Two Marks Question and Answer

MA4201 PROBABILITY AND STATISTICS

COURSE OBJECTIVES
The main objectives of this course are to:
1. To introduce the basic concepts of probability and distributions.
2. To learn the basic concepts of two -dimensional random variables.
3. To acquire the knowledge in random processes, stationary, Markov and poisson process.
4. To acquire the knowledge of testing of hypothesis for small and large samples this plays an
important role in real life problems.
5. To summarise the design of experiments in the field of agriculture.

COURSE OUTCOMES
Upon completion of the course, the students will be able to:
CO1: Understand the fundamental knowledge of the concepts of probability and have knowledge of
Standard distributions which can describe real life phenomenon.
CO2: Recognize the basic concepts of two - dimensional random variables and apply in engineering
applications.
CO3: Develop the basic concepts of random processes which are widely used in engineering fields.
CO4: Apply the concept of testing of hypothesis for small and large samples in real life problems.
CO5: Investigate of design of experiments in the field of agriculture.

CO-PO Mapping
COs PO 1 P PO3 PO4 PO5 PO6 PO7 PO8 PO9 PO10 PO11 PO12
O2
C201.1 3 2 1
C201.2 3 2 1
C201.3 3 2 1
C201.4 3 2 1
C201.5 3 2 1
Avg 3 2 1
1-Low,2-Medium,3-High

Prepared By Verified By Approved By

Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

UNIT-I

One
PROBABILITY Dimensional
AND Random
RANDOM VARIABLES Variable

Probability – Axioms of probability – Conditional probability – Baye„s theorem - Discrete

and continuous random variables – Moments – Moment generating functions – Binomial, Poisson,
Geometric, Uniform, Exponential and Normal distributions.

PART-A
1. If a random variable X takes the values 1, 2, 3, 4 such that
2P[ X  1]  3P[ X  2]  P[ X  3]  5P[ X  4] . Find the probability distribution of .
(April, 2005) (E)
Solution:
Assume P[X  3]   .
  
By the given equation P[ X  1]  , P[ X  3]  , P[ X  4] 
2 3 5
For a probability distribution and mass function)  px   1
x

p1  p2  p3  p4  1

   61 30
    1   1  
2 3 5 30 61
15 10 30 6
P( X  1)  ; P( X  2)  ; P( X  3)  ; P( X  4) 
61 61 61 61
The probability distribution is given by
X 1 2 3 4
15 10 30 6
p ( x)
61 61 61 61
2. Let X be a continuous random variable having the probability density function
2
 ,x 1
f x    x 3 . Find the distribution function of X .(April, 2005) ( R )
0 , Otherwise
Solution:
x
F x    f  x dx
0
x
2
 dx
0 x3
x
 1 
  2 
 x 1

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

1
 1
x2
3. A random variable X has the probability density function f(x) given by
  x
f ( x)  cx e , x  0 . Find the value of c and cdf of .(April/May 2008) (U)
X
 0, otherwise
Solution:


 f x dx
0
1

 cxe
x
dx 1
0


c  xe  x  e  x  
0 1
c1  1
c 1
x
F x    f x dx
0
x
  cxe  x dx
0
x
  xe  x dx
0

  xe  x  e  x 0
x

 1  xe  x  e  x
4. A continuous random variable X has the probability density function f x  given by
f x   ce
x
,  x   . Find the value of c and cdf of X .(April, 2007) (E)
Solution:


 f x dx

1

 ce
x
dx 1


2 ce
x
dx 1
0

2 ce  x dx 1
0


2c  e  x  
0 1
2c1  1

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

1
c
2

Case (i): x0

x
F x    f x dx

x

 ce
x
 dx

x
 c  e x dx


 ce x 
x

1 x
 e
2

Case (i): x0

x
F x    f x dx

x

 ce
x
 dx

0 x
 c  e dxc  c  e x dx
x

 0

 ce x    c e x 0
0 x


 c  c  ex  1 

1
2

2  e x 
1 x
 e ,x  0
F x    2
 1 2  e  x  ,x  0
 2
2e2 x , x  0
5. If a random variable has the probability density f x    . Find the
0 , Otherwise
probability that it will take on a value between 1 and 3. Also, find the probability that it
will take on value greater than 0.5. (May, 2007) ( R )
Solution:

 
3 3

 f ( x) dx   2e
2 x 3
P(1  X  3)  dx   e 2 x 1  e 2  e 6
1 1

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

 
P( X  0.5)   
f ( x) dx   2e 2 x dx   e 2 x 

0.5  e 1
0.5 0.5

6. The cumulative distribution function (CDF) of a random variable X is

F x   1  1  x e x , x  0 . Find the probability density function of X .(May/June
2006) ( R)
Solution:
f x   F ' x 
  
 0  1  x   e x  1 e x  
 xe  x , x  0
7. The number of hardware failures of a computer system in a week of operations has the
following probability mass function:
No of failures: 0 1 2 3 4 5 6
Probability :0.18 0.28 0.25 0.18 0.06 0.04 0.01
Find the mean of the number of failures in a week. (May/June 2006) ( U)

Solution:
E( X )   x P( x)  (0)(0.18)  (1)(0.28)  (2)(0.25)  (3)(0.18) 
(4)(0.06)  (5)(0.04)  (6)(0.01)
 1.92
8. A continuous random variable X has the probability function f ( x)  k (1  x), 2  x  5 .
Find P(X<4).(May, 2006) ( A)
Solution:
4 5
 f ( x)dx  1  k  1  x  dx  1
2 2
5
 1  x 2 
 k  1
 2  2
27
k 1
2
2
k 
27
4
4
2 4 2  1  x 2 
P( X  4)   f ( x) dx   1  x  dx     25  9 
1 16
27 27  2  25 27
2 2 2

9. If the MGF of a continuous R.V X is given by M X t  

3
. Find the mean and
3t
variance of X.(May, 2005) ( R)
Solution:

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

1 2 3
 t t t t
M X t  
3 1
   1   1         ...
3  t 1 t  3 3  3  3
3
E ( X )  coefficien t of t  1! 
1
is the mean
3
  1
E ( X 2 )  coefficien t of t 2 2!  2! 
9
2
9
2 1 1
Variance  E ( X 2 )  E ( X ) 2   
9 9 9
4
1 t
10. If the MGF of a discrete R.V X is given by M X t   1  2e  ,find the distribution of
81  
X . (May, 2005) ( R )
Solution:

1 
4 2 3 4
1 t  t  t  t  t 
M X t    1  2e   1  4C1  2e   4C 2  2e   4C3  2e   4C 4  2e 
81   81          
 
1 8 t 24 2t 32 3t 16 4t
  e  e  e  e
81 81 81 81 81
By definition of MGF ,

M X t    e p( x)  p(0)  p(1)e  p(2)e

tx t 2t 3t 4t
 p(3)e  p(4)e
On comparison with above expansion the probability distribution is
X 0 1 2 3 4
1 8 24 32 16
p( x)
81 81 81 81 81
1
 , 0  x  10
11. Find the MGF of the R.V X whose p.d.f is f ( x)  10 .Hence its mean.

 0 , elsewhere
(April, 2004)( E)
Solution:
10
M X t  
1 tx
 10 e dx
0
10
 tx 
1 e 
 
10  t 
 0
1  e10t  1 
  
10  t 
1  100t 2 1000t 3 
 1  10t    ....  1
10t  2! 3! 
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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

1000 2
 1  5t  t  .....
31
Mean  coefficien t of t  5
12. Given the probability density function \ ( ) , find k and C.D.F.
(April, 2004) (R)
Solution:
 x
 f ( x ) dx  1 F ( x)   f ( x) dx
 
 
k k
  dx  1   dx
2 2
 1  x  1  x
1  1  1  x
  
 k  tan x 1 tan x
      
 1   1  1  1   1 
 k   tan     tan      1      tan  x  
  
tan
      
  1  1  1 1
 k    1    tan x  cot x
2 2  2  
1
 k 


13. The no. of monthly breakdowns of a computer is a r.v. having poisson distribution
with mean 1.8. Find the probability that this computer will function for
a month with only one breakdown. (May, 2006) ( R)
e  x
Soln: p( X  x)  , given   1.8
x!
e 1.8 (1.8)1
p( x  1)   0.2975
1!

