Iit Stat 2018
Iit Stat 2018
SECTION – A
2. The value of
𝟐
𝟐 𝒏 −𝟐𝒏
𝐥𝐢𝐦 (𝟏 + ) 𝒆
𝒏→∞ 𝒏
Is
(A) 𝑒 −2
(B) 𝑒 −1
(C) 𝑒
(D) 𝑒 2
3. Let {𝒂𝒏 }𝒏≥𝟏 and {𝒃𝒏 }𝒏≥𝟏 be two convergent sequence of real numbers. For 𝒏 ≥ 𝟏, define 𝒖𝒏 = 𝐦𝐚𝐱 {𝒂𝒏 , 𝒃𝒏 }
and 𝒗𝒏 = 𝐦𝐢𝐧 {𝒂𝒏 , 𝒃𝒏 }. Then
(A) neither {𝑢𝑛 }𝑛≥1 nor {𝑣𝑛 }𝑛≥1 converges
(B) {𝑢𝑛 }𝑛≥1 converges but {𝑣𝑛 }𝑛≥1 does not converge
(C) {𝑢𝑛 }𝑛≥1 does not converge but {𝑣𝑛 }𝑛≥1 converges
(D) both {𝑢𝑛 }𝑛≥1 and {𝑣𝑛 }𝑛≥1 converge
𝟏 𝟑
4. Let 𝑴 = [𝟒𝟑 𝟒
𝟐]. If 𝑰 is the 2 x 2 identity matrix and 0 is the 2 x 2 zero matrix, then
𝟓 𝟓
2
(A) 20𝑀 − 13𝑀 + 7𝐼 = 0
(B) 20𝑀2 − 13𝑀 − 7𝐼 = 0
(C) 20𝑀2 + 13𝑀 + 7𝐼 = 0
(D) 20𝑀2 + 13𝑀 − 7𝐼 = 0
𝑿𝟏 +𝑿𝟐
7. Let 𝑿𝟏 , 𝑿𝟐 and 𝑿𝟑 be i.i.d. 𝑼(𝟎, 𝟏) random variables. Then 𝑬 ( ) equals
𝑿𝟏 +𝑿𝟐 +𝑿𝟑
1
(A) 3
1
(B) 2
2
(C) 3
3
(D) 4
9. Consider four coins labelled as 1, 2, 3 and 4. Suppose that the probability of obtaining a ‘head’ in a single toss
𝒊
of the 𝒊th coins is 𝟒 , 𝒊 = 𝟏, 𝟐, 𝟑, 𝟒 . A coin is chosen uniformly at random and flipped. Given that the flip
resulted in a ‘head’, the conditional probability that the coin was labelled either 1 or 2 equals
1
(A) 10
2
(B) 10
3
(C) 10
4
(D) 10
10. Consider the linear regression model 𝒚𝒊 = 𝜷𝟎 + 𝜷𝟏 𝒙𝒊 + 𝝐𝒊 ; 𝒊 = 𝟏, 𝟐, … , 𝒏, where 𝝐𝒊 ′𝒔 are i.i.d. standard
normal variables. Given that
𝟏 𝒏 𝟏 𝟏 𝟏 𝟐 𝟏 𝟏
∑ 𝒙 = 𝟑. 𝟐 , ∑𝒏𝒊=𝟏 𝒚𝒊 = 𝟒. 𝟐 , 𝒏 ∑𝒏𝒊=𝟏 (𝒙𝒋 − 𝒏 ∑𝒏𝒊=𝟏 𝒙𝒊 ) = 𝟏. 𝟓 and 𝒏 ∑𝒏𝒊=𝟏 (𝒙𝒋 − 𝒏 ∑𝒏𝒊=𝟏 𝒙𝒊 ) (𝒚𝒋 −
𝒏 𝒊=𝟏 𝒊 𝒏
𝟏 𝒏
∑ 𝒚 ) = 1.7,
𝒏 𝒊=𝟏 𝒊
The maximum likelihood estimates of 𝜷𝟎 and 𝜷𝟏 , respectively are
17 32
(A) 15 𝑎𝑛𝑑 75
32 17
(B) 75 𝑎𝑛𝑑 15
17 43
(C) 𝑎𝑛𝑑
15 75
43 17
(D) 𝑎𝑛𝑑
75 15
𝒙𝟐 +[𝒔𝒊𝒏𝝅𝒙]
11. Let 𝒇: [−𝟏, 𝟏] → ℝ be defined by 𝒇(𝒙) = 𝟏+|𝒙|
, where [y] denotes the greatest integer has than or equal
to 𝒚 . Then
1
(A) 𝑓 is continuous at − 2 , 0, 1
1
(B) 𝑓 is discontinuous at −1, 0, 2
1 1
(C) 𝑓 is discontinuous at −1, − 2 , 0, 2
(D) 𝑓 is continuous everywhere except at 0
𝐜𝐨𝐬 𝒙 𝒙 𝐬𝐢𝐧 𝒙
