 2 diamond cards.
13C 2 4
P(A B C D) = 4 = .
52C 2 17
Problem 3:
When A and B are mutually exclusive events such that P(A) = 1/2 and P(B)
= 1/3, find P(A B) and P(A B).
Solution :
P(A B) = P(A) + P(B) = 5/6 ; P(A B) = 0.
Problem 4:
Solution :
We know A B = A
P(A B ) = P(A) = 0.29
Problem 5:
A card is drawn from a well-shuffled pack of playing cards. What is the
probability that it is either a spade or an ace?
Solution :
Let A be the event of drawing a spade
B be the event of drawing a ace
P(A B) = P(A) + P(B) P(A B)
13 4 1 4
= .
52 52 52 13
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Problem 6:
Problem 7:
Problem 8:
A lot consists of 10 good articles, 4 with minor defects and 2 with major
defects. Two articles are chosen from the lot at random(with out
replacement). Find the probability that (i) both are good, (ii) both have major
defects, (iii) at least 1 is good, (iv) at most 1 is good, (v) exactly 1 is good,
(vi) neither has major defects and (vii) neither is good.
Solution :
10C2 3
(i) P( both are good) =
16C2 8
2C2 1
(ii) P(both have major defects) =
16C2 120
10C1 6C1 10C2 7
(iii) P(at least 1 is good) =
16C2 8
10C0 6C2 10C1 6C1 5
(iv) P(at most 1 is good) =
16C2 8
10C16C1 1
(v) P(exactly 1 is good) =
16C2 2
14C2 91
(vi) P(neither has major defects) =
16C2 120
6C2 1
(vii) P(neither is good) = .
16C2 8
Problem 9:
If A, B and C are any 3 events such that P(A) = P(B) = P(C) = 1/4, P(A
B) = P(B C) = 0; P(C A) = 1/8. Find the probability that at least 1 of the
events A, B and C occurs.
Solution :
Since P(A B) = P(B C) = 0; P(A B C) = 0
P(A B C) = P(A) + P(B) +P(C) P(A B) P(B C) P(C A) +
P(A B C)
3 1 5
= 00 .
4 8 8
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Problem 10:
A box contains 4 bad and 6 good tubes. Two are drawn out from the box at a
time. One of them is tested and found to be good. What is the probability
that the other one is also good?
Solution :
Let A be a good tube drawn and B be an other good tube drawn.
6C2 1
P(both tubes drawn are good) = P(A B) =
10C2 3
P( A B ) 1/ 3 5
P(B/A) = = (By conditional probability)
P( A ) 6 / 10 9
Problem 11:
In shooting test, the probability of hitting the target is 1/2, for a, 2/3 for B
and ¾ for C. If all of them fire at the target, find the probability that (i) none
of them hits the target and (ii) at least one of them hits the target.
Solution :
Let A, B and C be the event of hitting the target .
P(A) = 1/2, P(B) = 2/3, P(C) = 3/4
P( A ) = 1/2, P( B ) = 1/3, P( C ) = 1/4
Solution :
Let A be the event of throwing 6
B be the event of throwing 7.
Problem 13:
A and B toss a fair coin alternatively with the understanding that the first
who obtain the head wins. If A starts, what is his chance of winning?
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Solution :
P(getting head) = 1/2 , P(not getting head) = 1/2
Problem 14:
Solution :
P( A solves) = 1/2 P(B) = 1/3 P(C) = 1/4
P( A ) = 1/2, P( B ) = 2/3, P( C ) = 3/4
Baye’s Theorem
Statement: If B1, B2, B3, ….Bn be a set of exhaustive and mutually exclusive
events associated with a random experiment and A is another event
associated with Bi, then
P ( Bi ) P ( A / Bi )
P ( Bi / A) n
P( Bi ) P( A / Bi )
i 1
Proof :
B1 B2 B3 B4 B5 ….. Bn
A
The shaded region represents the event A, A can occur along with B 1,
B2, B3, ….Bn that are mutually exclusive.
AB1, AB2, AB3, …, ABn are also mutually exclusive.
Also A = AB1 AB2 AB3 … ABn
P(A) = P(AB1 ) + P(AB2 ) + P(AB3 ) + …+P(ABn)
n
= P( ABi )
i 1
n
= P( Bi ) P( A / Bi ) (By conditional probability)
i 1
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P( Bi ) P( A / Bi ) P( Bi ) P( A / Bi )
P(Bi/A) = = .
P( A ) n
P( Bi ) P( A / Bi )
i 1
Problem 15:
Solution :
Let B1 be bolt produced by machine A
B2 be bolt produced by machine B
B3 be bolt produced by machine C
Let A/B1 be the defective bolts drawn from machine A
A/B2 be the defective bolts drawn from machine B
A/B3 be the defective bolts drawn from machine C.
P(B1) = 0.25 P(A/B1) = 0.05
P(B2) = 0.35 P(A/B2) = 0.04
P(B3) = 0.40 P(A/B3) = 0.02
3
P( A) P( Bi ) P( A / Bi ) = (0.25) (0.05) + (0.35) (0.04) + (0.4)
i 1
(0.02)
= 0.0345
P( B1 ) P( A / B1 )
P(B1/A) = = 0.3623
P( A)
P ( B2 ) P ( A / B2 )
P(B2/A) = = 0.405
P( A)
P( B3 ) P( A / B3 )
P(B3/A) = = 0.231 .
P( A)
Problem 16 :
The first bag contains 3 white balls, 2 red balls and 4 black balls. Second bag
contains 2 white, 3 red and 5 black balls and third bag contains 3 white, 4
red and 2 black balls. One bag is chosen at random and from it 3 balls are
drawn. Out of three balls two balls are white and one is red. What are the
probabilities that they were taken from first bag, second bag and third bag.
Solution :
Let P(selecting the bag) = P(Ai) = 1/3 , i = 1, 2, 3.
3
3C2 2C1 6
P(A/B1) = P( A) P( Bi ) P( A / Bi ) =
9C3 84 i 1
0.0746
2C2 3C1 3
P(A/B2) =
10C3 120
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3C2 4C1 12
P(A/B3) =
9C3 84
P( B1 ) P( A / B1 )
P(B1/A) = = 0.319
P( A)
P ( B2 ) P ( A / B2 )
P(B2/A) = = 0.4285
P( A)
P( B3 ) P( A / B3 )
P(B3/A) = = 0.638
P( A)
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Random Variable
Random Variable:
A random variable is a real valued function whose domain is the sample space of
a random experiment taking values on the real line .
Mathematical Expectation
The expected value of the random variable X is defined as
i. If X is discrete random variable E X xi p xi where p x is the probability
i 1
function of x .
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ii. If X is continuous random variable E X xf x dx where f x is the
probability density function of x .
Properties of Expectation:
1. If C is constant then E C C
Proof:
Let X be a discrete random variable then E x xp x
Now E C Cp x
n
C p x since p i p1 p2 ... pn 1
i 1
C
2. If a, b are constants then E ax b aE x b
Proof:
Let X be a discrete random variable then E x xp x
Now E ax b ax b p x
axp x bp x
n
a xp x b p x since p i p1 p2 ... pn 1
i 1
aE x b
3. If a and b are constants then Var ax b a 2Var x
Proof:
Var ax b E ax b E ax b
2
E ax b aE x b
2
E a x E x
2 2
a E x E x
2 2
a Var x .
2
E ax aE x
2
E a 2 x E x
2
a 2 E x E x
2
a Var x .
2
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Proof:
Var ( x) E x E x
2
E x 2 E x 2 xE x
2
E x 2 x
2 2
E x 2 E 2 E 2 x
E x 2 2 2 E x
E x 2 2 2 2
E x2 2
Var ( x) E x 2 E x
2
as M X t E e
tX
e p x , if x is discrete
tx
E e x ct
M x ct
2. M x c t ect M x t
Proof:
M x c t E e x c t
E (e xt ect )
ect M x t
3. M ax b t ebt M x at
Proof:
M ax b t E e ax b t
E eaxt ebt
ebt E e x at
ebt M x at
4. If X and Y are independent random variables then M x y t M x t .M y t
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Proof:
M x y t E e x y t
E e xt e yt
E e xt E e yt
M x y t M x t M y t
Problem.1
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
Solution:
P 1/ 2 X 7 / 2 X 1
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
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
Problem.2
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 .
Solution:
a) Since P X 1
0.1 K 0.2
2K 0.3 3K 1
6K 0.6 1
6K 0.4
0.4 1
K
6 15
b) P X 2 P X 2, 1, 0 or 1
P X 2 P X 1 P X 0 P X 1
1 1 1 2
10 15 5 15
3 2 6 4 15 1
30 30 2
P 2 X 2 P X 1, 0 or 1
P X 1 P X 0 P X 1
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1 1 2
15 5 15
1 3 2 6 2
15 15 5
c) The distribution function of X is given by F x defined by
X x P( X x) F x P( X x)
-2 1 1
F x P( X 2)
10 10
-1 1 1
F x P( X 1)
15 6
0 2 11
F x P( X 0)
10 30
1 2 1
F x P( X 1)
15 2
2 3 4
F x P( X 2)
10 5
3 3 F x P X 3 1
15
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
10 15 5 15 10 5
1 1 2 3 3 16
.