14. In a company 5 % defective components are produced . What is the probability

that atleast 5 components are to be examined in order to get 3 defectives.(May, 2006)
( A)
Soln: To get 3 defectives ,3 or more components must be examined.
p=5 % =0.05 , q = 1- p=0.95 and k=success=3
p( X  x)  ( x  1)c k 1 p k q x  k , x  k , k  1, k  2,...
p( x  5)  1  p( x  5)
 1   p( x  3)  p( x  4)

1  2c 2 (0.05) 3 (0.95) 0  3c 2 (0.05) 3 (0.95)1 
1  0.00048  0.9995

( ) ( )
15. A discrete r.v X has mgf . Find E(x), var(x) , and p(x=0).
(Nov./Dec. 2007) (A)
( ) ( )
Soln: Given
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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

( ) ( )
We know that mgf of poisson is
Therefore λ=2
In poisson E(x) = var(x) = λ
 Mean E ( x)  var ( x)  2
e  x
p ( X  x) 
x!
e   0
 p( X  0)   e   e 2  0.1353
0!
16. Find the mean and variance of geometric distribution .(Nov./Dec. 2007) ( R )
Soln: The pmf of Geometric distbn is given by
p( X  x)  p q x1 , x  1,2,3,.....
Mean E ( x)   x p( x)
 
  x p q x 1  p  x q x 1
x 1 x 1

  2q
 p 1q 11 2 1
 3q 31  ..... 
 p 1  2q  3q 
 .....  p1  q 
2 2

1
 p p  2  p 1 
p
1
Mean 
p
 
E x 2   x 2 p( x)

  x 2 p q x 1
x 1

  x x  1  x  p q x 1
x 1
 
  x( x  1) p q x 1   x p q x 1
x 1 x 1

1
1(1  1) p q 11  2(2  1) pq 21  3(3  1) pq 31  ..... 
p
1
 2 p  2(3) pq 1  3(4) pq 2  ..... 
p


 2 p 1  3q  6q 2  .....   1
p

 2 p 1  q  
3 1 1
 2 p p 3 
p p
2 1
 
p2 p

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

Variance  E ( x 2 )  E ( x)2
2
2 1 1 2 1 1
 2      2   2
p p  p p p p
1 1 1 p q
 2
  2  2
p p p p
q
Variance =
p2

17. Find mgf of geometric distribution. (April/May 2008) ( R)

Soln: The probability mass function of geometric distribution is given by
Mgf M x (t )  E (e tx )   e tx p( x)
 
  e tx p q x 1   e tx p q x q 1
x 1 x 1

   

p p 
 t x

x
 e q x
 qe t
q x 1 q x 1

      
p t
q
2
qe  qe t  qe t  ...
3

qe 1  qe  qe   ...
p t 2
 t t

q

 pe t 1  qe t 1
1  qe t
 M x (t )  1  qe t
1
18. Show that for the uniform distribution f ( x)  ,  a  x  a ,the mgf about origin is
2a
sinh at
(Nov./Dec. 2006) ( E )
at
1
Soln: Given f ( x)  , a  x  a
2a
MGF M x (t )  E e tx  
 a
1
  e f ( x)dx   e
tx tx
dx
 a
2a
a
1  e tx 
a
1
2a a
 e tx
dx   
2a  t   a


1 at
2at

e  e  at 
1
2at

2 sinh at 
sinh at
at
sinh at
M x (t ) 
at

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

19. Define exponential density function and find mean and variance of the same. (Nov./Dec.
2008) ( R )
Soln:
The density function of exponential distribution is given by f ( x)   e x , x  0

Mean  E x    x f ( x) dx

 
  x e  x
dx    x e x dx
0 0

  xe x e x 
  2 
   0
  1  1 1
  (0  0)   0  2     2  
      
1
Mean 


  x
Ex  2 2
f ( x) dx

 
  x 2  e x dx    x 2 e x dx
0 0

  x 2 e x 2 xe x 2e x 
   3 
   2
 0
  2  2 2
  (0  0  0)   0  0  3     3   2
       
 
Variance  E x 2  E ( x)
2

2
21 2 1 1
 2    2  2  2
    

2 x , 0  x  1
20. Given the r.v X with density function f ( x)  
0 , elsewhere
Find the pdf of y  8 x 3 (May/June 2007) ( R )
Soln: The pdf of y is given by
dx
f Y ( y )  f X ( x)
dy

Where y  8 x 3

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

1
y  y 3
x3   x   
8 8
1 2
1
dx 1  y  3 1 1  y  3
     
dy 3  8  8 24  8 
2
1  y 3
f Y ( y)  2 x  
24 8
1 2 1
2  y 3  y  3 2  y3
       
24  8   8  24  8 
1
1  8 3 1 1
     y  3 ,
12  y  6
0  x 1  0  y  8
1
f Y ( y) 
1
y 3 , 0  y  8
6

21. If the pdf of X is f X ( x)  2 x , 0  x  1 , then find the pdf of Y = 3 x + 1(Nov./Dec.

2007) ( E )
dx
Soln: The pdf of Y is given by f Y ( y )  f X ( x) , where Y = 3 x + 1
dy
y 1
Y=3x+1 x
3
dx 1 dx 1
  
dy 3 dy 3
1 2  y 1 2
 f Y ( y)  2 x     ( y  1) , 1  y  4
3 3 3  9
e  x , x  0 1
22. A r.v. X has pdf f ( x)   find the density function of (May/June 2009)R
0 , x  0 x
dx 1
Soln: The pdf of Y is given by f Y ( y )  f X ( x) where y 
dy x
1 1 dx 1 dx 1
y x  2  2
x y dy y dy y
1
x 1 e y
f Y ( y)  e  ,y 0
y2 y2

23. If X has an exponential distribution with parameter  , find the pdf of y = log x(Nov./Dec.
2006) (April/May 2008) E

12
Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

Soln: The pdf of exponential distribution is f ( x)   e  x ,

dx
The pdf of Y is given by f Y ( y )  f X ( x) where y = log x
dy
dx dx
y = log x  x  e y ,  ey   ey
dy dy
 f Y ( y )   e  x e y ,
 f Y ( y )   e  e e y ,    y  
y

24. . If Y  x 2 , where x is a Gaussian r.v. with zero mean and variance  2 ,find the
Pdf of the variable Y(Nov./Dec. 2008) R
Soln: FY ( y)  p (Y  y )  p x 2  y  

p y x 
y , if y  0
 FX  y   F  y 
X          1
And FY  y   0 if y  0
Differentiating ( 1) with respect to y , we have
 1

fY  y    y
  
f X y  f X  y if y  0 
       ( 2 )

0 if y  0

It is given that X follows N ( 0 ,  )
x2
1 
 f X ( x)  e 2 2
,   x  
 2
Using this value in ( 2 ) , we have
1  1  2 
y y
 2 1
f Y ( y)   e 2
 e 2

2 y  2  2 
y y
1 2  1 
 e 2 2
 e 2 2
,
2 y  2  2y
y
1 
 f Y ( y)  e 2 2
,y 0
 2y

25. If X is a Gaussian r.v. with zero mean and variance  2 ,find the
Pdf of Y  x (Nov./Dec. 2007) R
Soln: FY ( y)  pY  y  p x  y  
p y  x  y
FY ( y)  FX ( y)  FX ( y)        (1)
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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

Differentiating ( 1 ) both sides w.r.t. y , we have

f Y ( y)  f X ( y)  f X ( y) , y  0    (2)
Since X  N (0 ,  ), the density function is given by
x2
1 
f X ( x)  e 2 2
,   x  
 2
y2 y2
1  1 
(2)  f Y ( y )  e 2 2
 e 2 2

 2  2
y2
2 
 f Y ( y)  e 2 2
, y  0.
 2

26. If X is a r.v. with cdf as F(x) , show that the r.v.Y = F(x) is uniformly distributed in (0,1)
(May/June 2006) E

dx
Soln: The pdf of Y is given by f Y ( y )  f X ( x) where Y = F(x)
dy
dy d
Y = F(x)  F ( x)  f ( x)
dx dx
1
Then f Y ( y )  f ( x). 1
f ( x)
So , Y is uniformly distributed in (0,1).
x
27. If the pdf of a random variable X is f ( x)  , 0  x  2 , Find P( X  1.5 / X  1)
2
April,2010) R
P( X  1.5) 1.75
Ans: P( X  1.5 / X  1)    0.583
P( X  1) 3
1
28. If the MGF of a uniform distribution for a random variable X is (e5t  e 4t ) Find E ( X )
t
(April, 2010) R
d 
Ans:  (t )   ( M X (t )  4.5
 dt t 0

29. If atleast one child in a family with three children is a boy what is the probability that all
three are boys? (June, 2012) R
Ans:
1
P(Child is a boy ) 
3
3
1 1
P( X  3)    
3 27
30. Obtain the moment generating function of Poisson distribution (June , 2012) R
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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

Ans: MGF  e (e 1)

t

31. A continous random variable X has a pdf f ( x)  Kx2e x , x  0 Find K and mean(June,
2012) R
Ans:

2 x
 Kx e dx  1
0
1
K
2

Mean   Kx3e  x dx 
1
6  3
2
0
32. Define poisson distribution and state any two instances where Poisson distribution may be
successfully employed (June, 2012) R
Ans:
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 r
P( X  r )  , r  0,1,2....
r!
(1) Number of printing mistakes at each page of the book
(2) Number of suicides reported in a particular day
(3) Number of deaths due to a rare diseases
(4) Number of defective items produces in the factory
  
33. If X is uniformly distributed in   ,  , find the pdf of Y  tan X (June, 2012) U
 2 2
  
Ans: X is uniformly distributed in   , 
 2 2
1  
f ( x)  , x
 2 2
y  tan x  x  tan 1( y )

When x   y  
2

x  y
2
The pdf of Y is
f ( x) 1  1 
f ( y)   ,   y  
dy   1  y 2 
dx

15
Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

34.
A random variable X has cdf ( ) {
Find the pdf of X and expected value of X. (May/June 2013) U
Solution:
Probability density function
( )
( )

Expected value ( ) ∫ ( ) ∫ 0 1
35. Find the moment generating function of binomial distribution. May/June 2013, 2017D, R
Solution:

( ) ( ) ∑ ( ) ∑

∑ ( )

( )
36. Show that the function ( ) 2 is a probability density function of a random
variable X (MA6451-A/M2015) U
37. The mean and variance of binomial distribution are 5 and 4 .Determine the distribution.
(R).
38. X and Y are independent random Vriable with variance 2 and 3 .Find the variance of
(M/J-2014) U
39. A continuous random variable X has probability density function (pdf)
( ) 2 Find k such that ( ) (M/J-2014) U
40. Assume that X is a continuous random variable with probability density function
( )
( ) { Find ( ) (MA6451/N/D 2015) R

