NOVEMBER 2015 77062/MCF2D

Time : Three hours Maximum : 75 marks

PART A — (10 × 1 = 10 marks)

Answer any TEN questions.

1. Define the conditional probability P  A B  .

2. Define random variable.

3. Define continuity interval of the distribution

function F x  of a random variable X .

4. Define the coefficient of variation of a random

variable X .

5. Define the kth absolute moment of a random

variable X .

6. Define the quartile of order p of a random

variable X .

7. If X and Y are independent prove that

 X Y t    X t  Y t  .

8. Define the characteristics function of the

two–dimensional random variable  X , Y  .
9. Define exponential random variable.

10. Write down the relationship between beta and

gamma functions.

11. Define the stochastic convergence of a sequence

X n  of random variables to zero.

12. When do you say that the sequence

X h  h  1, 2,  of random variables obeys the
strong law of large numbers?

PART B — (5  5 = 25 marks)

Answer any FIVE questions.

13. State and prove the theorem of absolute

probability.

14. If F x  and f x  are the distribution and density

functions of the random variable X , find the
distribution and density functions of Y  aX  b
where a and b are constants.

15. Prove that the variance of the sum of an arbitrary

finite number of independent random variables,
whose variances exist, equals the sum of their
variances.

16. If  X , Y  is a two dimensional random variables of

the continuous type prove that E Y l   E E Y l x  .

2 77062/MCF2D
17. Establish the following relationship between semi-
invariants k and the moments m .
k1  m1

k2  m2  m12

k3  m3  3m1m2  2m13 .

18. Define the generalized binomial distribution and

obtain its characteristic function.

19. Let Fn x n  1, 2, be the distribution function of

the random variable X n . Prove that the sequence
{ X n } is stochastically convergent to zero if and
only if the sequence { Fn x } satisfies the relation

0 for x  0
lim Fn x   
n 1 for x  0

PART C — (4  10 = 40 marks)

Answer any FOUR questions.

20. Let X and Y be two-dimensional random

variables with joint density function f x , y  and
marginal densities f1 x  and f2  y  respectively.
X
Find the distributions of Z  XY and Z  .
Y

3 77062/MCF2D
21. Prove that the equality  2  1 is a necessary and
sufficient condition for the relation
P Y  aX  b  1 to hold.

22. The joint distribution of the random variable

 X , Y  is given by the density
 1 1  xyx 2  y2 for x  1 and y  1
f x , y    4
 0 otherwise
Show that the variables X and Y are dependent,
but the characteristic functions of X , Y and
Z  X Y denoted by 1 t , 2 t  and 3 t 
respectively, satisfy the relations 3 t   1 t  2 t  .

23. Define Cauchy distribution and find its

characteristic function. Prove that the moments of
the Cauchy distribution does not exist. Also
establish the additive property of Cauchy random
variables.

24. State and prove the Levy–Cramer theorem.

25. State and prove the Lindeberg–Levy theorem.

————————

4 77062/MCF2D
 WSS

NOVEMBER 2017 77062/MCF2D/

MEF2D

Time : Three hours Maximum : 75 marks

SECTION A — (10 × 1 = 10 marks)

Answer any TEN questions.

1. Define an impossible event.

2. Define random event.

3. Let X be random variable with P  X  2  0.2

and P  X  4   0.8 . Find E X 2  .

4. Define moment of order k.

5. Define Median.

6. Define characteristic function.

7. Define semi-invariants.

8. Define two-point distribution.

9. Define uniform distribution.

10. Define beta distribution.

11. State Khintchin’s law of large numbers.

12. State Kolmogorov theorem.

 WSS

SECTION B — (5 × 5 = 25 marks)

Answer any FIVE questions.

13. Prove that the sum of the probabilities of any

event A and its complement A is one.

14. If X is a random variable, find the distribution of

Y  X2.

15. Prove that the variance of the sum of an arbitrary

finite number of independent variables, whose
variances exist, equals the sum of their variances.

