l

Indian Institute of Technology, Kharagpur

Date of Exam.:
.02.12 (FN/AN)
Time: 2 Hrs.
Full Marks: 30 No. of Students: 290
Mid (Spring) Sem. Exam. (:2011-12)
Department: Mathematics Subject No. MA20106
Sub. Name : Probability & Stochastic Processes II yr B.Tech. EE/E&ECE/IE/MT
Note: Use of calculator and Statistical tables is allowed.
Answer All question~. All parts of a question must be answered at one place.
1. Examine the following statements and and write only answers on the first page of your
answer script against each part of the questions. Detail Working may be carried out on other
pages.
[1 x 10]
2

. (a) Suppose X is a random variable with the MGF Mx(t) = et +3t, -.oo < t < oo. Find the
mean an9. variance of X.
(b) Let X 1 , X 2 , . , Xn be independent random variable, each with an exponential distribution
with parameter>... What is the distribution of Sn = X 1 +X2 + +Xn. Specify parameters
of the distribution.
(c) Let X rv B(500, 0.80). Using the continuity correction obtain. the approximate value of
P(375 :S X :S 425) .
(d) A random variable X . has mean 24 and variance 9. Obtain a lower bound on the probability
that the random variable X assumes value between 16.5 to 31.5.
(e) Suppose X 1 and X 2 are independent geometrically distributed r.vs. with same parameter
e. Then what is the distribution of X 1 + X 2 ? Specify parameters of the distribution.
(f) A student has taken a 4 multiple choice examination orally. He continues to answer until
he gets 5 correct answers. Find the probability that he gets them on the 25th questions
if he guesses at each ansV,.:et:
(g) Suppose aircrafts arrive at a certain airport according to Poisson process with rate >..
per hour. What is the probability that exactly 5 aircrafts arrive during 90 minutes.

=8

(h) Let Xi, i = 1, 2, ... , 10 be independent random variables. Each Xi is uniformly distributed
over [0, 1]. Using central limit theorem evaluate P(L.i~ 1 Xi > 6).
(i) If the r.v. X
P(X::; 0).

rv

Poisson(>..) such that P(X = 2)

= 9P(X = 4) + 90P(X =

6), then find

(j) The probability density function of a r.v. X is given by

fx(x)

a2xe-a2x2 /2 X > 0;
' otherwise.
{ 0

'

Find the cumulative distribution function Fx(x).

2.

(a) From a box containing 5 white and 5 black balls, 5 balls are transferred at random i:Q.to
an empty second box from which one ball is now drawn at random. If it is found to be
white, what is the probability that all 5 balls transferred (rom the first box is white?
(b) The time to failure in months, X, of the light bulbs produced at two max'i.ufacturing plants
A and B obeys exponential distribution with means 6 and 2 months, respectively. Plant
B produces four times as many bulbs as plant A. The bulbs indistinguishable to eye
are intermingled and sold. A bulb purchased at random is still worl~ing after 12 months.
What is the probability that it was manufactured at plant A?'
1

(c) A memory module consists of 9 chips. The device is designed in such a way that it works
even if one of its chip is defective. Each chip contains n transistors and functions properly
if all of its transistors work. A transistor works with probability p independent of any
other transistor. (i) What is the probability that a chip works? (ii) What is the probability
that memory module works?
[2+2+1]
3.

(a) A jar contains n clips. Suppose a boy successively draws a clip from the jar, each time
replacing the one drawn before drawing another. This continues until the boy draws a
clip that he has previously drawn. Let X denote the number of draws. Compute its
,proba[?ility.mass function.
(b) A couple decided to have children until they have both a boy and a girl. What is the
expected nm:hber of children that they'll end up with? Assume that each child is equally
likely to be a boy or a girl and genders are mutually independent.
(c) Let the r.v. X follows geometric distribution with parameter p
P(X > 25IX > 20)

4.

= 0.8. !Pind the value of

.

[2+2+1]

(a) Four balls are distributed randomly in 4 boxes. Let X be the random variable which
denotes the number of boxes which contain exactly 1 ball. Find the probability distribution
of X and its distribution function.
(b) Suppose a point is chosen q,t random from (-3, 2). Let X be the random variable denoting
the absolute value of the point chosen, i.e., X(w) = lwl, wE (-3, 2). Find the distribution

function of X.
(c) Let the random variable X has three possible values, -1, 0, and 1, with probability 1/18,
8/9, and 1/18, r~spectively. Find (i) JL and () 2 (ii) P(jX- J.tl :?: 3()) (iii) the upper bound
of P(IX- J.ti:?: 3()) using the Chebyshev's inequality? How does the exact value obtained
in (ii) corp.pares to the upper bound obtained in (iii).
[2+2+1]

5.

(a) The automatic opening device of a military cargo parachute has been designed to open
when the parachute is is 200 m above the ground. Suppose opening altitude actually has
normal distribution with mean value 200 m and standard deviation 30 m. Equipment
damage will occur if the parachute opens at an altitude less than 100 m. What is the
probability that there is equipment damage to the payload of at least one of the five
independently drooped parachutes?
(b) Let Ii be the input current to a transistor and ! 0 be the output current. Then the current
gain is proportional to In
Suppose the constant of proportionality is 1, so that the

(f)
current gain= X= In (f). Assume X

is norll1ally distributed with J.t = 1 and()= 0.05 .

. (i) What type of the distribution does the ratio have? (ii)What is the probability that
the output current is more than twice the input 'current?

f.

(c) Two airplanes are flying in the same direction in adjacent parallel corridors. At time
t = 0, the first airplane is 10 km ahead of the second one. suppose the speed of the first
plane (km/hr) is normally distributed with mean 520 and s.d. 10 and the second plane's
speed is nofrilally distributed with mean and S.d. 500 and 10, respectfvely. (i) What is
the ,probability that after 2 hours of flying, the second plane has not caught up to the
first plane?' (ii) Det~rmine the probability that the planes are separated by at most 10
km after 2 hours.
[1 +2+2]
--The' End--2