41. A Random variable X is uniformly distributed between 3 and 15.Find the variance of X
(E )
42. A Random variable X is Known to have a distribution function
( ) ( )[ ] b>0 is a constant. Determine its density
function.(MA6451/N/D 2016) R
43. Find the expected value of the discrete random variable with the probability mass

function ( ) { ( )

44. Suppose that theduration X in minutes of long distance calls from your home,follows

exponential law with p.d.f ( ) { ( )

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 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

45. Prove that the function ( ) is a legitimate probability mass function of a discrete

( ) . /
random variable X where { ( )

46. Balls are tosses at random into 50 boxes.Find the expected number of tosses required to
get the first ball in the fourth box. ( )
47. Classify the following random variable as continuous or discrete (i)Number of incoming
calls to your mobile phone on a particular day (ii)The time that you spend for studies
during a day. ( )
48. Under what conditions binomial distribution tends to Poisson distribution. )
49. Define descrete and continuous random variable. (A/M 2019 /MA6452) R
50. Write the moment generating function of binomial distribution. (A/M 2019 /MA6452)
51. Show that for any event and in ( ) ( ⁄ ) ( ) ( ⁄ ̅) ( ̅)
(A/M 2019 /MA8451)(A)
52. Find the second moment about the origin of the Geometric distribution with parameter p.
(A/M 2019 /MA8451)(R)
53. Let A and B be two events such that ( ( ) and ( )
.Compute ( ⁄ ) AND ( ̅ ) (N/D 2019 /MA8451)(R)

54. The R.V.X has p.m.f ( ) { Obtain (i) the value of „C‟ (ii) (

) (N/D 2019 /MA8451)R

55. In a community, 32% of the population are male smokers, 27% are female smokers. What
percentage of the population of this community smoke? (A/M 2021 /MA8451)

56. Suppose that five good fuses and two defective ones have been mixed up. To find the
defective
fuses, we test them one-by-one, at random and without replacement. What is the
probability
that we are lucky and find both of the defective fuses in the first two tests?

PART-B
Q. Bloom‟s UQ A/M
QUESTION taxonomy N/D
No /Domain
1 The density function of a random variable X is given by Understand 2006

f ( x)  kx2  x , 0  x  2 Find k , mean, variance and rth moment.

2 Understand 2013
A random variable has pdf ( ) { . Find the moment about
origin. Hence find the mean and variance
3 The monthly demand for Allwyn watches is known to have the following probability Evaluate 2006

distribution.
Demand: 1 2 3 4 5 6 7 8
2
Probability 0.08 0.3k 0.19 0.24 k 0.1 0.07 0.04
Determine the expected demand for watches. Also, compute the variance.

17
 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

defective, what is the probability that this car is produced by company

120 Let X be a Poisson variate such that ( ) ( ).Calculate: (1) ( ) and MA

8451
( ) (2) ( ⁄ ⁄ ) (3) . / (4) . / 2019

121 Apply MA
8451
The C>D>F of the R.V.X is given by ( ) { Compute 2019

(1) (| | ⁄ ) (2) . / and . / (3) ( ) (4) ( )

122 Analyze MA
Suppose the R.V X has geometric distribution ( ) . /
{ Obtain 8451
2019

(1) ( ) (2) ( ⁄ ) (3) C.D, F F(x), of the R.V.X.

123 For a Gamma random variate with parameters (n, λ), derive the moment generating Apply MA
8451
function and hence, obtain its mean and variance. 2020

124 The radius of a sphere is a random number between 2 and 4. What is the expected Remember MA
8451
value of its volume? What is the probability that its volume is at most 36π? 2020

125 For a Poisson random variable with parameter λ, derive the moment generating Remember MA
8451
function and hence, obtain its mean and variance. 2020

126 Only 60% of certain kinds of seeds germinate when planted under normal condi- Remember MA
8451
tions. Suppose that 4 such seeds are planted and X denotes the number of those 2020

that will germinate. Find the probability functions of X and Y = 2X + 1.

UNIT II

TWO DIMENSIONAL RANDOM VARIABLES

Joint distributions – Marginal and conditional distributions – Covariance –

Correlation and linear regression – Transformation of random variables – Central limit
theorem (for independent and identically distributed random variables).

PART – A

1. State the basic properties of joint distribution of  X , Y  where X and Y are Define joint probability
density function of two random variables X and Y .(May/June 2007) ( R)
If  X , Y  is a two dimensional continuous random variable such that

27
 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

 dx dy 
, y   Y  y    f x , y  dx dy , then f x , y  is called the
dx dy
Px   X  x 
 2 2 2 2 
joint pdf of  X , Y  , provided f x , y  satisfies the following conditions
i  f x , y  0 for all x , y  R
ii   f x , y  dx dy 1
R

2. State the basic properties of joint distribution of  X , Y  where X and Y are random variables.
(May/June 2007)(May /June 2014) (U)
Properties of joint distribution of  X , Y  are
i  F   , y  0  F x ,  and F   , 1
ii  Pa  X  b , Y  y  F b , y   F a , y 
iii  PX  x , c  Y  d  F x , d  F x , c
iv  Pa  X  b , c  Y  d  F b , d  F a , d  F b , c F a , c
2F
v  At po int s of continuity of f x , y ,  f x , y 
x y
3. Can the joint distributions of two random variables X and Y be got if their marginal distributions
are random? (May/June 2006) ( R )
If the random variables X and Y are independent, then the joint distributions of two
random variables can be got if their marginal distributions are known.

4. Let X and Y be two discrete random variable with joint pmf

x  2y
 , x  1, 2 ; y  1, 2
PX  x , Y  y   18 . Find the marginal pmf of X and EX 
0 , otherwise
.(Nov./Dec. 2007) ( R)
The joint pmf of  X , Y  is given by

X 1 2
Y
1 3 4
18 18
2 5 6
18 18

Marginal pmf of X is
PX  1   
3 5 8 4
18 18 18 9
PX  2   
4 6 10 5
18 18 18 9

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

4  5  4 10 14
EX   x px   1   2     .
9 9 9 9 9
5. Let X and Y be integer valued random variables with
PX  m , Y  n q 2 p m  n  2 , n , m 1, 2 , ............ and p  q 1 . Are X and Y
independent? (April/May 2004) (U)
The marginal pmf of X is
  
px    q 2 p m  n  2   q 2 p m 1 p n 1  q 2 p m 1  p n 1
n 1 n 1 n 1


 q 2 p m 1 1  p  p 2  p 3  .........  q 2 p m 1 1  p  1
 q 2 p m 1 q 1  q p m 1
The marginal pmf of Y is
  
p y    q 2 p m  n  2   q 2 p m 1 p n 1  q 2 p n 1 p m 1

m 1 m 1 m 1

q p2 n 1
1  p  p 2
 p  .........  q p
3
 2 n 1
1  p  1
 q 2 p n 1 q 1  q p n 1
px  p  y   q p m 1 . q p n 1  q 2 p m  n  2  PX  m Y  n
Therefore X and Y are independent random variables.
6. The joint probability density function of the random variable  X , Y  is
given by f x , y   k x y e

 x2  y 2 
, x  0 , y  0 . Find the value of k. (Nov./Dec. 2007)
(Nov./Dec. 2008)(MA 6451/A-2015) ( R)

Given f x , y  is the joint pdf , we have

 f x , y  dx dy 1 put x t
2


  dx dy 1 2 x dx  dt
k x ye
 x2  y2

0 0

dt
 x ye
 x2
e  y dx dy 1 x dx 
2
k
0 0
2

 
0  x e
 y2  x2
k y e dx  dy 1 when x  0 , t  0 and when x   , t  
0 

 t dt 
0  e
 y2
k y e  dy 1
0 2 

 y e  e 
k  y2 t 
0 dy 1
2 0


 y e 0  1dy  1
k  y2
put y 2  t
2 0

29
Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB


k dt
e
t
1 2 y dy  dt
2 0
2
k t
4
e   
0 1 y dy 
dt
2
k
0  1 1 when y  0 , t  0 and when y   , t  
4
k
1
4
Therefore, the value of k is k  4 .
7. The joint pdf of the random variable  X , Y  is
k x  y  , 0  x  2 ; 0  y  2
f x , y    .
0 , otherwise
Find the value of k . (Nov./Dec. 2006) (May/June 2009) ( U)
Given f x , y  is the joint pdf , we have

 f x , y  dx dy 1
2 2

  k x  y  dx dy 1
0 0

 x 2  2
2 
k     y x 0  dy  1
  2

0  0 
2
2
k  2  0  y 2  0dy 1
0
2
k  2  2 y  dy 1
0

  y2  
2

k 2  y 0  2     1
2

  2  0 
k 2 2  0  4  01
8k 1
1
k
8
8. The joint pdf of the random variable  X , Y  is
c x y ,0 x  2 ;0 y  2
f x , y    .
0 , otherwise
Find the value of c . (Nov./Dec. 2008) (U)

