IIT JAM STATISTICS 2022

Special Instructions / Useful Data

ℝ The set of real numbers
𝑛 {(𝑥1 , 𝑥2 , … , 𝑥𝑛 ) ∶ 𝑥𝑖 ∈ ℝ, 𝑖 = 1,2, … , 𝑛}, 𝑛 =
ℝ
2,3, …
ln 𝑥 Natural logarithm of x, x > 0
det(𝑀) Determinant of a square matrix M
𝐼𝑛 𝑛 × 𝑛 identity matrix, 𝑛 = 2,3,4, …
𝑐
𝐸 Complement of a set E
𝑃(𝐸) Probability of an event E
𝑃(𝐸|𝐹) Conditional probability of an event E given the
occurrence of the event F
𝐸(𝑋) Expectation of a random variable X
𝑉𝑎𝑟(𝑋) Variance of a random variable X
𝑈(𝑎, 𝑏) Continuous uniform distribution on the
interval (𝑎, 𝑏), −∞ < 𝑎 < 𝑏 < ∞
𝐸𝑥𝑝(𝜆) Exponential distribution with the probability
density function, for 𝜆 > 0,
−𝜆𝑥
𝑓(𝑥) = {𝜆𝑒 , 𝑥>0
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
𝑁(𝜇, 𝜎 2 ) Normal distribution with mean 𝜇 and variance
𝜎 2 , 𝜇 ∈ ℝ, 𝜎 > 0
Φ(∙) The cumulative distribution with n degrees of
𝑁(0,1) distributed random variable
2 Central chi-square distribution with n degrees
𝜒𝑛
of freedom, n = 1, 2, ...
𝐹𝑚,𝑛 Snedecor's central F-distribution with (m, n)
degrees of freedom, m, n = 1, 2, ...
𝑡𝑛,𝛼 A constant such that 𝑃(𝑋 > 𝑡𝑛,𝛼 ) = 𝛼, where
X has central Student's t-distribution with n
degrees of freedom, 𝑛 = 1, 2, . . . ; 𝛼 ∈ (0,1)
Φ(1.645) = 0.95, Φ(0.355) = 0.6387
𝑡8,0.0185 = 2.5

Section A: Q.1 - Q.10 Carry ONE mark each.

Q.1 Let {𝑎𝑛 }𝑛≥1 be a sequence of non-zero real numbers. Then which one of the following statements
is true?
𝑎𝑛+1
(A) If { }
𝑎𝑛 𝑛≥1
is a convergent sequence, then {𝑎𝑛 }𝑛≥1 is also a convergent sequence
(B) If {𝑎𝑛 }𝑛≥1 is a bounded sequence, than {𝑎𝑛 }𝑛≥1 is a convergent sequence
3
(C) If |𝑎𝑛+2 − 𝑎𝑛−1 | < 4 |𝑎𝑛+1 − 𝑎𝑛 | for all 𝑛 ≥ 1, than {𝑎𝑛 }𝑛≥1 is a Cauchy sequence
(D) If {|𝑎𝑛 |}𝑛≥1 is a Cauchy sequence, then {𝑎𝑛 }𝑛≥1 is also a Cauchy sequence

Q.2 Let 𝑓: ℝ → ℝ be the function defined by

 IIT JAM STATISTICS 2022

1 1
(𝑥+ℎ) sin( +ℎ)−𝑥𝑠𝑖𝑛
𝑥 𝑥
lim
𝑓(𝑥) = {ℎ→0 , 𝑥 ≠ 0.
ℎ
0, 𝑥=0
Then which one of the following statements is NOT true?
2
(A) 𝑓 (𝜋) = 1
1 1
(B) 𝑓 (𝜋) = 𝜋
2
(C) 𝑓 (− 𝜋) = −1
(D) f is not continuous at 𝑥 = 0

Q.3 Let 𝑓: ℝ → ℝ be the function defined by

1+𝑥 9 9
𝑓(𝑥) = det ( 9 1+𝑥 9 ).
9 9 1+𝑥
Then the maximum value of f on the interval [9,10] equals
(A) 118
(B) 112
(C) 114
(D) 116

Q.4 Let A and B be two events such that 0 < 𝑃(𝐴) < 1 and 0 < 𝑃(𝐵) < 1. Then which one of the
following statements is NOT true?
(A) If 𝑃(𝐴|𝐵) > 𝑃(𝐴), then 𝑃(𝐵|𝐴) > 𝑃(𝐵)
(B) If 𝑃(𝐴 ∪ 𝐵) = 1, then A and B cannot be independent
(C) If 𝑃(𝐴|𝐵) > 𝑃(𝐴), then 𝑃(𝐴𝑐 |𝐵) < 𝑃(𝐴𝑐 )
(D) If 𝑃(𝐴|𝐵) > 𝑃(𝐴), then 𝑃(𝐴𝑐 |𝐵𝑐 ) < 𝑃(𝐴𝑐 )

