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Name:
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1. (a) (3 points) Suppose the box plots of two different samples are exactly same. Can
we say that sample means and sample medians are also same?
i.i.d.
(c) (3 points) Let V⃗ = (X1 , X2 , X3 ) ∈ R3 be a randomly chosen vector, where Xi ∼
N (0, 1). What probability distribution does L2 follow, if L is the length of V⃗ ?
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√
(d) (3 points) Let X ∼ exp(λ). Find the cdf of X.
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(e) (3 points) Let X ∼ Poisson(4.7). Find max P(X = k).
k
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2. (5 points) Let {(xi , yi ) : 1 ≤ i ≤ n} be a paired sample. If yi = a + bxi for all 1 ≤ i ≤ n,
show that the sample correlation coefficient between xi s and yi s is ±1.
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3. (6 points) Suppose a population follows N (µ, σ 2 ), where σ is known. Derive the expres-
sion for type II error in the context of the following hypothesis testing
H0 : µ = µ0
H1 : µ ̸= µ0 .
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4. Let W be the random variable denoting the offspring distribution of a branching process.
Suppose, P(W = 0) = 1/4, P(W = 1) = 1/4, P(W = 3) = 1/2.
(a) (1 point) Find E[W ].
(b) (2 points) Find the probability that the process will die by the second generation
[You do not need to simplify].
(c) (4 points) Find the probability that the process will eventually die.
Total for Question 4: 7
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5. (5 points) Let X ∼ N (µ1 , σ12 ) and Y ∼ N (µ2 , σ22 ) independently. Using the mgf of
normal distributions (or otherwise) prove that aX + bY ∼ N (aµ1 + bµ2 , a2 σ12 + b2 σ22 ),
where a, b are constants.
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i.i.d.
6. Let X1 , X2 , . . . Xn ∼ N (µ, σ 2 ).
(a) (4 points) Define
k
1X
Xk = Xi .
k i=1
Find the probability distribution of Xn − X n−1 . (you may use answers from the
other problems).
(b) (6 points) Define
n
2 1 X
S = (Xi − X n )2 .
n − 1 i=1
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7. Let X1 , X2 , . . . , Xn and Y1 , Y2 , . . . , Ym be random samples from N (µ1 , σ12 ) and N (µ2 , σ22 )
populations respectively. Assume that µ1 , µ2 are known.
n
2 1 X
(a) (2 points) Recall that S1 := (Xi − X)2 is an estimator of σ12 . But this
n − 1 i=1
estimator does not make use of the fact that µ1 is known. Now, using the fact that
µ1 , µ2 are known, get better estimators of σ12 and σ22 .
(b) (4 points) Find the probability distribution of those new estimators.
(c) (6 points) Using those new estimators, derive the expression of 100(1 − α)% one-
sided confidence interval of σ12 /σ22 , where α ∈ (0, 1). The confidence interval should
be of the form [a, ∞).
Total for Question 7: 12
You need to find an expression for this ′ a′ .
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