30
Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

Given f x , y  is the joint pdf , we have  f x , y  dx dy 1

2 2

  c x y dx dy 1
0 0
2 2
c   x y dx dy 1
0 0
2
2
 x2 
c  y   dy 1
0  2 0
2
c  y 2  0 dy 1
0
2
 y2 
2c   1
 2 0

c 4  01  4c 1  c 
1
4
1
Therefore the value of c is c  .
4
9. If two random variables X and Y have probability density function
f x , y   k 2 x  y  for 0  x  2 and 0  y  3 . Evaluate k . (May/June 2007) ( E )
Given f x , y  is the joint pdf , we have

 f x , y  dx dy 1
3 2

  k 2 x  y  dx dy 1
0 0

3  x2 
2

k  2    y x 0  dy  1
2

0
  2 0 
3
k  4  2 y  dy 1
0

  y2  
3

k 4  y 0  2    1
3

  2  0 

k 12  91
1
 21 k 1 k 
21
10. If the function f x , y   c 1 x 1 y , 0  x 1 , 0  y 1 is to be a density
function, find the value of c. (April/May 2008) ( R)
Given f x , y  is the joint pdf , we have

 f x , y  dx dy 1

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

1 1

  c 1 x 1 y  dx dy 1
0 0
1 1
c   1  x  y  xy  dx dy 1
0 0

1  1  x2  1
 x2  
1

c  x 0     y x 0  y   dy  1
1

0  2 0  2  0 
 1 y
1
c  1   y   dy 1
0
2 2
1 y
1
c     dy 1
0
2 2
 1 1 1  y 2 1  1 1
c   y 0     1  c    1
c
 1 c 4
 2 2  2 0 
 2 4 4
Therefore the value of c is c  4
11. Find the marginal density functions of X and Y if

f x , y   2 x  5 y , 0  x 1, 0  y 1 . (Nov./Dec. 2008) ( U )

2
5
Marginal density of X is
f X x    f x , y  dy

2  y2  
1 1

  2 x  5 y  dy  2 x  y 0  5   
2 1

50 5  2  0 

2 5 4
 2 x    x  1 , 0  x 1
5 2 5
Marginal density of Y is
f Y  y    f x , y  dx

2   x2  
1 1

  2 x  5 y  dx  2    5 yx 0 
2 1

50 5   2 0 

 1  5 y    2 y
2 2
, 0  y 1
5 5
 x  y ; 0  x 1 , 0  y 1
12. If X and Y have joint pdf f x , y    . Check whether
0 ; otherwise
X and Y are independent. (May/June 2006) ( R)

f X x    f x , y  dy

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

1
1
 y2 
  x  y  dy  x  y      x  , 0  x 1
1 1
0
0  2 0 2
f Y  y    f x , y  dx
1
1
 x2 
  x  y  dx     yx 0  y  , 0  y 1
1 1
0  2 0 2
 1  1
f X x . f Y  y    x    y    xy     x  y  f x , y 
x y 1
 2  2 2 2 4
Therefore, X and Y are not independent variables.
13. If X and Y are random variables having the joint density function

f x , y  
1
6  x  y , 0  x  2 , 2  y  4 , find PX  Y  3 . (April/May 2003) ( U)
8
PX  Y  3  f x , y  dx dy

1   x2  
3 3 y 3 3 y
1
   6  x  y  dx dy   6  y x 0     dy
3 y

82 82  2  0 
0 
1 
6  y 3  y   1 3  y 2  dy  1  18  9 y  y 2  1 3  y 2  dy
3 3
 
82 2  82 2 

1  y 2   y 3  1  3  y 3  
3 3 3

 18  y 2  9         
3

8  2 2  3 2 2   3  2 
 
1 
 18 3  2  9  4  27  8  0 1
9 1 1
8 2 3 6 
1 45 19 1  5
 18      .
8 2 3 6  24
14. Let X and Y be continuous random variable with joint pdf

f XY x , y  
3 2
2
 
x  y 2 , 0  x 1 , 0  y 1 . Find f X Y x y  . (Nov./Dec. 2008) ( E )

f Y  y    f x , y  dx

3  x 3   3 1
1

  
1
  x  y dx     y 2 x 0     y 2 
3 2 2 1

20 2  3  0
  2  3 
3 1
 y2 
2 2

f x , y  2
3 2
x  y2 
x2  y2

f X Y x y     .
fY y 3  2 1 1
y   y 
2

2 3 3
15. If the joint pdf of  X , Y  is given by f x , y   2  x  y ; 0  x  y 1 , find

33
Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

EX .(april, 2004) ( E )

EX   x f x , y  dx dy
1 y
   x 2  x  y dx dy
0 0

  x2  y  x3  y  x2  
y

 
1 y 1
 2 x  x  xy dx dy   2       y    dy
2

0  0  0  2  0 
0 0
2 3
1 1
1
 y3 y3 
1
 5   y3  5  y4 
   y 2    dy    y 2  y 3  dy      
0
0
3 2  6   3 0 6  4 0
1 5 3 1
    .
3 24 24 8
16. Let X and Y be random variable with joint density function
4 x y ; 0  x 1 , 0  y 1
f XY x , y    . Find E  X Y  .(Nov./Dec. 2006) ( E )
0 , otherwise
EXY    xy f x , y  dx dy
1
1 1 1 1 1
 x3 
   xy 4 x y  dx dy  4   x 2 y 2 dx dy  4  y 2   dy
0 0 0 0 0  3 0
1
4
1
 y3  4  1  4
4
 0 y dy  3
      .
2

3  3 0 3  3  9
17. Let X and Y be any two random variables and a , b be constants. Prove
that Cov a X , bY   ab cov  X , Y  .(Nov./Dec. 2008) (May/June 2009) ( R )
Cov  X , Y   E XY  EX  EY 
Cov a X , b Y   E aX bY  EaX  EbY 
 ab EX Y   a EX  b EY   ab E XY   E X  EY 
 a b Cov  X , Y .
18. If Y   2 X  3 , find Cov  X , Y  .(April/May 2008) ( R )
Cov  X , Y   E XY  EX  EY 
 E X  2 X  3  EX  E 2 X  3
 
 E  2 X 2  3 X  EX  2 EX  3
 
  2 E X 2  3 EX  2 EX   3 EX 
2

  2 EX  EX     2Var X .

2 2

19. If X 1 has mean 4 and variance 9 while X 2 has mean  2 and variance
5 and the two are independent, find Var 2 X 1  X 2  5 .(April/May 2008) ( U )
Given EX 1  4 ,Var X 1  9

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

EX 2   2 ,Var X 2  5
Var 2 X 1  X 2  5  4Var X 1 Var X 2
 4 9  5  36  5  41 .
20. Find the acute angle between the two lines of regression. ( R )(April/May 2003) (May,
2012)(April, 2011)(MA6451/Ap-2015)
The equations of the regression lines are
y
y y  r x  x             1
x
x
xx  r  y  y             2
y
y
Slope of line 1 is m1  r
x

y
Slope of line 2  is m2 
r x
If  is the acute angle between the two lines, then
m1  m2
tan 
1  m1 m2

r
y y

r 2
1  y  
1 r   y
2

 x r x r x r x
  
y y y 2
 x  y 2
2
1 r . 1
 x r x  x2  x2


1 r  x  y
2

r  x   y 
2 2
.

21. If X and Y are random variables such that Y  a X  b where a and b are
real constants, show that the correlation co-efficient r  X , Y  between them has
magnitude one(May/June 2006) ( U )
Cov  X , Y 
Correlation co-efficient r  X , Y  
 X Y
Cov  X , Y   E XY  EX  EY 
 E X a X  b  EX  Ea X  b
 
 E a X 2  b X  EX a EX  b
 
 a E X 2  b EX  a EX   b EX 
2

 a EX  EX    a Var X  a  .

2 2 2
X

Y 2  EY   EY  
2 2

 EaX  b    EaX  b   Ea X  2ab X  b   a EX  b

2 2 2 2 2 2

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

 
 a 2 E X 2  2ab EX  b 2  a 2 EX   2ab EX  b 2
2

 a2  EX  EX    a
2 2 2
Var X  a 2  X
2

Therefore  Y  a  X
a X
2
and r  X , Y   1
 X .a X
Therefore, the correlation co-efficient r  X , Y  between them has magnitude one.
22. State central limit theorem. (May/June 2009) (June, 2012) (May/June 2014) (A)
If X 1 , X 2 , X 3 , ........, X n ,...... be a sequence of independent
identically distributed random variables with EX i   and
Var  X i    2 , i 1, 2,....... , and if S n  X 1  X 2  X 3  ..........  X n , then under
certain general conditions, S n follows a normal distribution with mean n
and variance n  2 as n tends to infinity.
23. Write the applications of central limit theorem.(April, 2004) (R )
(i) Central limit theorem provides a simple method for computing approximate
probabilities of sums of independent random variables.
(ii) It also gives us the wonderful fact that the empirical frequencies of so many
natural “populations” exhibit a bell shaped curve.
24. Find the value of k, if f ( x, y)  k (1  x)(1  y),0  x, y  1 and f ( x, y)  0 , otherwise,
is to be the joint density function (April, 2010) ( E ) )
 
Ans: If f ( x, y) is a joint p.d.f , then   f ( x, y)dx dy  1
 

 1  1 
1 1

  k (1  x)(1  y)dx dy  1
0 0
k     1
 2  2 
k 4

25. A random variable X has mean 10 and variance 16. Find the lower bound for
P(5  X  15) (April, 2010) ( R )

Ans: P  X    k    1 
1
k2
P  X  10  4k   1 
1
k2
To find the lower boundP(5<X<15), using the above inequality of chebychev‟s
inequality,
5
P(10-4k <X <10+4k)=P( 5<X< 10) which implies k=
4
P  X  10  4k   P(5  X  15)  1 
1
k2
16 9
 1 
25 25
36
Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

26. Let X and Y be continuous random variable with joint probability density function

f ( x, y ) 
x( x  y )
8 x  
, 0  x  2,  x  y  x Find f y (april,2011) ( E )
x
x( x  y ) x3
Ans: f ( x)   8 dy 
4
x

 x   f f(x(,xy) )  x(x8 y) . x4  x2x y

f y 3 2

27. The joint pdf of (X,Y) is given by f ( x, y)  e( x y ) , 0  x, y   , Are X and Y

independent ? Why? (June, 2012) ( U )
Ans: The marginal density function of X and Y are given by,

f ( x)   e ( x  y ) dy  e x , 0  x  
0

f ( y )   e ( x  y ) dx  e  y , 0  y  
0

f ( x). f ( y)  e( x  y )  f ( x, y) which implies the X and Y are independent.