Q.5 If 𝑀(𝑡), 𝑡 ∈ ℝ is the moment generating function of a random variable, then which one of the
following is NOT the moment generating function of a random variable?
5𝑒 −5𝑡 1
(A) 1−4𝑡 2 < 𝑀(𝑡), |𝑡| < 2
(B) 𝑒 −𝑡 𝑀(𝑡), 𝑡 ∈ ℝ
1+𝑒 𝑡
(C) 2(2−𝑒 𝑡) 𝑀(𝑡), 𝑡 < ln 2
(D) 𝑀(4𝑡)

Q.6 Let X be random variable having binomial distribution with parameters 𝑛(> 1) and 𝑝(0 < 𝑝 < 1).
1
Then 𝐸 (1+𝑋) equals
1−(1−𝑝)𝑛+1
(A) (𝑛+1)𝑝
1−𝑝𝑛+1
(B) (𝑛+1)(1−𝑝)
(1−𝑝)𝑛+
(C) 𝑛(1−𝑝)
1−𝑝𝑛
(D) (𝑛+1)𝑝
 IIT JAM STATISTICS 2022

Q.7 Let (𝑋, 𝑌) be a random vector having the joint probability density function
2
(𝑦−𝑥)
√2 −2𝑥 −
{√𝜋 𝑒 𝑒 , 0 < 𝑥 < ∞, −∞ < 𝑦 < ∞
2
𝑓(𝑥, 𝑦) =
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒.
Then 𝐸(𝑌) equals
1
(A) 2
(B) 2
(C) 1
1
(D) 4

Q.8 Let 𝑋1 and 𝑋2 be two independent and identically distributed discrete random variables having
the probability mass function
1 𝑥
𝐹(𝑥) = { 2) , 𝑥 = 1,2,3, …
(
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒.
Then 𝑃(𝑚𝑖𝑛{𝑋1 , 𝑋2 } ≥ 5) equals
1
(A)
256
1
(B) 512
1
(C) 64
9
(D) 256

1
Q.9 Let 𝑋1 , 𝑋2 , … , 𝑋𝑛 (𝑛 ≥ 2) be a random sample 𝐸𝑥𝑝 ( ) distribution, where 𝜃 > 0 is unknown. If
𝜃
1
𝑋 = ∑𝑛𝑖=1 𝑋𝑖 , then which one of the following statements is NOT true?
𝑛
(A) 𝑋 is the uniformly minimum variance unbiased estimator of 𝜃
2
(B) 𝑋 is the uniformly minimum variance unbiased 𝜃 2
𝑛 2
(C) 𝑛+1 𝑋 is the uniformly minimum variance unbiased estimator of 𝜃 2
(D) 𝑉𝑎𝑟 (𝐸(𝑋𝑛 |𝑋)) ≤ 𝑉𝑎𝑟(𝑋𝑛 )

Q.10 Let 𝑋1 , 𝑋2 , … , 𝑋𝑛 (𝑛 ≥ 3) be a random sample from a 𝑁(𝜇, 𝜎 2 ) distribution, where 𝜇 ∈ ℝ and

𝜎 > 0 are both unknown. Then which one of the following is a simple null hypothesis?
(A) 𝐻0 ∶ 𝜇 < 5, 𝜎 2 = 3
(B) 𝐻0 ∶ 𝜇 = 5, 𝜎 2 > 3
(C) 𝐻0 ∶ 𝜇 = 5, 𝜎 2 = 3
(D) 𝐻0 ∶ 𝜇 = 5

Section A: Q.11 - Q.30 Carry TWO marks each.