16. State and prove Cramér-Wold theorem.

17. Find the semi-invariants of the Poisson

distribution.

18. The random variable X has a distribution N 1; 2 .

Find the probability that X is greater than 3 in
absolute value.

19. State and prove Borel-Cantelli lemma.

SECTION C — (4 × 10 = 40 marks)

Answer any FOUR questions.

20. If X and Y are independent standard normal

variates, find the distribution of X  Y .

21. State and prove Chebyshev inequality.

2 77062/MCF2D/
MEF2D
 WSS

22. Prove that  2  1 is a necessary and sufficient

condition for the relation P Y  aX  b  1 to
hold.

23. Let F x  and  t  donote respectively the

distribution function and the characteristic
function of the random variable X. If a  h and
a  h h  0  are continuity points of the
distribution function F x  , prove that
T
1 sin ht  ita
F a  h   F a  h   lim
T  
T
 t
e  t  dt .

24. State and prove Poisson theorem.

25. State and prove De Moivre Laplace theorem.

———————

3 77062/MCF2D/
MEF2D
NOVEMBER 2020 77062/MCF2D/MEF2D

Time : Three hours Maximum : 75 marks

SECTION A — (10 × 1 = 10 marks)

Answer any TEN questions.

1. Define independent random variable.

2. Let A and B be two events satisfy the condition

A ⊂ B . Prove that P ( A ) ≤ P (B ) .

3. Let X be random variable with P (X = 2) = 0.2 and

( )
P (X = 4 ) = 0.8 . Find E X 2 .

4. Define standardized random variable.

5. Define the quantile of order p.

6. Define characteristic function.

7. Define probability generating functions.

8. Define one point distribution.

9. Define uniform distribution.

10. Define Cauchy distribution.

11. State Chebyshev’s theorem.

12. State Prohorov theorem.

 SECTION B — (5 × 5 = 25 marks)
Answer any FIVE questions.

13. Find the probability that heads appears at least

twice in three successive tosses of a coin.

14. Find the distribution of the random variable X

having density
 0 for x<o
1
f (x ) =  x for 0 ≤ x ≤ 2
2
 0 for x >0

15. Prove that the variance of the sum of an arbitrary

finite number of independent variables, whose
variances exist, equals the sum of their variances.

16. If the lth moment m1 of a random variable exist,

prove that
φ (l ) (0 )
ml = ,
il

where φ (ι ) (0 ) is the lth derivative of the

characteristic function φ(t ) of this random
variable at t = 0

17. The characteristic function of the random variable

( )
X is φ(t ) = exp − t 2 / 2 . Find the density of X.

2 77062/MCF2D/MEF2D
18. State and prove the addition theorem for
independent random variables with Poisson
distribution.

19. State and prove Lindeberg-Feller theorem.

SECTION C — (4 × 10 = 40 marks)

Answer any FOUR questions.

20. Derive the distribution of the sum of two random

variables X and Y.

21. State and prove Lapunov inequality.

22. Prove that ρ 2 = 1 is a necessary and sufficient

condition for the relation P (Y = aX + b) = 1 to
hold.

23. Prove that the characteristic function in a finite

interval does not uniquely determine the
distribution function.

24. State and prove Poisson theorem.

25. State and prove Lévy Cramér theorem.

——————

3 77062/MCF2D/MEF2D
 Ws 11

NOVEMBER 2016 77062/MCF2D/

MEF2D

Time : Three hours Maximum : 75 marks

PART A — (10  1 = 10 marks)

Answer any TEN questions.

1. Define impossible event.

2. Define independent events.

3. Define the distribution function of the random

variable (X, Y).

4. Define moment of order k .

5. Define coefficient of variation.

6. Define quartile of order p.

7. Define characteristic function.

8. Define semi-invariants.

9. When do you say that a random variable X has a

two-point distribution?

