ST A TISTICS

.. I
IM~imum

ITime Allo-wed -:,Three Hours I

INSTRUCTIONS

Marks :200

Candidates should attempt FIVE questions in ALL including Questions No.1 and 5 which are compulsory. Theremaininc_THREE questions should be answered by choosing at least ONE question each from 'Secti911: and SeetionB, A The number of marks carried by each. question is indicated against each. Answers must be written only in, ENGLISH. (Symbols and abbreviations, are as usual) Any essential data assumed-by candidates lor. answering questions must be -clearly stated.
.'

A normal distribution table and a J;t'table are attached with this question paper.

SECTION A
1.

Answer any five of the following: (a) Verify' the' following identities :
(i)

8x5=40

peA U B) = peA) + PCB

U B U C) =

AC)

(ii)P(A

peA)

+ PCB) + P(C) - P<l\- n B)- PCB n

C)

- P(A E-JIT-L-TUA
1

n C\ + .P(A n B n -C)
{Contd .l

..(b) A fair die is thrown until a 6 appears. Specify .the sample space. What is the probability ...h~t# it t must be thrown at least 3 times? peA);;;; 1/3 and P(BC) == disjoint'? Explain,

..

-,.
-i

(c) (d) (e)

1/4.

Can A and B be

Show that E(X - a)2 is minimized for a = EOP, assuming that the 'first· 2-moments of X exist. Let
1 n-l f(x) = ---x',.e T(n) J)fl
-x/ll

0 ,x>,n>,~>.

0" n.

Show that flx) is a probability 'Obtain VeX).

(f)

density 'function.

a < x, (a > 0) is a x probability density function for an appropriate value ofa. Upto what order do the moments of this p.d.f. exist?

Show that

ftx) -

3'

2.

(a)
(b)

Let E I X

In- <"

00.

Prove that

E IX

Ik <

00

for k~ n.

Show that the sum of two independent Poisson random variables with parameters A and Jl respectively is a Poisson random variable with . parameter A. + 1-1. Let the joint p.d.f of (X, Y) be flx, y) = «», 0 < x < y < Obtain the probability P(X + Y ~ 1).
00,

(c)

E-JTT-L-TUA

ICoritd

.J

(d)

Let Xl'_~'
n

... ,-,X~be

sequence of i.i.d.r.v.s with sequence

E(~) = 0 and S~
=.

vexi>

= 1. -Show that-the

_!_LX; n.
}=

tends to 1 in probability.

10x4=40

3.

(as Let' Xl

and ~ be two independent exponentially distributed random variables with the same mean e. Define V = max (Xl' ~) and W = min (Xl' ~). Show that v - W and 2W are independent and identically distributed random
variables.

(b)

Let X be a positive valued random Prove that

P(X ~~r) < E(X) , r > O. r-

variable.

Hence deduce the Chebychev's inequality. (c) Let X have the continuous c.d.f Ftx), Define U = F(x). Show that both - log U arid -log (1 - U) are exponential random variables: the the
Cauchy

Cd) Obtain
rex) =

median and the distribution with

1

quartiles p.d.f.

of

1t

(1+

, - 00-< x < 00,

)

lOx4=40

4.

(a)

Let Z;be a random variable with p.d.f. flz), Let Zo: be its upper a,th quantile. Show that if X is a random variable with p.d.f
(J

f(

x ~ 11) then

za + I-l is the upper a.th quantile of X.

3 [Contd.]

E-JTT -L- TUA

.,

(b)

'Let (X, Y) have a bivariate distribution .flnitemoments upto order 2. Show that (i)E(E(Xly»

with

-v:

-=

E,(X), and

(ii) VeX) 2:'V(X[Y);

(c)

Show' ." that- a. c.d.f. can, have at -most a .countable number -of jumps.
-:.

.....:.

(d)

Consider

the.following .. p(O, 10) . .

bivariatep.m.f.:

of (X, Y) :

-' p(O, 20) " ....

= -;2 18
3

pt L, 10),= pf l., 30) = 18'; pt L, 20) = -;

,4 18

p(2, 30)' =

18

Obtain the conditional mass functions

.andptyjx = ~1).>

p(yrx = 2)"
,10x4=40

E-JTT:L-TUA

[Contd.J

.,"
'.