6 1 2 2 2 𝑛−1 2
Q.11 lim {(2 + ) + (2 + 𝑛) + ⋯ + (2 + ) } equals
𝑛→∞ 𝑛+2 𝑛 𝑛
(A) 38
(B) 36
 IIT JAM STATISTICS 2022

(C) 32
(D) 30

Q.12 Let 𝑓: ℝ2 → ℝ be the function defined by

2
1 2
𝑓(𝑥, 𝑦) = {𝑥 sin 𝑥 + 𝑦 cos 𝑦 , 𝑥 ≠ 0
0, 𝑥=0
Then which one of the following statements is NOT true?
(A) f is continuous at (0,0)
(B) The partial derivative of f with respect to x is (0,0)
(C) The partial derivative of ƒ with respect to y is continuous at (0,0)
(D) f is not differentiable at (0,0)

Q.13 Let 𝑓: [1,2] → ℝ be the function defined by

𝑡 2
𝑓(𝑡) = ∫1 √𝑥 2 𝑒 𝑥 − 1𝑑𝑥 .
Then the arc length of the graph of ƒ over the interval [1, 2] equals
(A) 𝑒 2 − √𝑒
(B) 𝑒 − √𝑒
(C) 𝑒 2 − 𝑒
(D) 𝑒 2 − 1

Q.14 Let 𝐹 ∶ [0,2] → ℝ be the function defined by

𝑥+2
𝐹(𝑥) = ∫𝑥 2 𝑒 𝑥[𝑡] 𝑑𝑡,
where [t] denotes the greatest integer less than or equal to t. Then the value of the derivative of F at
x = 1 equals
(A) 𝑒 3 + 2𝑒 2 − 𝑒
(B) 𝑒 3 − 𝑒 2 + 2𝑒
(C) 𝑒 3 − 2𝑒 2 + 𝑒
(D) 𝑒 3 + 2𝑒 2 + 𝑒

Q.15 Let the system of equations

𝑥 + 𝑎𝑦 + 𝑧 = 1
2𝑥 + 4𝑦 + 𝑧 = −𝑏
3𝑥 + 𝑦 + 2𝑧 = 𝑏 + 2
have infinitely many solutions, where a and b are real constants. Then the value of 2𝑎 + 8𝑏 equals
(A) -11
(B) -10
(C) -13
(D) -14

0 1 0
Q.16 Let 𝐴 = (1 0 0). Then the sum the sum of all the elements of 𝐴100 equals
0 1 1
(A) 101
 IIT JAM STATISTICS 2022

(B) 103
(C) 102
(D) 100

Q.17 Suppose that four persons enter a lift on the ground floor of a building. There are seven floors
above the ground floor and each person independently chooses her exit floor as one of these seven
1
floors. If each of them chooses the topmost floor with probability 3 and each of the remaining floors
with an equal probability, then the probability that no two of them exit at the same equals
200
(A)
729
220
(B)
729
240
(C) 729
180
(D) 729

Q.18 A year is chosen at random from the set of years {2012, 2013, . . . , 2021}. From the chosen year,
a month is chosen at random and from the chosen month, a day is chosen at random. Given that the
chosen day is the 29th of a month, the conditional probability that the chosen month is February equals
279
(A)
9965
289
(B) 9965
269
(C) 9965
259
(D)
9965

Q.19 Suppose that a fair coin is tossed repeatedly and independently. Let X denote the number of
tosses required to obtain for the first time a tail that is immediately preceded by a head. Then 𝐸(𝑋)
and 𝑃(𝑋 > 4) respectively, are
5
(A) 4 and 16
11
(B) 4 and 16
5
(C) 6 and 16
11
(D) 6 and 16

Q.20 Let X be a random variable with the moment generating function

1 1
𝑀(𝑡) = 5
,𝑡 <
(1 − 4𝑡) 4
Then the lower bounds for 𝑃(𝑋 < 40), using Chebyshev's inequality Markov's inequality, respectively,
are
4 1
(A) 5 and 2
5 1
(B) 6 and 2
4 5
(C) 5 and 6
5 5
(D) 6 and 6
 IIT JAM STATISTICS 2022

Q.21 In a store, the daily demand for milk (in litres) is a random variable having 𝐸𝑥𝑝(𝜆) distribution,
where 𝜆 > 0. At the beginning of the day, the store purchases 𝑐 (> 0) litres of milk at a fixed price
𝑏 (> 0) per litre. The milk is then sold to the customers at a fixed price 𝑠 (> 𝑏) the day, the unsold
milk is discarded. Then the value of c that maximizes the expected net profit for the store equals
1 𝑏
(A) − 𝜆 ln ( 𝑠 )
1 𝑏
(B) − 𝜆 ln (𝑠+𝑏)
1 𝑠−𝑏
(C) − 𝜆 ln ( 𝑠
)
1 𝑠
(D) − 𝜆 ln (𝑠+𝑏)

Q.22 Let 𝑋1 , 𝑋2 and 𝑋3 be three independent and identically distributed randor variables having
ln 𝑋1 2
𝑈(0,1) distribution. Then 𝐸 [( ) ] equals
ln 𝑋1 𝑋2 𝑋3
1
(A) 6
1
(B) 3
1
(C)
8
1
(D) 4