5 15 15 5 5 15
Problem.3
A random variable X has the following probability function:
X : 0 1 2 3 4 5 6 7
2 2 2
P X : 0 K 2 K 2 K 3K K 2 K 7 K K
Find (i) K , (ii) Evaluate P X 6 , P X 6 and P 0 X 5
(iii). Determine the distribution function of X .
(iv). P 1.5 X 4.5 X 2
(v). E 3 x 4 , Var (3x 4)
1
(vi). The smallest value of n for which P X n .
2
Solution:
7
(i) Since P X 1,
x 0
K 2K 2K 3K K 2 2K 2 7K 2 K 1
10K 2 9K 1 0
1
K or K 1
10
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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
81 19
1
100 100
Now P 0 X 5 P X 1 P X 2 P X 3 P X 4
K 2K 2K 3K
8 4
8K .
10 5
(iii) The distribution of X is given by F x P X x
X x P( X x) F x P( X x)
0 0 F x P ( X 0) 0
1 1 1
F x P( X 1)
10 10
2 2 3
F x P( X 2)
10 10
3 2 5
F x P( X 3)
10 10
4 3 8
F x P( X 4)
10 10
5 1 81
F x P X 5
100 100
6 2 83
F x P( X 6)
100 100
7 17 F x P ( X 7) 1
100
P x 3 P x 4
(iv) P 1.5 X 4.5 X 2
1 P x 0 P x 1 P x 2
5
5
10
3 7
1
10
(v) E x xp ( x)
1 2 2 3 1 2 17
1 2 3 4 5 6 7
10 10 10 10 100 100 100
E x 3.66
E x2 x2 p x
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1 2 2 3 1 2 17
12 22 32 42 52 62 72
10 10 10 10 100 100 100
E x 16.8
2
Mean E x 3.66
Variance E x 2 E x
2
16.8 3.66
2
3.404
1
(vi) The smallest value of n for which P X n is 4
2
Problem.4
The probability mass function of random variable X is defined as P X 0 3C 2 ,
P X 1 4C 10C 2 , P X 2 5C 1 , where C 0 , and P X r 0 if r 0,1, 2 .
Find (i). The value of C .
(ii). P 0 X 2 x 0 .
(iii). The distribution function of X .
1
(iv). The largest value of x for which F x .
2
Solution:
x2
(i) Since p x 1
x 0
p 0 p 1 p 2 1
3C 2 4C 10C 2 5C 1 1
7C 2 9C 2 0
2
C 1,
7
C 1 is not applicable
2
C
7
The Probability distribution is
X : 0 1 2
12 16 21
P X :
49 49 49
P 0 x 2 x 0
(ii) P 0 x 2
x 0 P x 0
P 0 x 2 P x 1
P x 0 P x 1 P X 2
16
16
P 0 x 2 49
x 0 16 21 37
49 49
(iii). The distribution function of X is
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X F X x P X x
12
0 F 0 P X 0 0.24
49
12 16
1 F 1 P X 1 P X 0 P X 1 0.57
49 49
12 16 21
2 F 2 P X 2 P X 0 P X 1 P X 2 1
49 49 49
1
(iv) The Largest value of x for which F x P X x is 0.
2
Problem.5
x
; x 1, 2,3, 4,5
If P x 15
0 ; elsewhere
Find (i) P X 1or 2 and (ii) P 1/ 2 X 5 / 2 x 1
Solution:
i) P X 1 or 2 P X 1 P X 2
1 2 3 1
15 15 15 5
1 5
P X X 1
1 2 2
ii) P X / x 1
5
2 2 P X 1
P X 1or 2 X 1
P X 1
P X 2
1 P X 1
2 /15 2 /15 2 1
.
1 1/15 14 /15 14 7
Problem.6
A continuous random variable X has a probability density function f x 3x 2 ,
0 x 1 . Find ' a ' such that P X a P X a .
Solution:
1
Since P X a P X a , each must be equal to because the probability is
2
always 1.
1
P X a
2
a
1
f x dx
0
2
a
a
1 x3 1
0 a .
2 3
3 x dx 3
2 3 0 2
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1
1 3
a
2
Problem.7
Cxe x ; if x 0
A random variable X has the p.d.f f x given by f x Find the value
0 ; if x 0
of C and cumulative density function of X .
Solution:
Since f x dx 1
Cxe
x
dx 1
0
C x e x e x 1
0
C 1
xe x ; x 0
f x
0 ;x 0
Cumulative Distribution of x is
x x
F x f x dt xe x dx xe x e x xe x e x 1
x
0
0 0
= 1 1 x e x , x 0 .
Problem.8
1
x 1 ; 1 x 1
If a random variable X has the p.d.f f x 2 . Find the mean and
0 ; otherwise
variance of X .
Solution:
1 1 1
Mean=1 xf x dx x x 1 dx x 2 x dx
1 1
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 f x dx x x dx
2 1 3 2
1
2 1 2 4 3 1
1 1 1 1 1
2 4 3 4 3
1 2 1
.
2 3 3
2
Variance 2 1
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1 1 3 1 2
= .
3 9 9 9
Problem.9
A continuous random variable X that can assume any value between X 2 and
X 5 has a probability density function given by f ( x) k (1 x) . Find P X 4 .
Solution:
k (1 x) , 2 x 5
Given X is a continuous random variable whose pdf is f x .
0 , Otherwise
5
Since f x dx 1 k (1 x)dx 1
2
5
(1 x) 2
k 1
2 2
(1 5) 2 (1 2) 2
k 1
2 2
9
k 18 1
2
27 2
k 1 k
2 27
2(1 x)
,2 x 5
f x 27
0 , Otherwise
4
2
27 2
P( X 4) (1 x) dx
4
2 (1 x)2 2 (1 4)2 (1 2) 2 2 25 9 2 16 16
.
27 2 2 27 2 2 27 2 2 27 2 27
Problem.10
2e2 x ; x 0
A random variable X has density function given by f x . Find m.g.f
0 ; x 0
Solution:
M X t E e tx
e f x dx e
tx tx
2e 2 x dx
0 0
2 e t 2 x dx
0
e t 2 x 2
2 ,t 2.
t 2 0 2t
Problem.11
2 x, 0 x b
The pdf of a random variable X is given by f x . For what value of b is
0, otherwise
f x a valid pdf? Also find the cdf of the random variable X with the above pdf.
10
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Solution:
2 x, 0 x b
Given f x
0, otherwise
b
Since f x dx 1 2 x dx 1
0
b
x2
2 1
2 0
b 2 0 1 b =1
2 x, 0 x 1
f x
0, otherwise
x
x
x2
x
F x P( X x) f x dx 2 xdx 2 x 2 , 0 x 1
0 0 2 0
x x
F x P( X x) f x dx 0 dx 0 , x 0
0 1 x
F x P( X x) f x dx f x dx f x dx
0 1
1
0 1
x2 x
0 dx 2 x dx 0 dx = 2 1 , x 1
0 1 2 0
0, x0
F x x2 , 0 x 1
1, x 1
Problem.12
K
, x
A random variable X has density function f x 1 x 2 . Determine K
0 , Otherwise
and the distribution functions. Evaluate the probability P x 0 .
Solution:
Since
f x dx 1
K
1 x 2
dx 1
dx
K 1
1 x2
K tan 1 x
1
K 1
2 2
K 1
11
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1
K
x x
K
F x f x dx 1 x dx 2
1 1
tan x
2
1
F x tan 1 x , x
2
1 1
tan x
dx
P X 0
1 x
1
0
2
0
1 1 1
tan 0 .
2 2
Problem.13
Ke3 x , x 0
If X has the probability density function f x find K ,
0 , otherwise
P 0.5 X 1 and the mean of X .
Solution:
Since
f x dx 1
Ke
3 x
dx 1
0
e3 x
K 1
3 0
K
1
3
K 3
1 1
e3 e1.5
P 0.5 X 1 f x dx 3 e
3 x
dx 3 e e
1.5 3
0.5 0.5 3
Mean of X E x xf x dx 3 xe 3 x dx
0 0
e3 x e3 x 3 1 1
3x 1
3 9 0 9 3
1
Hence the mean of X E X .
3
Problem.14
If X is a continuous random variable with pdf given by
12
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Kx in 0 x 2
2 K in 2 x 4
f x . Find the value of K and also the cdf F x .
