IIT−JAM Mathematical Statistics (MS) 2009

1. For detecting a disease, a test gives correct diagnosis with probability 0.99. It is known that 𝟏%
of a population suffers from this disease. If a randomly selected individual from that population
tests positive, then the probability that the select individual actually has the disease is
(a) 0.01
(b) 0.05
(c) 0.5
(d) 0.99

Solution: (c) P(disease |𝑡𝑒𝑠𝑡𝑠 positive)

𝑃(𝑑𝑖𝑠𝑒𝑎𝑠𝑒 & 𝑡𝑒𝑠𝑡𝑠 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒
=
𝑃(𝑡𝑒𝑠𝑡𝑠 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒)
1%° × (0.99) 1
= = = 0.5 .
99% × (0.01) + 1% × (0.99) 2

2. Let X be any random variable with mean 𝝁 and variance 9. Then the smallest value of m such
that 𝑷(|𝑿 − 𝝁| < 𝒎) > 𝟎. 𝟗𝟗, is
(a) 90
(b) √𝟗𝟎
(c) √𝟏𝟎𝟎/𝟏𝟏
(d) 30

Solution: (d) By Chebyshev’s inequality

1
𝑃(|𝑋 − 𝜇| < 𝑘𝜎) ≥ 1 −
𝑘2
1
⇒ 𝑃(|𝑋 − 𝜇| < 3𝑘) ≥ 1 −
102
1
⇒ 𝑃(|𝑋 − 𝜇| < 30) ≥ 1 −
102
⇒ 𝑚 = 30
 3. If a random variable X has the cumulative distribution function

𝟎, 𝒊𝒇 𝒙 > 0
𝟏
, 𝒊𝒇 𝒙 = 𝟎
𝑭(𝒙) = 𝟑
𝟏+𝒙
𝒊𝒇 𝟎 < 𝑥 < 1
𝟑 𝒊𝒇 𝒙 > 1
{ 𝟏,
Then E(X) equals

(a) 1/3
(b) 1
(c) 1/6
(d) ½

Solution: (c)
0 ;𝑥 ≤ 0
1
𝑓(𝑥) = { ;0 < 𝑥 < 1
3
0 ;𝑥 ≥ 0
1
⇒ 𝐸(𝑋) = ∫ 𝑥𝑓(𝑥)𝑑𝑥
0

1 1 1
= ∫ 𝑥𝑑𝑥 =
3 0 6

4. If

𝒍𝒏 𝑼𝟏
𝒀=
𝒍𝒏 𝑼𝟏 + 𝒍𝒏 (𝟏 − 𝑼𝟐 )
Where 𝑼𝟏 𝒂𝒏𝒅 𝑼𝟐 are independent U(0, 1) random variables, then variance of Y equals

(a) 1/12
(b) 1/3
(c) ¼
(d) 1/6

Solution: (a) As 𝑌~ 𝑈(0,1), so

1
1
𝐸(𝑌) = ∫ 𝑦𝑑𝑦 =
0 2
1
1
𝐸(𝑌 2 ) = ∫ 𝑦 2 𝑑𝑦 =
0 3

1 1 2 1
⇒ 𝑉(𝑌) = −( ) =
3 2 12
 5. If X is a Binomial (30, 0.5) random variable, then
(a) 𝑷(𝑿 > 𝟏𝟓) = 𝟎. 𝟓
(b) 𝑷(𝑿 < 𝟏𝟓) = 𝟎. 𝟓
(c) P(X>15)>0.5
(d) P(X< 15) < 0.5

Solution: (d) P(X<15) = 𝑃(𝑋 = 0) + ⋯ + 𝑃(𝑋 = 14) < 0.5

𝑎𝑠 𝑃(𝑋 = 0) = 𝑃(𝑋 = 30)

𝑃(𝑋 = 1) = 𝑃(𝑋 = 29)
⋮ ⋮ ⋮
𝑃(𝑋 = 14) = 𝑃(𝑋 = 16)
𝑃(𝑋 < 15) = 𝑃(𝑋 = 0) + ⋯ + 𝑃(𝑋 = 14)

= 𝑃(𝑋 = 16) + ⋯ + 𝑃(𝑋 = 30)

1 − 𝑃(𝑋 = 15)
=
2
𝑃(𝑋 = 15)
= 0.5 − < 0.5
2

6. If the joint probability density function of (X, Y) is given by

𝟏 −𝒚𝒙
𝒇(𝒙, 𝒚) = 𝒆 , 𝒙 > 0, 0 < 𝑦 < 1
𝒚
Then

(a) 𝑬(𝑿) = 𝟎. 𝟓 𝒂𝒏𝒅 𝑬(𝒀) = 𝟎. 𝟓

(b) 𝑬(𝑿) = 𝟏. 𝟎 𝒂𝒏𝒅 𝑬(𝒀) = 𝟎. 𝟓
(c) 𝑬(𝑿) = 𝟎. 𝟓 𝒂𝒏𝒅 𝑬(𝒀) = 𝟏. 𝟎
(d) 𝑬(𝑿) = 𝟏. 𝟎 𝒂𝒏𝒅 𝑬(𝒀) = 𝟏. 𝟎

Solution: (b)
1 −𝑥
𝑓(𝑥, 𝑦) = 𝑒 𝑦 , 𝑥 > 0, 0 < 𝑦 < 1
𝑦
1
1 −𝑥/𝑦
⇒ 𝑓(𝑥) = ∫ 𝑒 𝑑𝑦
𝑦=0 𝑦

