EXAMINATIONS OF THE ROYAL STATISTICAL SOCIETY (formerly the Examinations of the Institute of Statisticians

)

HIGHER CERTIFICATE IN STATISTICS, 2007

Paper I : Statistical Theory Time Allowed: Three Hours

Candidates should answer FIVE questions. All questions carry equal marks. The number of marks allotted for each part-question is shown in brackets.

Graph paper and Official tables are provided.

Candidates may use calculators in accordance with the regulations published in the Society's "Guide to Examinations" (document Ex1).

The notation log denotes logarithm to base e. Logarithms to any other base are explicitly identified, e.g. log10. ⎛n⎞ Note also that ⎜ ⎟ is the same as nCr. ⎜r ⎟ ⎝ ⎠ 1
HC Paper I 2007

This examination paper consists of 9 printed pages each printed on one side only. This front cover is page 1. Question 1 starts on page 2. There are 8 questions altogether in the paper. ©RSS 2007

For example. 3. the 3rd place is the home position of the digit 3. 3. or otherwise. (10) (iii) The digits 1. 2. 2.1. Write down the probability distribution of X. (9) 2 Turn over . When the digits 1. and calculate E(X) and Var(X). (i) (ii) How many possible orderings of the digits 1. find the number of orderings in which exactly two digits each occupy their respective home positions. show that there are 8 orderings in which exactly one digit occupies its home position. 4 are placed in ascending order (without repetition). 3. each digit is said to occupy its "home" position. find the number of orderings in which all four digits each occupy their respective home positions. 2. 4 are put in random order. and the random variable X denotes the number of digits occupying their respective home positions. (a) (b) (c) (d) show that there are 9 orderings in which no digit occupies its home position. 4 are there? (1) By enumeration.

the probability that Mrs Smith's son will be a haemophiliac is 1/8. (i) Mrs Smith is expecting her first child (a son). What is now the probability that Mrs Smith's son will be a haemophiliac? (10) (ii) 3 Turn over . What would be the probability if instead it is known that Mrs Smith's mother has four brothers. Explain clearly why. but a female who carries the gene will pass it on to each of her children independently with probability ½ in each case. only one of whom is a haemophiliac? (6) Suppose throughout this part that Mrs Smith's mother has only one brother. and that Mrs Smith has four brothers. and it is known that Mrs Smith's maternal uncle (the only brother of Mrs Smith's mother) is a haemophiliac. who is a haemophiliac. given that Mrs Smith's mother carries the gene. (a) (b) (c) Show that the probability that none of Mrs Smith's brothers is a haemophiliac. Write down the probability that none of Mrs Smith's brothers is a haemophiliac. Assume throughout this question that males with haemophilia (haemophiliacs) do not marry or have children. in the light of this information. State Bayes' theorem. (4) The gene for haemophilia (the inability of blood to clot) produces no symptom in females.2. is 1/16. given that Mrs Smith's mother does not carry the gene. none of whom is a haemophiliac.

. x2 . x > 0.4 and 52..57. E(X) = 1 . Hence derive an approximate 95% ˆ confidence interval for α in terms of α and n. (i) Show that the maximum likelihood estimate of α is given by ˆ α= n i =1 ∑ log(1 + xi ) n . and a random sample x1 . α2 (iii) ∑ log(1 + x ) i =1 i 100 ˆ = 28. (6) 4 Turn over . Calculate α and an approximate 95% confidence (4) interval for α. (5) (ii) ) n approximately if the sample size is large..3.6 respectively. (5) A random sample x1 . x100 which is assumed to be from the pdf f(x) gives ˆ Stating any results you assume without proof. xn is taken from this distribution. and that the sum and sum of squares of the sample values are 39. for α > 2 . (iv) You are now given that. . Evaluate the mean and variance of this distribution. using the ˆ value of α found in part (iii). and comment briefly. α −1 Var(X) = (α − 1)2 (α − 2) α . Also calculate the sample mean and variance. show that α ~ N(α.. α > 0. The random variable X has the Pareto distribution with probability density function (pdf) f ( x) = α (1 + x ) α +1 . x2 .. ..

. The annual number. so that P ( X = x ) = e− λ λx x! . in a year of 6 accidents. there are x accidents of which y are fatal. ⎡ λ (1 − p ) ⎤ ⎦ y! ⎣ ( x − y )! (ii) for x = 0. 1. (4) Deduce that the unconditional probability that.. find (a) (b) the probability that in a given year there are no fatal accidents. is binomial. 2. … . and write down the parameters of this distribution. . explain why the distribution of the number of fatal accidents in that year. X say. x = 0..2. is given by p ( x. 1. 1. (5) (iv) 5 Turn over . λ > 0. Y(x) say. y = 0. in any given year. the probability that. at most one is fatal. of accidents on a certain stretch of road is assumed to follow a Poisson distribution with mean λ. For any accident on this stretch of road. λ > 0. x. (i) Given that a total of x accidents occurs in a given year. 0 < p < 1. 2. (7) Given that λ = 10 and p = 0. it is a fatal accident) is p. independently of all other accidents. the probability that it involves one or more fatalities (i.4. …. (4) (iii) Hence show that the marginal distribution of the number of fatal accidents on this stretch of road in any given year is Poisson with mean λp.e. y ) = y y x− y λ p e− λ . 2.