6 K Kx in 4 x 6
0 elsewhere
Solution:
Since F x dx 1
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
8K 1
1
K
8
x
We know that F x f x dx
x
If x 0 , then F x f x dx 0
x
If x 0, 2 , then F x f x dx
0 x
F x f x dx f x dx
0
0 x 0 x
1
0dx Kxdx 0dx xdx
0
80
x
x2 x2
F x , 0 x 2
16 0 16
0 2 x
If x 2, 4 , then F x f x dx f x dx f x dx
0 2
0 2 x
0dx Kxdx 2Kdx
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
F x ,2 x4
4 16 4
13
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0 2 4 x
If x 4, 6 , then F x 0dx Kxdx 2Kdx K 6 x dx
0 2 4
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 6 x x2
1 3 1
4 2 8 16
4 16 8 12 x x 2 48 16
16
x 12 x 20
2
F x ,4 x 6
16
0 2 4 6
If x 6 , then F x 0dx Kxdx 2Kdx K 6 x dx 0dx
0 2 4 6
F x 1 , x 6
0 ;x0
2
x ;0 x 2
16
1
F x x 1 ;2 x4
4
1
16 20 12 x x ; 4 x 6
2
1 ;x 6
Problem.15
2 x , 0 x 1
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
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/ 2
x2
1/ 2
(ii) P x f x dx 2 xdx 2
4 2 1/ 4 1/ 4 2 1/ 4
1 1 1 1 3
2 .
8 32 4 16 16
3 1 3
P X X P X
1
(iii) P X / X
2
3 4 4
4 2 1 1
P X P X
2 2
14
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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 1/ 2 2 1/ 2 4 4
7
3 1 7 4 7
P X / X 16 .
4 2 3 16 3 12
4
Problem.16
1 2x
e ,x 0
Let the random variable X have the p.d.f f x 2 .Find the moment
0
, otherwise.
generating function, mean & variance of X .
Solution:
M X t E etx etx f x dx etx e x / 2 dx
1
0
2
1 t x
1 e 2
1 t x
1 1 1
e 2
dx , if t .
20 2 1 1 2t 2
2 t
0
d 2
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
Var X E X 2 E X 8 4 4 .
2
Problem.17
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
Here Mean A 1 4 1 5
2
Variance 2 2 1
4 1 3 .
3
3 3 321 2 1
10 3 4 1 2 1 0
3
15
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SCHOOL OF SCIENCE AND HUMANITIES
DEPARTMENT OF MATHEMATICS
2
Var X ESMTA1402
2
- Probability and Statistics
2
2 2
2
4 Probability
2
2 2 Unit-2
.
Distribution
2 2
Discrete type
Binomial distribution:
A random variable X is said to follow binomial distribution if it assumes only
non negative values and its probability mass function is given by
nC p x q n x , x 0,1, 2,..., n; q 1 p
P X x p( x) x
0, otherwise
Notation: X B n, p read as X is following binomial distribution with parameter
n and p .
Problem.1
Find m.g.f. of Binomial distribution and find its mean and variance.
Solution:
M.G.F.of Binomial distribution:-
n
M X t E etx etx P X x
x 0
n
nC x x P x q n x etx
x 0
x
nCx pe q
n
t n x
x 0
M X (t ) q pet
n
t 0
E X 2 M X 0
t 0
E X n n 1 p 2 np
2
n 2 p 2 np 1 p n 2 p 2 npq
Variance E X 2 E X npq
2
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Sathyabama Institute of Science and Technology
Poisson distribution:
A random variable X is said to follow Poisson distribution if it assumes only non
negative values and its probability mass function is given by
e x
; x 0,1, 2,...; 0
P X x x!
0, otherwise
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Sathyabama Institute of Science and Technology
23
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Sathyabama Institute of Science and Technology
Geometric distribution:
A random variable X is said to have a Geometric distribution if it assumes only
non negative values and its probability mass function is given by
q x 1 p; x 1, 2,...;0 p 1
P X x
0, otherwise
Problem.1
Find the Moment generating function of geometric distribution and find its Mean and
Variance
Solution:
M X t E etX
etx q x 1 p
x 1
pet qet
x 1
x 1
2
pet 1 qet qet
1
pet 1 qet
pet
M X t
1 qet
d pet t
1 M x (0) pe 1
dt 1 qet
t 0 1 qe
t
2
t 0
p
d2
2 M x (0)
pet
d pet 1 q
dt 2
1 qe
t
t 0
dt 1 qe t
2
t 0
p2
1
Mean 1
p
2
2
1 q 1 q
Variance 2 1 2 2
p p p
Problem.2
State and prove Memoryless property of geometric distribution.
Solution:
If X has a geometric distribution, then for any two positive integer ' s ' and ' t '
P X s t P X t .
X s
The p.m.f of the geometric random variable X is P( X x) q x 1 p , x 1, 2,3,....
P X s t X s P X s t
P X s t (1)
X s P X s P X s
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Sathyabama Institute of Science and Technology
P X t q x 1
p qt p qt 1 p qt 2 p .... q t p 1 q q 2 q 3 ....
x t 1
P X s t X s q s t
(1) P X s t s qt P[ X t ]
X s P X s q
P X s t P X t
X s
Problem.3
1
If the probability is that a man will hit a target what is the chance that he will hit the
4
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
6
3 1
q p
6
. 0.0445 .
4 4
Problem.4
A die is cast until 6 appears what is the probability that it must cast more then five
times?
Solution:
1
Probability of getting six
6
1 1
p & q 1
6 6
Let x : No of throws for getting the number 6. By geometric distribution
P X x q x 1 p, x 1, 2,3....
Since 6 can be got either in first, second……throws.
To find P X 6 1 P X 6
x 1
5 1
5
1 .
x 1 6 6
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
Problem.5
Suppose that a trainee soldier shoots a target 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?
(ii) What is the probability that it takes him less than 5 shots?
25
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Sathyabama Institute of Science and Technology
Solution:
Here p 0.8, q 1 p 0.2
P X x q x 1 p, x 1, 2...
(i) The probability that the target would be hit on the 6th attempt P X 6
0.2 0.8 0.00026
5
x 1 x 1
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
; 1 x 3
f x 4
0 ; Otherwise
0
1 1 0 1
P x 0 dx x 1 .
1
4 4 4
Exponential distribution:
A continuous random variable X assuming non negative values is said to have an
exponential distribution with parameter 0 , if its probability density function is
given by
e x , x 0
f x
0, otherwise
Problem.1
26
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Sathyabama Institute of Science and Technology
Find the moment generating function of Exponential distribution and find its mean and
variance.
Solution:
e x , x 0
We know that f x
0, otherwise
M X t E etx etx f x dx e x etx dx
0 0
e x t dx
0
e x t
t 0 t
d 1
Mean 1 M X t 2
dt t 0 t t 0
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 .
Problem.2
State and prove the memoryless property of exponential distribution.
Solution:
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 k e x dx e x ek
k
k
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 e
Px t
Problem.3
A component has an exponential time to failure distribution with mean of 10,000 hours.
(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.
Solution:
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Sathyabama Institute of Science and Technology
Let X denote the time to failure of the component then X has exponential distribution
with Mean 1000 hours.
1 1
10, 000
10, 000
1
x
e 10,000
,x 0
The p.d.f. of X is f x 10, 000
0 , 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
P 10,000 X 15,000
P X 10,000
15,000
f x dx
e 1 e 1.5
10,000
e 1
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 operational 15,000 hours P X 20, 000 / X 15, 000
P x 5000 [By memoryless prop]
f x dx e
0.5
0.6065
5000
Gamma distribution:
A continuous random variable X is said to have a gamma distribution with
parameter , if its probability density function is given by
e x x 1
; 0, 0 x
f x
0, otherwise
Problem.1
The Daily consumption of milk in a city in excess of 20,000 gallons is approximately
1
distributed as a Gamma variate with parameters 2 and . The city has a
10, 000
daily stock of 30,000 gallons. What is the probability that the stock is in sufficient on a
particular day?
Solution:
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 y e 2 1 10,000
,y0
10, 000 2
2
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Sathyabama Institute of Science and Technology
1 6
e [400] 25e6 .06196875
16
Normal distribution:
A random variable X is said to have a Normal distribution with parameters
(mean) and 2 (variance) if its probability density function is given by the probability
law
1 x
2
1
f x e 2 , x , , 0
2
Notation: X N , 2 read as X is following normal distribution with mean and
variance 2 are called parameter.
Problem.1
t2
Prove that “For standard normal distribution N 0,1 , M X t e . 2
Solution:
Moment generating function of Normal distribution
M X t E etx
1 x
2
1
e
2
tx
e dx
2
x
Put z then dz dx, Z
z2
1 t z
M X t e 2
dz
2
z2
e t t z
2 e
2
dz
1 2t 2
t z t 2
e
e
2 2
dz
2
2t 2
t 1
e e 2 z t 2
2 e
2
dz
1
1 z t 2
the total area under normal curve is unity, we have
2 e
2
dz 1
2t 2
t
Hence M X t e 2 For standard normal variable N 0,1
2
t
M X t e 2
Problem.2
State and prove the additive property of normal distribution.
Solution:
Statement:
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Sathyabama Institute of Science and Technology
1 2 ... n t
1 2 ... n
2 2 2
t 2
e 2
n
n i 2 t 2
i t i1 2
e i1
By uniqueness MGF, X1 X 2 ... X n follows normal random variable with
n n
parameter i , i 2 .
i 1 i 1
This proves the property.