𝑥
𝐿𝑒𝑡 =𝑡
𝑦
𝑥
⇒− 𝑑𝑦 = 𝑑𝑡
𝑦2
𝑥
𝑡 −𝑡 𝑥
⇒ 𝑓(𝑥) = ∫ 𝑒 [− 2 ] 𝑑𝑡
∞ 𝑥 𝑡
 𝑥
1
= ∫ − 𝑒 −𝑡 𝑑𝑡
∞ 𝑡
∞
1 −𝑡
=∫ 𝑒 𝑑𝑡
𝑥 𝑡
∞
⇒ 𝐸(𝑥) = ∫ 𝑥𝑓(𝑥)𝑑𝑥
0
∞ ∞
1 −𝑡
=∫ ∫ 𝑒 𝑑𝑡 𝑑𝑥 = 1
0 𝑥 𝑡
∞
1 −𝑥/𝑦 ∞
𝑓(𝑦) = ∫ 𝑒 𝑑𝑥 = −𝑒 −𝑥/𝑦 |
0 𝑦 0

=1; 0<𝑦 <1

1 1
𝐸(𝑦) = ∫ 𝑦𝑓(𝑦)𝑑𝑦 = ∫ 𝑦 𝑑𝑦
0 0

𝑦2 1 1
= | = .
2 0 2

𝟏
7. If X is an F(m, n) random variable, where m > 2, n>2, then E(X) 𝑬 ( ) equals
𝑿
𝒏(𝒏−𝟐)
(a)
𝒎(𝒎−𝟐)
𝒎(𝒎−𝟐)
(b) 𝒏(𝒏−𝟐)
𝒎𝒏
(c) (𝒎−𝟐)(𝒏−𝟐)
𝒎(𝒏−𝟐)
(d) 𝒏(𝒎−𝟐)

Solution: (c) For F(m,n)

𝑛 1 𝑚
𝐸(𝑋) = ;𝐸( ) =
𝑛−2 𝑋 𝑚−2
1 𝑚𝑛
⟹ 𝐸(𝑋)𝐸 ( ) = .
𝑋 (𝑚 − 2)(𝑛 − 2)
 8. Let X be a random variable having probability mass function

𝟐 + 𝟒𝜶𝟏 + 𝜶𝟐
, 𝒊𝒇 𝒙 = 𝟏
𝟔
𝟐 − 𝟐𝜶𝟏 + 𝜶𝟐
𝒇(𝒙) = , 𝒊𝒇 𝒙 = 𝟐
𝟔
𝟏 − 𝜶𝟏 − 𝜶𝟐
{ , 𝒊𝒇 𝒙 = 𝟑
𝟑
Where, 𝜶𝟏 > 0 𝑎𝑛𝑑 𝜶𝟐 > 0 are unknown parameters such that 𝜶𝟏 + 𝜶𝟐 ≤ 𝟏. For testing the null
hypothesis 𝑯𝟎 ∶ 𝜶𝟏 + 𝜶𝟐 = 𝟏, against the alternative hypothesis 𝑯𝟏 ∶ 𝜶𝟏 = 𝜶𝟐 = 𝟎, suppose that
the critical region is 𝑪 = {𝟐, 𝟑}. Then, this the critical region has
𝟏
(a) size= 𝟐 𝒂𝒏𝒅 𝒑𝒐𝒘𝒆𝒓 = 𝟐/𝟑
𝟏
(b) 𝒔𝒊𝒛𝒆 = 𝟒 𝒂𝒏𝒅 𝒑𝒐𝒘𝒆𝒓 = 𝟐/𝟑
𝟏
(c) size= 𝟐 𝒂𝒏𝒅 𝒑𝒐𝒘𝒆𝒓 = 𝟏/𝟒
𝟐
(d) size= 𝟑 𝒂𝒏𝒅 𝒑𝒐𝒘𝒆𝒓 = 𝟏/𝟑

2−2𝛼1 +𝛼2 1−𝛼1 −𝛼2 1

Solution: (b) Size = 𝛼 = 𝑃(𝑟𝑒𝑗𝑒𝑐𝑡 |𝐻0 𝑖𝑠 𝑡𝑟𝑢𝑒) = 6
+ 3
=4

2 1
𝛽 = 𝑃(𝑎𝑐𝑐𝑒𝑝𝑡𝑠 |𝐻1 𝑖𝑠 𝑡𝑟𝑢𝑒) = =
6 3
1 2
⇒ 𝑃𝑜𝑤𝑒𝑟 = 1 − 𝛽 = 1 − =
3 3

𝐹𝑟𝑜𝑚 ∑ 𝑓(𝑥) = 1

2 + 4𝛼1 + 𝛼2 2 − 2𝛼1 + 𝛼2 1 − 𝛼1 − 𝛼2
⇒ + + =1
6 6 3
3 + 3𝛼1 3 − 3𝛼1
⇒ + +0=1
6 6
For 𝛼1 + 𝛼2 = 1

9. The observed value of the mean of a random sample from 𝑵(𝜽, 𝟏) distribution is 2.3. If the
parameter space is 𝚯 = {𝟎, 𝟏, 𝟐, 𝟑}, then the maximum likelihood estimate of 𝜽 is
(a) 1
(b) 2
(c) 2.3
(d) 3

Solution: (c) M.L.E. of 𝜃 = 𝜃̂ =

𝑥1 + 𝑥2 + ⋯ + 𝑥𝑛
𝑛
i.e., sample mean = 2 × 3
 10. The series
∞
√𝒏
∑ ,𝒙 > 0
𝒏 √𝒏𝟐 + 𝟏
𝒏=𝟏 𝒙

(a) Converges for x>1 and diverges for 𝒙 ≤ 𝟏.

(b) Converges for 𝒙 ≤ 𝟏 and diverges for x>1.
(c) Converges for all x > 0
(d) Diverges for all x >0

Solution: (a)
∞
√𝑛
∑
𝑛=1
𝑥 𝑛 √𝑛2 + 1

√𝑛
𝑢𝑛 =
𝑥 𝑛 √𝑛2 +1
For x < 1 the series is divergent and for x >1, it is convergent.