p1 + p2 − p1 p2 and hence write down P(X < Y).5. (i) The random variable X has the geometric probability mass function (pmf) given by p(x. x (ii) (4) (iii) The random variable Y is distributed independently of X with pmf p(x. solve for p1 and p2. and deduce a condition on p1 and p2 such that P(X = Y) = ½. p1 ) = (1 − p1 ) x−1 p1 . 3. (4) Sketch the graph of p(x.4 and 1 ≤ x ≤ 5. y =1 ∞ or otherwise. For any non-negative integer x. 2. (6) 6 Turn over . p1) for the case p1 = 0. x = 1. 0 < p1 < 1. p2). where 0 < p2 < 1. show that P ( X > x ) = (1 − p1 ) . p1 + p2 − p1 p2 (6) (iv) Show that P(X = Y ) = p1 p2 .…. By writing P ( X > Y ) = ∑ P (Y = y ) P ( X > Y | Y = y ) . show that P( X > Y ) = p2 (1 − p1 ) . If P(X = Y) = ½ and also P(X < Y) = P(X > Y).

W ~ N(65. (4) (iii) 7 Turn over . for each passenger.5.6. all other assumptions being as before. where H ~ N(20. H and C being independent within and between passengers. (a) Write down the distribution of the total weight in kg. Find the probability that this requirement is not met. (3) (b) (c) (ii) Now suppose that. What is now the probability that the safety requirement is not met? (6) Comment critically on the assumptions listed in part (i) of this question. the random variables H and C are not independent but instead the correlation between them is –0. (i) A passenger aircraft carries 100 passengers. where C ~ N(6. (4) A safety requirement is that the total weight of all 100 passengers and their luggage should not exceed 9300 kg. and cabin luggage weighing C kg. 36). Find the probability that a randomly chosen passenger's hold luggage is recorded as weighing 24 kg or more. i. Assume also that a randomly chosen passenger has hold luggage weighing H kg.e. W say. T say. of a randomly chosen passenger and his or her hold and cabin luggage. 4). of a randomly chosen passenger is Normally distributed with mean 65 and standard deviation 6. W. (3) The check-in scales record the weight of hold luggage to the nearest kg. Assume that the weight in kg. 9). and find P(T > 110).

(i) (ii) Which sequence should he choose to maximise the probability of hitting the target in two consecutive shots? Find the mean and variance of the number of times the player hits the target when firing in the order A B A. (10) (iii) Comment on your results. a player has two guns. the mean np lies between the two modes. (10) (b) In a game of target practice. for any such distribution.. A and B. and show that. ⎝ x⎠ Show that. for x = 1.8 with A and 0.7. n. …. n. which must be fired either in the order A B A or in the order B A B. which must be fired alternately. f X (x ) = p (n + 1 − x ) f ( x − 1) . 8 Turn over . 2.. He is allowed three shots at the target.. (a) The random variable X has the binomial distribution with probability mass function (pmf) ⎛n⎞ n− x f X ( x ) = ⎜ ⎟ p x (1 − p ) . 0 < p < 1 . By considering the case p(n + 1 − x ) = 1 .. 1. write down an example of a binomial (1 − p )x distribution which has two consecutive equal maximal probabilities. Assume that events relating to different shots are independent.4 with B. His probability of hitting the target is 0. 2. and deduce that the mode m of X is the largest integer satisfying m ≤ (n + 1)p. (1 − p )x X x = 0. and when firing in the order B A B.

A uniform thin wire is fixed at its top end. the standard error of the intercept parameter is (ii) s i =1 n ∑ xi n 2 n ∑ ( xi − x )2 i =1 . and why. for this regression. s2 say.. in millimetres) of the wire for each load is measured. Note: you should state clearly any formulae you use. State which of L and E should be taken as the independent variable and which as the dependent variable.8. but you do not need to prove them. y1 ) . (8) (a) Fit a straight line to the data by the method of least squares.. Calculate the residual mean square. (4) 9 . The results are as shown in the following table. and give a point estimate of the expected extension when the load is 350 grams. . Test this hypothesis against a two-sided alternative. which implies that the intercept parameter in the linear regression fitted in (i) should be zero. and the extension (E. L E 1 2 1 3 2 4 2 2 3 8 ΣLE = 300 3 10 4 13 4 13 5 11 5 14 ΣL = 30 ΣE = 80 ΣL2 = 110 (i) ΣE2 = 852 It is proposed to analyse these data using simple linear regression analysis.. Construct a scatterplot of the data and comment on their suitability for linear regression analysis. Varying loads (L. ( xn . Theoretical physics suggests that the extension of n i =1 the wire should be proportional to the load put on it. when a linear regression of y on x is fitted to data ( x1 . stating any necessary assumptions. where x = 1 n ∑ xi . in hundreds of grams) are hung from the bottom end of the wire. (8) (b) You are given that. yn ) .

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