Problem.3
X is a normal variate with mean 30 and S .D 5 Find the following P 26 X 40
Solution:
X N 30,52
30 & 5
X
Let Z be the standard normal variate
26 30 40 30
P 26 X 40 P Z
5 5
P 0.8 Z 2 P 0.8 Z 0 P 0 Z 2
P 0 Z 0.8 0 z 2
0.2881 0.4772 0.7653 .
Problem.4
The average percentage of marks of candidates in an examination is 45 will a standard
deviation of 10 the minimum for a pass is 50%.If 1000 candidates appear for the
examination, how many can be expected marks. If it is required, that double that
number should pass, what should be the average percentage of marks?
Solution:
Let X be marks of the candidates
Then X N 42,102
X 42
Let z
10
P X 50 P Z 0.8
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Sathyabama Institute of Science and Technology
0.5 P 0 z 0.8
0.5 0.2881 0.2119
Since 1000 students write the test, nearly 212 students would pass the
examination.
If double that number should pass, then the no of passes should be 424.
We have to find z1 , such that P Z z1 0.424
P 0 z z1 0.5 0.424 0.076
From tables, z 0.19
50 x1
z1 x1 50 10 z1
10
50 1.9 48.1
The average mark should be 48 nearly.
Problem.5
Given that X is normally distribution with mean 10 and probability P X 12 0.1587 .
What is the probability that X will fall in the interval 9,11 .
Solution:
Given X is normally distributed with mean 10.
x
Let z be the standard normal variate.
12 10 2
For X 12, z z
2
Put z1
Then P X 12 0.1587
P Z Z1 0.1587
0.5 p 0 z z1 0.1587
P 0 z z1 0.3413
From area table P 0 z 1 0.3413
2
Z1 1 1
To find P 9 x 11
1 1
For X 9, z and X 11, z
2 2
P 9 X 11 P 0.5 z 0.5
2 P 0 z 0.5
2 0.1915 0.3830
31. In a normal distribution 31% of the items are under 45 and 8% are over 64.Find the
mean and standard deviation of the distribution.
Solution:
Let be the mean and be the standard deviation.
Then P X 45 0.31 and P X 64 0.08
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Sathyabama Institute of Science and Technology
45
When X 45 , Z z1
z1
z1 0.495
45 0.495 ---(1)
64
When X 64 , Z z2
z2
z2 1.405
64 1.405 ---(2)
Solving (1) & (2) We get 10 (approx) & 50 (approx)
33
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SCHOOL OF SCIENCE AND HUMANITIES
DEPARTMENT OF MATHEMATICS
1. Let X and Y have joint density function f x, y 2, 0 x y 1 .Find the marginal density
function. Find the conditional density function Y given X x .
Solution:
Marginal density function of X is given by
fX x f x f x, y dy
1 1
f x, y dy 2dy 2 y x
1
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
2dx 2 y, 0 y 1 .
0
0 , x a
1 x
2. Verify that the following is a distribution function. F x 1 , a x a .
2 a
1 ,x a
Solution:
F x is a distribution function only if f x is a density function.
d 1
f x F x , a x a
dx 2a
f x 1
a
1 1 1
dx x a a a
a
a
2a 2a 2a
1
.2a 1 .
2a
Therefore, it is a distribution function.
Page no 37
Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
x2
3. Prove that f x dx p x
x1
X 1 x x2
Solution:
x2
f x dx F x
x2
X X x1
x1
FX x2 FX x1
P X x2 P X x1
P x1 X x2
Ae x y , 0 x y, 0 y
5. Suppose that the joint density function f x, y Determine A .
0 , otherwise
Solution:
Since f x, y is a joint density function
f x, y dxdy 1 .
y
Ae x e y dxdy 1
0 0
y
e x
A e dy 1
y
0 1 0
A e y e 2 y dy 1
0
Page no 38
Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
e y e 2 y
A 1
1 2 0
1
A 1 A 2
2
6. Examine whether the variables X and Y are independent, whose joint density function is
f x, y xe x y 1 , 0 x, y .
Solution:
The marginal probability function of X is
fX 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
0
e e x y 1
x y 1
x 2
y 1 0 y 1 0
1
y 1
2
1
Here f x . f y e x f x, y
1 y
2
fY y 2 ye y , y 0
2
8. If X is uniformly distributed random variable in , , Find the probability density
2 2
function of Y tanX .
3
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Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
Solution:
Given Y tanX x tan 1 y
dx 1
dy 1 y 2
Since X is uniformly distribution in , ,
2 2
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
1 y 2
1 y 2 y3
1
4
24 y dy .
2
x
0 6 2 3 15
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Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
cov x, y E xy E x E y
But if X and Y are independent then E xy E x E y
cov x, y E x E y E x E y
cov x, y 0.
15. i). Two random variables are said to be orthogonal if correction is zero.
ii). If X Y then correlation coefficients between them is 1.
Part-B
Page no 41
Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
K 8 0 1
1
K
8
(ii). The marginal p.d.f of X is given by
2
1
f X x f x, y dy x y dy
80
2
1 y2 1 x
xy
8 2 0 4
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
80
2
1 x2
yx
8 2 0
Page no 42
Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
1 y 1
2 2 y
8 4
The marginal p.d.f of Y is
y 1
, 0 y2
fY y 4
0 , otherwise
(iii). To check whether X and Y are independent or not.
f X x fY y
x 1 y 1 f x, y
XY
4 4
Hence X and Y are not independent.
X
(iv). Conditional p.d.f fY y is given by
x
1
x y 1 x y
fY y
X
x
f x ,
fX x
y 8
1
x 1 2 x 1
4
X
fY y
x
1 x y
2 x 1
, 0 x 2, 0 y 2
1 2
(v) P
0 y 2
x 1 Y X x 1
0
f y
dy
1
1 2 1 y 5
dy .
20 2 32
17.a). If X and Y are two random variables having joint probability density function
1
6 x y , 0 x 2, 2 y 4
f x, y 8 Find (i) P X 1 Y 3
0 , otherwise
(ii) P X Y 3 (iii) P X 1Y 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 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
Page no 43
Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
3 1
1
6 x y dxdy
8 2 0
1
1
3
x2
6 x xy dy
82 2 0
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 6 x y dydx
0 2
8
3 x
1 y2
1
6 y xy dx
80 2 2
1 3 x
1 2
6 3 x x 3 x 12 2 x 2 dx
8 0 2
1
1
18 6 x 3x x
2
9 x2 6 x
10 2 x dx
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
2
1
1 7 x 4 x 2 x3 1 7 1
2
8 2 2 6 0 8 2 6
1 21 12 1 1 10 5
.
8 6 8 6 24
P x 1 y 3
(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
0
8
2
1 x2
6 x yx
8 2 0
1
12 2 2 y
8
8
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Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
5 y
, 2 y 4.
4
x 1 y 3
1
8 6 x y dxdy
P X 1
Y 3
x 0 y 2
y 3
fY y dy
y 2
3 3
3 8 8
5 y
3
1 y2
2 4 dy
4
5y
2 2
3 8 3
.
8 5 5
Page no 45
Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
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 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
2 0.2 0.3 0.1
Find
i. The marginal probability mass function of X and Y .
ii. The conditional distribution of X given Y 1 .
iii. P X Y 4
Solution:
a). Two fair dice are thrown simultaneously
10
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Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
11
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Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
1
P X Y 6
Y 4 1
36 .
6 6
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
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 ,
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
PX x 0.4 when x 2
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
12
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Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
P X x
Y 1 P XPYx 1Y 1
From the probability mass function of Y , P y 1 Py 1 0.4
P X 1 Y 1
When X
1, P X 1
Y 1
P Y 1
PXY 1,1 0.1
0.25
PY 1 0.4
P 2,1 0.1
When X
2, P X 2
Y 1
P 1
XY
Y0.4
0.25
P 3,1 0.2
When X
3 , P X 3 Y 1 XY
PY 1
0.4
0.5
Y
0 1 2 f1 x
X
1 2 3
0 0
27 27 27
13
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Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
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
27
2
27 1
P Y 1
X 0
P
X 0, Y
P X 0
1
6 3
27
4
27 2
P Y 2
X 0
P
X 0, Y
P X 0
2
6 3
27
1
P X 1, Y 0 27 1
P Y 0
X 1
P X 1
9 9
27
3
P X 1, Y 1 27 3 1
P Y 1
X 1
P X 1
9 9 3
27
5
27 5
P Y 2
X 1
P
X 1, Y
P X 1
2
9 9
27
14
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Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
2
P X 2, Y 0 27 1
P Y 0
X 2
P X 2
12 6
27
4
P X 2, Y 1 27 1
P Y 1
X 2
P X 2
12 3
27
6
P X 2, Y 2 27 1
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 ,
8
0 x 2, 0 y 1
(i). P X 1 f X x dx
1
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
3 8 0 3 8
2
x x2
P X 1 dx x
1
3 8
2
x 2 x3 19
. y x 1 x 2
6 24 1 24
(ii) P X Y f XY x, y dxdy y 1
R2
2 x2
1 y
P X Y xy dxdy y x
y 0 x 0
8
y
1
x 2 y 2 x3
dy x 0 x
0
2 24 0
1
1
y 4 y3 y5 y 4
dy
0
2 24 10 96 0
1 1 96 10 53
10 96 960 480
15
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Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
(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
1 y 2 y 2 1 y 3
1
dy x y 1
y 0
2 24
1 1 y2 2 y y2
1 y
3
dy x
0
2 24
1
y 3 y 5 2 y 2 1 1 y 4
x 1
3 5 4 2 96
0
1 1 1 1 13
.