Q.23 Let (𝑋, 𝑌) be a random vector having bivariate normal distribution with parameters 𝐸(𝑋) =
1
0, 𝑉𝑎𝑟(𝑋) = 1, 𝐸(𝑌) = −1, 𝑉𝑎𝑟(𝑌) = 4 and 𝜌(𝑋, 𝑌) = − 2, where 𝜌(𝑋, 𝑌) denotes the correlation
coefficient between 𝑋 and 𝑌. Then 𝑃(𝑋 + 𝑌 > 1|2𝑋 − 𝑌 = 1) equals
1
(A) Φ (− )
2
1
(B) Φ (− 3)
1
(C) Φ (− 4)
4
(D) Φ (− 3)

Q.24 Let {𝑥𝑛 }𝑛≥1 be a sequence of independent and identically distributed random variables having
the common probability density function
2
𝑓(𝑥) = {𝑥 3 , 𝑥≥1
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
1
If lim 𝑃 (| ∑𝑛𝑖=1 𝑋𝑖 − 𝜃 | < 𝜖) = 1 for all 𝜖 > 0, then 𝜃 equals
𝑛→∞ 𝑛
(A) 4
(B) 2
(C) ln 4
(D) ln 2

Q.25 Let 0.2, 1.2, 1.4, 0.3, 0.9, 0.7 be the observed values of a random sample of size 6 from a
continuous distribution with the probability density function
 IIT JAM STATISTICS 2022

1
1, 0<𝑥≤
2
1
𝑓(𝑥) = 1
, <𝑥≤𝜃
2𝜃 − 1 2
{ 0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒,
1
where 𝜃 > is unknown. Then the maximum likelihood estimate and the method of moments
2
estimate of 𝜃, respectively,
7
(A) 5 and 2
47 32
(B) 60 and 15
7 32
(C) 5 and 15
7 47
(D) and
5 60

Q.26 For 𝑛 = 1,2,3, . . ., let the joint moment generating function of (𝑋, 𝑌𝑛 ) be
𝑡2
1 𝑛
1
𝑀𝑋,𝑌𝑛 (𝑡1 , 𝑡2 ) = 𝑒 (1 − 2𝑡2 )−2 , 𝑡1 ∈ ℝ, 𝑡2 < 2.
2

√𝑛𝑋
If 𝑇𝑛 = ,𝑛 ≥ 1, then which one of the following statements is
√𝑌𝑛
(A) The minimum value of n for which 𝑉𝑎𝑟(𝑇𝑛 ) is 2
3)
(B) 𝐸(𝑇10 = 10
(C) 𝑉𝑎𝑟(𝑋 + 𝑌4 ) = 7
𝑡 2
√2 3 −
(D) lim 𝑃(|𝑇𝑛 | > 3) = 1 − ∫0 𝑒 2 𝑑𝑡
𝑛→∞ √𝜋

Q.27 Let 𝑋(1) < 𝑋(2) < . . . < 𝑋(9) be the order statistics corresponding to a random sample of size 9
from 𝑈(0,1) distribution. Then which on following statements is NOT true?
𝑋(9)
(A) 𝐸 (1−𝑋 ) is finite
(9)

(B) 𝐸(𝑋(5) ) = 0.5

(C) The median of 𝑋(5) is 0.5
(D) The mode of 𝑋(5) is 0.5

Q.28 Let 𝑋1 , 𝑋2 , . . . , 𝑋16 be a random sample from a 𝑁(4𝜇, 1) distribution and 𝑌1 , 𝑌2 , . . . , 𝑌8 be a

random sample from a 𝑁(𝜇, 1) distribution, where 𝜇 ∈ ℝ is unknown. Assume that the two random
samples are independent. If you are looking for a confidence interval for 𝜇 based on the statistic 8𝑋 +
1 16 1
𝑌, where 𝑋 = ∑ 𝑋 and 𝑌 = ∑8𝑖=1 𝑌𝑖 , then which one of the following statements is true?
16 𝑖=1 𝑖 8
(A) There exists a 90% confidence interval for 𝜇 of length less than 0.1 or Indians
(B) There exists a 90% confidence interval for 𝜇 of length greater than 0.3
8𝑋+𝑌 1.645 8𝑋+𝑌 1.645
(C) [ − , + ] the unique 90% confidence interval for 𝜇
33 2√66 33 2√66
(D) 𝜇 always belongs to its 90% confidence interval