12. Let 𝒇, 𝒈: ℝ → ℝ be defined by 𝒇(𝒙) = 𝒙𝟐 − 𝟐
𝒂𝒏𝒅 𝒈(𝒙) = 𝟐
. Then
(A) 𝑓(𝑥) = 𝑔(𝑥) for more than two values of 𝑥
(B) 𝑓(𝑥) ≠ 𝑔(𝑥) for all 𝑥 in ℝ
(C) 𝑓(𝑥) = 𝑔(𝑥) for exactly one values of 𝑥
(D) 𝑓(𝑥) = 𝑔(𝑥) for exactly two values of 𝑥
13. Consider the domain 𝑫 = {(𝒙, 𝒚) ∈ ℝ𝟐 : 𝒙 ≤ 𝒚} and the function 𝒉: 𝑫 → ℝ defined by 𝒉((𝒙, 𝒚)) = (𝒙 − 𝟐)𝟒 +
(𝒚 − 𝟏)𝟒 , (𝒙, 𝒚) ∈ 𝑫.
Then the minimum value of 𝒉 on 𝑫 equals
1
(A) 2
1
(B) 4
1
(C) 8
1
(D) 16
14. Let 𝑴 = [𝑿 𝒀 𝒁] be an orthogonal matrix with 𝑿, 𝒀, 𝒁 ∈ ℝ𝟑 as its column vectors. Then 𝑸 = 𝑿𝑿𝑻 + 𝒀𝒀𝑻
(A) is a skew –symmetric matrix
(B) is the 3 x 3 identity matrix
(C) satisfies 𝑄 2 = 𝑄
(D) satisfies 𝑄𝑍 = 𝑍
16. If 𝒙, 𝒚 𝒂𝒏𝒅 𝒛 are real numbers such that 𝟒𝒙 + 𝟐𝒚 + 𝒛 = 𝟑𝟏 and 𝟐𝒙 + 𝟒𝒚 − 𝒛 = 𝟏𝟗, then the value of 𝟗𝒙 +
𝟕𝒚 + 𝒛
(A) cannot be computed from the given information
281
(B) equals 3
182
(C) equals 3
218
(D) equals 3
𝟏 −𝟏 𝟏
17. Let 𝑴 = [ ]. If
𝟏 −𝟏 −𝟏
𝒙 𝒙
𝟎 𝟎
𝑽 = {(𝒙, 𝒚, 𝟎) ∈ ℝ𝟑 : 𝑴 [𝒚] = [ ] 𝒂𝒏𝒅 𝑾 = {(𝒙, 𝒚, 𝒛) ∈ ℝ𝟑 : 𝑴 [𝒚] = [ ]},
𝟎 𝟎
𝟎 𝒛
Then
(A) the dimension of 𝑉 equals 2
(B) the dimension of 𝑊 equals 2
(C) the dimension of 𝑉 equals 1
(D) 𝑉 ∩ 𝑊 = {(0, 0, 0)}
18. Let 𝑴 be a 3 x 3 non-zero, skew- symmetric real matrix. If 𝑰 is the 3 x 3 identity matrix, then
(A) 𝑀 is invertible
(B) the matrix 𝐼 + 𝑀 is invertible
(C) there exist a non-zero real numbers 𝑎 such that 𝑎𝑙 + 𝑚 is not invertible
(D) all the eigenvalues of 𝑀 are real
20. Let 𝑿 be a discrete random variables with the moment generating function
(𝟏 + 𝟑𝒆𝒕 )𝟐 (𝟑 + 𝒆𝒕 )𝟑
𝑴𝑿 (𝒕) = ,𝒕 ∈ ℝ
𝟏𝟎𝟐𝟒
Then
9
(A) 𝐸(𝑋) =
4
27
(B) 𝑃(𝑋 ≥ 1) = 1024
15
(C) 𝑉𝑎𝑟(𝑋) = 32
3
(D) 𝑃(𝑋 = 5) = 1024
21. Let {𝑿𝒏 }𝒏≥𝟏 be a sequence of independent random variables with 𝑿𝒏 having the probability density function
as
𝟏
𝒏
𝒙 > 0,
𝒇(𝒙) = {𝟐𝒏⁄𝟐 𝚪 ( )
𝟐
𝟎, 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆
𝟑
Then 𝐥𝐢𝐦 [𝑷 (𝑿𝒏 > 𝟒
𝒏) + 𝑷(𝑿𝒏 > 𝑛 + 2√𝟐𝒏)]
𝒏→∞
Equals
(A) 1 + Φ(2)
(B) 1 − Φ(2)
(C) Φ(2)
(D) 2 − Φ(2)
𝟏
