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 MSO201A/trSO 2O9: ProbabilitY and 2OL2-2OL3: II Semester Quiz II Tirne Aliowed: 30 Minutes Statistics Maximum Marks: 20 Name: Roll No.: 1. Let X be a random variabie with moment generating function 1 i , 11 , Mx(t): G + :u-i + iu',, R. (i) Find P(2x2 - x - r:0); (ii) Calculate E(X); (iii) Calculate E(X2). 2. Let Z - N (0,1) and let h : -+ IR be definecl by : max(r, 0), 2 e R.. Find the Eo M*dl ariance of h.(Z). 56L"'- t (a) | iE *l* ?n( U-,* t  -- Lc qv , tt - 7€ I e", LgrR 3 rlar'Lu a6r*, p(zxL-x-t=o) = ?(Ox+l(x-rl =o) m& 4 ^fanJrn Vtu>iab)2. X ol.o"sc is ff*" bJ ?(x=-+ d x=t)- 7(x---+)+?(x=t) I , L7 _ -,1- _ Lt i"6 E L6 2 HarK; L na^K x o L L 1- {*k) L 16 L \ -L L6
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Quiz 2 (ESO 209) Probability and Statistics

Oct 04, 2015

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Quiz 2 for the course Probability and Statistics (ESO209) offered by the Department of Mathematics and Statistics, IIT Kanpur
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  • MSO201A/trSO 2O9: ProbabilitY and2OL2-2OL3: II Semester

    Quiz IITirne Aliowed: 30 Minutes

    Statistics

    Maximum Marks: 20

    Name:

    Roll No.:

    1. Let X be a random variabie with moment generating function1 i , 11 ,Mx(t): G + :u-i + iu',, R.

    (i) Find P(2x2 -

    x -

    r:0);(ii) Calculate E(X);(iii) Calculate E(X2).

    2. Let Z -

    N (0,1) and let h : R -+ IR be definecl by h(r) : max(r, 0), 2 e R.. Find theEo M*dlvariance of h.(Z).

    56L"'- t (a) |

    iE *l*?n(

    U-,*tI

    --Lcqv , ttt- 7I

    e", LgrR

    3 rlar'Lua6r*, p(zxL-x-t=o)

    = ?(Ox+l(x-rl =o)

    m&! 4 ^fanJrn Vtu>iab)2. X ol.o"scis ff*" bJ

    ?(x=-+ d x=t)-7(x---+)+?(x=t)I , L7

    _

    -,1- _Lt i"6EL6

    2 HarK;

    L na^K

    x o LL 1-{*k) L16 L\ -LL6

  • 0x+ -+tL + txL16 Z' L, ' G' TcI , llI tL

    Ll(

    (6) Lg) =

    Mh".a (x)

    rlJ t=o

    l* ",t*f r=of t -Ll,rt d''' *+ e! + Jl-B l(

    Ll6

    o"x f^ + t+)'L+LIL I C3T

    JIIC

    xLt1

    f*FTxrtlo=,[+ "\ + +i .*] L=o

    E (x') =(c) tlr'x

    AIkr,E (x")

    =

    1, , ll-

    T[( I(3LT

    2 tlaat.-,

  • So{.": 2:

    E (uL'))Vott (trt )) = E(hb))'_= t (yn^x (=,0 ))

    = i*o, (b,o) t 7"/,-a Jzr(* z ev"l-Ag=\'o -EA

    4t(LJfi Jo-

    I

    r--J zx

    (e thb)) )"

    ^>

    C (he))' = =(rnor

    (z,o) )'= \U^x(z,o))" h r*/'rb

    -6"O

    - f -t-"

    -1.-)6^D

    I

    GI

    -

    --.

    JfrL

    qL

    -bl-,e. '- d>

    I]*"' e L 'LL

    2 tlr*rtli">

    2nanl6

    7 narr K;

    L lMo.rt{>

    lsl-lz

    L

    T-IzT

    2 Ylanka

    Var'(nt,)) = r r 12\c^l