11. Let f be a differentiable function defined on [0,1]. If 𝝃 ∈ (𝟎, 𝟏) is such that 𝒇(𝒙) < 𝑓(𝝃) =
𝒇(𝟎) for all 𝒙 ∈ (𝟎, 𝟏], 𝒙 ≠ 𝝃, then
(a) 𝒇′ (𝝃) = 𝟎 𝒂𝒏𝒅 𝒇′ (𝟎) = 𝟎
(b) 𝒇′ (𝝃) = 𝟎 𝒂𝒏𝒅 𝒇′ (𝟎) ≤ 𝟎
(c) 𝒇′ (𝝃) > 0 𝑎𝑛𝑑 𝒇′ (𝟎) ≤ 𝟎
(d) 𝒇′ (𝒙) = 𝟎 𝒂𝒏𝒅 𝒇′ (𝟎) > 0

Solution: (b) 𝑓(𝑥) < 𝑓(𝜉) 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑥 ∈ (0, 1]

⇒ 𝜉 𝑖𝑠 𝑙𝑜𝑐𝑎𝑙 𝑚𝑎𝑥𝑖𝑚𝑎 𝑝𝑜𝑖𝑛𝑡. ⇒ 𝑓 ′ (𝜉) = 0 𝑎𝑛𝑑 𝑎𝑠 𝑓(𝜉) = 𝑓(0)

So, 𝑓 ′′ (0) ≤ 0

12. The area of the region bounded by 𝒚 = 𝒙𝟑 , 𝒙 + 𝒚 − 𝟐 = 𝟎 𝒂𝒏𝒅 𝒚 = 𝟎 is

(a) 0.25
(b) 0.5
(c) 0.75
(d) 1.0

Solution: (c) 𝑦 = 𝑥 3 & 𝑥 + 𝑦 − 2 = 0

⇒ 𝑥3 + 𝑥 − 2 = 0
⇒ (𝑥 − 1)(𝑥 2 + 𝑥 + 2) = 0
⇒𝑥=1
So, the required area is
1 2
∫ 𝑥 3 𝑑𝑥 + ∫ (2 − 𝑥)𝑑𝑥
0 1

𝑥4 1 𝑥2 2 1 1
= | + (2𝑥 − ) | = + = 0.75
4 0 2 1 4 2

13. The system of equations

𝒙 + 𝟑𝒚 + 𝟐𝒛 = 𝒌
𝟐𝒙 + 𝒚 − 𝟒𝒛 = 𝟒
𝟓𝒙 − 𝟏𝟒𝒛 = 𝟏𝟎
(a) Has unique solution for 𝒌 = 𝟐
(b) Has infinitely many solutions for 𝒌 = 𝟐
(c) Has no solution for 𝒌 = 𝟐
(d) Has unique solution for any 𝒌 ≠ 𝟐

Solution: (b) Given system of equations is

1 3 2 𝑘 1 3 2 𝑘
[2 1 −4 | 4 ] ~ [0 5 −8 | 4 − 2𝑘 ]
5 0 −14 10 0 −15 −24 10 − 5𝑘
By 𝑅2 ← 𝑅2 − 2𝑅1 & 𝑅3 ← 𝑅3 − 5𝑅1
1 3 2 𝑘
~ [0 −5 −8 | 4 − 2𝑘 ]
0 0 0 −2 + 𝑘
By 𝑅3 ← 𝑅3 − 3𝑅2

For −2 + 𝑘 = 0 𝑖. 𝑒. , 𝑘 = 2, there are infinitely many solutions.

 𝟏
14. Let 𝑨 = ((𝒂𝒊𝒋 )) be an orthogonal matrix of order n such that 𝒂𝟏𝒋 = ,𝒋 = 𝟏, … , 𝒏
√𝒏

𝒏 𝒏 𝒏 𝒏
𝟏 𝟐
̅ = 𝟐 ∑ ∑ 𝒂𝒊𝒋 , 𝒕𝒉𝒆𝒏 ∑ ∑(𝒂𝒊𝒋 − 𝒂
𝑰𝒇 𝒂 ̅ ) 𝒆𝒒𝒖𝒂𝒍𝒔
𝒏
𝒊=𝟏 𝒋=𝟏 𝒊=𝟏 𝒋=𝟏

𝒏+𝟏
(a) 𝒏
𝒏−𝟏
(b) 𝒏
𝒏𝟐 +𝟏
(c) 𝒏
𝒏𝟐 −𝟏
(d) 𝒏

Solution: (d)
1 1 1 1
⋯
|√𝑛 √𝑛 √𝑛 √𝑛|
1 1 1 1
⋯
√𝑛 √𝑛 √𝑛 √𝑛
1 1 1 1
𝐴=| |
√𝑛 √𝑛 √𝑛 √𝑛
⋯
1 1 1 1
⋯
√𝑛 √𝑛 √𝑛 ⋯ √𝑛
|1 1 1 1|
√𝑛 √𝑛 √𝑛 √𝑛
For order 1, 𝐴1 = [1]

Required sum= 0

For order 2,
1 1

𝐴𝟐 = √2 √2
1 1
−
[√2 √2]
1
𝑎̅ =
2√2
2 1 9 12 3
∑ ∑(𝑎𝑖𝑗 − 𝑎̅) = ×3+ = =
8 8 8 2
𝑛 𝑛
2 𝑛2 − 1
⟹ ∑ ∑(𝑎𝑖𝑗 − 𝑎̅) =
𝑛
𝑗=1 𝑖=1
 15. The solution of the differential equation

