BSC 3 Sem Statistics (Statistical Methods) Summer 2018
BSC 3 Sem Statistics (Statistical Methods) Summer 2018
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NJR/KS/18/3091
B.Sc. Statistics Semester-III (C.B.S.) Examination
STATISTICS (Statistical Methods)
Compulsory Paper—1
Time : Three Hours] [Maximum Marks : 50
N.B. :— ALL questions are compulsory and carry equal marks.
1.
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(A) Define (i) joint p.m.f. of two discrete random variables X and Y, (ii) Marginal p.m.f. of X,
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8
(iii) Conditional p.m.f. of Y given x.
Let the joint probability function of discrete random variables X and Y be :
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x + 2y x = 0, 1, 2
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,
f ( x, y) = 27 y = 0, 1, 2
0 , elsewhere.
(i) Present the joint distribution of X and Y in a bivariate table.
(ii) Find marginal distribution of X and Y.
(iii) Find E(X).
(iv) Derive conditional distribution of Y given X = 2. 10
3 5OR
(E) Define : 8
(i) Bivariate p.d.f. of random variables X and Y.
(ii) Conditional p.d.f. of X given Y = y.
(iii) Conditional mean of X given Y = y.
(iv) Conditional variance.
(v) Stochastic independence of r-vs X and Y.
If the random variables X and Y have joint p.d.f.
0 <x <1
12 xy (1 – y), 0 < y < 1
f ( x, y) =
0 , elsewhere.
Find :
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X1
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om
(i) Joint p.d.f. of Y1 = and Y
Y2 = X2 .
X2
e.c
lin
(ii) Marginal p.d.f. of Y1 and Y2 .
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(iii) Are Y1 and Y2 independent ?
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(B) If X and Y are independent chi-square variables with n1 and n2 degrees of freedom respectively
w.
X ww n1 n 2
then show that probability distribution of is β2 , . 5+5
Y 2 2
3
OR 5
8
(E) Suppose that random variables X and Y have joint density function given by :
f ( x, y) =
0, elsewhere.
e.c
lin
Find :
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(i) c
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3 5
Also prove additive property of chi-square distribution.
3 5 10
5. 8
Solve any 10 of the following questions : 8
(A) Define Fisher’s t.
(B) Show that student’s t follows Fisher’s t with (n – 1) d.f.
(C) What is mode of t distribution ?
RQA—33068 2 NJR/KS/18/3091/6914
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(D) State conditional mean of X given Y = y if (X, Y) follows bivariate normal distribution.
(E) State m.g.f. of Trinomial distribution.
(F) State conditional variance of Y | X = x of bivariate normal distribution.
(G) Define a random sample.
(H) If joint p.d.f. of two r.vs, f(x, y) is given by :
f(x, y) = h(x) . g(y)
where h(x) and g(y) are non-negative functions of x alone and y alone respectively, then
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show that rvs X and Y are stochastically independent.
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8
(I) Define m.g.f. of bivariate probability distribution.
(J) Define (r, s)th product moment about origin. How can it be obtained from the m.g.f. of
bivariate probability distribution ?
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X –µ
(K) Let a r.v. X ~ N(µ, σ 2 ) then derive the distribution of Z = .
σ
(L) Define a statistic. 1×10=10
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8
3 5 3 5
8 8
RQA—33068 3 NJR/KS/18/3091/6914
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