Distributions of Sampling Statistics
(In the calculation it is enough to use upto four decimal places)
1. (a) Describe the standard normal distribution and also describe the
normal distribution with mean µ and variance σ 2 . (write down the
probability density functions for both)
Also find the Characteristic Functions for N µ, σ 2 , normal
distribu-
2
tion with mean µ and variance σ . Find the same for N 0, 1 , standard
normal distribution.
(b) Let X be the normal distribution with mean µ and variance σ 2 .
Then show that the distribution for the random variable Z = X−µ
σ
is
the standard normal distribution.
2. Write down the characteristic function for the normal distribution with
mean µ and variance σ 2 .
(a) Let X be the normal distribution with mean µx and variance σx2
and Y be the normal distribution with mean µy and variance σy2 . Also
X and Y are independent. Show that X +Y is also normal distribution
and find its mean and variance.
(b) Show that aX also normal distribution and find its mean and vari-
ance, here a is a fix real constant.
(c) Let each Xi is a normal distribution with mean µi variance σi2 , for
i = 1, 2, · · · , n, also assume Xi ’s are independent. Now find the distri-
bution of the random variables X = X1 + X2 + · · · + Xn and the find
the distribution for X̄ = Xn = x1 +X2 +···+X
n
n
.
(For all the above use the characteristic function )
3. Describe the Bernoulli distribution. (write down its probability mass
function). Also find the characteristic function of Binomial distribu-
tion.
4. Describe the Binomial distribution B(n, p) with parameter n ∈ N and
p ∈ [0, 1] (Write down its probability mass function). Try to see that
the Binomial distribution B(n, p) can be realised as sum of n numbers
of i.i.d Bernoulli random variables.
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5. Find the characteristic function of B(n, p), Binomial distribution.
6. Describe the chi-square distribution χ2k (or χ2 (k) ) with degree of free-
dom k ∈ N. (write down the probability density functions).
7. Describe the t-distribution (or student distribution) with k degrees of
freedom (write down the probability density functions).
8. Let X1 , X2 , ..., Xn be a random sample from a distribution with mean
µ and variance σ 2 . First define the sample mean X̄ and the sample
variance S 2 , then prove that E(S 2 ) = σ 2 , here the E(S 2 ) denote the
expected value of S 2 .
9. If X1 , X2 , ..., Xn is a sample from a normal population having mean
µ and variance σ 2 , then prove that X̄ and S 2 are independent ran-
2
dom variables, with X̄ is the normal with mean µ and variance σn and
2
(n − 1) Sσ2 is the chi-square distribution χ2n−1 with n − 1 degrees of
freedom.
(Note that here {Xj }nj=1 are i.i.d random variable with common distri-
bution N µ, σ 2 )
10. The time it takes a central processing unit to process a certain type of
job is normally distributed with mean 20 seconds and standard devi-
ation 3 seconds. If a sample of 15 such jobs is observed, what is the
probability that the sample variance
S 2 will exceed 12?
(one can use P χ14 ≤ 18.6666 = 0.8221, here χ214 be the chi-square
2
distribution with 14 degree of freedom. )
11. Let the life time (in hours) of light bulbs from a manufacturer is nor-
mally distributed with standard deviation 20. Let we choose a sample
of 26 light bulbs from the same manufacturer.
(a) Then find the probability that the sample variance (of life times)
of this 26 bulbs will be less than 1.6 hours?
(b) Also find the probability that the sample variance (of life times) of
this 26 bulbs will be in-between 3.2 and 6.4?
one can assume the life time of bulbs are
independent to each other
2 2 2
and also P χ25 ≥ 0.1 = α, P χ25 < 0.4 = β, P χ25 ≤ 0.2 = δ, here
α, β, δ are in (0, 1) .
2
12. If X1 , X2 , ..., Xn is a sample from a normal population having mean
µ. Let X̄ denote the sample √ mean and S denote the sample standard
deviation then prove that n X̄−µ is the t-distribution with n−1 degrees
S √
of freedom. (here sample standard deviation S = + S 2 , S 2 is the
sample variance)
13. Let Z is a random variable following the standard normal distribution
then prove that for a > 0 we always have
P Z ≤ −a = P Z ≥ a and P − a < Z < a = 2P Z < a − 1.
Since Z is continuous
random variable
we also have P − a ≤ Z ≤ a =
P − a < Z < a = 2P Z < a − 1.
14. Describe (statement) the Central Limit Theorem. (proof is not re-
quired)
15. An insurance company has 25, 000 auto-mobile policy holders. If the
yearly claim of a policy holder is a random variable with mean 320
and standard deviation 540. Now use the CLT to approximate the
probability that the total yearly claim exceeds 8.3 million. (Here CLT
means Central Limit Theorem and one can assume that P Z > 3.51 =
0.00023 where Z is a standard normal)
16. Suppose that 45 percent of the population favours the candidate A in
an upcoming election. If a random sample of size 200 people is chosen
from the population then use the CLT to find the probability that more
than half the members of the sample favour the candidate A.
One can assume if Z is the standard normal distribution then
P Z ≥ 1.4213 ≈ P Z ≥ 1.4924 ≈ P Z ≥ 1.5634 ≈ 0.0678.
17. Each computer chip made in a certain plant are independent and de-
fective with probability 0.25. If a sample of 1, 000 chips is tested, use
CLT to approximate the probability that 200 or fewer than 200 chips
will be defective?
One can use P Z ≤ −3.6514 ≈ 0.0001, Z is the standard normal
distribution.
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18. The lifetime of a certain electrical part is a random variable with mean
100 hours and standard deviation 20 hours. If 16 such parts are tested,
use CLT to find the probability that the sample mean is
(a) less than or equal to 104 hours
(b) between 98 and 104 hours (its include both 98 and 104).
One can use P Z ≤ 45 ≈ 0.788, and P Z ≤ − 25 ≈ 0.345, Z is the
standard normal distribution.
19. If 10 fair dice are rolled, approximate the probability that the sum of
the values obtained (which ranges from 10 to 60) is between 30 and 40
(include 30 and 40).
One can use P Z < 0.9258) ≈ 0.8461, Z is the standard normal distri-
bution.
20. The weights of a population of workers have mean 167 and standard
deviation 27.
(a) If a sample of 36 workers is chosen, approximate (using the CLT)
the probability that the sample mean of their weights lies between 163
and 170.
(b) Repeat part (a) when the sample is of size 144.
(one can assume P (Z < 0.8889) ≈ 0.81295 and P (Z < 1.7778) ≈
0.9623.
21. An astronomer wants to measure the distance from her observatory to a
distant star. However, due to atmospheric disturbances, any measure-
ment will not yield the exact distance d. As a result, the astronomer
has decided to make a series of measurements and then use their av-
erage value as an estimate of the actual distance. If the astronomer
believes that the values of the successive measurements are indepen-
dent random variables with a mean of d light years and a standard
deviation of 2 light years, how many measurements need she make to
be at least 95 percent certain that her estimate is accurate to within
±.5 light years?
One can assume P Z < 1.96 = 0.975