𝒅𝒚 𝒚𝟐 𝒄𝒐𝒔 𝒙 + 𝒄𝒐𝒔 𝒚 𝝅
= ; 𝒚 ( ) = 𝟎 𝒊𝒔
𝒅𝒙 𝒙 𝒔𝒊𝒏 𝒚 − 𝟐𝒚𝒔𝒊𝒏 𝒙 𝟐

(a) 𝒚𝟐 𝒄𝒐𝒔 𝒙 + 𝒙𝒔𝒊𝒏 𝒚 = 𝟎

(b) 𝒚𝟐 𝒔𝒊𝒏 𝒙 + 𝒙 𝒄𝒐𝒔 𝒚 = 𝝅/𝟐
(c) 𝒚𝟐 𝒔𝒊𝒏 𝒙 + 𝒙 𝒔𝒊𝒏 𝒚 = 𝟎
(d) 𝒚𝟐 𝒄𝒐𝒔 𝒙 + 𝒙 𝒄𝒐𝒔 𝒚 = 𝝅/𝟐

Solution: (b)

𝑑𝑦 𝑦 2 cos 𝑥 + cos 𝑦
=
𝑑𝑥 𝑥 sin 𝑦 − 2𝑦 sin 𝑥
⟹ (𝑦 2 cos 𝑥 + cos 𝑦)𝑑𝑥 + (2𝑦 sin 𝑥 − 𝑥 sin 𝑦)𝑑𝑦 = 0

𝑀 = 𝑦 2 cos 𝑥 + cos 𝑦
𝑁 = 2𝑦 sin 𝑥 − 𝑥 sin 𝑦
𝜕𝑀 𝜕𝑁
= 2𝑦 cos 𝑥 − sin 𝑦 & = 2 cos 𝑥 − sin 𝑦
𝜕𝑦 𝜕𝑥
So, D.E. is exact. Hence the solution is

∫ 𝑦 2 cos 𝑥 + cos 𝑦𝑑𝑥 = 𝑐

⟹ 𝑦 2 sin 𝑥 + 𝑥 cos 𝑦 = 𝑐
𝜋
𝑦( ) = 0
2
⟹ 𝑐 = 𝜋/2

⟹ 𝑦 2 sin 𝑥 + 𝑥 cos 𝑦 = 𝜋/2 𝑖𝑠 𝑡ℎ𝑒 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛.

16. Let 𝑼𝟏 , 𝑼𝟐 , … , 𝑼𝒏 be n urns such that urn 𝑼𝒌 contains k white and k2 black balls, 𝒌 = 𝟏, … , 𝒏.
Consider the random experiment of selecting an urn and drawing a ball out of it at random. If
the probability of selecting urn 𝑼𝒌 is proportional to (k+1), then
(a) Find the probability that the ball drawn is black.
(b) Find the probability that urn 𝑼𝒏 was selected, given that the ball drawn is white.

Solution: (a) As
1
𝑃(𝑈𝑘 ) ∞
𝑘+1
𝑐
⇒ 𝑃(𝑈𝑘 ) = (𝑙𝑒𝑡)
𝑘+1
1
𝑇ℎ𝑒𝑛 𝑐 =
1 1 1
(2 + 3 + ⋯ + 𝑛 + 1)
 ⇒ 𝑃(𝐵𝑙𝑎𝑐𝑘 𝑏𝑎𝑙𝑙 𝑖𝑠 𝑑𝑟𝑎𝑤𝑛)
𝑛

= ∑ 𝑃(𝑈𝑘 ) 𝑃(𝐵𝑙𝑎𝑐𝑘 𝑏𝑎𝑙𝑙 𝑓𝑟𝑜𝑚 𝑈𝑘 )

𝑘=1
𝑛
𝑐 𝑘2
=∑ × 2
𝑘 + 1 (𝑘 + 𝑘)
𝑘=1
𝑛
𝑐𝑘 1 2 𝑛
=∑ 2
= 𝑐( 2 + 2 + ⋯+ )
(𝑘 + 1) 2 3 (𝑛 + 1)2
𝑘=1

1 1 𝑛
+ +⋯+
22 32 (𝑛 + 1)2
=
1 1 1
(2 + 3 + ⋯ + 𝑛 + 1)

(b) 𝑃(𝑈𝑛 |𝑤ℎ𝑖𝑡𝑒 𝑏𝑎𝑙𝑙 𝑑𝑟𝑎𝑤𝑛)

𝑃(𝑤ℎ𝑖𝑡𝑒 𝑏𝑎𝑙𝑙 𝑑𝑟𝑎𝑤𝑛 𝑓𝑟𝑜𝑚 𝑈𝑛 )
=
𝑃(𝑊ℎ𝑖𝑡𝑒 𝑏𝑎𝑙𝑙)
𝑃(𝑈𝑛 )𝑃(𝑤ℎ𝑖𝑡𝑒 𝑓𝑟𝑜𝑚 𝑈𝑛 )
= 𝑛
∑𝑘=1 𝑃(𝑈𝑘 )𝑃(𝑤ℎ𝑖𝑡𝑒 𝑓𝑟𝑜𝑚 𝑈𝑘 )
𝑐 𝑛
×
𝑛 + 1 𝑛(𝑛 + 1)
=
𝑐 𝑘
∑𝑛𝑘=1 ×
𝑘 + 1 𝑘(𝑘 + 1)
1
(𝑛 + 1)2
=
1 1 1
[ + + ⋯+ ]
22 32 (𝑛 + 1)2

17. Let the joint probability density function of (X, Y) be given by

𝟏
𝒇(𝒙, 𝒚) = (𝟏 + 𝒙𝟑 𝒚𝟑 ), −𝟏 ≤ 𝒙 ≤ 𝟏, −𝟏 ≤ 𝒚 ≤ 𝟏.
𝟒
(a) Find the joint probability density function of (𝑿𝟐 , 𝒀𝟐 ).
(b) Calculate the correlation coefficient between X and Y.

