OCR S3 2016 June — Question 5 11 marks

Exam BoardOCR
ModuleS3 (Statistics 3)
Year2016
SessionJune
Marks11
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TopicLinear combinations of normal random variables
TypeLinear transformation to achieve target parameters
DifficultyStandard +0.8 This question requires understanding of linear combinations of normal distributions, setting up and solving simultaneous equations from mean and variance conditions, then applying the distribution of X-Y to find σ². While the concepts are standard S3 material, the multi-step algebraic manipulation and integer constraint make it moderately challenging, above average difficulty but not requiring exceptional insight.
Spec5.04b Linear combinations: of normal distributions

5 The independent random variables \(X\) and \(Y\) have distributions \(\mathrm { N } \left( 30 , \sigma ^ { 2 } \right)\) and \(\mathrm { N } \left( 20 , \sigma ^ { 2 } \right)\) respectively. The random variable \(a X + b Y\), where \(a\) and \(b\) are constants, has the distribution \(\mathrm { N } \left( 410,130 \sigma ^ { 2 } \right)\).
  1. Given that \(a\) and \(b\) are integers, find the value of \(a\) and the value of \(b\).
  2. Given that \(\mathrm { P } ( X > Y ) = 0.966\), find \(\sigma ^ { 2 }\).

5 The independent random variables $X$ and $Y$ have distributions $\mathrm { N } \left( 30 , \sigma ^ { 2 } \right)$ and $\mathrm { N } \left( 20 , \sigma ^ { 2 } \right)$ respectively. The random variable $a X + b Y$, where $a$ and $b$ are constants, has the distribution $\mathrm { N } \left( 410,130 \sigma ^ { 2 } \right)$.\\
(i) Given that $a$ and $b$ are integers, find the value of $a$ and the value of $b$.\\
(ii) Given that $\mathrm { P } ( X > Y ) = 0.966$, find $\sigma ^ { 2 }$.

\hfill \mbox{\textit{OCR S3 2016 Q5 [11]}}