Q.29 Let 𝑋1 , 𝑋2 , 𝑋3 , 𝑋4 be a random sample from a distribution with the probability mass function
𝜃 𝑥 (1 − 𝜃)1−𝑥 , 𝑥 = 0,1
𝑓(𝑥) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒,
 IIT JAM STATISTICS 2022

1 1
where 𝜃 ∈ (0,1) is unknown. Let 0 < 𝛼 < 1. To test theology 𝐻0 : 𝜃 = against 𝐻1 : 𝜃 > consider the
2 2
size 𝛼 test that rejects 𝐻0 if and only if ∑4𝑖=1 𝑋𝑖 ≥ 𝑘𝛼 , for some 𝑘𝛼 ∈ {0,1,2,3,4}. Then for which one
of the following values of 𝛼, the size 𝛼 test does NOT exist?
1
(A) 16
1
(B) 4
11
(C) 16
5
(D) 16

Q.30 Let 𝑋1 , 𝑋2 , 𝑋3 , 𝑋4 be a random sample from a Poisson distribution with unknown mean 𝜆 > 0.
For testing the hypothesis
𝐻0 : 𝜆 = 1 against 𝐻1 : 𝜆 = 1.5,
Let 𝛽 denote the power of the test that rejects 𝐻0 if and only if ∑4𝑖=1 𝑋𝑖 ≥ 5. Then which one of the
following statements is true?
(A) 𝛽 > 0.80
(B) 0.75 < 𝛽 ≤ 0.80
(C) 0.70 < 𝛽 ≤ 0.75
(D) 0.65 < 𝛽 ≤ 0.70

Section B: Q.31 - Q.40 Carry TWO marks each.

1
Q.31 Let {𝑎𝑛 }𝑛≥1 be a sequence of real numbers such that 𝑎𝑛 = for all 𝑛 ≥ 1. Then which of the
3𝑛
following statements is/are true?
(A) ∑∞
𝑛=1(−1)
𝑛+1
𝑎𝑛 is a convergent series
(−1)𝑛+1
(B) ∑∞
𝑛=1 𝑛
(𝑎1 + 𝑎2 +. . . +𝑎𝑛 ) is a convergent series
1
(C) The radius of convergence of the power series ∑∞ 𝑛
𝑛=1 𝑎𝑛 𝑥 is 3
1
(D) ∑∞
𝑛=1 𝑎𝑛 sin 𝑎 is a convergent series
𝑛

Q.32 Let 𝑓: ℝ2 → ℝ be the function defined by

𝑓(𝑥, 𝑦) = 8(𝑥 2 − 𝑦 2 ) − 𝑥 2 + 𝑦 2 .
Then which of the following statements is/are true?
(A) f has 9 critical points
(B) f has a saddle point at (2,2)
(C) f has a local maximum at (-2,0)
(D) f has a local minimum at (0,-2)

Q.33 If 𝑛 ≥ 2, then which of the following statements is/are true?

(A) If A and B are 𝑛 × 𝑛 real orthogonal matrices such that 𝑑𝑒𝑡(𝐴) + 𝑑𝑒𝑡(𝐵) = 0, then 𝐴 + 𝐵 is a
singular matrix
(B) If A is an 𝑛 × 𝑛 real matrix such that In A is non-singular, then 𝐼𝑛 + (𝐼𝑛 + 𝐴)−1 (𝐼𝑛 − 𝐴) is a singular
matrix
(C) If A is an 𝑛 × 𝑛 real skew-symmetric matrix, then 𝐼𝑛 − 𝐴2 is a non-singulares
 IIT JAM STATISTICS 2022

(D) If A is an 𝑛 × 𝑛 real orthogonal matrix, then 𝑑𝑒𝑡(𝐴 − 𝜆𝐼𝑛 ) ≠ 0 for all 𝜆 ∈ {𝑥 ∈ ℝ ∶ 𝑥 ≠ ±1}

Q.34 Let Ω = {1, 2, 3, . . . } be the sample space of a random experiment and suppose that all subsets
of Ω are events. Further, let P be a probability function such that 𝑃({𝑖}) > 0 for all 𝑖 ∈ Ω. Then which
of the following statements is/are true?
(A) For every 𝜖 > 0, there exists an event A such that 0 < 𝑃(𝐴) < 𝜖
(B) There exists a sequence of disjoint events {𝐴𝑘 }𝑘≥1 with 𝑃(𝐴𝑘 ) ≥ 10−6 for all 𝑘 ≥ 1
(C) There exists 𝑗 ∈ Ω such that 𝑃({𝑗}) ≥ 𝑃({𝑖}) for all 𝑖 ∈ Ω
(D) Let {𝐴𝑘 }𝑘≥1 be a sequence of events such that ∑∞ 𝑘=1 𝑃(𝐴𝑘 ) < ∞. Then for each 𝑖 ∈ Ω there exists
∞
𝑁 ≥ 1 (which may depend on i) such that 𝑖 ∉ ⋃𝑘=𝑁 𝐴𝑘

