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Mstat PSB 2022

The document contains mathematical problems divided into two groups. Group A includes topics such as sequences of rational numbers, properties of matrices, and combinatorial geometry involving polygons. Group B addresses statistical concepts including random variables, maximum likelihood estimation, disease testing strategies, and ANOVA analysis.

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shreshth0904
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10 views5 pages

Mstat PSB 2022

The document contains mathematical problems divided into two groups. Group A includes topics such as sequences of rational numbers, properties of matrices, and combinatorial geometry involving polygons. Group B addresses statistical concepts including random variables, maximum likelihood estimation, disease testing strategies, and ANOVA analysis.

Uploaded by

shreshth0904
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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GROUP A

1. Consider a sequence {rk }k≥1 of rational numbers lying in the


interval (0, 1). Further, assume that rk converges to an irrational
mk
number as k → ∞. Suppose rk = nk
, for all k ≥ 1, where mk
and nk are positive integers with no common divisors. Show
that the set of integers {nk : k ≥ 1} is not bounded.

2. Consider a 4 × 4 real matrix A which has positive trace and


negative determinant.

(a) Show that A must have at least two real eigenvalues.


(b) Show that A can have non-real eigenvalues.

3. Let P be a regular polygon with 24 sides. Consider all the


triangles whose vertices are also vertices of P . Find the number
of such triangles that are neither isosceles nor equilateral.

GROUP B

4. Suppose U and V are independent and identically distributed


random variables following a binomial distribution with
1
parameters n and 2
. Let the random variable T denote the
number of distinct real roots of the quadratic equation

x2 + 2U x + V 2 = 0.

Find E(T ) and Var(T ).

1
5. Suppose r ≥ 1 distinct books are distributed at random among
n ≥ 3 children.

(a) For each j ∈ {0, 1, 2, . . . , r}, compute the probability that


the first child gets exactly j books.
(b) Let X be the number of children who do not get any book,
and Y be the number of children who get exactly one book.
Show that
r(n − 1)(n − 2)r−1 r(n − 1)2r−1
Cov(X, Y ) = − .
nr−1 n2r−2

6. Consider two random variables (X, Y ) distributed as bivariate


normal with parameters (µ1 , µ2 , σ12 , σ22 , ρ). Based on a random
sample from this bivariate distribution, the fitted least squares
regression line of Y on X and that of X on Y were as follows:

Y = 22 − 3X

X = 5.84 − 0.12Y

(a) Compute the maximum likelihood estimates of the


following parametric functions:
σ1
(i) min{µ1 , µ2 } (ii) (iii) ρ
σ2

You are not required to derive the expressions for the


maximum likelihood estimators of µ1 , µ2 , σ12 , σ22 and ρ.
(b) If a new observation (5, 5) is included in the above set
of observations, determine whether each of the maximum
likelihood estimates obtained in (a) will increase, decrease
or remain unchanged.

2
7. Suppose N students arriving at a college are all equally likely
to have a particular disease with an unknown probability p.
The disease status (affected / not affected) of all students are
independent. Blood samples are collected from all N students.
In order to estimate p, two strategies are proposed.

Strategy 1 Test all samples separately to obtain the status for all N
students.

Strategy 2 Randomly partition the students into m disjoint groups,


each comprising K = N/m students (with K ≥ 2 being
an integer). For each group, pool (mix) the blood samples
from all K students within the group and test the pooled
sample. If the pooled sample tests positive, then at least
one student within that group is affected. If the pooled
sample tests negative, all students within that group are
unaffected.

(a) Based on the data obtained from Strategy 2, find a real-


valued sufficient statistic for p and the maximum likelihood
estimator of p.

(b) If a group tests positive, then all students within that group
are further tested individually. Suppose that each test (for
individual sample or pooled sample) has equal cost. Then,
which of the two strategies would you prefer to identify
all students affected with the disease when the underlying
p = 0.5, N = 200, and m = 20?

3
8. Based on historical data, a positive random variable X arising
from an unknown distribution is believed to have the chi-square
distribution with 1 degree of freedom. A new theory suggests
√
that it may be better to model X as exponentially distributed
with mean λ, where λ is such that E(X) for this model is the
same as that for the earlier model.

(a) Compute λ.
(b) Suppose X1 , X2 , . . . , Xn are independent observations from
this unknown distribution. For α ∈ (0, 1), consider the
most powerful level α test for the null hypothesis that the
earlier model is correct against the alternative that the new
model is correct. Show that the rejection region of this test
is
� �
� √ �√
(x1 , x2 , . . . , xn ) : xi − 2 2 xi > c
i i

where c is a constant that depends on α.

4
9. The following ANOVA table for three factors A, B, and C was
obtained (under a suitable model) from some data, but several
values were illegible and marked ‘∗’. It is known that A had two
levels and there were 24 observations in all.

Source df Sum of squares Mean Square F ratio


A ∗ ∗ ∗ ∗
B ∗ ∗ ∗ 0.62
C ∗ ∗ 25.4 ∗
AB 2 ∗ 5.4 0.54
BC 2 ∗ 4.2 ∗
Error ∗ ∗ ∗
Total ∗ 257.4

(a) Fill in the missing values, providing suitable justification.


(b) Suppose that a student has access only to tables for t distri-
butions. Can she test the hypothesis of equality of effects
of levels of A and that of equality of effects of levels of B,
both at 5% level of significance? Justify your answer.

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