6 10 4 96 480
F x, y
0 , otherwise
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
, 0 x 2, 2 y 4
f x, y 8 . Find P 1 Y 3 X 2 .
0 , otherwise
Solution:
a). Given F x, y 1 e x 1 e y
1 e x e y e x y
The joint probability density function is given by
2 F x, y
f x, y
xy
2
1 e x e y e x y
xy
16
Page no 52
Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
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 f X x
f x, y dy e
x y
0
dy
e x y
1 0
e
x y
0
x
e , x0
The marginal probability function of Y is
f y fY y
f x, y dx
e x y dx e x y
0
0
e y , y 0
f x f y e xe y e f x, y
x y
b). P 1 Y 3 f y dy
X 2 x 2
1
4
f X x f x, y dy
2
17
Page no 53
Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
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
8
3
P1 Y 3 f y dy
X 2 x 2
1
4 y
3
dy
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
SMT1205 - Probability and Statistics
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 . Find the marginal probability density function
0 , otherwise
of X and Y . Also find the covariance between X and Y .
6 x y
b). If f x, y , 0 x 2, 2 y 4 for a bivariate X , Y , find the correlation
8
coefficient
Solution:
2 x y, 0 x 1, 0 y 1
a) Given the joint probability density function f x, y
0 , otherwise
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
1
2 x
2
18
Page no 54
SCHOOL OF SCIENCE AND HUMANITIES
DEPARTMENT OF MATHEMATICS
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
8
3
P1 Y 3 f y dy
X 2 x 2
1
4 y
3
dy
2
2
3
1 y2
SMTA1402 - Probability and Statistics
2
3
1 y2 1 17 11
Unit-4
4 y 14 and
Correlation . Regression
2 2 2 2 4
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 . Find the marginal probability density function
0 , otherwise
of X and Y . Also find the covariance between X and Y .
6 x y
b). If f x, y , 0 x 2, 2 y 4 for a bivariate X , Y , find the correlation
8
coefficient
Solution:
2 x y, 0 x 1, 0 y 1
a) Given the joint probability density function f x, y
0 , otherwise
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
1
2 x
2
18
Page no 55
Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
3
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
3
y
2
3
y, 0 y 1
fY y 2
0 , otherwise
Covariance of X , Y Cov X , Y E XY E X E Y
1
1
3
1
3 x 2 x3 5
E X xf X x dx x x dx
0 2 2 3 0 12
0
2
3
1 1
5
E Y yfY y dy y y dy
0 0 2 12
Cov X , Y E XY E X E Y
1 1
E XY xy f x, y dxdy
0 0
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
y y 2 dy
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
6 12 12
1 25 1
.
6 144 144
19
Page no 56
Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
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
6 2x
2 2
Then E X xf X x dx x dx
0
0
8
2
1 6 x 2 2 x3
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 6
2 8 8 2 3 2
2
6 2x 1 6 x3 2 x 4
2 2
E X 2
x f x x dx x
2
8
dx 2
8 3
4 0
1
0 0
4
10 2 y 1 10 y 3 2 y 4
4
E Y y
25
2 2
dy
2 8 8 3 4 2 3
2
5 11
Var X X2 E X 2 E X 1
2
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
2 0 8
2
1 6 x 2 y x3 y x 2 y 2
4
dy
82 2 3 2 0
4
1 2 1 12 y 2 8 y 2 2 y 3
4
8
12 y y 2 y dy
8 2 3 8 2 3 2 3 2
1 64 128 16 16 1 56
96 24
8 3 3 3 3 8 3
7
E XY
3
20
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Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
7 5 17
E XY E X E Y 3 6 6
XY
XY 11 11
6 6
1
XY .
11
1
22.a). Let the random variables X and Y have pdf f x, y , x, y 0, 0 , 1,1 , 2, 0 .
3
Compute the correlation coefficient.
b) Let X1 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 X1 4 X 2
and V 3 X1 X 2 .
Solution:
a). The probability distribution is
X 0 1 2 P Y
Y
1 1
0 3 0 0 3
1 1
1 0 3 0 3
1 1
0 0 0 3 3
P X 1 1 1
3 3 3
1 1 1
E X xi pi xi 0 1 2 1
i 3 3 3
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
i 3 3 3 3
Var ( X ) E X 2 E X 1
2 5 2
3 3
1 1 1 1
E Y 2 y j p y j 0 1 0
2
j 3 3 3 3
V Y E Y 2 E Y
2 1 1 2
3 9 9
21
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Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
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
XY
3 3 0
2 2
3 9
Correlation coefficient 0 .
b). Given E X1 5, E X 2 10
V X1 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 X1 4 X 2 3E X1 4E X 2
3 5 4 10 15 40 55.
E V E 3 X1 X 2 3E X1 E X 2
3 5 10 15 10 5
E UV E 3 X1 4 X 2 3 X1 X 2
E 9 X1 3 X1 X 2 12 X1 X 2 4 X 2
2 2
9E X1 3E X1 X 2 12E X1 X 2 4E X 2
2 2
9E X 9E X X 4E X
2 2
1 1 2 2
9E X 9E X E X 4E X
2 2
1 1 2 2
9E X 450 4E 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
22
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Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
275 5 55 0
Since Cov U ,V 0, Correlation coefficient 0 .
1 1
23.a). Let the random variable X has the marginal density function f x 1, x and
2 2
1
1, x y x 1, x 0
2
let the conditional density of Y be f y . Prove that the
x 1
1, x y 1 x, 0 x
2
variables X and Y are uncorrelated.
b). Given f x, y xe , x 0, y 0 . Find the regression curve of Y on X .
x y 1
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
0 x 1 2 1 x
E XY xydxdy xydxdy
1 x 0 x
2
1
0
x 1 2
1 x
x ydy dx x ydy dx
1 x 0 x
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
2
f x, y
f y / x
fX X
Marginal density function f X x f x, y dy
0
23
Page no 60
Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
x y 1
x e dy
0
e x y 1
x e x , x 0
x 0
Conditional pdf of Y on X is f y
x
f x, y xe xy x
f x
x xe xy
e X
x
E y yxe xy dy
0
e xy e xy
xy 2
x x 0
1 1
E y y and hence xy 1 .
x x x
x y
, 0 x 1, 0 y 2
24.a). Given f x, y 3 , obtain the regression of Y on X and X on
0 , otherwise
Y.
b). Distinguish between correlation and regression Analysis
Solution:
a). Regression of Y on X is E Y X
X yf y x dy
E Y
X ff x,xy
f Y
X
fX x f x, y dy
2
x y 1 y2
2
dy xy
0
3 3 2 0
2 x 1
3
f x, y
f Y
X
x y
f X x 2( x 1)
y x y
X
2
Regression of Y on X E Y dy
0
2 x 1
24
Page no 61
Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
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
E X
y ff x,yy
f x
Y
fY y f x, y dx
1
x y 1 x2
1
dx xy
0
3 3 2 0
1 1
y
3 2
f x
y
2 x y
2 y 1
Y x y
1
Regression of X on Y E X dx
0
2 y 1
1
1 x2
xy
2 y 1 2 0
1
y
2 1
.
2 y 1 2
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
between two variables. In regression using the relationship between two variables we can predict
the dependent variable value for any given independent variable value.
25.a). X any Y are two random variables with variances x2 and y2 respectively and r is the
y x
coefficient of correlation between them. If U X KY and V X , find the value of k
y
so that U and V are uncorrelated.
25
Page no 62
Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
Y Y
X
V X Cov X , Y KCov X , Y K X V Y 0
Y Y
K Cov X , Y X V Y V X X Cov x, y
Y Y
X
V X r
Y X Y X2 r X2
K
r X Y X Y
r X Y X V Y
Y
X 1 r
2
X .
X Y 1 r Y
b).
X Y X2 Y2 XY
6 40 36 1600 240
26
Page no 63
Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
8 36 64 1296 288
10 20 100 400 200
18 14 324 196 252
20 10 400 100 200
23 2 529 4 46
X 85 Y 122 X2 1453 Y2 3596 XY 1226
x 85 y 122
X 14.17 , Y 20.33
n 6 n 6
x2 x
2 2
1453 85
x 6.44
n n 6 6
y2 y
2 2
3596 122
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
6.44
bxy r x 0.95 0.45
y 13.63
y 13.63
byx r 0.95 2.01
x 6.44
The regression line X on Y is
x x bxy y y x 14.17 0.45 y y
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
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
27
Page no 64
Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
1 3
0 8 8
2 2
1 8 8
Find the correlation coefficient of X and Y .