Q.35 A university bears the yearly medical expenses of each of its employees up to a maximum of Rs.
1000. If the yearly medical expenses of an employee exceed Rs. 1000, then the employee gets the
excess amount from an insurance policy up to a maximum of Rs. 500. If the yearly medical expenses
of a randomly selected employee has 𝑈(250, 1750) distribution and Y denotes the amount the
employee gets from the insurance policy, then which of the following statements is/are true?
500
(A) 𝐸(𝑌) = 3
3
(B) 𝑃(𝑌 > 300) =
10
(C) The median of Y is zero
(D) The quantile of order 0.6 for Y equals 100

Q.36 Let X and Y be two independent random variables having 𝑁(0, 𝜎12 ) and 𝑁(0, 𝜎22 ) distributions,
respectively, where 0 < 𝜎1 < 𝜎2. Then which of the following statements is/are true?
(A) X + Y and X - Y are independent
(B) 2X + Y and X - Y are independent if 2𝜎12 = 𝜎22
(C) X + Y and X - Y are identically distributed
(D) X + Y and 2X - Y are independent if 2𝜎12 = 𝜎22

Q.37 Let (X, Y) be a discrete random vector. Then which of the following statements is/are true?
(A) If X and Y are independent, then 𝑋 2 and |𝑌| are a pechnology P
(B) If the correlation coefficient between X and Y is 1, 𝑃(𝑌 = 𝑎𝑋 + 𝑏) = 1 for some 𝑎, 𝑏 ∈ ℝ
(C) If X and Y are independent and 𝐸[(𝑋𝑌)2 ] = 0 anizing 𝑃(𝑌 = 0) = 1 or 𝑃(𝑌 = 0) = 1
(D) If 𝑉𝑎𝑟(𝑋) = 0, then X and Y are independent

Q.38 Let 𝑋1 , 𝑋2 and 𝑋3 be three independent and identically distributed random variables having
N(0,1) distribution. If
2𝑋12 2(𝑋2 −𝑋3 )2
𝑈 = (𝑋 and 𝑉 =
2 +𝑋3 )
2 2𝑋12 +(𝑋2 +𝑋3 )2
then which of the following statements is/are true?
(A) U has 𝐹1,1 distribution and V has 𝐹1,2 distribution
(B) U has 𝐹1,1 distribution and V has 𝐹2,1 distribution
(C) U and V are independent
1
(D) 2 𝑉(1 + 𝑈) has 𝐹2,3 distribution
 IIT JAM STATISTICS 2022

Q.39 Let 𝑋1 , 𝑋2 , 𝑋3 , 𝑋4 be a random sample from a continuous distribution with the probability density
1
function 𝑓(𝑥) = 2 𝑒 −|𝑥−𝜃| , 𝑥 ∈ ℝ, where 𝜃 ∈ ℝ is unknown. Let the corresponding order statistics be
denoted by 𝑋(1) < 𝑋(2) < 𝑋(3) < 𝑋(4) . Then which of the following statements is true?
1
(A) 2 (𝑋(2) + 𝑋(3) ) is the unique maximum likelihood
(B) (𝑋(1) , 𝑋(2) , 𝑋(3) , 𝑋(4) ) is a sufficient statistic for 𝜃
1
(C) 2 (𝑋(2) + 𝑋(3) )(𝑋(2) + 𝑋(3) + 2) is a maximum likelihood estimator of 𝜃(𝜃 + 1)
(D) (𝑋1 𝑋2 𝑋3 , 𝑋1 𝑋2 𝑋4 ) is a complete statistic

Q.40 Let 𝑋1 , 𝑋2 , … , 𝑋𝑛 (𝑛 > 1) be a random sample from a 𝑁(𝜇, 1) distribution, where 𝜇 ∈ ℝ is

unknown. Let 0 < 𝛼 < 1. To test the hypothesis 𝐻0 : 𝜇 = 0 against 𝐻1 : 𝜇 = 𝛿, where 𝛿 > 0 is a
1
constant, let 𝛽 denote the power of the size 𝛼 test that rejects 𝐻0 if and only if 𝑛 ∑𝑛𝑖=1 𝑋𝑖 > 𝐶𝛼 , for
some constant 𝑐𝛼 . Then which of the following statements is/are true?
(A) For a fixed value of 𝛿, 𝛽 increases as 𝛼 increases
(B) For a fixed value of 𝛼, 𝛽 increases as 𝛿 increases
(C) For a fixed value of 𝛿, 𝛽 decreases as 𝛼 increases
(D) For a fixed value of 𝛼, 𝛽 decreases as 𝛿 increases

Section C: Q.41 - Q.50 Carry ONE mark each.