28. The joint pmf of two random variables X and Y is given
by ( ) { . Determine the value of the constant .
(May/June 2013) ( R )
Solution:
We know that
∑

2 x o  x  1
29.Given the r.v X with density function f ( x)  
 0 elsewhere
Find the Pdf of y = 8x3 (Nov /Dec2013) (U )
Solution:
Given y = 8x3 to strictly monotic in (0,1)
d ( g 1 ( y )
fY ( y )  f x g 1 ( y )
dy
1  13
= y :0  y 8
6

29. Can and be the estimated regression equation of y on x

respectively explains your answer. ( )

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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

30. The joint probability density function of the random variable x and y is defined as
( ) { Find the marginal PDFs of x and y.
( )
31. Assume that the random variable X and Y have the probability density function
( ).What is , ( ⁄ )- ( )
32. If X,Y denote the deviation of variance from the arithmetic mean and if
∑ ∑ . Find the number of times.
)
33. State about types of correlation. (MA6451 A/M 2019)
34. The regression equation are Find the mean of X.

35. The jointpdf of a bivariate random variable ( )is given by

( ) 2 where k is a constant.Determine the value of K.

36. Define covariance and coefficient of correlation between two random variable x
and y.

37. The R.V.s X and Y have joint p.d.f. ( ) { What is ( )

38. Prove that the correlation coefficient of the R.Vs X and Y takes value in the range -1
and 1.
39. The lifetime of a certain brand of an electric bulb may be considered a random
variable with mean 1200h and standard deviation 250h.Determine the probability that
the average life time of 60 bulbs exceeds 1250h.
( )
40. Given ( ) { . Determine ( ), if F is the
joint probability distribution function of ywo randon variables X and Y
(M/A2021)
( )
41. Given ( ) { . Find the marginal

probability density function of X.(M/A2021)

42. Find the marginal distribution of X and Y from the bivariate probability distribution
given below.

Y
1 2
X
1 0.1 0.2

2 0.3 0.4

38
Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

Unit 3
Classification – Stationary process – Markov process - Markov chain - Poisson process –
Random Processes
Random telegraph process.
PART-A

State the four types of stochastic processes. (April/May 2004) (April/May 2008) (June, 2012)
( R) MA6451/D2017)(MA6451 /A/M/2019)
The four types of stochastic processes are
(a) Discrete random sequence
(b) Continuous random sequence
(c) Discrete random process
(d) Continuous random process

2. Give an example for a continuous time random process. (April, 2012) (Nov./Dec. 2004) ®
If X (t ) represents the maximum temperature at a place in the interval (0,t), X (t ) is
a continuous random process.

3. Define a stationary process. (Nov./Dec. 2004)(MA6451M/J 2016) (U)

If certain probability distribution or averages do not depend on t, then the random
process X (t ) is called a stationary process.

4. Give an example for a stationary process. (April/May 2005) (May/June 2006) (U)
A Bernoulli process is a stationary process.
5. Give an example of stationary process and justify your claim.(June, 2004) ( U )
A Bernoulli process is a stationary stochastic process as the joint probability
distributions are independent of time.

6. Define strict sense and wide sense stationary process. (May/June 2007) (Nov./Dec. 2007)
(Nov./Dec. 2008) (May/June 2009)( R)
A random process is called a strict sense stationary process or strongly stationary process
if all its finite dimensional distributions are invariant under translation of time parameter
A random process X (t ) with finite first and second order moments is called a weakly
stationary process or covariance stationary process or wide-sense stationary process if its
mean is a constant and the auto correlation depends only on the time difference. i.e, if
E[ X (t )]   and E[ X (t ) X (t  z)]  R( z)
7. Give an example for strict sense stationary process. (May/June 2007) (U)
Bernoulli‟s process is an example for strict sense stationary random process.

8. Prove that a first order stationary random process has a constant mean. (April/May 2008)
(April, 2011) (R )
f x(t )  f x(t  h) as the process is stationary.

45
Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

E[ X (t )]   x(t ) f x(t )dt

E[ X (t  h)]   x(t  h) f x(t  h)d (t  h)
t  h  u  d (t  h)  du
  x(u ) f x(u )du
Put
 E X (u )
E[ X (t  h)]  E[ X (t )]
Therefore, E[ X (t )] is independent of t.
 E[ X (t )] is a constant

9. When is a random process or stochastic process said to be ergodic? (April/May 2008)( R )

A random process X (t ) is said to be ergodic, if its ensemble averages are equal
to appropriate time averages.

10. Give an example of an ergodic process. (April/May 2004) (June 2012) (U)
(a) A Markov chain finite state space.
(b) A stochastic process X(t) is ergodic if its time average tends to the ensemble
average as T  

11. State the properties of an ergodic process(Nov./Dec. 2004) June, 2012)(May/June

2014)(U)
X (t ) is ergodic if all its statistics can be determined from a single function
X (t ,  ) of the process.

12. What is a Markov process?( R)

43. (April/May 2008) (Nov./Dec 2008) (May/June 2009)(May/June 2014)(MA6451M/J
2016)

Markov process is one in which the future value is independent of the past values,
given the present value.

13. Give an example of a Markov process. (Nov./Dec. 2003) ( U)

Poisson process is a Markov process. Therefore, number of arrivals in (0,t) is a
Poisson process and hence a Markov process.

14. Define Markov chain and one – step transition probability. (April/May 2003) April,
2010)( U)

46
Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

X n  an X  an
If  n, P  X n2  an2 ,...... X 0  a0   P  n
X n1  an1 ,

X n1  an1 
  
then the process X n  , n=0,1,2,…. is called a Markov chain.
X  a j 
The conditional probability P  n  is called the one step transition
 X n 1  a i

probability from state a i to state a j at the n th step.

Example: Let X(t) be the number of births upto time t so that the sequence X(t) forms
a pure birth process

15. Describe a random walk process. Is it a Markov process? (May/June 2007) ( R )

Suppose a person tosses a fair coin every T seconds and instantly after each toss, he
moves a distance d to the right if heads show and to the left if tails show. X (nT )  is
the position of the person after n tosses
Then the process X (nT ) is a random walk process.
The random walk process is a Markov process.

16. Define binomial process and state its properties. (May/June 2007) (U)

Let X i denote a random variable which represents the result of i th trial i.e, X (t i )  X i .
If X i assumes only 2 values 0 and 1, the process X (t ) is called a Bernoulli process.
A Binomial process is defined as a sequence of partial sums S n  where
S n  X 1  X 2  ......  X n
Properties of binomial process:
(1) Binomial process is a Markov process
(2) Since S n is a binomial random variable, PS n  m  nCm p m (1  p) nm
(3) Expected value of a binomial process is np and its variance is np(1-p)

17. Show that a binomial process is a Markov process. (Nov./Dec. 2008)(May/June 2013)( R)

Let S n  X 1  X 2  ...... X n1  X n

S n  S n 1  X n
PS n  m S n 1  m  PX n  0  1  p
PS n  m S n 1  m  1  PX n  1  p
Hence binomial process is a Markov process.

18. Define Poisson process. (April/May 2008) (U)

47
Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

If X (t ) represents the number of occurrences of a certain event in (0,t), then the

discrete process X (t ) is called the Poisson process.

19. What is homogeneous Poisson process? (May/June 2006) (R )

e  t (t ) n
The probability law for the Poisson process is PX (t )  n  , n  0,1,2,.....
n!
when  is a constant, the Poisson process is called a homogeneous Poisson process.

20. State the postulates of Poisson process. (Nov./Dec. 2003) April, 2011) ( R )
The postulates of Poisson process are
(i) P1occurence in (t , t  t )  t  O(t )
(ii) P0 occurence in (t , t  t )  1  t  O(t )
(iii) P2 or more occurences in (t , t  t )  O(t )
(iv) X (t ) is independent of the number of occurrences of the event in any interval
prior to and after the interval (0,t)
(v) The probability that the event occurs a specified number of times in (t 0 , t 0  t )
depends only on t , but not on t 0

21. State any two properties of Poisson process. (April/May 2003)( R)

(i) The Poisson process is a Markov process.

(ii) Sum of two independent Poisson processes is a Poisson process
(iii) Difference of two independent Poisson processes is not a Poisson process.