Solution: (a) 𝑈 = 𝑋 2 𝑎𝑛𝑑 𝑉 = 𝑌 2

𝜕(𝑈, 𝑉) 2𝑋 0
⇒ =| | = 4𝑋𝑌
𝜕(𝑥, 𝑦) 0 2𝑌
𝜕(𝑥, 𝑦) 1 1
⇒ = =
𝜕(𝑈, 𝑉) 4𝑋𝑌 4√𝑈𝑉

𝐴𝑠 − 1 ≤ 𝑥 ≤ 1, 0 ≤ 𝑥2 ≤ 1

𝑎𝑛𝑑 − 1 ≤ 𝑦 ≤ 1, 0 ≤ 𝑦2 ≤ 1
Joint density function of

(𝑋 2 , 𝑌 2 ) 𝑖. 𝑒. , (𝑈, 𝑉) 𝑖𝑠
1 3 1
𝑔(𝑢, 𝑣) = (1 + (𝑢𝑣)2 ) ×
4 4(𝑢𝑣)1/2
0 ≤ 𝑢 ≤ 1, 0≤𝑣≤1
1
1
𝑔(𝑢, 𝑣) = 16 [𝑢𝑣 + (𝑢𝑣)−2 ] is the joint distribution function of 𝑋 2 𝑎𝑛𝑑 𝑌 2

Where 0 ≤ 𝑢 ≤ 1, 0 ≤ 𝑣 ≤ 1

(b) Marginal p.d.f. of X,

1
1
𝑓(𝑥) = ∫ (1 + 𝑥 3 𝑦 3 )𝑑𝑦
−1 4

1
⇒ 𝑓(𝑥) = ; −1 < 𝑥 < 1.
2
Also
1
⇒ 𝑓(𝑦) = ; −1 ≤ 𝑦 ≤ 1
2
1
1
𝐸(𝑋) = ∫ 𝑥𝑑𝑥 = 0
−1 2
1
1
𝐸(𝑌) = ∫ 𝑦 𝑑𝑦 = 0
−1 2
1 1
1
𝐸(𝑋𝑌) = ∫ ∫ (𝑥𝑦 + 𝑥 4 𝑦 4 )𝑑𝑥𝑑𝑦
−1 −1 4

1 1 1 1
= 4. ∫ ∫ 𝑥 4 𝑦 4 𝑑𝑥 𝑑𝑦 =
4 0 0 25
1
1 1
𝐸(𝑋 2 ) = ∫ 𝑥 2 × 𝑑𝑥 =
−1 2 3
1
1 1
𝐸(𝑌 2 ) = ∫ 𝑦 2 × 𝑑𝑥 =
−1 2 3

⇒ 𝑉(𝑋) = 𝑉(𝑌) = 1/3

𝑐𝑜𝑣 (𝑋, 𝑌) = 𝐸(𝑋𝑌) − 𝐸(𝑋)𝐸(𝑌) = 1/25
⇒ 𝑐𝑜𝑟𝑟𝑒𝑙𝑎𝑡𝑖𝑜𝑛 𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡 𝑏𝑒𝑡𝑤𝑒𝑒𝑛 𝑋 & 𝑌.
1/25 3
𝜌𝑋,𝑌 = =
25
√1 × 1
3 3
 18. (a) Let X be a random variable having probability mass function

𝟐𝜽, 𝒊𝒇 𝒙 = −𝟏
𝒑(𝒙) = { 𝜽𝟐 𝒊𝒇 𝒙 = 𝟎
𝟏 − 𝟐𝜽 − 𝜽𝟐 𝒊𝒇 𝒙 = 𝟏

where 𝜽 ∈ [𝟎, √𝟐 − 𝟏]. Show that there is one, and only, unbiased estimator of (𝜽 + 𝟏)𝟐 based on
a single observation.

(b) Let 𝑿𝟏 , … , 𝑿𝒏 be a random sample from a population having probability density function
𝟏 −(𝒙−𝜽)
𝒇(𝒙) = 𝒆 𝜽 ,𝒙 ≥ 𝜽
𝜽
where 𝜽 ∈ (𝟎, ∞). Find the maximum likelihood estimator of 𝜽.

Solution:

(a) 𝐸(𝜃 + 1)2 = 𝐸(𝜃 2 + 2𝜃 + 1) = 𝐸(𝜃 2 ) + 2𝐸(𝜃) + 1 = 𝑉(𝜃) + 2𝜃 + 1 + [𝐸(𝜃)]2

So, we have 𝐸(𝜃 + 1)2 = 𝑉(𝜃) + 𝜃 2 + 2𝜃 + 1

Hence it is unbiased estimator of (𝜃 + 1)2 and also as 𝑉(𝜃) 𝑎𝑛𝑑 𝜃 are unique so it is unique.

(b) Likelihood function

1 −∑ 𝑥𝑖−𝑛𝜃
𝐿(𝑥, 𝜃) = 𝑒 𝜃
𝜃𝑛
1 −(∑ 𝑥𝑖 −𝑛)
= 𝑒 𝜃
𝜃𝑛
1 𝑛 ∑ 𝑥𝑖
= 𝑒 −
𝜃𝑛 𝜃
∑ 𝑥𝑖
log 𝐿 = −𝑛 log 𝜃 + 𝑛 −
𝜃
1 𝜕𝐿 𝑛 ∑ 𝑥𝑖
⟹ = + 2
2 𝜕𝜃 𝜃 𝜃
𝜕𝐿
=0
𝜕𝜃
∑ 𝑥𝑖 𝑛
⟹ =
𝜃2 𝜃
∑ 𝑥𝑖
⟹𝜃=
𝑛
∑ 𝑥𝑖
⟹ 𝑀𝑎𝑥𝑖𝑚𝑢𝑚 𝑙𝑖𝑘𝑒𝑙𝑖ℎ𝑜𝑜𝑑 𝑜𝑓 𝜃, 𝜃̂ =
𝑛
 19. (a) A box contains M white and 3−M black balls. To test the null hypothesis 𝑯𝟎 : 𝑴 = 𝟐 against
the alternative hypothesis 𝑯𝟏 ∶ 𝑴 = 𝟏, five balls are drawn at random from the box with
replacement. If X is the number of white balls drawn, then find the most powerful test of size
𝟏𝟏
𝜶 = 𝟐𝟒𝟑. Also find its power.