Q.41 Let {𝑎𝑛 }𝑛≥1 be a sequence of real numbers such that 𝑎2+5𝑚 = 3, 𝑎3+5𝑚 = 4, 𝑎4+5𝑚 =
5, 𝑎5+5𝑚 = 6, 𝑚 = 0,1,2, …. Then 𝑙𝑖𝑚𝑠𝑢𝑝𝑛→∞ 𝑎𝑛 + 𝑙𝑖𝑚𝑖𝑛𝑓𝑛→∞ 𝑎𝑛 equals ______

Q.42
Let 𝑓: ℝ → ℝ be a function such that
20(𝑥 − 𝑦) ≤ 𝑓(𝑥) − 𝑓(𝑦) ≤ 20(𝑥 − 𝑦) + 2(𝑥 − 𝑦)2
for all 𝑥, 𝑦 ∈ ℝ and 𝑓(0) = 2. Then 𝑓(101) equals

Q.43 Let A be a 3 × 3 real matrix such that det(A) = 6 and

1 −1 2
𝑎𝑑𝑗 𝐴 = ( 5 7 1)
−1 1 1
where adj A denotes the adjoint of A.
Then the trace of A equals _______ (round off to 2 decimal places)

Q.44 Let X and Y be two independent and identically distributed random having 𝑈(0,1) distribution.
Then 𝑃(𝑋 2 < 𝑌 < 𝑋) equals (round off to 2 decimal places)

3
Q.45 Consider a sequence of independent Bernoulli trials, where 4 is the probability of success in each
trial. Let X be a random variable defined as follows: If the first trial is a success, then X counts the
number of failures before the next success. If the first trial is a failure, then X counts the number of
successes before the next failure. Then 2E(X) equals ______
 IIT JAM STATISTICS 2022

Q.46 Let X be a random variable denoting the amount of loss in a business. The moment generating
function of X is
2 2
𝑀(𝑡) = ( ) ,𝑡 < 2
2−𝑡
If an insurance policy pays 60% of the loss, then the variance of the amount paid by the insurance
policy equals _______(round off to 2 decimal places)

Q.47 Let (𝑋, 𝑌) be a random vector having the joint moment generating function
1 −𝑡 1 𝑡 2 1 1 𝑡 2
)
𝑀(𝑡1 , 𝑡2 = ( 𝑒 1 + 𝑒 1 ) ( + 𝑒 2 ) , (𝑡1 𝑡2 ) ∈ ℝ2
2 2 2 2
Then 𝑃(|𝑋 + 𝑌| = 2) equals _______ (round off to 2 decimal places)

Q.48 Let 𝑋1 and 𝑋2 be two independent and identically distributed random variables having 𝜒22
distribution and 𝑊 = 𝑋1 + 𝑋2 . Then 𝑃(𝑊 > 𝐸(𝑊)) equals ________ (round off to 2 decimal places)

Q.49 Let 2.5, -1.0, 0.5, 1.5 be the observed values of a random sample of size 4 from a continuous
distribution with the probability density function
1 3 1
(𝑥−𝜃)2
𝑓(𝑥) = 𝑒 −|𝑥−2| + 𝑒 −2 ,𝑥 ∈ ℝ
8 4√2𝜋
where 𝜃 ∈ ℝ is unknown. Then the method of moments estimate of 𝜃 equals ________ (round off to
2 decimal places)

Q.50 Let 𝑋1 , 𝑋2 , . . . , 𝑋25 be a random sample from a 𝑁(𝜇, 1) distribution, where 𝜇 ∈ ℝ is unknown.
Consider testing of the hypothesis 𝐻0 : 𝜇 = 5.2 against 𝐻1 : 𝜇 = 5.6. The null hypothesis is rejected if
1
and only if 25 ∑25
𝑖=1 𝑋𝑖 > 𝑘 , for some constant k. If the size of the test is 0.05, then the probability of
type-II error equals _______ (round off to 2 decimal places)

Section C: Q.51 - Q.60 Carry TWO marks each.