10. Define uniform distribution.

 Ws 11

11. When do you say that a sequence of random

variables X n  is stochastically convergent to
zero?

12. Define limit distribution function.

PART B — (5 × 5 = 25 marks)
Answer any FIVE questions.

13. Let An , n  1, 2, ..... be a non increasing sequence

of events and let A he their product. Then prove
that P  A   lim P  An  .
n

14. If a random variable Y can take on only non-

negative values and has expected value E Y  ,
then prove that for an arbitrary positive number
E Y 
K , P Y  K   .
K

15. If for a random variable X the absolute moment of

order n exists, for arbitrary kk  1, 2, ...., n  1 ,
1 1
prove that   
k
k
k 1
k 1 .

 l  0 
16. Prove with the usual notation that ml  .
il

2 77062/MCF2D/
MEF2D
 Ws 11

17. Find the density function of the random variable

X, whose characteristic function is
1  t for t  1
1 t    .
 0 for t  1

18. The random variable X has the distribution

N 1;2 . Find the probability that X is greater than
3 in absolute value.

19. State and prove the Bernoulli’s law of large

numbers.

PART C — (4  10 = 40 marks)

Answer any FOUR questions.

20. Suppose we are given the distribution of the two–

dimensional random variable  X ,Y  . Find the
distributions of the random variables obtained as
a result of four arithmetic operations performed on
X and Y.

21. Prove that the equality  2  1 is a necessary and

sufficient condition for the relation
P Y  a X  b  1 to hold.

3 77062/MCF2D/
MEF2D
 Ws 11

22. Let F x  and  t  denote respectively the

distribution function and the characteristic
function of the random variable X. If a  h and
a  h, h  0  are continuity points of the
distribution function F x  . Prove that
T
1 sin ht ita
F a  h   F a  h   lim
T  
 T t
e  t  dt .

23. Obtain the characteristic function of a Cauchy

distribution.

24. State and prove de Moivre-Laplace theorem.

25. State and prove Borel-Catelli lemma.

———————

4 77062/MCF2D/
MEF2D
APRIL 2021 77062/MCF2D/MEF2D

Time : Three hours Maximum : 75 marks

PART A — (10  1 = 10 marks)

Answer any TEN questions.

1. Define independent events.

2. Let A and B be two events satisfy the condition

A  B . Prove that P ( A)  P( B) .

3. Define jumps.

4. Define standard deviation.

5. Define median.

6. Define characteristic function.

7. Define semi-invariants.

8. Define two-point distribution.

9. Define pólya distribution.

10. Define Cauchy distribution.

11. State Khintchin’s law of large number.

12. State Prohorov theorem.

 PART B — (5 × 5 = 25 marks)

Answer any FIVE questions.

13. Let { An }, n  1, 2, ,... , be nonincreasing sequence of

events and let A be their product. Prove that
P ( A)  lim P( An ) .
n

14. If X is a random variable, find the distribution of

Y  X2.

15. Prove that the variance of the sum of an arbitrary

finite number of independent variables, whose
variance exist, equals the sum of their variances.

16. State and prove Cramér – Wold theorem.

17. State and prove Poisson’s theorem.

18. State and prove the addition theorem for

independent random variables with Poisson
distribution.

19. State and prove Lindeberg-Lévy theorem.

PART C — (4 × 10 = 40 marks)

Answer any FOUR questions.

20. State and prove Baye’s theorem.

21. State and prove Chebyshev inequality.

2 77062/MCF2D/MEF2D
22. Prove that p 2  1 is a necessary and sufficient
condition for the relation P (Y  aX  b)  1 to
hold.

23. Let F (x) and  (t ) denot respectively the

distribution function and the characteristic
function of the random variable X . If a  h and
a  h (h  0) are continuity points of the
distribution function F (x) , prove that
T
1 sinh t ita
F (a  h)  F (a  h)  lim
T  
 T t
e  (t ) dt .

24. Define Cauchy distribution and find its

characteristic function.