22. Let 𝑿 be a poisson random variables with mean 𝟐. Then 𝑬((𝑿 + 𝟏)!) equals
1
(A) 2𝑒 −2
1
(B) 4𝑒 −2
(C) 4𝑒 −1
(D) 2𝑒 −1
23. Let 𝑿 be a standard normal random variable. Then 𝑷(𝑿𝟑 − 𝟐𝑿𝟐 − 𝑿 + 𝟐 > 0) equals
(A) 2Φ(1) − 1
(B) 1 − Φ(2)
(C) 2Φ(1) − Φ(2)
(D) Φ(2) − Φ(1)
26. Let 𝑿 and 𝒀 be two independent standard normal random variables. Then the probability density function of
|𝑿|
𝒁 = |𝒀| is
1
√ 𝑧 1
2
(A) 𝑓(𝑧) = {√𝜋 𝑒 2 𝑧 2 𝑧>0
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
2 2
𝑒 −𝑧 ⁄2 𝑧>0
(B) 𝑓(𝑧) = { √2𝜋
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
𝑒 −𝑧 𝑧 > 0,
(C) 𝑓(𝑧) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
2 1
𝑧 > 0,
(D) 𝑓(𝑧) = { (1+𝑧2
𝜋
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
28. Let 𝒙𝟏 = 𝟐, 𝒙𝟐 = 𝟏 𝒂𝒏𝒅 𝒙𝟑 = −𝟏 be the observed value of a random sample of size three from a discrete
distribution with the probability mass function
𝟏
𝒇(𝒙; 𝜽) = 𝑷(𝑿 = 𝒙) = {𝟐𝜽 + 𝟏 𝒙 ∈ {−𝜽, −𝜽 + 𝟏, … 𝟎, . . , 𝜽}
𝟎, 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆,
Where 𝜽 ∈⊛= {𝟏, 𝟐, … . . } is the unknown parameter. Then the method of moment estimate of 𝜽is
(A) 1
(B) 2
(C) 3
(D) 4
29. Let 𝑿 be a random sample from a discrete distribution with the probability mass function
𝟏
𝒇(𝒙; 𝜽) = 𝑷(𝑿 = 𝒙) = { 𝜽 𝒙 = 𝟏, 𝟐, … , 𝜽,
𝟎, 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆,
Where 𝜽 ∈⊛= {𝟐𝟎, 𝟒𝟎} is the unknown parameter. Consider testing
𝑯𝟎 : 𝜽 = 𝟒𝟎 against 𝑯𝟎 : 𝜽 = 𝟐𝟎
At a level of significance 𝒂 = 𝟎. 𝟏. Then the uniformly most powerful test rejects 𝑯𝟎 if and only if
(A) 𝑋 ≤ 4
(B) 𝑋 > 4
(C) 𝑋 ≥ 3
(D) 𝑋 < 3
30. Let 𝑿𝟏 and 𝑿𝟐 be a random sample of size 2 from a discrete distribution with the probability mass function
𝜽, 𝒙 = 𝟎,
𝒇(𝒙; 𝜽) = 𝑷(𝑿 = 𝒙) = {
𝟏 − 𝜽 𝒙 = 𝟏,
Where 𝜽 ∈⊛= {𝟎. 𝟐, 𝟎. 𝟒} is the known parameters. For testing 𝑯𝟎 : 𝜽 = 𝟎. 𝟐 against 𝑯𝟏 : 𝜽 = 𝟎. 𝟒, consider a
test with the critical region
𝑪 = {(𝒙𝟏 , 𝒙𝟐 ) ∈ {𝟎, 𝟏} x {𝟎, 𝟏} ∶ 𝒙𝟏 + 𝒙𝟐 < 2}.