"

,SECTION B
5~ Answer any five of the following: "(a) Tabulate- the exact null distribution rank sum' statistic for nl ,:;;;; 2,,'= 3. n

8x5-40
of Wilcoxon

(b)

Let rx, Y) have-the uniform distribution.. over the' range_O < Y'< x < 1. Obtain the conditional 'mean and .variance of X given Y' = y.
...
,

..,

(c)

Let the temperature before administration of aspirin be

...
, ..
'.

and

after

Patient 1 2

Before 100·0 102·1

.After
98·1

3
4

100·6

97·2
<

98·6 99·1 97·6

98'6-

100·1· 101·5,
.__

5
6'

102

7 8

99·9 102·7 100~4

..

98,2 98·1 98·2 97·1

9
-

10

100·8

Test by the sign test; whether aspirin IS effective in reducing temperature. What. is the p-value of the calculated statistic_ ? E-:-'J Tf -L,;,T U A
5

[Contd.]

(d)

Use Simpson's nile withfive ordinates to compute ~ an approximation to 1t with the help of the integration of the function (1 + x2)-1 from 0 to 1_ Use mathematical induction to prove fx +
nh

(e)

=I. (.~)
1=

. '0

tJ"i fx-

(0

Let Dn = Sup

I F n(x) Sup
x(iy$x

F(x)

be the

-oo<x<oo

Kolmogorov statistic. Show that

n;

max OS; i $ n

{: -,F(X)}
< x(i+1)

wherex(l)' the data. 6.

(a)

x(2)' ... , x(n)

are the order statistics of

Let X and Y be two random variables with correlation coefficient 0-9.' Can a third -random variable Z have correlation coefficient - 0·9 with both X and Y? Give reasons for your answer. Sh_ow that the square of the one sample t-statistic has the F -distribution. What are its degrees of freedom ? Define the correlation ratio 111 of X on Y. If p is the usual correlation coefficient between X and Y, then show that 0::5:p2 :5: 1112 ~1.
"

(b)

(c)

(d)

Prove that the sum of two independent chi-squared random variables is also chi-squared.
lOx4=40

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rContd.]

...

"f•

7.
r:... ;

(a).

Apply

the- Wilcoxon two-sample test to the following data on the first breakdown, times of two brands of computers :
Brand A 98, 102, 47, 85, 99, 140" 130

Brand B

95, 125, 160, 155, 148.

Use 1·96 as the critical point 'for the appropriate test.

(b)

Describe a test of independence of two normal random variables based on r, 'the sample correlation coefficient using the t-distribution. If n = 10 and r = 0'9, then carry out the test. Show that the tbest predictor of Y, in terms of minimum MSE, is linear in X, if (X, Y) have bivariate normal distribution. Explain the Wald - Wolfowitz run test for randomness in a sequence of two types of symbols. Find E.Ha (R) where R denotes the number of runs of elements of one kind.
1Ox4 =40

(c)

_(d)

8.

(a)

The following intervals:

are the frequencies in the given

1 (0- 2] (2- 5] (5 _.:_0J (10 - 15J (15 - 18] (18 - 20] 43

85

151

112

72

34

Draw the histogram of this data. Calculate the mean of the data from the frequency table.
E~JTT -L- TUA -i

[Contd.]

(b) '-

Let .XI', ~, "'i'Xn 'be~ndependent N(o', (}'2) random variables. Obtain the mean and variance of

L X[ . What
i-=l

'is its probability

distributi~n?

(c)

From a bivariate data set of 4995 observations, the following quantities have been calculated:

L x= - 2353, L Y = - 1400, L x2 = 9508

~s

= 70802,

L xy = 8805.
of X .on Y.

..

Obtain the' estimated 1ine~r regression (d)

Explain how to carry out the chi-squared testfor Ho :

:cr2 =
... ,

0'0

on the basis of a random sample

lOx4;;:40

Xl' X2'

Xn from N(J.!, (j2) population.