(b) Let 𝑿𝟏 , … , 𝑿𝟓 be a random sample from 𝑬𝒙𝒑(𝝀) distribution, where 𝝀 > 0. Find a pair of
̅ ≤ 𝝀 ≤ 𝒄𝟐 𝑿
constants (𝒄𝟏 , 𝒄𝟐 ) such that 𝑷(𝒄𝟏 𝑿 ̅ ) = 𝟎. 𝟗 𝒘𝒉𝒆𝒓𝒆 𝑿
̅ denotes the sample mean.

(Useful data : If X has 𝝌𝟐 (𝟏𝟎) distribution, then 𝑷(𝑿 ≤ 𝟑. 𝟗𝟒) = 𝟎. 𝟎𝟓 𝒂𝒏𝒅 𝑷(𝑿 ≤ 𝟏𝟖. 𝟑) = 𝟎. 𝟗𝟓)

Solution:

(a)

𝛽 = 𝑃(𝑎𝑐𝑐𝑒𝑝𝑡𝑠 |𝐻1 𝑖𝑠 𝑡𝑟𝑢𝑒) ; 𝛼 = 𝑃(𝑟𝑒𝑗𝑒𝑐𝑡𝑠 |𝐻0 𝑖𝑠 𝑡𝑟𝑢𝑒)

For 𝐻0 is true, 𝑀 = 2, so there are 2 white and 1 black ball

5 2 𝑥 1 5−𝑥
𝑃(𝑋 = 𝑥) = ( ) ( ) . ( )
𝑥 3 3
5 2𝑥
=( ) . ; 𝑥 = 0,12, 3, 4, 5
𝑥 (243)
11
𝑃(𝑋 = 0) + 𝑃(𝑋 = 1) = =𝛼
243
So, 𝑋 = 0 & 𝑋 = 1 implies rejection and 𝑋 = 2,3,4, 5 implies acceptance.

For 𝐻1 is true, 𝑀 = 1, so there are 1 white and 2 black balls.

5 25−𝑥
𝑃(𝑋 = 𝑥) = ( ) ; 𝑥 = 0, 1, 2, 3, 4, 5
𝑥 243
𝛽 = 𝑃(𝑎𝑐𝑐𝑒𝑝𝑡𝑠 |𝐻1 𝑖𝑠 𝑡𝑟𝑢𝑒)
5
5 25−𝑥
= ∑( )
𝑥 243
𝑥=2

1 5 5 5 5
= [( ) × 23 + ( ) × 22 + ( ) × 2 + ( )]
243 2 3 4 5
80 + 40 + 10 + 1 131
= =
243 243
Power of the test,
131 112
1−𝛽 =1− =
243 243
(b) 𝑃(𝑋 ≤ 3.94) = 0.05

And 𝑃(𝑋 ≤ 18.3) = 0.95 ⇒ 𝑃(3.94 ≤ 𝑋 ≤ 18.3) = 0.9

Which when compared to

 𝜆 𝜆
𝑃(𝑐1 𝑋̅ ≤ 𝜆 ≤ 𝑐2 𝑋̅) = 𝑃 ( ≤ 𝑋̅ ≤ ) = 0.9
𝑐2 𝑐1
𝜆 𝜆
𝑔𝑖𝑣𝑒𝑠 = 3.94 𝑎𝑛𝑑 = 18.3
𝑐2 𝑐1

20. (a) Using the Central Limit Theorem, evaluate

𝒏
𝒋+𝒏−𝟏 𝟏
𝐥𝐢𝐦 ∑ ( ) 𝒋+𝒏
𝒏→∞ 𝒋 𝟐
𝒋=𝟎

(b) Suppose that n balls are randomly placed in 2n cells. Let X denote the number of balls
occupying the first cell. Find 𝐥𝐢𝐦 𝑷(𝑿 = 𝟓)
𝒏→∞

Solution: (a)
𝑛
𝑗+𝑛−1 1
lim ∑ ( ) 𝑗+𝑛
𝑛→∞ 𝑗 2
𝑗=0

𝑛−1 1 𝑛 1 𝑛+1 1 2𝑛 − 1 1
= lim [( ) × 𝑛 + ( ) × 𝑛+1 + ( ) × 𝑛+2 … + ( ) × 2𝑛 ]
𝑛→∞ 0 2 1 2 2 2 𝑛 2
1 𝑛−1 𝑛 1 𝑛+1 1 2𝑛 − 1 1
= lim [( ) + ( ) × + ( ) × + ⋯ + ( ) × ] = 1 𝐵𝑦 𝐶. 𝐿. 𝑇.
𝑛→∞ 2𝑛 0 1 2 2 22 𝑛 2𝑛

(𝑛 𝑛−5
5 )(𝑛−5)(2𝑛)
𝑛−5 (𝑛
5) 𝑛4 −10𝑛3 +35𝑛2 −50𝑛+24
(b) 𝑃(𝑋 = 5) = = =
(2𝑛)𝑛 (2𝑛)𝑛 3840𝑛4

21. (a) Suppose that the joint probability density function of (X, Y) is given by

𝟏
𝒇(𝒙, 𝒚) = {𝟐 , 𝒊𝒇 (𝒙, 𝒚) ∈ 𝑹
𝟎, 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆
Where R is the region in xy plane bounded by the lines 𝒚 = 𝒙, 𝒚 = 𝒙 − 𝟐, 𝒚 = −𝒙 + 𝟐. Define
𝑿+𝒀 𝑿−𝒀
𝑼= 𝒂𝒏𝒅 𝑽 =
𝟐 𝟐
Show that U and V are independent U(0, 1) random variables.

