ｩｲｬﾷｾＮＢｦＧ｜＠

..H <". ,:J.

,.. ,, • ·1<l.U'tS
f.:.,.;\: · ...·1 ［ｹｾ＠ '"J"l. n
ii
,, """"""""""""""""""""""""""""""""""""""
.. , . . .
·········i·········'i

Time Allowed: 3 hours Maximum marks : 300

Ca11didates shorddaUemptmly FIVE questions choosing a: least ONE but not more Ill
questions front tack Seclion.
Tile tmmberoj11uuks carried by each question is itulicmed mtlleetuloftlle

I (a)

(b) Urn I contains 3 red, 4 black and urn 2 contains 2 re

(c)

2. (a) State and prove the Chebyshev' ｾｲ･Ｎｱ＠

sequence of mutually independ
mean IJ. and standard deviati
(b) A box contains a white
number of white bails·...;;.::
dr ... --
(c) stri bution, the standard deviation is not less than the mean

25+20+15
3. (a) ｲＮ･ｴ ｡ｮ､ｯｭ＠ ｾvariable. State the Poisson probability I aw of a random variable
ｴｬｩｾｗ ･ｲ＠
certain circumstances the number of successes in n independent repeated
ﾥｾＱ｡ｩ ｦｬ ｡ｩｓＬ＠ with probability of success p at each tria!, approximately obey the Poisson
aw with parameter 1.. = np.
- a probability distribution function of a random variable. Giving underlying
mpti ons, find its relation with probability density function. Illustrate it with a suitable
example.
State Gaussian probability law of a random variable. Derive its important properties. What is
its importance in statistical inference ?
20+20=20
4. (a) Define, with under! ying conditions and assumptions, a characteristic function of a random
variable. Find for the function f(x) defined as

Find also its first four central moments.

(b) Discuss inter-relations among t-, F -, and X2 distributions. Also prove them.

..................................................................................................................................................................................................................................................................................................................................................!1
 (c) Let a, b, c be three numbers satisfying the in equalities
ｾ｢［Ｚ｣ｯ＠

and IJ-8, IJ.b, and IJ.C, be absolute moments of orders a, b, c for any arbitrary distribution. Show
that

25+20+ I

SECnON II
{Satistical Inforence)
5. (a) What are the criteria of a good point estimator ?
(b) Let X be a single observation from N(8, d).
(i) Is X a sufficient statistic ?
Is I X I a suffictent statistic ? ｾＮＬ＠ +
(c)
(u)
(111) Is X2 an unbtased estimator of fi'?
Explam 1M th tll ustratlon the mmtmum cht-square ｭ･ｴ
r "!J
ｾ ｴｬｭ｡ｯｮ＠

ｾ＠ 20+20+20
6. (a) Define a complete statistic. Let X1, X2, ... .£,. ｢ ｾ ｯｭ＠ sample from a Bernoulli density.
Showthat ｾ＠
(i) T = X 1 - X2 is not complete

(b) Illustrate its use in construction of an

(c)

24+20+16
7. (a) Obtain the minimum confidence interval for the
r a andom sample of size n from a normal population with unknown mean.
ｾ ｾ Ｂ ｡ｲ･＠ prior and posterior distributions and posterior Bayes' estimators?

25+35
8. (a) Explain the problem of testing equality of 2 distributions in non -parametric inference.
Describe 2-sample sign test, giving all assumptions that you make.
(b) Let Yt, Y2, ... , Yn be the order statistics corresponding to a random sample of size n from a
continuous c.d.t. F(. ).
(i) Find density of F(Y1)
 (ii) Find the joint density of F(Y2) and F(Y1).
(c) Explain what is L. R criterion and obtain its asymptotic distribution.
20+24+16

SECTION Ill
{Linear Inforenee and Multivariate Analysis)
9. (a) Define multi pie correlation coefficient R and derive a sui table test of Ho : R = 0.
(b) Explain Fisher's linear discriminant analysis. How is it related to M ahalano bis ｄ ｾ Ｍｳｴ＠ s in
testing the significance of the linear function?
(c) Define partial correlation coefficient. Give situation(s) to illustrate its use.
sampling distribution. 0 e • its

24+24+12
10. (a) Prove that in a bivariate normal distribution, is linear and arrays ho ced ·c.