Let 𝒂 𝒂𝒏𝒅 𝜷 denote the probability of Type I error and power of the test, respectively
Then (𝒂, 𝜷) is
(A) (0.36, 0.74)
(B) (0.64, 0.36)
(C) (0.05, 0.64)
(D)(0.36, 0.64)
SECTION- B
MULTIPLE SELECT QUESTION (MSQ)
Q.31 – Q.40 carry two marks each
32. Let ∑𝒏≥𝟏 (𝒂𝒏 )𝟐 be a convergent series of positive real numbers. Then which of the following statements id
(are) true?
(A) ∑𝑛≥1 (𝑎𝑛 )2 is always convergent
(B) ∑𝑛≥1 √𝑎𝑛 is always convergent
√ 𝑎𝑛
(C) ∑𝑛≥1 is always convergent
𝑛
√ 𝑎𝑛
(D) ∑𝑛≥1 is always convergent
𝑛1/4
33. Let {𝒂𝒏 }𝒏≥𝟏 be a sequence of real numbers such that 𝒂𝟏 = 𝟑and for 𝒏 ≥ 𝟏,
𝒂𝟐𝒏 − 𝟐𝒂𝒏 + 𝟒
𝒂𝒏+𝟏 =
𝟐
Then which of the following statements (s) is (are) true?
(A) {𝑎𝑛 }𝑛≥1 is a monotone sequence
(B) {𝑎𝑛 }𝑛≥1 is a bounded sequence
(C) {𝑎𝑛 }𝑛≥1 does not have finite limit, as 𝑛 → ∞
(D) lim 𝑎𝑛 = 2
𝑛→∞
35. Let 𝑷 be a probability function that assigns the same weight to each of the points of the sample space 𝛀= {1,
2, 3, 4}. Consider the events 𝑬 = {𝟏, 𝟐}, 𝑭 = {𝟏, 𝟑} 𝒂𝒏𝒅 𝑮 = {𝟑, 𝟒}. Then which of the following statements
(s) is (are) true?
(A) 𝐸 and 𝐹 are independent
(B) 𝐸 and 𝐺 are independent
(C) 𝐸 and 𝐺 are independent
(D) 𝐸, 𝐹 and 𝐺 are independent
36. Let 𝑿𝟏 , , 𝑿𝟐 , … , 𝑿𝒏 , 𝒏 ≥ 𝟓, be a random sample from a distribution with the probability density function
−(𝒙−𝜽),
𝒇(𝒙; 𝜽) = {𝒆 𝒙≥𝜽
𝟎, 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆,
Where 𝜽 ∈ ℝ is the unknown parameter. Then which of the following statements (s) is (are) true?
(A) A 95% confidence interval of 𝜃 has to be of finite length
1
(B) (min {𝑋1 , 𝑋2 , … , 𝑋𝑛 } + 𝑛 1𝑛(0.05), min {𝑋1 , 𝑋2 , … , 𝑋𝑛 }is a 95% confidence interval of 𝜃
(C) A 95 % confidence interval of 𝜃 can be of length 1
(D) A 95 % confidence interval of 𝜃 can be of length 2
37. Let {𝑿𝟏 , 𝑿𝟐 , … , 𝑿𝒏 } be a random sample from 𝑼(𝟎, 𝜽), where𝜽 > 0 is the unknown parameter. Let 𝑿(𝒏) =
𝒎𝒂𝒙 {𝑿𝟏 , 𝑿𝟐 , … , 𝑿𝒏 }. Then which of the following is (are) consistent estimator (s) of 𝜽𝟑 ?
(A) 8𝑋𝑛3
3
(B) 𝑋(𝑛)
2 3
(C) (𝑛 ∑𝑛𝑖=5 𝑋𝑖 )
𝑠
𝑛𝑋(𝑛) +1
(D) 𝑛+1
38. Let {𝑿𝟏 , 𝑿𝟐 , … , 𝑿𝒏 } be a random sample from a distribution with the probability density function
𝒄(𝜽)𝒆−(𝒙−𝜽) 𝒙 ≥ 𝟐𝜽
𝒇(𝒙: 𝜽) = {
𝟎, 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆,
Where 𝜽 ∈ ℝ is the unknown parameter. Then which of the following statements (s) is (are) true?
min {𝑋1 ,𝑋2 ,…,𝑋𝑛 }
(A) The maximum likelihood estimator of 𝜃 is
2
(B) 𝑐(𝜃) = 1, for all 𝜃 ∈ ℝ
(C) the maximum likelihood estimator of 𝜃 is min {𝑋1 , 𝑋2 , … , 𝑋𝑛 }
(D) The maximum likelihood estimator of 𝜃 does not exist
39. Let {𝑿𝟏 , 𝑿𝟐 , … , 𝑿𝒏 } be a random sample from a distribution with the probability density function
𝟐 −𝜽𝒙
𝒇(𝒙; 𝜽) = {𝜽 𝒙𝒆 𝒙>0
𝟎, 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆,
Where 𝜽 > 0 is the unknown parameter.