22. Examine whether the Poisson process * ( )+,given by the probability law * ( ) +
( )
is covariance ststionary.
23. Prove that the sum of two independent Poisson processes is also Poisson. (May/June
2009) (U)
Let X (t )  X 1 (t )  X 2 (t )
P X (t )  n   P X 1 (t )  X 2 (t )  n 
n
  P X
r 0
1 (t )  r P X 2 (t )  n  r 
n
e  1t (1t ) r e  2t (2t ) n  r
 
r 0 r! ( n  r )!
n
1r t r n2  r t n  r
 e  1t e  2t 
r 0 r!( n  r )!
n
nCr n r n  r
 e  ( 1  2 ) t  t 1 2
r 0 n!

 e  ( 1  2 ) t
tn
n!

n2  nC1n2 11  nC2 n2  2 12  .........1n 
tn
 e  ( 1  2 ) t (1  2 ) n
n!
tn
 e  ( 1  2 ) t (1  2 ) n
n!
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Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

((1  2 )t ) n
( 1  2 ) t
e
n!
Therefore, X 1 (t )  X 2 (t ) is a Poisson process with parameter (1  2 )t .
24. Prove that the difference of two independent Poisson processes is not a Poisson process.
(May/June 2007) (U)
Let X (t )  X 1 (t )  X 2 (t )
EX (t )  EX 1 (t )  X 2 (t )
 EX 1 (t )  EX 2 (t )
 1t  2 t
 (1  2 )t
  
E X 2 (t )  E  X 1 (t )  X 2 (t )
2

25. Let X (t ) be a Poisson process with rate  . Find EX (t ) X (t   ) .(Nov./Dec. 2007) (A)

EX (t ) X (t   )  EX (t ) X (t   )  X (t )  X (t )

 EX (t ) X (t   )  X (t )  E X 2 (t )  
 EX (t )EX (t   )  X (t )  E X (t )  2

 EX (t )EX ( )  E X 2 (t )  
 t  t  2 t 2
 2 t  2 t 2  t
 2 t (t   )  t
 EX (t ) X (t   )  2 t (t   )  t

26. For a Poisson process with parameter  and for s  t show that
k nk
s  s
PN ( s)  k N (t )  n  nC k   1   , k  0,1,2,...n (Nov./Dec. 2008) ( U)
t  t
PN s   k  N (t )  n 
PN (s)  k N (t )  n 
PN (t )  n

PN s   k  N (t  s)  n  k 

PN (t )  n
PN s   k PN (t  s)  n  k 

PN (t )  n
e  s (s) k e   (t  s ) ( (t  s)) n  k
k! (n  k )!
  t
e (t ) n
n!

49
Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

n! e  s k s k e  t e s nk (t  s) n k

k!(n  k )! e t n t n
nk
 s
 n s k t n  k 1  
 nC k  t
n t n
nk
 s
s k t n t  k 1  
 nC k  t
tn
nk
sk  s 
 nC k k 1  
t  t
k nk
s  s
 nC k   1  
t  t

k nk

 PN (s)  k N (t )  n  nC k   1   , k  0,1,2,....n

s s
t  t
27. For the sine wave process X (t )  Y cos t ,    t  ;  constant, the amplitude Y is a
random variable with uniform distribution in the interval 0 to 1. Check whether the
process is stationary or not. (Nov./Dec. 2006) (A)
Given Y is a random variable with uniform distribution in the interval 0 to 1, then
f Y ( y)  1 0  y 1
Also given X (t )  Y cos t
EX (t )  EY cos t 
 cos tE  1
 0  1 1
 cos t    cos t
 2  2
Since the mean is time dependent, the process is not stationary.
28. Define a wide sense stationary process. (April, 2010) (May/June 2013) ( U)
MA6451/M2017
Ans: A random process X(t) is said to be wide sense stationary if its mean is constant
and its autocorrelation depends only on time difference,
E ( X (t ))  cons tan t
RXX (t , t   )  RXX ( )
29. Define Random process.(Nov/Dec2013) ( R )
Random process is the collection of r.v { X(s,t) } which are function of the real
variable
29. Give an example of evolutionary random process. (MA6451/AP-2015) ( R)
30. Define a semi random telegraph signal process. (MA6451/AP-2015) (R )
31. Let ( ) be a stochastic matrix. Check whether it is regular.(MA6451/D2016)
( U)
50
 Panimalar Institute of Technology DEPARTMENT OF ECE II YEAR QB

32. Prove that random telegraph process * ( )+ is a wide sense stationary process.
(MA6451/ND-2016) ( R)
33. What do you mean by wide sense stationary process? . MA6451/D2017 ( U)
34. State the postulates of Poisson process. MA6451/D2017 ( U)
35. If the customers arrive at a bank according to a poisson processes with mean rate 2 per
minute,find the probability that during a 1 minute interval no customer arrive. MA6451/
M 2017 U
36. Show that the processes ( ) (where A and B are random variables)is
wide sence stationary if ( ) ( ) D/ 2017 U
37. Define independence increment process. (MA6451/A/M 2019) (E)
38. Define Markov processes. MA8451/D2019 ( U)
39. Let ( )be a wide –sense stationary random processes with ( ( )) and ( ) ( )
( ) > Compute ( ( )) and ( ( )) MA8451/D2019 ( U)
40. Consider the random process X(t) = cos(t+φ), φ is a uniform random variable in . /
Check whether the process is stationary.(M/A 2021)
41. A hospital receives on an average of 3 emergency calls in a 10-minute interval. What is the
probability that there are at most 3 emergency calls in a 10-minute interval? .(M/A 2021)

PART-B

Bloom‟s UQ A/M
taxonomy N/D
/Domain
1 Remember 2003 2006
Define random process. Classify it with an example. 2007 2009
2008

Consider the two dimensional process  X (t ),Y (t ); t  0. Define mean,
2 Remember 2005

correlation, covariance, cross correlation and cross covariance functions

3 The probability distribution of the process X (t ) is given by Remember 2006
2007
2008
2009
 (at ) n 1 2012 2014

 , n  1,2,3,.. 2014
 (1  at ) n 1
PX (t )  n  
MA
Show that it is not stationary 6451
 at n0 2016

1  at
Verify if the sine wave process X (t ) , where X (t )  Y cos tand Y is
4 Understand

uniformly distributed in (0,1) is a strict sense stationary process

5 Verify whether the random process X (t )  A cos(t   ) is wide sense Understand 2007

stationary when A and  are constants and  is uniformly distributed on

 
the interval  0, 
 2
Show that the random process X (t ) where X (t )  A cos(t   ) with A
6 Understand 2007

51
 UNIT - I4
TESTING OF HYPOTHESIS
Part A
2-Marks Questions and Answers

1. Write down any two properties of ꭓ 2- distribution [A.U CBT N/D 2010][A.U A/M 2024 R-17]

Solution: Properties:
−�
1 Moment generating function of ꭓ 2- distribution is (1 – 2�) 2
2. The sum of the independent chi-square variables is also a chi-square variable.
3. ꭓ 2- distribution tends to normal as n → ∞
4. The number of independent variables is usually called the number of degrees of freedom.
5. For pxq contingency table, degrees of freedom is (p - 1)(q - 1)
2.What is sampling distribution? [A.U CBT N/D 2010] [A.U A/M 2018 R-8]

Solution :From a population a number of samples are drawn of equal size n. Find out the mean of each
sample. The means of samples are not equal. The means with their respective frequencies are grouped.

The frequency distribution so formed is known as sampling distribution of the mean, similarly, sampling
distribution of standard deviation we can have.

3. What are the parameters and statistics in sampling? [A.U N/D 2011]

solution:
μ − mean
Parameters → �� ����������
σ − sd
� − mean
Statistics → �� ������.
s − sd
4. Mention the various steps involved in testing of hypothesis. [A.UA/M 2010] [A.U N/D 2019 R-13]

Solution: (i) Set up a null hypothesis H0

(ii) Set up the alternative hypothesis H1

(iii) Select the appropriate level of significance (α).
t − E(t)
(iv) Compute the test statistic z = under H0.
(SE(t))
(v) We compare the "calculate z" with "critical value zα at given level of significance. (α)

5. Define �� -test of goodness of fit. [A.U A/M 2010 R-8]

Solution :
Chi square test of goodness of fit is a test to find if the deviation of the experiment from theory is just
by chance or it is due to the inadequacy of the theory to fit the observed data. By this test, we test
whether differences between observed and expected frequencies are significant or not.
(� − �)2
Chi-square test statistic of goodness of fit is defined by �� = �
frequency.
 where O is the observed frequency and E is the expected frequency.

6. Write down the formula of test statistic 't' to test the significance of difference between the

means (large samples). [A.U A/M 2015 R-13, N/D 2016 R-13]
�1 −�2
Solution: � =
�2 2
1 + �2
�1 �2

�1, �2 - sample mean; �21 , �22 - sample variances; �1, �2 ������ �����.

7. Give the main use of �� - test. [A.U A/M 2015 R8, N/D 2016 R13] [A.U N/D 2023 R-21]

Solution :
1. To test the significance of discrepancy between the experimental values and the theoretical values,
obtained under some theory or hypothesis.
2. With the help of �� - test, we can find out whether two or more attributes are associated or not.

8. Write the condition for the application �� test.[A.UA/M 2017 R-8, M/J 2014 R-8, A/M 2011 R-8] .

Solution :
(i) The sample observations should be independent.
(ii) Constraints on the cell frequencies, if any, must be linear.
(iii) N, the total frequency, should be at least 50.
(iv) No theoretical cell frequency should be less than 5.

9. What is the assumption of t-test?[A.U A/M 2018 R-08]

Solution : (i)The parent population from which sample is drawn is normal.

(ii)The sample observation are independent are that is sample random.
(iii) The population standard deviation o is unknown.
(iv) Sample size n < 30.

10. What do you mean by test of Hypothesis two-tailed test?

Solution : A test of any statistical hypothesis where the alternative hypothesis is two tailed, is called two-
tailed test.
Example: H0 : µ1=µ2

H1 : µ1≠µ2

11. What are the expected frequencies of 2 X 2 contingency table given below. [A.U A/M 2015 R-13,
A.U A/M 2017 R13]
a b
Solution:
c d
Expected frequency table:

((a + b)(a + c))/N ((a + b)(b+ d))/N

where N=a+b+c+d
((a + c)(c + d))/N ((c+ d)(b+ d))/N

13. Student -distribution is used to test(or) What are the applications of t-distribution?[A.U A/M 2011
R-8]

Solution:

1. To test the significance of the difference of the mean of a random sample and the mean of the population.
2. To test the significance of the difference between two sample means.
14. Explain Null Hypothesis.