(b) The probability mass function p(x) of a discrete random variable X satisfies 𝒑(𝒙 + 𝟏) =
𝝀𝒑(𝒙), 𝒙 = 𝟏, 𝟐, 𝟑, …, where 𝟎 < 𝝀 < 𝟏. For positive integers m and n, find 𝑷(𝑿 ≥ 𝒎 + 𝒏|𝑿 ≥ 𝒎) .

Solution:

(a)
𝑋+𝑌 𝑋−𝑌
𝑈= ;𝑉 =
2 2
 ⟹ 𝑋 = 𝑈 + 𝑉 ;𝑌 = 𝑈 − 𝑉

𝜕(𝑥, 𝑦) 1 1
𝐽= =| | = −2
𝜕(𝑢, 𝑣) 1 −1
⟹ |𝐽| = 2
⟹ 𝑔(𝑢, 𝑣) = 1; 𝑉 = 0, 𝑈 = 0, 𝑉 = 1, 𝑈 = 1
1
⟹ 𝑔(𝑈) = ∫ 1𝑑𝑣 = 1; 0 ≤ 𝑣 ≤ 1
0
1
𝑔(𝑣) = ∫ 1𝑑𝑢 = 1 ; 0 ≤ 𝑢 ≤ 1
0

So, both U and V are U(0, 1)

Also, 𝑔(𝑢, 𝑣) = 𝑔(𝑢)𝑔(𝑣), so they are independent of each other.

(b) 𝑝(𝑥 + 1) = 𝜆𝑝(𝑥)

⇒ 𝑝(2) = 𝜆𝑝(1); 𝑝(3) = 𝜆𝑝(2) = 𝜆2 𝑝(1)

∞
𝑝(1)
⇒ ∑ 𝑝(𝑥) = 𝑝(1)[1 + 𝜆 + 𝜆2 + ⋯ ] = =1
1−𝜆
𝑥=1

⇒ 𝑝(1) = 1 − 𝜆 & 𝑝(𝑥) = 𝜆𝑥−1 (1 − 𝜆)

𝑝(𝑋 ≥ 𝑚 + 𝑛)
𝑝(𝑋 ≥ 𝑚 + 𝑛 |𝑋 ≥ 𝑚) =
𝑝(𝑋 ≥ 𝑚)

𝜆𝑚+𝑛−1 [1 + 𝜆 + 𝜆2 + ⋯ ] [1 − 𝜆]
= = 𝜆𝑛
𝜆𝑚−1 [1 + 𝜆 + 𝜆2 + ⋯ ] [1 − 𝜆]
 22. (a) Let f be a differentiable function on (0, 1) such that |𝒇′ (𝒙)| < 𝟏 𝒇𝒐𝒓 𝒂𝒍𝒍 𝒙 ∈ (𝟎, 𝟏). Show
that the sequence {𝒂𝒏 } defined by

𝟏
𝒂𝒏 = 𝒇 ( ),
𝒏
𝒏 = 𝟏, 𝟐, … . 𝒊𝒔 𝒄𝒐𝒏𝒗𝒆𝒓𝒈𝒆𝒏𝒕.
(b) Let {𝒂𝒏 }𝒂𝒏𝒅 {𝒃𝒏 } be sequences of real numbers such that 𝐥𝐢𝐦 𝒂𝒏 = 𝒍 𝒂𝒏𝒅 𝒃𝒏 ≤
𝒏→∞
𝟏, 𝒇𝒐𝒓 𝒏 = 𝟏, 𝟐, …. Define, 𝒄𝒏 = 𝒎𝒂𝒙 (𝒂𝒏 , 𝒃𝒏 ), 𝒏 = 𝟏, 𝟐, …. Show that 𝐥𝐢𝐦 𝒄𝒏 = 𝒍.
𝒏→∞

Solution:

(a) |𝑓 ′ (𝑥)| < 1

1
𝑎𝑛 = 𝑓 { } ; 𝑛 = 1, 2, …
𝑛
For 𝑛 = 1,2,3, …
1
∈ (0,1)
𝑛
So, as |𝑓 ′ (𝑥)| < 1 𝑓𝑜𝑟 𝑥 ∈ (0,1) so rate of increase of f(x) w.r.t. x is less than that of x.
1
Hence, 𝑎𝑛 = 𝑓 (𝑛) is convergent.

(b) 𝑐𝑛 = max(𝑎𝑛 , 𝑏𝑛 )

As lim 𝑎𝑛 = 1 𝑎𝑛𝑑 𝑏𝑛 ≤ 𝑙 ⇒ max( lim 𝑎𝑛 , 𝑏𝑛 ) = 𝑙 ⇒ lim 𝑐𝑛 = 𝑙.

𝑛→∞ 𝑛→∞ 𝑛→∞

23. Let A be a 𝟑 × 𝟑 real non−diagonal matrix with 𝑨−𝟏 = 𝑨.

Show that 𝒕𝒓(𝑨) = −𝒅𝒆𝒕 (𝑨) = ±𝟏.