.
(b)
multi variate normal distribution. +
Ｚｾｺｲｭ＠ ｾｰｬｯｦｩＢ＠ N &om ｾ ｵ＠ •d ｾｲｯｧ＠
(c)
of • <o

11. (a) What is Wilk's criterion and ｷｨｩ ｾ ｨ＠ h ｾ

.t ... v
ｯ･ｳ＠
24+20+16
it test? Give its distribution in its exact
l '

"'"'"
or approXImate forms.
(b) Obtain the M .L. estimates of the am ·ers involved in the multivariate linear regression

mod< o..aib" Ｂ Ｑｾ＠ 30 ' 30

12. (a) State the Gauss-Mar ".::li:iJI,\(,XR, d I).
Find the least ｳｱ ｾ＠ of the constants. Show that all linear p ararnetric functions are
estimable if an y the R(X)=rn, the number of unknown parameters ｾｩﾷ＠ where R(X)
denotes th ank o a ·x X.
(b) ｾ ｾ ･ｮ｣ ｴｩ ｮｴ･ｲｶ｡ｬ＠ for a linear function of the p ararneters.
(c) lustration, the principle and theory of least squares.
30+15+15
 SECnON II
{Engineering Statistics)
5. (a) Explain how a control chart helps to control the quality of a ｭ｡ｮｵｦ｣ｴｾ･､＠ pro duct. What are
the different control charts for attributes? Explain their construction.
(b) Distinguish between specification and control limits. Show that the control limits can be used
to improve the specification limits.
(c) In the inspection of a certain ｭ｡ｮｵｦ｣ｴｾ･､＠ product, from 2 0 sub-groups, each of siz 4 it is
found that :EX= 41.28 3, L: R=O. 3 35. Construct controllimi ts for x and R charts.
is given that A2=0. 728 5, D3=0 and D, = 2. 2 82.
6. (a) What do you understand by acceptance sampling plans ? Describe doubl eo a plan for
attributes and the general method of plotting OC curve of this pi an.
(b) Explain variable sampling plans. ｾ＠
(c) Discuss the merits and demerits of sampling inspection by (i) attribu an i) variables.
7. (a) State the basic assumptions behind an exp onenti a! failure :
m eeri..ze e clistri bution from
these assumptions. Show that the hazard rate is constant fo · ef':
(b) If a system consists of n independently operating ｣ｯ ｾ ･＠ · arallel, each of which has
the failure rate ｾ＠ find the expression for the ｲ･ｬｩ｡｢Ａ ｬｴ ｾＭｦ ｾ＠ system and the expression for
the mean time to fail ｾ･＠ of the system. ｲｩｴＮＬ｟ｾ＠
(c) Show that a series system has failure rate ･ ｾ ｔ ｯ ＨＺ［Ｂ ｦ＠ component failure rates.
8. (a) Distinguish between Type I and Type c sorings and point out their uses in life testing
exp enments.

flj
(b) Discuss reliability of series and p
(c) Explain
(i)
(ii)
Avatlabthty
Mamtamabth
&
(iii) ｒ･､ｵｮ ｾ＠

ｾﾷ＠ ･Ｎ＠
SECTION Ill
{Operations Resean:h)

9. Ｈ｡Ｉ ｾ
Recurrent state.
1 Perio die state.
(iii) Ergodic state.
(iv) Irreducible Markov chain.
(b) Consider a Mackey chain with transition probability matrix

P= [1-ab aJ
1-b
Obtain P'.
(c) For a single service station, Poisson arrivals and exponential service time, obtain the
expression for the probability that exact! y a calling units are in the system.
10. (a) For the Queuing Model M/M/s): (co I FCFS), obtain the system of steady state equations and
hence find the value of P, for (i) n< s and (ii) n;::s.
(b) Derive an economic lot size formula for optimum production quantity q per cycle of a single
product so as to minimize the total average cost per unit time, where (i) R units per units time
is the uniform demand rate, (ii) the production rate is K units per unit time (K> R), (iii) lead
time is zero, (iv) shortages are not allowed, (v) inventory carrying cost is Rs. C1 per unit per
unit time, (vi) set-up cost is Rs. C3 per run.
(c) Discuss the inventory problem when the demand is stochastic having a discrete probability
distribution.
II. (a) Give the mathematical formulation o flinear programming pro bl ern and defin e

(b)
basic feasible solution (ii) degenerate and non -degenerate basic feasible soluti
main steps of simplex method for solving the linear programming pro

Muum1ze ｲｾ＠
blemo .