·1

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-8

( 1)

I E-JTT-L-TUA I

NORMAL DISTRIBUTION tABLE

-00

.0 .1 .2 .3
.4

.00 .5000 .5398 .5793 .6179 .6554 .6915 .7257 .7580 .7881 .8159 .8413 .8643 .8849 .9032 .9192 .9332 .9452 .9554 .9641 .9713 .9772 .9821 .9861 .9893 .9918

.01 .5040 .5438 .5832 .6217 .6591 .6950 .7291 .7611 .7910 .8186 .8438 .8665 .8869 .9049 .9207 .9345 .9463 .9564 .9649 .9719 .9778 .9826 .9864 .9896 .9920

.02

.5080 .5478 .5871 .6255 .6628 .6985 .7324 .7642 .7939 .8212 .8461 .8686 .8888 .9066 .9222 .9357 .9474 .9573
.9656

.03 .5120 .5517 .5910 .6293 .6664 .7019 .7357 .7673 .7967 .8238 .6485 .8708 .8907 .9082 .9236 .9370 .9484 .9582
.9664

.05 .04 .5199 .5160 .5557 .5596 .5948 . .5987 .6331 .6368 .6700 ~6736 .7054 .7389
.7704

.06 .5239 .5636 .6026 .6406 .6772 .7123 .7454 .7764 .8051 .6315 .8554 .8770 .8962 .9131 .9279 .9406 .9515 .9608 .9686 .9750 .9803 .9846 .9881 .9909 .9931

.07 .5279 .5675 .6064 .6443 .6808 .7157 .7486 .7794 .8078 .8340 .8577 .8790 .8980 .9147 .9292 .9418 .9525 .9616 .9693 .9756 .9808 .9850 .9884 .9911 .9932

.08 .5319 .5714 .6103 .6480 .6844 .7190 .7517 .7823 .8106 .8365 .8599 .8810 .8997 .9162 .9306 .9429 .9535 .9625 .9699 .9761 .9812 .9854 .9887 .9913 .9934

.09 .5359 .5753 .6141 .6517 .6879 .7224 .7549 .7852 .8133 .8389 .8621 .8830 .9015 .9177 .9319
.9441

.5 .6 .7 .8 .9 1.0 1.1 1.2 1.3 1.4 1.5 1.6 1.8 1.9 2.0 2.1 2.2 2.3 2.4
oJ

.7995 .8264 .8508 .8729 .8925 .9099 .9251 .9382 .9495 .9591 .9671 .9738 .9793 .9636 .9875 .9904 .9927

.7088 .7422 .7734 .8023 .8289 .8531 .8749 .8944 .9115 .9265 .9394 .9505 .9599 .9678 .9744 .9798 .9642 .9878 .9906 .9929

1.7

.9726 .9783 .9830 .9868 .9898 .9922

.9732 .9788 .9834 .9871 .9901 .9925

.9545 .9633 .9706 .9767 .9817 .9857 .9890 .9916 .9936

.9951 .9952 .9941 .9943 .9945 .9946 .9948 .9949 .9938 .9940 .9960- .9961 .9963 .9964 .9956 .9962 .9955 .9957 .9959 .9953 . 2.7.-.9965......"..9966-'=.9967~-5996.8"".c...~~6_9~~~Z~.,~99_l.t;;.:.,:;9972~~.9.QZ3~99r4 2.8 .9974 .9975.9976 .9977 .9977 .9978" .9979~9979 .9980 .9981 .9986 .9986 .9984 .9985 .9985 .9983 .9981 .9982 .9964 .9982 2.9

2.6

2.5

3.0 3.1 3.2 3.3 3.4

.9987 .9990 .9993 .9995 .9997

.9987 .9991 .9993 .9995 .9997

.9987 .9991 .9994 .9995 .9997

.9988 .9991 .9994 .9996 .9997

.9988 .9992 .9994 .9996 .9997

.9989 .9992 .9994 .9996 .9997

.9989 .9992 .9994 .9996 .9997

.9989 .9992 .9995 .9996 .9997

.9990 .9993 .9995 .9996 .9997

.9990 .9993 .9995 .9997 .9998

I iiiJ!