Q.51 Let 𝑓: ℝ2 → ℝ be the function defined by 𝑓(𝑥, 𝑦) = 𝑥 2 − 12𝑦. If M and m be the maximum value
and the minimum value, respectively, of the function f on the circle 𝑥 2 + 𝑦 2 = 49, then |𝑀| + |𝑚|
equals

Q.52 The value of

2 2−𝑥 2𝑦
∫ ∫ (𝑥 + 𝑦)2 𝑒 𝑥+𝑦 𝑑𝑦𝑑𝑥
0 0
equals __________ (round off to 2 decimal places)

1 −1 2 𝑥1
𝑥
Q.53 Let 𝐴 = (−1 0 1) and let ( 2 ) be an eigenvector corresponding to the smallest
2 1 1 𝑥3
2 2 2
eigenvalue of A, satisfying 𝑥1 + 𝑥2 + 𝑥3 = 1. Then the value of |𝑥1 | + |𝑥2 | + |𝑥3 | equals _____
(round off to 2 decimal places)
 IIT JAM STATISTICS 2022

Q.54 Five men go to a restaurant together and each of them orders a dish that is different from the
dishes ordered by the other members of the group. However, the waiter serves the dishes randomly.
Then the probability that exactly one of them gets the dish he ordered equals ____(round off to 2
decimal places)

Q.55 Let 𝑋 be a random variable having the probability density function

𝑎𝑥 2 + 𝑏, 0 ≤ 𝑥 ≤ 3
𝑓(𝑥) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒,
2
where a and b are real constants, and 𝑃(𝑋 ≥ 2) = 3.
Then E(X) equals ________ (round off to 2 decimal places)

4
Q.56 A vaccine, when it is administered to an individual, produces no side effects with probability 5,
2 1
mild side effects with probability and severe side effects with probability . Assume that the
15 15
development of side effects is independent across individuals. The vaccine was administered to 1000
randomly selected individuals. If 𝑋1 denotes the number of individuals who developed mild side
effects and 𝑋2 denotes the number of individuals who effects, then the coefficient of variation of 𝑋1 +
𝑋2 equals ______ (round off to 2 decimal places)

Q.57 Let {𝑋𝑛 }𝑛≥1 be a sequence of independent and identically distributed random variables having
𝑈(0, 1) distribution. Let 𝑌2 = 𝑛 min{𝑋1 , 𝑋2 , . . . , 𝑋𝑛 }, 𝑛 ≥ 1. If 𝑌𝑛 converges to Y in distribution, then
the median of Y equals _______ (round off to 2 decimal places)

Q.58 Let 𝑋(1) < 𝑋(2) < 𝑋(3) < 𝑋(4) < 𝑋(5) be the order statistics based on a random sample of size 5
from a continuous distribution with the probability density function
1
𝑓(𝑥) = {𝑥 2 , 1 < 𝑥 < ∞
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Then the sum of all possible values of 𝑟 ∈ {1, 2, 3, 4, 5} for which 𝐸(𝑋(𝑟) ) is finite equals ______

Q.59 Consider the linear regression model 𝑦𝑖 = 𝛽0 + 𝛽1 𝑥𝑖 + 𝜖𝑖 , 𝑖 = 1,2, … ,6, where 𝛽0 and 𝛽1 are
unknown parameters and 𝜖𝑖 ′𝑠 are independent and identically distributed random variables having
N(0,1) distribution. The data on (𝑥𝑖 , 𝑦𝑖 ) are given in the following table.
𝑥𝑖 1.0 2.0 2.5 3.0 3.5 4.5
𝑦𝑖 2.0 3.0 3.5 4.2 5.0 5.4
̂0 and 𝛽
If 𝛽 ̂1 are the least squares estimates of 𝛽0 and 𝛽1 , respectively, based on the above data, then
̂0 + 𝛽
𝛽 ̂1 equals ______(round off to 2 decimal places)

Q.60 Let 𝑋1 , 𝑋2 , . . . , 𝑋9 , be a random sample from a 𝑁(𝑢, 𝜎 2 ) distribution, where 𝜇 ∈ ℝ and 𝜎 > 0 are
1 1 2
unknown. Let the observed values of 𝑋 = 9 ∑9𝑖=1 𝑋𝑖 and 𝑆 2 = 8 ∑9𝑖=1(𝑋𝑖 − 𝑋) be 9.8 and 1.44,
respectively. If the likelihood ratio test is used to test the hypothesis 𝐻0 : 𝜇 = 8.8 against 𝐻1 : 𝜇 = 8.8,
then the p-value of the test equals ________ (round off to 3 decimal places)