Solution:
a). When the regression equation are Known the arithmetic means are computed by solving the
equation.
2 x 3 y 8 ------------ (1)
4 x y 10 ------------ (2)
(1) 2 4 x 6 y 16 ------- (3)
2 3 5 y 6
6
y
5
6
Equation 1 2 x 3 8
5
18
2x 8
5
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 .
3
2x 8 3y x 4 y
2
3
bxy Coefficient of Y in the equation of X on Y
2
Let 4 x y 10 be the regression equation of Y on X
y 10 4 x
byx coefficient of X in the equation of Y on X 4 .
r bxybyx
3
4
2
bxy & byx are negative
2.45
Since r is not in the range of 1 r 1 the assumption is wrong.
Now let equation 1 be the equation of Y on X
8 2x
y
3 3
byx Coefficient of X in the equation of Y on X
28
Page no 65
Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
2
byx
3
from equation (2) be the equation of X on Y
1
bxy
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
0.4081 y
3 2
y 3.26
b). Marginal probability mass function of X is
1 3 4
When X 0, P X
8 8 8
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
3 2 5
Y 1, P Y
8 8 8
4 4 4
E X x p x 0 1
x 8 8 8
3 5 3 5 2
E Y y p y 1 1
y 8 8 8 8 8
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
2
4 4 1
8 8 4
V Y E Y 2 E Y
2
2
1 15
1
4 16
29
Page no 66
Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
E XY xy p x, y
x y
1 3 2 2
0 0 1 1 0
8 8 8 8
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
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
U X Y .
Solution:
X Y XY X2 Y2
65 67 4355 4225 4489
66 68 4488 4359 4624
67 65 4355 4489 4285
68 72 4896 4624 5184
69 72 4968 4761 5184
70 69 4830 4900 4761
72 71 5112 5184 5041
X 544 Y 552 XY 37560 X2 37028 Y2 38132
x 544
X 68
n 8
y 552
Y 69
n 8
XY 68 69 4692
1 2 1
X x2 X (37028) 682 4628.5 4624 2.121
n 8
1 1
Y y2 y2 38132 692 4766.5 4761 2.345
n 8
30
Page no 67
Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
1 1
Cov X , Y XY X Y 37650 68 69
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
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
e x y ; x 0, y 0
Consider the transformations u x y and v y
x u v, y v v
x x
x, y u v 1 1
J 1
u, v y y 0 1
u v
fUV u , v f XY x, y J e x e y e u v e v
eu 2v , u v 0, v 0 RI R II
In Region I when u 0 v u
f u f u, v dv e
u
.e 2v dv u
u u
e2 v
u
e
2 u
eu eu
0 e 2u
2 2
In Region II when u 0
f u f (u, v)dv
0
eu
eu 2v dv
0
2
eu
2 , u 0
f u u
e , u 0
2
31
Page no 68
Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
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
X
.
Y
Solution:
x y
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
u v
fUV u, v f XY x, y J
e x y 2 2e x y 2e 2u vv
2e2u , 2u v 0, v 0
u
fUV u , v 2e 2u , u 0, 0 v
2
u u
2 2
f u fUV u, v dv 2e 2u dv
0 0
u
2e2u v 2
0
u 2u
2 e , u 0
f u 2
0 , otherwise
32
Page no 69
Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
x2 y 2
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
1
z 3 w w2
2
4
1 1
. e 8
2 8
1 321 z 3w2 4 w2
e , z, w .
16
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 13w2
fZ z e dw
16
z 2 w2
13 6 wz 3 z 3 z
2 2
e e
1 32 32 13
13 13
dw
16
13 w 3 z
2 2 2
z 9z
1 32
dw
1332 32 13
e e
16
2
13
1 8z13 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
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
2 2 13
2
1 1
e 813
e
2 13 2 2 13 2
i.e. Z
N 0, 2 13
b).(ii) Given that X and Y are uniform Variants over 0,1
1, 0 x 1 1, 0 y 1
f X x and fY y
0, otherwise 0, otherwise
33
Page no 70
Sathyabama Institute of Science and Technology
Unit.2. Two Dimensional Random Variables
29. a) If X 1 , X 2 ,..... X n are Poisson variates with parameter 2 . Use the central limit theorem
to estimate P 120 Sn 160 where sn X 1 X 2 ...... X n and n 75 .
34
Page no 71
SCHOOL OF SCIENCE AND HUMANITIES
DEPARTMENT OF MATHEMATICS
T2
Step 3: Find the correction Factor = C.F
N
Step 4: Calculate the total sum of squares = TSS X12 X 22 X 32 ... C.F
Page no 72
Sathyabama Institute of Science and Technology
X 2 X 2 X 2
Step 5: Column Sum of Square SSC 1
2
3
... C.F
N1 N2 N3
Where N i Total number of observation in each column ( i 1, 2,3,... )
Step 6: Prepare the ANOVA TABLE to calculate F-ratio.
Total
Analysis:
Step 1: Find N= number of observations
Setp 2: FindT = The total value of observations
T2
Step 3: Find the correction Factor = C.F
N
Step 4: Calculate the total sum of squares = TSS X12 X 22 X 32 ... C.F
Page no 73
Sathyabama Institute of Science and Technology
Y 2 Y 2 Y 2
Step 6: Find Row sum of square = SSR 1
2
3
... C.F
N1 N2 N3
Where N j Total number of observation in each Row ( j 1, 2,3,...)
Step 7:Prepare the ANOVA TABLE to calculate F-ratio.
Step 8: Find the table value for both FC & FR (use 2 table)
Step 9:Conclusion:
Calculated value < Table Value, the we accept Null Hypothesis H 0 (or)
Calculated value > Table Value, the we reject Null Hypothesis H 0
1 The following are the numbers of mistakes made in 5 successive days of 4 technicians
. working for a photographic laboratory :
Test at the level of significance = 0.01 whether the differences among the 4 samples
means can be attributed to chance.
Solution:
H0: There is no significant difference between the technicians
Page no 74
Sathyabama Institute of Science and Technology
H1 : Significant difference between the technicians
We shift the origin
X1 X2 X3 X4 TOTAL X12 X22 X32 X42
-4 4 0 -1 -1 16 16 0 1
4 -1 2 2 7 16 1 4 4
0 2 -3 -2 -3 0 4 9 4
-2 0 5 0 3 4 0 25 0
1 4 1 1 7 1 16 1 1
Total -1 9 5 0 13 37 37 39 10
(Grand total )2
Correction Factor = = 8.45
Total No of Observations
Between SSC
SSC=12.95 C-1= 4-1=3 MSC =4.317
Samples K 1 MSC
FC
MSE
Within SSE =1.471
SSE=101.6 N-C=20-4=16 MSE =6.35
Samples NK
Page no 75
Sathyabama Institute of Science and Technology
A B C
5 4 3
7 4 5
3 7 1
1
Null Hypothesis H0: There is no significant difference in treatments
Alternate Hypothesis H1 : Significant difference in treatments
X1 X2 X3 TOTAL X12 X22 X32
5 4 3 12 25 16 9
7 4 5 16 49 16 25
Total
3 7 1 11 9 49 1
1 1 1
16 15 9 40 84 81 35
Step1: N= Total No of Observations = 10
Step 2: T=Grand Total = 40
(Grand total )2T 2 402
Step 3: Correction Factor = = 160
N 10
Total No of Observations
Step 4: TSS X1 X 2 X 3 C.F 84 81 35 160 40
2 2 2
X X X
2 2 2
(16) 2 152
SSC C.F 3 160
1 2 3
Step 5:
N1 N1 N1 4 3
SSC 64 75 27 160 6
Where N 1 = Number of elements in each column
Step 7: SSE=TSS-SSC 40 6 34
Step 8: ANOVA TABLE:
Source of Sum of Degree of
Mean Square F- Ratio
Variation Squares freedom
SSC
MSC
Between C 1
SSC=6 C-1= 3-1=2 MSE
Columns 6 FC
3 MSC
2
4.86
SSE
MSE 3
NC
Error SSE=34 N-C=10-3=7 1.62
34
4.86
87
Cal FC = 1.62
Page no 76
Sathyabama Institute of Science and Technology
Table value : FC (7,2)=19.35
Conclusion : Cal FC< Tab FC
We accept Null Hypothesis There is no significance difference in tretments
3 The following table gives the number of articles of a product produced by five
. different workers using four types of machines.
Machines
Workers
P Q R S
A 44 38 47 36
B 46 40 52 43
C 34 36 44 32
D 43 38 46 33
E 38 42 49 39
Test (i) Whether the five workers differ with respect to mean productivity and
(ii) Whether the four machines differ with respect to mean productivity.