(A) Y is a complete sufficient statistic for 𝜃
2𝑛
(B) is the uniformly minimum variance unbiased estimator of 𝜃
𝑌
2𝑛−1
(C) 𝑌 is the uniformly minimum variance unbiased estimator of 𝜃
2𝑛+1
(D) 𝑌 is the uniformly minimum variance unbiased estimator of 𝜃
40. Let {𝑿𝟏 , 𝑿𝟐 , … , 𝑿𝒏 } be a random sample from 𝑼(𝜽, 𝜽 + 𝟏), where 𝜽 ∈ ℝ is the unknown parameter.
Let 𝑼 = 𝐦𝐚𝐱{𝑿𝟏 , 𝑿𝟐 , … , 𝑿𝒏 } and 𝑽 = 𝒎𝒊𝒏{𝑿𝟏 , 𝑿𝟐 , … , 𝑿𝒏 } .Then which of the following statements (s) is
(are) true?
(A) 𝑈 is a consistent estimator of 𝜃
(B) 𝑉 is a consistent estimator of 𝜃
(C) 2𝑈 − 𝑉 − 2 is a consistent estimator of 𝜃
(D) 2𝑉 − 𝑈 + 1 is a consistent estimator of 𝜃
SECTION – C
NUMERICAL ANSWER TYPE (NAT)
Q.41 - Q.50 carry one mark each
𝟏+𝟑+𝟓+⋯+(𝟐𝒏−𝟏)
41. Let {𝒂𝒏 }𝒏≥𝟏 be a sequence of real numbers such that 𝒂𝒏 = , 𝒏≥𝟏
𝒏!
Then ∑𝒏≥𝟏 𝒂𝒏 converges to ___________________
43. Let 𝑺 = {(𝒙, 𝒚) ∈ ℝ𝟐 : |𝒙| + |𝒚| ≤ 𝟏}. Then the area of S equals______________
44. Let
𝟏 𝟏 −𝟏 𝟑
𝑱= ∫ 𝒕 𝟐 (𝟏 − 𝒕)𝟐 𝒅𝒕
𝒏 𝟎
Then the value of 𝑱 equals____________
45. A fair die is rolled three times independently. Given that 6 appeared at least once, the conditional probability
that 6 appeared exactly twice equals_____________________
46. Let 𝑿 𝒂𝒏𝒅 𝒀 be two positive integer valued random variables with the joint probability mass function
𝒈(𝒎𝒉(𝒏), 𝒎, 𝒏 ≥ 𝟏
𝑷(𝑿 = 𝒎, 𝒀 = 𝒏) = {
𝟎, 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆,
𝟏 𝒎−𝟏 𝟏 𝒏
Where 𝒈(𝒎) = ( ) ,𝒎 ≥ 𝟏 and 𝒉(𝒏) = ( ) , 𝒏 ≥ 𝟏. Then 𝑬(𝑿 𝒀) equals _____________
𝟐 𝟑
49. Let 𝑿𝟏 , 𝑿𝟐 , … . , 𝑿𝒏 be a random sample from the distribution with the probability density function 𝒇(𝒙) =
𝟏 −|𝒙−𝟒| 𝟏 𝟏
𝒆 + 𝒆−|𝒙−𝟔| , 𝒙 ∈ ℝ Then ∑𝒏𝒊=𝟏 𝑿𝒊 converges in probability to ___________
𝟒 𝟒 𝒏
50. Let 𝒙𝟏 = 𝟏. 𝟏, 𝒙𝟐 = 𝟐. 𝟐 𝒂𝒏𝒅 𝒙𝟑 = 𝟑. 𝟑 be the observed values of a random sample of size three form a
distribution with the probability density function
𝟏 −𝒙/𝜽
𝒇(𝒙; 𝜽) = {𝜽 𝒆 𝒙>0
𝟎, 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆,
Where 𝜽 ∈⊛= {𝟏, 𝟐, … } is the unknown parameter. Then the maximum likelihood estimate of 𝜽