Solution:
1. For applying the tests of significance we first set up a hypothesis which is a define statement about
the Population parameter.
2. Usually, such a hypothesis is a hypothesis of no difference and it is denoted by Ho

15. If two samples are taken from two population of unequal variances can we apply t-test to test the
difference of mean.

Solution:

We can not apply t-test because the assumptions of population variances are equal and unknown.

16. State the important properties of 't'-distribution.

Solution:

1. The probability curve of the 1-distribution is similar to the standard normal curve and is symmetric about

t = 0 bell-shaped and asymptotic to the t-axis.

2. For sufficiently large value of n, the t-distribution tends to the standard normal distribution.

3. The mean of the t-distribution is zero.

�
4. The variance of the t-distribution is �−2
, if n > 2 and is greater than 1 but it tends to 1 as v →∞

17. State the important properties of F-distribution.

Solution:

1. The square of the t-variate with n degrees of freedom follows a F-distribution with 1 and n degrees
 of freedom.
�
2. The mean of the F-distribution is �−2
, (v2> 2)
2�22(� +� −2)
1 2
3. The variance of the F-distribution is (v2>4)
�1 �2−2 2 (�2 −4)

18. Give the formula for the ꭓ 2- test a b of independence for

[A.U N/D 2012 R8] [A.U /J 2016 R13) c d

Solution:

(ad− bc)2 (a + b + c + d)
ꭓ 2
=
(a + b)(c + d)(a + c)(b + d)

19. What are Type-I and Type-II errors? [A.U M/J 2016 R13] [A.U M/J 2014 R8, N/D 2013 R8, A/M
2011 R8, M/J 2012 R8] [A.U A/M 2019 R17, N/D 2019 R17, R13] [A.U N/D 2022 R-21] [A.U A/M 2023
R-21][A.U A/M 2024 R-17, R-21]

Solution: Type I Error: Rejecting H0 when it is true.

Type II Error: Accepting H0 when it is false.

20. Give two applications of ꭓ 2

– test. [A.U N/D 2010 R8, M/J 2012 R8, May 2000]

[A.U N/D 2017 R13] A.U. N/D 2006, A/M 2008, M/J 2010, M/J 2012] [A.U N/D 2022 R-21]

Solution:

1. To test the goodness of fit.

2. To test the independent of attributes.
3. To test the homogeneous of independent estimations.
4. The population variance etc.

21. Define the following terms: Statistic, parameter, standard error and Random sampling.

[A.U A/M 2018 R-13] [A.U A/M 2018 R-8]

Solution:

Statistic: Measure describing the characteristic of sample.

Parameter: Values that describe the characteristic of population.
Standard error: S.D of the sampling distribution of a statistic.
Random sampling: A method of selecting a sample from a population ir which all the items in the
population have an equal chance of being chosen in the sample.
22. For the following cases, specify which probability distribution to use in a hypothesis test. [A.UA/M
2018 R-13]

(a) H0:µ = 27 , H1 : µ≠27 � = 20.1 σ = 5 , n = 12

(b) H0 : µ = 98.6 , H1 : µ > 98.6 � = 65 s = 12 , n = 42

Solution:

(a) Normal distribution: Since σ is given.

(b) t-distribution with d.f 41

23. Define the terms sample size and sampling error in random sampling. [A.U N/D 2019 (R17)]

Solution:

Sample size: A finite subset of statistical individuals in a population is called a sample and the number of
individuals in a sample is called the sample size.

Sample error: For the purpose of determining population characteristics. the individuals in the sample are
observed. On examining the sample of particular stuff we arrive at a decision of purchasing or rejecting that
stuff The error involved in such approximation is known as sampling error.

24. Write any two characteristics of ꭓ 2- test . [A.U A/M 2019 (R13))

Solution:

1. This test is based on frequencies and not on the parameters like mean and S.D.
2. The test is used for testing the hypothesis and is not useful for estimation
3. This test can also be applied to a complex contingency table with several classes and as such is very useful
test in research work.

25. Define Critical value of a test statistic.[A.UA/M 2022 (R-21)]

Solution:

Critical value is a value of a test statistic Z for which the critical region and acceptance region are separated
and it is denoted by Z_{a} where alpha denotes the level of significance.

26. What do you mean by degree of freedom?[A.U A/M 2022 (R-21))

Solution:

The number of independent variates used to compute the test statistic is known as the number of degrees of
freedom. In general, the number of degrees of freedom is given by v = n - k where n is the number of
observations in the sample and k is the number of parameters.
27. A real estate agent claims that 60% of all private residences building today are 3-bedroom homes.
To test this claim, a large sample of new residences is inspected; the proportion of these homes with 3
bedrooms is recorded and used as our test statistic. State the null and alternative hypothesis to be used
in this test. [A.U A/M 2023 (R-21)]

Solution: H0: p = 0.6 ,

H1 : p ≠0.6 .

28. An airline claims that the typical flying time between two cities is 56 minutes. Formulate a test of
hypothesis with the intent of establishing that the population mean flying time is different from the
published time of 56 minutes. [A.U A/M 2024 (R-21)]

Solution: H0 : µ = 56 (The mean flying time is 56 minutes)

H1 : µ ≠ 56 (The mean flying time is different from 56 minutes).

 JAYA ENGINEERING
Unit - 5 COLLEGE
UNIT - II
DESIGN OF EXPERIMENTS
2' MARKS QUESTIONS AND ANSWERS

1.Define "Analysis of Variance." (or) ANOVA.[A.U A/M 2019 R-17]

SOLUTION:

According to R.A. Fisher, Analysis of variance (ANOVA) is the 'separation of variance ascribable to one group
of causes from the variance ascribable to other groups'.

2. The basic purpose of the analysis of variance is to test the homogeneity of__________

[Ans. several means.]

3. Define "experimental error".[A.U N/D 2016 R-13]

SOLUTION:The estimation of the amount of variation due to each of the independent factors separately and
then, comparing these estimates due to assignable factors with the estimate due to the chance factor is
known as experimental error or simple error.

4 .Write down the Assumptions in Analysis of variance.

SOLUTION:
1. Normality,
2. Homogeneity,
3. Independence of error.

5. Explain the word 'treatment' in analysis of variance.

SOLUTION:The word treatment in analysis of variance is used to refer to any factor the experiment that is
controlled at different levels or values.

6. What are the uses of analysis of variance?[A.U A/M 2017 R13]

SOLUTION:
1. To test the homogeneity of several means.

2. The ANOVA technique is now frequently applied in testing the linearity of the fitted regression line or the
significance of the correlation ratio n.

7. What do you mean by one-way classification in analysis of variance?

SOLUTION:
In one-way classification the datas are classified according to only one criterion (or) factor.

8. What do you mean by two-way classification in analysis of variance?[A.U N/D 2022 (R-21)]

SOLUTION:
In a two-way classification the datas are classified according to two different criteria or factors.
9. Define Mean sum of squares.[A.U N/D 2011]

SOLUTION:

Mean Sum of Squares (M.S.S). The sum of square divided by its degrees of freedom gives the corresponding
variance or the mean sum of squares (M.S.S.). Thus,

�2� ���
− = �2� (���) is the M.S.S. due to treatments
(�−1) (�−1)

�2� ���
And − = �2� (���) is the M.S.S. due to error.
(�−�) (�−�)

10. Explain the term "Normality".

The values in each group are normally distributed,

11. Explain the term "Homogeneity".

SOLUTION:The variance within each group should be equal for all groups (�21 =�22 =…. �2� =). This assumption is
needed in order to combine or pool the variances within the groups into a single within groups' source of
variation.
12. Explain the term Independence of error.

SOLUTION: It states that the error (variation of each value around its own group mean) should be
independent for each value.

13. Discuss the advantages of the two-way classification method over one-way classification, if any.?
[A.U N/D 2011] [A.U A/M 2024 R-21]
SOLUTION: 1. In two-way classification method, we can test two sets of hypothesis with the same data at the
same time but in one-way classification method, we cannot test two sets of hypothesis.

2. In a one-way classification method of analysis of variance, the treatments constitute different levels of a
single factor which is controlled in the experiment. There are however, many situations in which the response
variable of interest may be affected by more than one factor. That is solved by two way classification method
of a time.

14. What is ANOVA ? [A.U-N/D 2016 R-13][AU N/D 2011]

SOLUTION:
The technique of analysis of variance is referred to as ANOVA. A table showing the source of variation, the
sum of squares, the degrees of freedom, mean squares (variance) and the formula for F-ratio is known as
ANOVA table.

15. Explain the meaning and use of analysis of variance

SOLUTION: Analysis of variance to test the homogeneity several means.

Uses
1. It helps to find out the F-test.
2. Between the samples, we can find the variances.
16. What are the assumptions involved in ANOVA ?[A.U A/M 2010] [A.U N/D 2019 R-17]

SOLUTION:

1. The samples are drawn from normal populations.

2. The variances for the population from which samples have been drawn are equal.
3. The variation of each value around its own grant mean should be independent for each value.
17. Write the basic steps in ANOVA.[A.U Trichy N/D 2010]
Solution:
1 One estimate of the population variance from the variance among the sample means.
2. Determine a second estimate of the population variance from the variance within the sample.
3. Compare these two estimates, if they are approximately equal in value, accept the null hypothesis.