Solution: H0: There is no significant difference between the Machine types and no
significant difference between the Workers
H1 :Significant difference between the Machine types and no significant difference
between the Workers
T
2
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T
2
h
SSE = TSS – SSC – SSR = 574 – 161.5 – 338.8 = 73.7
ANOVA Table
Conclusion : Cal FC< Tab FC and Cal FR< Tab FR There is no significant difference
between the Machine types and no significant difference between the Workers
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Seasons A B C D Seasons
X1 2 X22 X32 X42
X1 X2 X3 X4 Total
Y1 Summer 6 6 -9 5 8 36 36 81 25
Y2 Winter -2 -1 1 2 0 4 1 1 4
Y3 Monson -4 -2 -1 -1 -8 16 4 1 1
Total 0 3 -9 6 0 56 41 83 30
Step1: N= Total No of Observations = 12
Step 2: T=Grand Total = 0
T 2 02
(Grand total )2
Step 3: Correction Factor = 0 =
N 12
Total No of Observations
Step 4: TSS X1 X 2 X 3 X 4 C.F 56 41 83 30 0 210
2 2 2 2
Step 5:
X X X X
2 2 2 2
02 32 (9)2 62
SSC C.F 0
1 2 3 4
N1 N1 N1 N1 3 3 3 3
SSC 0 3 27 12 0 42
Where N 1 = Number of elements in each column
Step 6:
Y Y Y
2 2 2
82 02 (8)2 62
SSR C.F 0 16 0 16 0 32
1 2 3
N2 N2 N2 4 4 4 4
Where N 2 = Number of elements in each row
Step 7: SSE=TSS-SSC-SSR 210 42 32
Step 8: ANOVA TABLE:
Source of Sum of Degrees of Mean Sum of varience F – ratio
Variation Squares Freedom Squares
Between SSC=42 c-1=4-1=3 SSC MSE
Columns MSC MSC
c 1 MSC
(Salesmen) 42 22.67 FC (6,3) 8.94
14
3 14
1.619
Between SSR =32 r-1=3-1=2
MSR
SSR
MSR
MSE FR (6,2) 8.94
rows r 1 MSR
(Seasons) 32 22.67
16
2 16
1.417
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Error SSE=136 N-c-r +1=6 SSE
MSE
N c r 1
136
22.67
6
Total 210 11
Table Value of F = FC (Error,d.f) FC (6,3) 8.94 , FR (Error,d.f) 8.94 with 5% level of
significance
Conclusion:
1) Cal FR < Table FR ,0.05 (6,3)
Hence we accept the H 0 and we conclude that there is no significant difference between sales
in the three seasons.
2) Cal FR < Table FR ,0.05 (6, 2) .
Hence we accept the H 0 and we conclude that there is no significant difference between in
the sales of 4 salesmen.
5 Analyze 22 factorial experiments for the following table.
.
Replications
Treatment
I II III IV
(1) 12 12.3 11.8 11.6
a 12.8 12.6 13.7 14
b 11.5 11.9 12.6 11.8
ab 14.2 14.5 14.4 15
SOLUTION:
Null hypothesis: All the mean effects are equal.
Let A and B be the two factors.
Let n=number of replications=4
Subtract 12 from each
Replications
Treatment
I II III IV
(1) 0 0.3 -0.2 -0.4
a 0.8 0.6 1.7 2
b -0.5 -0.1 0.6 -0.2
ab 2.2 2.5 2.4 3
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Cj
2 6.25 10.89 20.25 19.36
T=14.7
2
Correction factor= T =13.5
N
TSS=21.19
SSC=0.688
SSR=18.54
SSE=1.962
FA 70.04
10.56
a S A =15.41 1 MSA=15.41
10
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FAB 6.81
10.56
ab S AB =1.50 1 MSAB=1.50
Solution:
11
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T
2
(30) 2
SSR C.F 81 24.75
i*
n 16
T* j
2
(30) 2
SSC C.F 59 2.75
n 16
T
2
(30) 2
SSL C.F 60.5 4.25
i*
ANOVA Table
Source of Sum of Degree of Mean FTabRatio
F- Ratio
Variation Squares freedom Square ( 5% level)
Between
SSR=24.75 n - 1= 3 MSR=8.25
Rows FR=
FR(3,
12.31
Between
SSC=2.75 n - 1= 3 MSC = 0.92
Columns 6)=4.76
Between FC = 1.37
SSL = 4.25 n - 1= 3 MSL = 1.42
Letters
Fc(3, 6)=4
FL = 2.12
(n – 1)(n – 2) .76
Residual SSE= 4 MSE = 0.67
=6
12
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FL(3, 6)=4
.76
Total 35.75
Conclusion :
Cal FC< Tab FC , Cal FL< Tab FL and Cal FR> Tab FR There is significant difference
between the rows , no significant difference between the letters and no significant
difference between the columns
7 A variable trial was conducted on wheat with 4 varieties in a Latin Square Design.
. The plan of the experiment and the per plot yield are given below :
C 25 B 23 A 20 D 20
A 19 D 19 C 21 B 18
B 19 A 14 D 17 C 20
D 17 C 20 B 21 A 15
Analyse data and interpret the result.
H0 : Four varieties are similar
H1 : Four varieties are not similar
Let us take 20 as origin for simplifying the calculation
Y1 5 3 0 0 8 25 9 0 0
Y2 -1 -1 1 -2 -3 1 1 1 4
Y3 -1 -6 -3 0 -10 1 36 9 0
Y4 -3 0 1 -5 -7 1 0 1 25
0 -4 -1 -7 -12 9 46 11 29
(Grand total )2
Correction Factor = =9
Total No of Observations
13
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TSS X X X X
1
2
2
2
3
2
4
2
C.F 36 46 11 29 9 113
SSC
( X ) 1
2
( X 2)
2
( X 3)
2
C.F
(6) 2 (10 ) 2 (6) 2 (10 ) 2
9 4
N1 N1 N1 4 4 4 4
SSR
( Y ) 1
2
( Y ) 2
2
( Y ) 3
2
( Y ) 4
2
C.F
(8) 2 (3) 2 (10 ) 2 (7) 2
9 46 .5
N1 N2 N2 N2 4 4 4 4
To find SSK
Treatment 1 2 3 4 Total
A 0 -1 -6 -5 -12
B 3 -2 -1 1 1
C 5 1 0 0 6
D 0 -1 -3 -3 -7
( Y ) 1
2
( Y ) 2
2
( Y ) 3
2
( Y ) 4
2
C.F
SSK= K1 K2 K3 K4
48.5
SSE= TSS SSCSSRSSK = 113-7.5-46.5-48.5=10.5
ANOVA Table
Source of Sum of Degree of
Mean Square F- Ratio
Variation Squares freedom
SSC
Column MSC MSC
SSC=7.5 n-1=3 n 1 FC =1.43
Treatment MSE
=2.5
SSR
Row MSR MSE
SSR=46.5 n-1=3 n 1 FR =8.86
Treatments MSR
=15.5
SSK
Between MSK MSK
SST=48.5 n-1=3 n 1 FK =9.24
Treatments MSE
=16.17
MSE
Error (or) (n-1) (n- SSE
SSE=10.5
Residual 2)=6 (n 1)( n 2)
1.75
14
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15
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Central limit = x , upper control limit = x +A2 R , lower control limit = x -A2 R
1. The sample values in each of the N samples each of size ‘n’ will be given. Let X1, X 2 ,... X N be the means of the
N samples & R1, R2… RN be the ranges of the N samples.
2. Compute X
1
N
1
X 1 X 2 ... X N ; R R1 R2 ... RN
N
3. The values of A2,D3,D4 for the given sample size n are taken from the table of control chart constants.
4. Find the values of the control limits x A 2 R ( for the mean chart) and the control limits D3 R and D 4 R ( for
the range chart) are computed.
5. On the ordinary graph sheet, the sample numbers are represented on the x-axis and the sample means on the
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y-axis ( for the mean chart) and the sample ranges on the y-axis(for the range chart).
6.For drawing the mean chart, we draw the three lines y X , y X A2 R and y X A2 R which represent
respectively the central line, the L.C.L line and U.C.L line, Also we plot the points whose coordinates are
1, X , 2, X ,...N, X and join adjacent points by line segments. The graph thus obtained is the X chart.
1 2 N
7. For drawing the mean chart, we draw the three lines y R , y D3 R and y D4 R which represent respectively
the central line, the L.C.L line and U.C.L line, Also we plot the points whose coordinates are
1, R1 , 2, R2 ,...N , RN and join adjacent points by line segments. The graph thus obtained is the R chart.
Sample 1 2 3 4 5 6 7 8 9 10
No.
