.. ,, ..

STATISTICS
!l
PAPER*I
Time allowed : 3 hours Maximum marks: 300
I
2.
(a)
(b)
(c)
(a)
(b)
(c)
SECnONA
{Probability)
State and prove the addition theorem of total probability after explaining the te ob ity.
A coin is tossed until for the first time the same side of the coin appears ession.
To every possible outcome requiring n tosses attribute probabuT 'Vd find the
probabilities of the following events:
(i) the experiment ends before the 6th toss
(ii) an even number of tosses is required for the exp
(iii) an odd number of tosses is required for the
Explain a priori and a posteriori probabilities. State theorem.
Let X be a random variable and define that
(i) F is non-decreasing
(ii) Lt F(x)=l
,_,_
Lt F(x)= 0 flj
,_,_
15+30+15
(iii) F is right s.
Let X be a whose eli stribution function F(X) is continuous and strictly
increasing on t Y=F(X). Show that Y has a uniform distribution on
Define ch of a random variable X. The characteristic function of a
random v ble !+known to vanish at a point a. Show that the characteristic function ofX+Z
also v a; where Z is a random variable independent of X.
20+20+20
3. (a) d prove Chebysheffe' s inequality. Show that if x is a random variable such that if X is
(c)
m variable such that, P(X < 0) = 0 and E[X] exists then for c>O,
P[ c] E ( x)
State, explain and pro:e the Lindeberg-Levy form of the Central Limit Theorem.
If (X,. be a sequence of independent random variables with
I
P[X =+I]=P[X =-1]=- n=l 2
2' ...
show that
p =I
{
max I x
1
+ :12 + ... , +Xt I}

} .: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.: .. :.:.:;
4.
5.
6.
(a)
(b)
(c)
(a)
(b)
(c)
(a)
(b)
24+24+12
What is a binomial distribution ? In a binomial distribution (f (k; r, p )}, let and in
such a way that rp = 1.. remains fixed. Show that
f (k ; r, p) p(k, 1..)
where (p (k, 1..)} is a Poisson distribution,
Give the statements of weak and strong I aw of large numbers. Discuss the significance of
these laws.
Let (X,. be a sequence of mdep en dent standard normal van ate, Prove
n -I (XI+ x2 + + :x,)
converges almost surely to zero as 0
c:::;; 20+20+20
SECnONB +
{Satistical Inforence) 0
Explain the concepts of
(i) UMPU tests;
(ii) Simi! ar regions;
(iii) Type A
1
critical region.
Show that the MP and UM P tests o
'7>c:::;;

State Neyman and Pearson's furl en lemma and apply it to obtain the test for testing
cJl=i aganst OJ> I, when r(1 p IS from N[O, cJl] Is th1s test UMP? Is 1t unbiased?
G1ve reasons
15+15+30
Descnbe the ch non-parametric tests are appropnate D1scuss the common
non -parametnc c on
Fmd the ean an, ance of the run test statistic under the null hypothesis Discuss its
effici en \ th to Student's t-test.
pnnc1ple of constructing tests Show that these tests arc consistent under
ond1t1ons State these condi tlons clearly
18+ 18+24
(c) Given a random sam pie of n from a Bernoulli an population with constant probability p. If we
assume that the sample estimate of p, X, is approximately N [ p p ( p) J show that the
shortest confidence interval for p is [p
1
<p <p
2
], where p
1
and p
2
are solutions of the quadratic
equation
8.
9.
10.
12.
(a)
(b)
(c)
(a)
(b)
(a)
(b)
(b)
(a)
24+16+20
What is a sequential test ? How will you develop an optimum test of a specified strength for a
simple null hypothesis versus a simple a! ternative ?
Find expressions for the sample size expected for termination of SPRT both under Ho and H
1
.
Clearly state all the assumptions made.
A random variable follows the normal distribution N[8, d], where dis known. Derive the
SPRT for testing Ho : against H
1
:

Obtain the approximate expression for the OC

function.
SECTION Ill
{Linear Info renee and Multivariate Analysis)
Discuss in details the 'method of! east squares' and its usefulness.
Let there be hk observations, each of which can be sp ecifi the categories of two
factors, A with h and B with k categories. Let the obj dy be the differences in
categories of each factor. Set up the suitable linear iving all the details obtain
sui table analysis of variance table. Specify the hyp ese d explain underlying teats of
significance.
"'"'ooll' "'u the estimation the regression coefficients and
coefficient. Outline the relevant tests of
n1 and the estimated regression equation.
normal variables. If
Derive Fisher's discriminant function and
45 + 15
For the following trivariate normal distribution having density
c exp [-Y. (i + 4y
2
+ 9r-2xy + 4yz)]
where c is constant, obtain (i) the multiple correlation co efficient of X on Y and Z; (ii) the
partial correlation coefficient o fX and Y when Z is held fixed.
(b) Obtain the null distribution of the sample correlation coefficient r, based on n observations
from the bivariate normal distribution. Further, show that the statistic r.Jn- 21 .. /1- r
2
follows Student t-distribution on (n-2) degrees of freedom.
(c) Obtain a confidence interval for a linear combination of k independent estimable parameters
in the usual linear model.
~
uO
,Ja
&'(j
0 ~
+
~
5.
6.
7.
8.
(a)
{Engineering Satistics)
Explain the statistical basis and construction of (i) control charts for mean and range, and (ii)
p and np charts. How is the choice between p and np charts made?
(b) An item is made in lots of 20 0 units each. The I ots are given I 0 0% inspection. The record
sheets for the first 2 5 lots inspected showed that a total of 75 units were defective. Determine
the tria! control limits for a np-chart.
(a)
(b)
(a)
(b)
(c)
(a)
(b)
Describe single sampling plan for attributes. Obtain OC and ASN functions for this plan and
explain the terms:
(i) Producer's and consumer's risks.
(ii) AQL and L TPD.
Lots which are 0. 5% detective are submitted for acceptance.
found to be satisfactory by the consumer. Which plan would you recomm
so that it may involve least cost, when the probability of acceptan
each plan?
producer,
is given for
::: :::::: ::;: ::; ::::; r fP
Define (i) reliability function, (ii) hazard denst ty funct:l on and (tv) mean
time to failure (MTTF). Obtain relations amon
For hazard functions (i) h(t) = IJ., IJ.>O h(t 1..>0, compute the reliability functions
::e:: put on a life lest nt and the test is terminated after the failure of
r items (I 5, r 5, n).
If the failure time x of an the exponential distribution with mean a, obtain the
maximum a'!Ou.
Define a series systet a!lel system. A system consists of four identical components
connected in p arB must be the reliability of each component, if the overall reliability
of the system is .9
If a syst of fiv ponents is connected in series, find the mean time between failures of
the sys components have failure time exponential eli stributions with failure rates
At, J..2,
5
respectively.
ndancy? Explam the use of redundancy m rehabthty Improvement
SECTION Ill
(b) Solve the following linear programming problem by simplex method:
Maximize
z = -2x
1
- x
2
subjected to
3x
1
+ x
2
= 3
13.
14.
15.
16.
(a) Obtain a suitable weighted moving average formula covering consecutive sets of five points
which would- accurately represent the series of it consists of a quadratic polynomial in time
variable.
(b) Explain the 'ratio to trend' method for measuring seasonal variations, and state its merits and
demerits.
(c) Describe 'variate difference method' for estimating the variance of the random component in
a time series.
(a)
(b)
(c)
(a)
(b)
Define the followmg mdex numbers
Laspeyres' mdex number
Paasche' s mdex number
(t)
(u)
Marshall-Edgeworth mdex number
Prove that Marshall Edgeworth mdex number hes between Paasche's mdex
numbers
On a certain date, the Ministry of Labour retail ace index increases in
price over some case period were ..... ent 65, light 110, miscellaneous
125.
What was the percentage increase in the fo od!Z eights of different items in the
group were given as follows:
Food 60, rent 16, clothing 12, fuel d miscellaneous 4.
Define price elasticity of demand and
The demand function for a comm
X= 300-0.5 pi+ 0.0
l}lallO!I'IO ', Px the price of X, Po the price of a related commodity
m , "' en Px = 12, po = I 0 and y = 20 0, compute (i) the price
the income elasticity of demand for X.
factors of pro duct! on With usual notations,
For the income model
ci =a.+ u..
Yt = Ct + Z, t = I, 2, ... , n
prove in usual notations that OLS method provides inconsistent estimators but ILS method
provides consistent estimators of the parameters.
(c) Define a system of simultaneous equations. Obtain rank and order conditions for the
identifiability of a sing! e equation in the linear simultaneous equations system involving j
endogeneous and k exo geneous variables.
17.
18.
19.
20.
(a)
SEC110NV
{Demo?J'aphyand Psychometry)
Explain crude and standardised death rates. In what way is standardised death rate superior to
crude death rate? Describe briefly the direct and indirect methods of finding standardised
death rates.
(b) Find standardised death rate by direct and indirect methods for the data given below:
(a)
(b)
(a)
(b)
Standard Population
Age
Population Specific
in ('000) death rate
0-5 8 50
5-15 10 15
15-50 27 10
Population A
Population
in ('000)
12
9
50 and above 5 60 59
Age itt
years
4
5
lx Lx
d explain how a complete life table
__ ain the rei ati on ship between different
Tx eo
4,850,300
omp ar de birth rate, gross and net production rates as measures of fertility.
:Pst Jaw as a mathematical representation of population growth. Describe a
i'ilg a logistic curve.
le population theory.
am briefly the concept of reliability of scores in education a! and psychological
What do you understand by a T-score? Explain clearly the method of converting raw test
scores into T-scores.
(c) Describe the Kuder-Richardson method of assessing the reliability of a test.
(d) What do you mean by intelligence quotiem (IQ)? Describe the procedure and tests for
measuring IQ.