II~

(3 )

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'f Table
cum. prob one-tail

two-tails
df

0.50 1.00
1 2 3 4 5
6

'.50

(75

t.eo'

t.u

t,to

t.u

t .•7S

0.25 0.50
1.000 0.816 0.765 0.741 0.727 0.718 0.711 0.706 0.703 0.700 0.697 0.695 0.694 0.692 0.691 0.690 0.689 0.688 0.688 0.687 0.686 0.686 0.665 0.685 0.684 0.684 0.684 0.683 0.683 0.683 0.681 0.679 0.678 0.677 0.675 0.674

0.20 0.40
1.376 1.061 0.978 0,941 0.920 0.906 0.896
0.BB9

0.15 0.30
1.963 1.386 1.250 1.190 1.156 1.134 1.119 1.108 1.100 1.093 1.088 1.083 1.079 1.076 1.074 1.071 1:069 1.067 1.066 1.064 1.063 1.061 1.060 1.059 1.058 1.058 1.057 1.0$ 1.055 1.055 1.050

0.10 0.20
3.07B 1.886 1.638 1.533 1.476 1.440 1.415 1.397 1.383 1.372 1.363 1.356 1.350 1.345 1.341 1.337 1.333 1,330 1.328 1.325 1,323 1.321 1.319 1.318 1.316 1,315 1.314 1.313 1.311 1.310 1.303 1.296 1.292 . 1.290 1.282 1.282

0.05 0.10
6.314 2.920 2.353 2.132 2.015 1.943 1.895 1.860 1.833 1.812 1.796 1.782 1.771 1.761 1.753 1.746 1.740 1.734 1.729 1.725 1.721 1.717 1.714 1.711 1.70S 1~706 1~~'ij3 1.701 1.S99 1.697
1,684

0.025 0.05
12.71 4.303 3.182 2.776 2.571 2.447 2.365 2.306 2.262 2.228 2.201 2.179 2.160 2.145 2.131 2.120 2.110 2.101 2.093 2.086 2.080 2.074 2.069 2.064 2.060 2.056 2.052 2.048 2.045 2.042 2.021 2.000 1.990 1,984 1.962 1.960

0.01 0.02
31.82 6.965 4.541 3.747 3.365 3.143 2.998 2.896 2.821 2.764 2.718 2.681 2.650 2.624 2.602 2.583 2.567 2.552 2.539 2.528 2.518 2.508 2.500 2.492 2,485 2.479 2,473 2.487 2.462 2.457 2.423 2.390 2.374 2.364 2.330 2.326

'."

0.005 0.01
63.66 9.925 5.841 4.604 4.032 3.707

'."5

0.001 0.002

t.",

t.8996
0.00051

0.001
636.62 31.599 12.924 8.610 6.869 5.959 5.408 5.041 4.781 4.587 4.437 4.318 4.221 4.140 4.073 4.015 3.965 3.922 3.883
3.850

0.000 0.000 0.000

0.000

7
B

9 10
11

12 13 14 15 16 17 18 19 20 21 22 23 24 25 27 28 29 30 40 60 80 100 1000 Z

26

0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000

0.883 0.879 0.876 0,873 0.870 0.888 0.866 0.865 0.863 0.862 0.861 0.860 0.859 0.858 0.858 0.857 0.856 0.856 0.855 0.855 0.854' 0.854 0.BS1 0.848 0.846 0.845 0.842 0.842

318.31 22.327 10.215 7.173 5.893 5.208 3,499 4.765 3.355 4.501 3.250 ' 4.297 3.169 4.144 3.106 4.025
3.055 3.930

1.045

1.043 1.042 1.037 1.036

1.671 1.6434 1.660 1.646

3.012 2.971 2.947 2.921 2.898 2.878 2.861 2.845 2.831 2.819 2.B07 2.797 2,787 2.779 2.771 2.763 2.756 2.750 2.704 2.660 2,639 2,626 2.581 2.576

3.852 3.787 3.733

3.686

3.646 3.610 3.579 3.552 3.527 3.505 3.485 3.467 3.450 3.435 3,421 3.408 3.39S 3.385 3.307 3.232 3.195 3.174 3.098 3.090

3.819 3.792 3.768 3.745 3.725 3.707 3.690 3.674 3.659 3.646 3.551 3.460 3.416 3:390 3,300 3.291

1.645

0%

50%

60%

70%

95% 80% 90% Confidence Level

~.

98%

99%

99.8%

99.9%

s_

---p

~1Cii""-;:-;.--.-_-_--_--

::z--v-.----s- •• ~;:..-

.".......,._.•'

-"~-"<"':":""'~~.i-'

'~'·"'"""'6~';;"'--

..~~~...1!:;:;e~.=.

~-~~.=.~'_""".'_'._,=.""',?,!.::'.L~"_~

'.1-