KENYATTA UNIVERSITY

UNIVERSITY EXAMINATIONS 2009/2010 FIRST SEMESTER EXAMINATION FOR THE DEGREE OF BACHELOR OF SCIENCE SMA 260: PROBABILITY AND STATISTICS II DATE: THURSDAY, 24TH DECEMBER 2009 TIME: 11.00 A.M. - 1.00 P.M.

INSTRUCTIONS: Answer question ONE and any other TWO questions.

QUESTION ONE (30 MARKS) (a) Define the following terms: (i) (ii) (iii) Discrete random variable Quantile Continuous random variable (3 marks)

(b)

State the conditions of a given distribution that it must satisfy to be a probability density function. (2 marks)

(c)

The probability density function of the random variable X is given by

x f ( x ) = 2 x 0 , , 0 < x <1 1 x < c elsewhere

Find: i) ii) iiii) (iv) The value of c The cumulative distribution function of x Pr (0.8<x<0.60) The median of the distribution (12 marks) Page 1 of 4

(d)

Determine the mode of the following distribution

12 x 2 (1 x) , 0 < x < 1 f ( x) = 0 elsewhere

(3 marks)

(e)

Let x be a discrete random variable with probability mass function. x2 P ( X = x) = 21 , x = 1, 2, 3, 4 0 elsewehere Compute the expected value of 4x2 - 2x. (5 marks)

(f)

The number of computers that recover from a virus attack per 10 days in a Computer Laboratory follows a Poisson distribution with mean 0.8. Find the probability that more than 2 computers will recover in a period of 40 days. (5 marks)

QUESTION TWO (20 MARKS) (a) The random variable X is normally distributed with mean u and variance 2 . If Pr(Y < 50) = 0.7 and Pr (Y < 55) = 0.75, find the value of u and 2 .

(11 marks)

(b)

Suppose that during the period of transcendental meditation, the reduction of a persons oxygen consumption is random variable having a normal distribution with mean u = 37.6 cc per minute and a standard deviation

= 4.6 cc per minute. Find the probability that during a period of

transcendental meditation, a persons oxygen consumption will be reduced by (i) (ii) (iii) At least 44.5 cc per minute At most 35.0 cc per minute Anywhere from 30.0 to 40.0 cc per minute. (9 marks)

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QUESTION THREE (20 MARKS)

(a)

Let Y be a random variable and g(Y) be a function of the random variable Y expressed as g(Y) = bY + a where b and a are constants. Show that Var (bY + a) = b2 Var (Y) (4 marks)

(b)

Let f(y) be a p.d.f from a random variable Y defined as y3 + 3y 2 , 2 y 2 f ( y) = 18 0 elsewhere Find the variance of Y. (6 marks)

(c)

A random variable X is said to have p.d.f given by

x 1e x , x>0 f ( x) = 0 elsewhere

Derive the moment generating function of this distribution. Hence or otherwise use the moment generating function to find the mean and variance of the distribution. (10 marks)

QUESTION FOUR (20 MARKS)

(a)

In a lot of 100 light bulbs, there are five bad bulbs. An inspector inspects 10 bulbs selected at random. Find the probability of finding at least one defective bulb. (5 marks)

(b)

Suppose that in manufacturing company, the probability of a certain item being defective is 0.05. The quality of an item is independent of the quality of the other manufactured items. An inspector selects six items at random. Let X be the number of defective items in the sample. (i) (ii) (iii) How is X distributed? Find Pr( X 1) and Pr( X 2) Compute E(X) and Var (X). (8 marks)

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(c)

Let X be a random variable with p.d.f

K l x 1 l x , 0 < x < f ( x) = 0 elsewhere

(i) (ii)

Determine the value of the constant K. Find Pr(X > 1) (7 marks)

QUESTION FIVE (20 MARKS)

(a)

The p.d.f of a random variable Y is

2 yl y , f ( y) = 0 elsewhere
2

y>0

Use cumulative distribution function technique to find the p.d.f of X = Y2 (6 marks)

(b)

A random variable X is normally distributed with mean u and variance 2 . Use transformation of variable technique to find the distribution of

w=

X u

(7 marks)

(c)

Suppose the m.g.f. of a random variable X is m x (t ) = (1 7t ) 20 . Find

the p.d.f, mean and variance of X.

(7 marks)

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