Z.:8x+ lOy ｾ＠

ｳｵ｢ｪ･｣ｴＺｾ
Ｔ ｹ［Ｚ ＱＵＰ＠ ｾ＠ .. +

and
3x+9y;::JOo
x;::o, y;::o
CJ"-'
9i
using simplex method.
12. (a) Solve the following transportation pro bl as t nimize the total transportation cost:

Dt A vai/abilil.y

19 10 7

70 40 60 9

OJ 7 20 18

8 7 14 34

(b) lacei ent problems? Discuss the replacement problem in which items deteriorate

STOP, END and PAUSE statements.

FORTRAN constants and variables.

A+B
D
C+--
E+F
(iii) Describe the main steps involved in a computer programming process.
 SECTION IV
(Quantitative Economics)
13. (a) What is meant by a time series ? Explain the ad eli tive and multiplicative models of a time
series and discuss their relative merits.
(b) Describe different methods for determining trend in a time series. Discuss their merits and
demerits.
(c) Discuss different methods for obtaining measures of seasonal variations.
relative merits and demerits.
14. (a) Explain (i) Time Reversal test, (ii) Factor reversal test and (iii) Circular test.
Give examples of index numbers satisfying one or more of the above tests. __._
(b) From the chain base index numbers given below, obtain the fixed base ind

1983 1984 1985 1986

ltulexNo.: 135 75 71 105

(c) Explain the method of constructing the cost o fliving ig t . State its uses.
15. (a)

(b)
What is meant by a demand function ? Discuss am
from time series data.
If the demand function is p=4-5x2, for ｷｾ Ｎ＠ e
Q;j od estimating a demand function

x, the elasticity of demand will be

uruty?
(c) Explain what is meant by a pro du n c n? Assuming only two factors capital and
labour, define Cobb. Doug! as pro on and state its important properties.
16. (a) Define hetero scedasticity. ｾ ﾷ＠ n w eneralised least squares approach can be used to
estimate the parameters in t s · ·o .
(b) Define the identifi c!
a· o £
ro . Discuss the identifiability or otherwise of each of the
equattons tn
ｾｬｙｴ＠ + ｾＶ Ｑ＠ 1t + r12X2l = Utt
ｾ＠ t+ ｾ ｲＲＱｘｴ＠ + r22X2l = U2t
using t ct:W;ns ru = 0 = n2
(c) ｗ ｾ＠ (i) multi-collinearity and (ii) two -stage I east squares method.

ｾｾ＠ ＠
......
SEC110NV
{Demofl"aphyand Psychometry)
ｉ ｾ＠ Dtscuss the sources of demographic data
(b) Define different mclices of mortality and give formulas used for them. Which index would
you recommend for ([) comparing mortality of the population of the country at different
points of time and (ii) comparing mortality or eli fferent segments of the population of a
country at a given point of time ?
(c) Calculate the crude and standardised death rates for the local population from the data given
below:
 Standard Local
Age Group Deatils Deaths
populaliim populaliim

0-10 600 18 400 16

10-20 1000 5 1500 6

20--{;0 3000 24 2400 24

60-100 400 20 700 21 Ｍｃｾ＠

18. (a) Explain the construction and uses of a life table. Explain the ｲ･ｬ｡ｴｩｯｮｳｨｰ ｾ＠ ｾ ｲ･ｮ＠ t
columns of a life table.
(b) Define (i) crude birth rate, (ii) General fertility rate and (iii) Total ｦ･ｲｴｩｬ ｾ ｳ｣ｵ＠ their
relative merits and demerits as measures of fertility. ｷ ｾ＠
(c) In what way do total fertility rate (TFR), gross reproduction rate (G net reproduction
rate (NRR) differ from one another as measures of repro' ( ? ; Ho oes NRR indicate
growth of the population? +
19. (a) Describe various curves used for population growtho · ethod of fitting a logistic
curve.
(b) Write notes on (i) Stable population theory, (i9 1 eys and Hospital stati sties, (iii)
Morbidity and its measurement.
20. (a) Distinguish between a-scores, standard scJ.. : c-Call T scores. Describe how T scores
are to be found given that the test scor ｾ ･＠ form of a frequency table.
(b) Explain the importance of reli d alidi ty in test standardisation. What is their
relationship to each other? Descri t methods of obtaining the reliability coefficient.
(c) I n the terms 'mental age' and 'intelligence quotient'.
st is generally determined?