 18. What are the Basic principles in the design of experiment ?

[A.U A/M 2015 R-13, M/J 2016 R-13] [A.U A/M 2017 R-13][A.U A/M 2019 (R-17), N/D 2019 (R-13), N/D 2021
(R-17)][A.U A/M 2022 (R-21)]

Solution: There are three basic principles of experimental design. They are:
(1) Randomization, (2) Replication, (3) Local control (error control)

19. Construct 4 x 4 Latin square design.[A.U CBT M/J 2010][AU M/J 2016 R-13]

Solution: Each symbol appears one and only once in each row and Column.

A B C D

B C D A

C D A B

D A B C

20. What do you understand by "Design of an experiment" ? [A.U. M/J 2013] [A.U A/M 2015 R-13] [A.U N/D
2017]R-13)

Solution:

The design of an experiment may be defined as "the logical construction of the experiment in which the
degree of uncertainty with which the inference is drawn may be well defined.

21. Explain the purpose of design of experiments, and indicate the (1) characteristics of a good experimental
designer.?

SOLUTION:An experiment is a device or a means of getting an answer to the problem under consideration.
Experiment can be classified into two categories as followy (a) Absolute and (b) Comparative.

Absolute experiments consists in determining the absolute value of some characteristic like (i) obtaining the
average intelligence quotient (I.Q) of a group of people, (ii) finding the correlation coefficient between two
variables in a bivariate distribution etc. On the other hand comparative experiments are designed to compare
the effect of two or more objects on some population characteristic, (e.g.,) comparison of different manures
or fertilizers, different kinds of varieties of a crop, different cultivation processes, different pieces of land in a
field experiment, or different diets or medicines in a dietary or medical experiment respectively, etc.

22. Define Experimental Error, what are its main sources? What methods are adopted to increase the
accuracy of an experiment?

Experimental Error. Suppose, a large homogeneous field is divided into different plots (of equal shape and size)
and different treatments are applied to these plots if the yields from some of the treatments are more than
those of the others, the experimentor is faced with the problem of deciding whether the observed differences
are really due to treatment effects or they are due to chance (uncontrolled) factors. In field experimentation,
it is a common experience that the fertility gradient of the soil does not follow any systematic pattern but
behaves in an erratic fashion. Experience tells us that even if the same treatment is used on all the plots, the
yields would still vary due to the differences in soil fertility. Such variation from plot to plot, which is due to
random (or chance or non-assignable) factors beyond human control, is spoken an experimental error.

Main Sources are:

(i) The inherent variability in the experimental material to which treatments are applied,
(ii) The lack of uniformity in the methodology of conducting the experiment or in other words, failure to
standardize the experimental technique, and
(iii) Lack of representativeness of the sample to the population under study.
The following methods are adopted to increase the accuracy of an experiment. 1. replication, 2. local control.

23. What are the advantages of the Latin square design over other designs.[A.U Tvli M/J 2011][A.U A/M 2015
R-8]

SOLUTION:The advantages of the Latin Square design over other designs are:

1.With a two-way stratification or grouping, the Latin Square controls more of the variation than the
completely randomized design or the randomized block design. The two-way elimination of variation often
results in small error mean square.

2.The analysis is simple, it is only slightly more complicated than that for the randomized complete block
design.

3.The analysis remains relatively simple even with missing data. Analytical procedures are available for
omitting one or more treatments, rows, or columns.

However, the number of treatments is limited to the number of rows and columns except in some situations.
For more than ten treatments, the stin square is seldom used.

24. What are the advantages of a completely Randomized Experimental design?[A.U N/D 2011][A.U A/M
2019 R-13]

SOLUTION:
The following are the main advantages of this type of design:

1. It is easy to layout the design.

2. It allows for complete flexibility. Any number of factor classes and replications may be used.
3. The statistical analysis is relatively simple, even if we do not have the same number of replicates
for each factor class or if the experimental errors are not the same from class to class of this Factor.
4. The method of analysis remains simple, when data are missing or rejected and the loss of
Information due to missing data is smaller than any other design.

25. Completely Randomized Design (CRD): Merits:[A.U N/D 2017 R-13] [A.U N/D 2017 R-8]

SOLUTIONS:
MERITS:(i) It has a simple layout.
(ii) The analysis of the design is simple as it results in a one-way classification analysis of variance.
(iii) There is complete flexibility as the number of replication is not fixed.
(iv) Analysis can be performed, if some observation are missing.

Demerits:
The experimental error is large as compared to the other designs became homogeneity of the units is not
taken into consideration.

 26. Why a 2x2 Latin square is not-possible ? Explain.[AU 2006] [ A.U A/M 2015 R-8, N/D 2015 R-13, M/J
2016 R-13] [A.U N/D 2019 R-13] [A.U N/D 2022 (R-21) .

SOLUTIONS: Consider, a nxn Latin square design, then the degrees of freedom for

SSE is = ( n²-1)(n-1)-(n-1)-(n-1)
= n²-1-3n+3 = n²-3n+2
= (n-1)(n-2)

For n =2, d.f of SSE = 0 and hence, MSE is not defined. Comparisons are not possible. Hence, a 2 x 2 Latin
Square Design not possible.

 27. Compare and contrast LSD and RBD.[A.U A/M 2024 R-21][AU 2003, A.U CBT N/D 2011, A.U. M/J 2013]
[A.UA/M 2022 (R-21))

S.NO LSD RBD

1 It is suitable for small number of treatments, No such restrictions suitable for upto 24
between 5 and 12. treatments.

2 The number of rows and columns are equal There is no such restriction. It can have any
and hence, the number of replication is equal number replications and treatments.
to the number of treatments.

3 Experimental error is reduced to a large extent, Variations is controlled in one direction only.
because variation is controlled in two
directions.

4 LSD is preferred over RBD because of (3) RBD is the most popular one for its simplicity,
flexibility and validity.

5 Experimental area must be a square Suitable , if it is rectangle or square.

28. What is the main aim of design of experiments?[A.U N/D 2019 R-17]

Solution:

The main aim of design of experiment is to control the extraneous variables and to minimize the error so that
the results of experiments could be attributed to the experimental variables only.

29. Define a treatment and a yield in an experimental design. [AU N/D 2020, A/M 2021]

SOLUTION:

Treatment: The word treatment in analysis of variance is used to refer ane factor in the experiment that is
controlled at different levels or values.

Yield: The measurement of a specific variable on different experimental units for example different patients in
a hospital in a medical experiment is called yield.

30. What is contrast and orthogonal contrast in a �� -factorial design?[AU N/D 2022] [A.U N/D 2020 , A/M
2021 (R-17)]

Solution:

Contrast is a linear combination of treatment means, such that the sum of the co-efficients is zero.

The contrasts are orthogonal if the sum of product of co-efficients of corresponding treatment means is zero.

31. State the basic designs of experiment.[AU J/M 2024 R-2 1][A.U N/D 2021 (R-17))

Solution:

1. Completely Randomised Design (CRD)

2. . Randomized Block Design [RBD]

3. Latin Square Desgin [LSD]

32.Write short notes on Analysis of variance.[AU A/M 2022] (R-21[A.U A/M 2022 (R-21)]

Solution: Write Q.No. 14, 15, 16, 17.

33. State 22 factorial design with example.[A.U A/M 2023 R-21]

Solution:22 factorial design is a type of experimental design that allows researchers to understand the experts
of two independent variable on single dependent.

34. Define the terms experimental and extraneous variables in design of experiment. [A.U N/D 2023 R-21]

Solution:
Experimental variable: A variable whose values are independent of changes in the values of other variables.
Example: Bentried to toss a ping-pong ball in a cup using 10 trials, out of which he succeeded 4 times.

Extraneous variable: In all experiment, an extraneous variable is any Variable that you are not investigating
that can potentially affect the outcomes of your research study.

Example: Extraneous variables, can be natural characteristics of the participant, such as age or gender, or they
could be Features of the environment such as noise or lighting .

 35. Distinguish ANOVA one-way classification and two-way classification [A.U A/M 2023 R-21]

Solution: One way classification involves one factor (or) one independent variable, where as there are two
independent variables in a two-way ANOVA.

 36. Complete the following ANOVA table.[A.U N/D 2023 R-21]

Sources of Sum of Degrees of Mean Sum of F-ratio

variation squares freedom squares

Between 45,226 3 2 4
brands

Within 1 22 6,811 ________

brands

1,95,068 3

Solution:

SSR
(1) Given: MSR = = 6,811, r - 1 = 22
r−1
SSR = (6,811) (22) = 149842
(2) Given :SSC = 45,226
c-1=3
��� 45226
MSC=�−1 = 3
= 15075.33
(3) c - 1 = 3. r - 1 = 22
(c - 1)(r - 1) = (3)(22) = 66
(4) FC(66, 3) = 2.751

37. State the distinguishing feature of a �� Factorial Design.[A.U A/M 2024 (R-17)]

Solution: The treatment sum of squares can further be subdivided into components corresponding to the
various factorial effects: SSTr SSA + SSB + SS(AB)

38. State the model equation for a R.B.D.[A.UA/M 2024 (R-17)]

Solution:

��� = � + �� + �� +∈�� ij , i = 1 ,...a j = 1, 2 ,...,b

μ → grand mean
�� → effect of the ith treatment.
�� →effect of the jth Block.
∈�� →N(0, �2 ) and independent random variables.