Solution:
1
𝐴−1 = 𝐴 ⇒ |𝐴−1 | = |𝐴| ⇒ |𝐴| = |𝐴| ⇒ |𝐴|2 = 1 ⇒ |𝐴| = ±1

So, 𝐴−1 = 𝐴 ⇒ 𝐴2 = 1

𝐼𝑓 𝜆1 , 𝜆2 , 𝜆3 are eigenvalue of A then 𝜆12 , 𝜆22 , 𝜆23 will be e.v. of A2 i.e. of I.

⇒ 𝜆1 , 𝜆2 , 𝜆3 = ±1
As A is non diagonal, so eigenvalues of A will be −1, −1 and 1 if |𝐴| = 1 and 1, 1, −1 if |𝐴| = −1

⇒ 𝑡𝑟 (𝐴) − det(𝐴) = ±1 .
 24. Let 𝜶(𝒕) 𝒂𝒏𝒅 𝜷(𝒕) be differentiable functions on R ∋ 𝜶(𝟎) = 𝟐 𝒂𝒏𝒅 𝜷(𝟎) = 𝟏.
𝑰𝒇 𝜶(𝒕) + 𝜷′ (𝒕) = 𝟏 𝒂𝒏𝒅 𝜶′ (𝒕) + 𝜷(𝒕) = 𝟏 𝒇𝒐𝒓 𝒂𝒍𝒍 𝒕 ∈ [𝟎, ∞), find the value of 𝜶(𝒍𝒏 𝟐).

Solution:

𝛼(𝑡) + 𝛽 ′ (𝑡) = 1 … … (𝑖)

𝛼 ′ (𝑡) + 𝛽(𝑡) = 1 … . . (𝑖𝑖)
From equation (ii), we get

𝛼 ′′ (𝑡) + 𝛽 ′ (𝑡) = 0
⇒ 𝛼 ′′ (𝑡) − 𝛼(𝑡) = −1

(𝐷 2 − 1)(𝛼(𝑡)) = −1

⇒ 𝐶. 𝐹. 𝑖𝑠 𝛼(𝑡) = 𝑐1 𝑒 𝑡 + 𝑐2 𝑒 −𝑡
1
𝑃. 𝐼. 𝑖𝑠 𝛼(𝑡) = × −1 = 1
−1
⇒ 𝛼(𝑡) = 𝑐1 𝑒 𝑡 + 𝑐2 𝑒 −𝑡 + 1
𝛼 ′ (𝑡) = 𝑐1 𝑒 𝑡 − 𝑐2 𝑒 −𝑡
𝛼(0) = 2 & 𝛽(0) = 1 − 𝛼 ′ (0) = .1
⇒ 𝛼 ′ (0) = 0
⇒ 𝑐1 = 𝑐2 , 𝑐1 + 𝑐2 = 2
⇒ 𝑐1 = 𝑐2 = 1
⇒ 𝛼(𝑡) = 𝑒 𝑡 + 𝑒 −𝑡 + 1
1 7
⇒ 𝛼(ln 2) = 𝑒 ln 2 + 𝑒 − ln 2 + 1 = 2 + + 1 =
2 2

25. (a) Find the global minimum value of the function

𝒈(𝒙, 𝒚) = 𝟐(𝒙 − 𝟐)𝟐 + 𝟑(𝒚 − 𝟏)𝟐

In the region 𝑹 = {(𝒙, 𝒚) ∶ 𝟎 ≤ 𝒙 ≤ 𝒚 ≤ 𝟑}. Also find the point(s) at which it is attained.

(b) Let f be a continuous function on [a, b]. If 𝜶 ≤ 𝒙𝟏 < 𝒙𝟐 < ⋯ < 𝒙𝒏 ≤ 𝒃(𝒏 ≥ 𝟐), then show
that there exists 𝜶 𝝃 ∈ (𝒂, 𝒃) such that
𝒏

∑ 𝜶𝒌 𝒇(𝒙𝒌 ) = 𝒇(𝝃), 𝒘𝒉𝒆𝒓𝒆 𝜶𝟏 > 𝟎, 𝒊 = 𝟏, 𝟐, … , 𝒏 𝒂𝒏𝒅 𝜶𝟏 + ⋯ + 𝜶𝒏 = 𝟏

𝒌=𝟏

Solution:

(a) 𝑔(𝑥, 𝑦) = 2(𝑥 − 2)2 + 3(𝑦 − 1)2

𝑔𝑥 = 4(𝑥 − 2) = 0 ⟹ 𝑥 = 2
𝑔𝑦 = 6(𝑦 − 1) = 0 ⟹ 𝑦 = 1

𝑔𝑥𝑥 = 4
𝑔𝑦𝑦 = 6

𝑔𝑥𝑦 = 0

𝑔𝑥𝑦 − 𝑔(𝑥𝑦)2 = 24 > 0

𝑎𝑛𝑑 𝑔𝑥𝑥 = 4 > 0

So, (2,1) is the point of local minima.

(b)
𝑛

∑ 𝑎𝑘 𝑓(𝑥𝑘 ), 𝑤ℎ𝑒𝑟𝑒
𝑘=1

∑ 𝑥𝑖 = 𝛼1 + 𝛼2 + ⋯ + 𝛼𝑛 = 1 𝑔𝑖𝑣𝑒𝑠 𝑐𝑜𝑛𝑣𝑒𝑥 𝑐𝑜𝑚𝑏𝑖𝑛𝑎𝑡𝑖𝑜𝑛 𝑜𝑓 𝑓(𝑥1 ), 𝑓(𝑥2 ), … , 𝑓(𝑥𝑛 )

Hence, each of such combination should lie in the range of f(a,b) so, there exists 𝑎 𝜉 ∈ (𝑎, 𝑏) such
that
𝑛

∑ 𝛼𝑘 𝑓(𝑥𝑘 ) = 𝑓(𝜉)
𝑘=1