25. State and prove Lévy Cramér theorem.

———————

3 77062/MCF2D/MEF2D
 WS2

NOVEMBER 2014 77062/MCF2D

Time : Three hours Maximum : 75 marks

PART A — (10  1 = 10 marks)

Answer any TEN questions.

Each question carries 1 mark.

1. If S  1, 2, 3, 4, 5, 6, is the sample space A  1, 3, 5

and B  2,4, 6 are events, which one of the
following is true?
(a) A and B are mutually exclusive but are not
exhaustive events (b) A and B are exhaustive but
are not mutually exclusive (c) A and B are neither
mutually exclusive nor exhaustive (d) A and B are
both mutually exclusive and exhaustive.

2. State the product rule for two independent events.

3. If X is a continuous random variable, P X  a  is

—————

4. If F x  is the distribution of X, the probability

density function of X 3 is ——————

5. If var X  1, var 2   3 is —————— is equal to

——————
 Ws2

6. Define absolute moment of a random variable.

7. The conjugate the characteristic function  X t  is

equal to ——————

8. What is the characteristic function of a binomial

distribution?

9. Define an one point distribution.

10. State true or false :

If Y is a Cauchy variate with parameters  and
y
 , the random variable is a standard

normal variate.

11. State Poisson weak law of law numbers.

12. State Kchnogorov’s inequality.

PART B — (5  5 = 25 marks)

Answer any FIVE questions.

Each question carries 5 marks.

If An n1 is a non-decreasing sequence of events


13.
and A is their product, prove that
lim P  An   P  A  .
n

2 77062/MCF2D
 Ws2

14. Find the distribution of the product of two random

variables.
15. If X is a continuous random variable with mean 
and variance  2 , prove that
1
P 1X    k 1  .
k2
16. Find the density function corresponding to the
characteristic function
1  t , if t 1
 t   
0 , if t 1
17. Define a hyper-geometric distribution and find its
variance.
18. State and prove Bernoulli law of large numbers.
19. State and prove Lapunov theorem.
PART C — (4  10 = 40 marks)
Answer any FOUR questions.
Each question carries 10 marks.
20. If X ,Y  is a two dimensional non-negative
continuous random variable having the joint
density
4 xy e  x  y  , x 0, y0
2 2

f x , y   
0 ; otherwise

find the density function of (a) X 2 Y 2 and

(b) X 2 .

3 77062/MCF2D
 Ws2

21. State and prove Lyapunav’s inequality for

absolute moments of a random variable.

 1
  2
 4a 2 1  xy x  y
2


22. If f x , y   if x , y  a, a  0
0, otherwise



in the joint probability density function of X and

Y and z . in the characteristic function of
Z, show that x  y t    X t Y t  but X and Y are not
independent.

23. Define the Laplace distribution and obtain its rth

moment about the origin. Hence obtain the
variance of this distribution.

24. State and prove Levy-Cramer theorem.

25. State and prove Kchnogorov’s strong law of large

numbers.

——————

4 77062/MCF2D
 Sp 6

NOVEMBER 2019 77062/MCF2D/

MEF2D

Time : Three hours Maximum : 75 marks

SECTION A — (10  1 = 10 marks)

Answer any TEN questions.

1. Define independent events.

2. Define random event.

3. Define the moment of order k.

4. Define standard deviation.

5. Define median.

6. Define semi–invariants.

7. Define probability generating function.

8. Define two-point distribution.

9. Define pólya distribution.

10. Define beta distribution.

11. State Khintchin’s law of large numbers.

12. State Kolmogorov theorem.

 Sp 6

SECTION B — (5 × 5 = 25 marks)
Answer any FIVE questions.
13. Let { An }, n  1, 2,.... be nonincreasing sequence of
events and let A be their product. Prove that
P ( A )  lim P ( An ).
n

14. If X is a random variable, find the distribution of

Y  X 2.
15. Prove that the expected value of the product of an
arbitrary finite number of independent random
variables, whose expected values exist, equals the
product of the expected values of these variables.
16. Find the characteristic function of the random
variable X having density

0 for x 0

f ( x )  1 for 0  x  1
0 for x 1


17. Find the semi-invariants of the Poisson

distribution.
18. The random variable X has a distribution N(1; 2).
Find the probability that X is greater than 3 in
absolute value.
19. State and prove Lindeberg - Lèvy theorem.