equals________________
51. Let 𝒇: ℝ → ℝ be a differentiable function such that 𝒇′ is continuous on ℝ with 𝒇′ (𝟑) = 𝟏𝟖 Define
𝟓 𝟐
𝒈𝒏 (𝒙) = 𝒏 (𝒇 (𝒙 + ) − 𝒇 (𝒙 − ))
𝒏 𝒏
53. Let 𝒇: ℝ → ℝ be a differential function with 𝐥𝐢𝐦 𝒇(𝒙) = ∞ and 𝐥𝐢𝐦 𝒇′(𝒙) = 𝟐. Then
𝒙→∞ 𝒙→∞
𝒇(𝒙) 𝒙
𝐥𝐢𝐦 (𝟏 + 𝟐 )
𝒙→∞ 𝒙
Equals __________________
𝝅
𝒙
54. The value of ∫𝟎𝟐(∫𝟎 𝒆𝐬𝐢𝐧 𝒚 𝐬𝐢𝐧 𝒙 𝒅𝒚) 𝒅𝒙 equals ________________
𝟏 𝟑
Where 𝒌 is a positive integer. Then 𝑷 ( < 𝑥 < ) equals _________________
𝟐 𝟐
56. Let 𝑿 𝒂𝒏𝒅 𝒀 be two discrete random variables with the joint moment generating function
𝟏 𝟐 𝟐 𝟐 𝟏 𝟑
𝑴𝑿,𝒀 (𝒕𝟏 , 𝒕𝟐 ) = ( 𝒆𝒕𝟏 + ) ( 𝒆𝒕𝟐 + ) , 𝒕𝟏 , 𝒕𝟐 ∈ ℝ
𝟑 𝟑 𝟑 𝟑
Then 𝑷(𝟐𝑿 + 𝟑𝒀 > 1) equals ___________________
57. Let 𝑿𝟏 , 𝑿𝟐 , 𝑿𝟑 𝒂𝒏𝒅 𝑿𝟒 be i.i.d. discrete random variables with the probability mass function
𝟑𝒏−𝟏
𝑷(𝑿𝟏 = 𝒏) = { 𝟒𝒏 𝒏 = 𝟏, 𝟐, … ,
𝟎, 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆.
Then 𝑷(𝑿𝟏 + 𝑿𝟐 + 𝑿𝟑 + 𝑿𝟒 = 𝟔) equals_______________
𝟏
𝒏 = 𝟏, 𝟐, . . , 𝟏𝟎
58. Let 𝑿 be a random variable with the probability mass function 𝑷(𝑿 = 𝒏) = { 𝟏𝟎
𝟎, 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆,
Then 𝑬(𝐦𝐚𝐱 {𝑿, 𝟓}) equals __________________
59. Let 𝑿 be a sample observation from 𝑼(𝜽, 𝜽𝟐 ) distribution, where 𝜽 ∈⊛= {𝟐, 𝟑} is the known as parameter.
For testing
𝑯𝟎 : 𝜽 = 𝟐 against 𝑯𝟏 : 𝜽 = 𝟑,
Let 𝒂 𝒂𝒏𝒅 𝜷 be the size and power, respectively, of the test that rejects 𝑯𝟎 if and only 𝑿 ≥ 𝟑. 𝟓. Then 𝒂 + 𝜷
equals _________________
ANSWER KEY
SECTION A
1 2 3 4 5 6 7 8 9 10
A A B B B C C B C D
11 12 13 14 15 16 17 18 19 20
B D C C A D C B A A
21 22 23 24 25 26 27 28 29 30
D B C D A D C B A D
SECTION B
31 32 33 34 35 36 37 38 39 40
A;B;C;D A;C A;C A;C A;C B;C;D B;C;D A A;C B;C;D
SECTION C
41 42 43 44 45 46 47 48 49 50
5.40 0.35 0.16 2.50 0.25 0.30 4.75 1.90
7.80 to 1.90 to
to to to to to to to to
7.90 2.10
5.50 0.40 0.17 3.50 0.35 0.40 5.25 2.10
51 52 53 54 55 56 57 58 59 60
125 1.70 0.85 0.97 0.01 6.25 1.10 0.50
3.0 to 7.25 to
to to to to to to to to
3.0 7.50
127 1.80 0.90 0.99 1.03 6.75 1.20 0.53
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