NOVEMBER/DECEMBER 2020

MMA43 — MATHEMATICAL STATISTICS

Time : Three hours Maximum : 75 marks

SECTION A — (5 × 6 = 30 marks)

Answer ALL questions.

1. (a) The random variable Xk (k = 1,2,3,….,16) are

independent and have the same density
 1 (x − 2 )2 
− − × 
1
f (x ) =  2 4 
e , find the distribution
2 π
function and also find P (0 ≤ X ≤ 2) .

Or
(b) The sequence {Fn(t)} of distribution function
of student’s t with n degrees of freedom
satisfies for every t, prove that
t
1
Ltn →α Fn (t ) = 
2
e −t / 2dt .
2 π −α

2. (a) Explain the Wald - Wolfowitz and Wilcoxon -

Mann-Whitney tests.

Or

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 (b) Discuss about independence test by
contingency table.

3. (a) Write a short note on consistent estimates.

Or
(b) The characteristic X of elements of a
population has the normal distribution with
(x −m )2
( )= 1 −
2 2σ 2
density f x , σ e where m is
σ 2π
known but σ is unknown, find D 2 S02 . ( )
4. (a) Explain about one way classification.

Or
(b) Describe the uniformly most powerful test.

5. (a) Write a short note on SPRT.

Or
(b) Explain the determination of A and B.

SECTION B — (3 × 15 = 45 marks)

Answer any THREE questions.

6. Derive the Fisher’s Z distribution.

7. State and prove Kolmogrov and Smirnov theorem.

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8. Prove that an unbiased estimate U of the
parameter Q is efficient if and only if
(a) The estimate U is sufficient,
(b) for g(u, Q) > 0 the density g(u, Q) almost
every where in the relation
∂ log g (u, Q )
= c(u − Q ) where the number c
∂Q
is independent u (it may depending on Q)

9. If the point ζ in sample space is a random

variable of the continuous type with density
f (ζ , Q ) , where the parameter Q is unknown and
H 0 = (Q = Q0 ) and H1 (Q = Q1 )(Q0 ≠ Q1 ) are the
null and alternate hypothesis respectively, prove
that a most powerful test exists.

10. If the variance of z is different from zero, prove

that the probability that n = ∞ is equal to zero.

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