2 77062/MCF2D/
MEF2D
 Sp 6

SECTION C — (4 × 10 = 40 marks)

Answer any FOUR questions.

20. State and prove Baye’s theorem.

21. State and prove Chebyshev inequality.

22. Prove that  2  1 is a necessary and sufficient

condition for the relation P (Y  aX  b)  1 to hold.

23. Let F(x) and  (t ) denot respectively the

distribution function and the characteristic
function of the random variable X. If a + h and
a – h (h > 0) are continuity points of the
distribution function F(x), prove that
1 T sin ht  ita
F ( a  h )  F ( a  h )  lim
T   
T t
e  (t )dt.

24. State and prove Poisson theorem.

25. State and prove De Moivre Laplace theorem.

———————

3 77062/MCF2D/
MEF2D
 Ws 15

NOVEMBER 2018 77062/MCF2D/MEF2D

Time : Three hours Maximum : 75 marks

PART A — (10 × 1 = 10 marks)

Answer any TEN questions.

1. Define independent events.
2. Let A and B be two events satisfying the condition
A  B. Prove that PA   PB.

3. Let X be random variable with P X  2  0.2 and

 
P X  4   0.8. Find E X 2 . .

4. Define moment of order k.

5. Define variance.
6. Define semi-invariants.
7. Define probability generating function.
8. Define one point distribution.
9. Define uniform distribution.
10. Define beta distribution.
11. State Khintchin’s law of large numbers.
12. State Prohorov theorem.
 Ws 15

PART B — (5  5 = 25 marks)

Answer any FIVE questions.

13. Let An , n  1,2....., be non increasing sequence of
events and let A be their product. Prove that
P A   lim P An .
n 

14. If X is a random variable, find the distribution of

Y  X 2.
15. Prove that the expected value of the product of an
arbitrary finite number of independent random
variables, whose expected values exist, equals the
product of the expected values of these variables.
16. Find the characteristic function of the random
variable X having density

0 for x 0

f x   1 for 0  x  1
0 for x 1


17. Find the semi-invariants of the Poisson

distribution.

18. State and prove the addition theorem for

independent random variables which follows
Poisson distribution.

19. State and prove Lindeberg-Feller theorem

2 77062/MCF2D/MEF2D
 Ws 15

PART C — (4  10 = 40 marks)

Answer any FOUR questions.

20. If X and Y are independent standard normal

variants, find the distribution of X+Y.

21. State and prove Lapunov inequality.

22. Prove that  2  1 is a necessary and sufficient

condition for the relation P Y  aX  b  1 to hold.

23. Let F x  and  t  be denot respectively the

distribution function and the characteristic
function of the random variable X. If a  h and
a  h h  0  are continuity points of the
distribution function F x  , prove that.

1 sin ht ita
F a  h   F a  h   lim e  t dt.
T

T   T t

24. Define Cauchy distribution and find its

characteristic function.

25. State and prove Lévy Cramér theorem.

———————

3 77062/MCF2D/MEF2D
 Ws 15

4 77062/MCF2D/MEF2D
 Ws 5

NOVEMBER 2013 77062/MCF2D

Time : Three hours Maximum : 75 marks

SECTION A — (10 × 1 = 10 marks)

Answer any TEN questions.

Each question carries 1 mark.

1. Define independent random variable.

2. Define random event.

3. Let X be random variable with P ( X = 2) = 0.2 and

P ( X = 4 ) = 0.8. Find E ( X 2 ) .