Mean X i 43 49 37 44 45 37 51 46 43 47
Range Ri 5 6 5 7 7 4 8 6 4 6
Solution:
1
X
N
Xi
43 49 37 44 45 37 51 46 43 47
1
10
44.2
1
R
N
Ri
5 6 5 7 7 4 8 6 4 6
1
10
5.8
From the table of control chart for sample size n=5, we have A2 0.577, D3 0 & D4 2.115
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LCL X A2 R 44.2 (0.577 )(5.8) 40.85
Conclusion :
Since 2nd,3rd,6thand 7th sample means fall outside the control limits the statistical process is out of control
according to X chart
MEAN CHART
54
52 (7, 51)
50 (2, 49)
48 (10,…
(8,…
46 (5, 45)
(4, 44)
44 (9,…
(1, 43)
42
40
38
(3,… (6, 37)
36
0 1 2 3 4 5 6 7 8 9 10
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R Chart
13
12
11
10
8 (7, 8)
(4, 7)
7 (5, 7)
(10, 6)
6 (2, 6) (8, 6)
5 (1, 5) (3, 5)
4 (6, 4) (9, 4)
3
1
0 1 2 3 4 5 6 7 8 9 10
Conclusion :
Since all the sample means fall within the control limits the statistical process is under control according to R chart .
2. The following data give the measurements of 10 samples each of size 5 in the production process taken in
an interval of 2 hours. Calculate the sample means and ranges and draw the control charts for mean and
range.
Sample No. 1 2 3 4 5 6 7 8 9 10
Observed 49 50 50 48 47 52 49 55 53 54
measuremen
55 51 53 53 49 55 49 55 50 54
ts X
54 53 48 51 50 47 49 50 54 52
49 46 52 50 44 56 53 53 47 54
53 50 47 53 45 50 45 57 51 56
Solution:
1
X Xi
N
1
52 50 50 51 47 52 49 54 51 54
10
51.0
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1
R
N
Ri
1
6 7 6 5 6 9 8 7 7 4
10
6.5
From the table of control chart for sample size n=5, we have A2 0.577, D3 0 & D4 2.115
i) Control limits for X chart:
CL (central line) = X 44.2
LCL X A2 R 2 51.0 (0.577)(6.5) 47.2495
UCL X A2 R 2 51.0 (0.577)(6.5) 54.7505
CL X 51.0
Mean chart
55
53
(6, 52)
52 (1, 52)
48
47 (5, 47)
46
0 1 2 3 4 5 6 7 8 9 10 11
Conclusion :
Since 5th sample mean fall outside the control limits the statistical process is out of control according to
X chart
ii) Control limits for R-Chart:
CL R 6.5; LCL D3 R 0
UCL D4 R 2.115 6.5 13.7475
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Range chart
14
12
10
(6…
(7, 8)
8
(2, 7) (8, 7)
(9, 7)
(3…
6
(1, 6)
(5, 6)
(4, 5)
4 (10, 4)
2
0 1 2 3 4 5 6 7 8 9 10 11
Conclusion :
Since all the sample means fall within the control limits the statistical process is under control according to
R chart .
C-chart:
Control chart for number of defects is called c-chart.
The control limits for c-chart.
CL = c UCL = c +3 c LCL = c -3 c
C-Chart problems
1. 15 tape recorders were examined for quality control test. The number of defects in each tape recorder is
recorded below. Draw the appropriate control chart and comment on the state of control.
Unit No.(i) 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
No. of 2 4 3 1 1 2 5 3 6 7 3 1 4 2 1
defects (c)
Solution:
The number of defects per sample containing only one item is given,
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c
c 2 4 3
i 2 1
45
3
N 15 15
CL c 3; LCL c 3 c 3 3 3 2.20
UCL c 3 c 3 3 3 8.20
c- chart
10
9
8
7 (10, 7)
6 (9, 6)
(7, 5)
5
(2, 4)
4 (13, 4)
(3,3)
3 (8, 3) (11, 3)
2 (1, 2) (14, 2)
(6,2)
1 (12, 1)
(4, 1) (5,1) (15, 1)
0
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16
Since all the sample points lie within the LCL and UCL lines, the process is under control.
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imperfections.
Ascertain whether the process is in a state of statistical control.
Solution:
Let C denote the number of imperfections per unit.
c
Total no of defects
c
Total sample inspected n
1 4 3 2 4 5 ... 1 3 8
c =4
20
UCL= C 3 C 10
LCL= C 3 C 2
c- chart
10
9
(20, 8)
8
(13, 7)
7 (8, 7)
(7, 6) (14, 6)
6
5 (6, 5) (16, 5)
(12, 5)
4 (2, 4) (5,4)
(10, 3) (15, 4)
3 (3, 3) (19, 3)
2 (4, 2)
(9, 2) (11, 2) (17, 2)
1 (1, 1) (18, 1)
0
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
Since all the sample points lie within the LCL and UCL lines, the process is under control.
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p-chart:
Control chart for fraction defectives is called p-chart.
control limits for p-chart.
np –chart.
Control chart for number of defectives is called np chart.
Sample 1 2 3 4 5 6 7 8 9 10
No:
No. 90 65 85 70 80 80 70 95 90 75
inspected
:
No. of 9 7 3 2 9 5 3 9 6 7
defective
s:
Solution:
We note that the size of the simple varies from sample to sample. We can construct P-chart, provided 0.75 n < ni
<1.25 n , for all i.
Here
1 1
n
N
ni 10 90 65 ..... 90 75
1
800 80
10
Hence The values of ni be between 60 and 100. Hence p-chart can be drawn by the method given below. Now p =
Total n o.of defectives
Total n o. of items inspected
60
= 0.075
800
Hence for the p-chart to be constructed,
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CL= p =0.075
LCL= p 3
p 1 p
n
0.075 X 0.925
= 0.075 3 0.013
80
Since LCL cannot be negative,it is taken 0.
UCL= p 3
p 1 p
n
0.075 X 0.925
= 0.075 3 0.163
80
The values of pi for the various samples are 0.100, 0.108, 0.035, 0.029, 0.113, 0.063, 0.043, 0.095, 0.067, 0.093
p-chart
0.17
0.16
0.15
0.14
0.13
0.12 (2, 0.11)
0.11 (5, 0.11)
0.1 (1, 0.1) (10, 0.09)
0.09 (8, 0.09)
0.08
0.07 (6, 0.06) (9, 0.07)
0.06
0.05
(3, 0.04)
0.04 (7, 0.04)
0.03 (4, 0.03)
0.02
0.01
0
0 1 2 3 4 5 6 7 8 9 10 11
Since all the sample points lie within the control lines, the process is under control.
2. The following are the figures for the number of defectives of 10 samples each containing 100 items
8,10,9,8,10,11,7,9,6,12 .Draw control chart for fraction defective and comment on the state of control of
the process.
10
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No.of defectivesin the sample
P for sample =
No. of items in the sample
8
P for sample = 0.08
100
Similarly calculate p for each sample and tabulate.Divide the number of defectives by 100 to get the fraction
defective.
Sample 1 2 3 4 5 6 7 8 9 10
No:
No. of 8 10 9 8 10 11 7 9 6 12
defective
s:
P=fractio 0.08 0.10 0.09 0.08 0.10 0.11 0.07 0.09 0.06 0.12
n
defective
s
p
p
n
0.08 0.10 0.09 0.08 0.10 0.11 0.07 0.09 0.06 0.12
= 0.09
10
UCL= P 3
P 1 P
n
0.09(0.91)
= 0.09 3 0.177
100
UCL= P 3
P 1 P
n
0.09(0.91)
= 0.09 3 0.003
100
11
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0.18
p-Chart
0.16
0.14
(7, 0.07)
0.06 (9, 0.06)
0.04
0.02
0
0 2 4 6 8 10 12
Since all the sample points lie within the control lines, the process is under control.
3. The data given below are the number of defectives in 10 samples of 100 items each. Construct a p-chart
and an np-chart and comment on the results.
Sample No. 1 2 3 4 5 6 7 8 9 10
No. of 6 16 7 3 8 12 7 11 11 4
defectives
Solution:
Sample size is constant for all samples, n=100.
Total no. of defectives = 6 + 16+7+3+8+12+7+11+11+4= 85
Total no. Inspected= 10 x 100 = 1000
For p-chart:
12
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p 1 p 0.085 0.915 0.1687
UCL p 3 0.085
n 3
P CHART
0.18
(2, 0.16)
0.16
0.14
(6, 0.12)
0.12
(8,0.11)(9, 0.11)
0.1
0
0 2 4 6 8 10
Conclusion:
All these values are less than UCL=0.1687 and greater than LCL=0.0013. In the control chart, all sample points
lie within the control limits. Hence, the process is under statistical control.
For np-chart:
UCL n p 3 n p 1 p
n p3
p 1 p
n
13
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np 100 0.085 8.5
LCL n p 3 n p 1 p
n p 3
p 1 p
n
np- chart
18
(2, 16)
16
14 (6, 12)
12
(8,11) (9, 11)
10
8 (5, 8) (7, 7)
(3, 7)
6 (1, 6)
4 (10, 4)
(4, 3)
2
0
0 2 4 6 8 10 12
Conclusion:
All the values of number of defectives in the table lie between 16.87 and 0.13. Hence, the process is under control
even in np-chart.
14
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