4. Define standard deviation.

5. Define the quartile of order p .

6. Define semi-invariants.

7. Define probability generating functions.

8. Define two-point distribution.

 Ws 5

9. Define uniform distribution.

10. Define beta distribution.

11. State Chebyshev’s theorem.

12. State Kolmogorov theorem.

SECTION B — (5 × 5 = 25 marks)

Answer any FIVE questions.

Each question carries 5 marks.

13. Find the probability that head appears at least

twice in three successive tosses of a coin.

14. If X is a random variable, find the distribution of

Y = X2.

15. Prove that the variance of the sum of an arbitrary

finite number of independent variables, whose
variances exist, equals the sum of their variances.

16. Find the characteristic function of the random

variable X having density
0 for x <0

f ( x ) = 1 for 0 ≤ x ≤ 1
0 for x >1


2 77062/MCF2D
 Ws 5

17. The characteristic function of the random variable

X is φ (t ) = exp( −t 2 / 2) . Find the density of X .

18. The random variable X has a distribution N(1, 2).

Find the probability that X is greater than 3 in
absolute value.

19. State and prove Lindeberg-Feller theorem.

SECTION C — (4 × 10 = 40 marks)

Answer any FOUR questions.

Each question carries 10 marks.

20. State and prove Baye’s theorem.

21. State and prove Lapunov inequality.

22. Prove that ρ 2 = 1 is a necessary and sufficient

condition for the relation P (Y = aX + b) =1 to hold.

23. Prove that the characteristic function in a finite

interval does not uniquely determine the
distribution function.

3 77062/MCF2D
 Ws 5

24. State and prove Poisson theorem.

25. State and prove Lévy Cramér theorem.

———————

4 77062/MCF2D
NOVEMBER 2012 77062/MCF2D

Time : Three hours Maximum : 75 marks

SECTION A — (10 × 1 = 10 marks)

Answer any TEN questions.

Each questions carries 1 mark.

1. Define an impossible event.

2. Compute the probability that heads appear atleast

twice in three successive tosses of a coin.

3. Define jumps.

4. Define moment of order k.

5. Define variance.

6. Write the properties of characteristic function.

7. Define semi-invariants.

8. Define probability generating function.

9. Define pólya distribution.

10. Define beta distribution.

11. State Prohorov theorem.

12. State Chebyshev’s law of large numbers.

SECTION B — (5 × 5 = 25 marks)

Answer any FIVE questions.

Each question carries 5 marks.

13. Prove that the sum of the probabilities of any

event A and its complement A is one.

14. State and prove Chebyshev’s inequality.

15. Prove that the coefficient of correlation ρ satisfies

the double inequality − 1 ≤ ρ ≤ 1 .

16. State and prove Cramér-Wold theorem.

17. State and prove Poisson’s theorem.

18. The random variable X has the distribution

N(1, 2). Find the probability that X is greater than
3 in absolute value.

19. State and prove Borel-Cantelli lemma.

2 77062/MCF2D
 SECTION C — (4 × 10 = 40 marks)

Answer any FOUR questions.

Each question carries 10 marks.

20. If X and Y are independent standard normal

variates, find the distribution of X + Y.

21. State and prove Lyapunov inequality.

22. Prove that ρ 2 = 1 is a necessary and sufficient

condition for the relation P (Y = aX + b) = 1
to hold.

23. Let F (x ) and φ (t ) denot respectively the

distribution function and the characteristic
function of the random variable X. If a + h and
a − h(h > 0 ) are continuity points of the
distribution function F(x), prove that

T
F (a + h ) − F (a − h ) = lim e φ (t )dt .
1 sinh t − ita
T →∞ π
−T
∫
t

24. Define Cauchy distribution and find its

characteristic function.

25. State and prove Lévy Cramér theorem.

———————

3 77062/MCF2D
4 77062/MCF2D
5 77062/MCF2D
 sp 6

APRIL 2018 77062/MCF2D/MEF2D

Time : Three hours Maximum : 75 marks

PART A — (10  1 = 10 marks)

Answer any TEN questions.

1. Define independent random variable.

2. Compute the probability that heads appear atleast

twice in three successive tosses of a coin.

3. Define the moment of order k.

4. Define standardized random variable.

5. Define Variance.

6. Define semi-invariants.

7. Define probability generating function.

8. Define absolute moment.

9. Write any two properties of characteristic

function.

10. Define Cauchy distribution.

11. State Khintchin’s law of large numbers.

12. State Prohorov theorem.

 sp 6

PART B — (5  5 = 25 marks)

Answer any FIVE questions.

13. Find the probability that heads appear at least

twice in three successive tosses of a coin.

14. State and prove Chebyshev’s inequality.

15. Prove that the expected value of the product of an

arbitrary finite number of independent random
variables, whose expected values exist, equals the
product of the expected values of these variables.

16. Find the characteristic function of the random

variable X having density

0 for x  0

f x   1 for 0  x  1
0 for x  1.


17. State and prove Poisson’s theorem.

18. State and prove the addition theorem for

independent random variables with Poisson
distribution.

19. State and prove Lindeberg-Lévy theorem.

2 77062/MCF2D/MEF2D
 sp 6

PART C — (4  10 = 40 marks)

Answer any FOUR questions.

20. Derive the distribution of the sum of two random

variables X and Y.

21. State and prove Lapunov inequality.

22. Prove that  2  1 is a necessary and sufficient

condition for the relation P Y  aX  b  1 to
hold.

23. Let F x  and  t  denote respectively the

distribution function and the characteristic
function of the random variable X. If a  h and
a  h h  0  are continuity points of the
distribution function F x , prove that
T
1 sinh t ita
F a  h   F a  h   lim  e  t  dt .
T   t
T

24. Define Cauchy distribution and find its

characteristic function.

25. State and prove Lévy Cramér theorem.

———————

3 77062/MCF2D/MEF2D
 WK 11

APRIL 2019 77062/MCF2D/

MEF2D

Time : Three hours Maximum : 75 marks

SECTION A — (10  1 = 10 marks)

Answer any TEN questions.

1. Define an impossible event.

2. Define random event.

3. Define the moment of order k.

4. Define standardized random variable.

5. Define the quantile of order p.

6. Write the properties of characteristic function.

7. Define semi-invariants.

8. Define two-point distribution.

9. Define pólya distribution.

10. Define Cauchy distribution.

11. State Chebyshev’s theorem.

12. State Chebyshev’s law of large numbers.

 WK 11

SECTION B — (5  5 = 25 marks)

Answer any FIVE questions.

13. Prove that the sum of the probabilities of any

event A and its complement A is one.

14. State and prove Chebyshev’s inequality.

15. Prove that the coefficient of correlation satisfies

the double inequality  1    1 .

16. State and prove Cramér-Wold theorem.

17. State and prove Poisson’s theorem.

18. The random variable X has the distribution

N (1, 2) . Find the probability that X is greater than
3 in absolute value.

19. State and prove Borel-Cantelli lemma.

SECTION C — (4  10 = 40 marks)

Answer any FOUR questions.

20. Derive the distribution of the sum of two random

variables X and Y.

21. State and prove Lapunov inequality.

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MEF2D
 WK 11

22. Prove that  2  1 is a necessary and sufficient

condition for the relation P (Y  aX  b)  1 to hold.

23. Let F (x ) and  (t ) denote respectively the

distribution function and the characteristic
function of the random variable X. If a  h and a
a  h( h  0) are continuity points of the
distribution function F (x ) , prove that
T
1 sinh t ita
F ( a  h )  F ( a  h )  lim
T   
T
t
e  (t )dt .

24. State and prove Poisson theorem.

25. State and prove De Moivre Laplace theorem.

–––––––––––––

3 77062/MCF2D/
MEF2D