Total Pages -6 STAT-C-XIV

UG 6th Semester Examination, 2023 (R& B)

Subject: STATISTICS

Paper-C-XIV

Full Marks : 60

Time:3 hours

Answer all questions

The figures in the right-hand margin indicate marks

Candidates are required to give their answers in their
ownwords as far as practicable
PART-I

1. Answer all questions : 1x 8

(i) Letr.v.s (X, YB VN(0,0,1,1,p ). Write the
pdfof the bivariate normal distribution.
(i)) Write the limits for multiple correlation
coefficient R, and partial correlation
coefficient i23

(Turn Over )
 (2)

(ii) Ifr,, =r;, find the value of the partial

correlation coefficient r,.,,.
123*

(iv) Let rvs (X, )~BvN(,H,, 9, G, p).

Write E(X).
(v) Write the pdf of a p-variate normal
distribution with mean vector u and
covariance matrix .
(vi) Which non-parametric test is used for
testing goodness of fit.
(vii) Name a non-parametric test which is
equivalence to parametric paired t-test.
(viii)Write the test-statistic for Mann-Whiteney
U
test.

PART -II
2. Answer any eight ofthe following
one or two sentences each:
questions within
() Define marginal probability density
function.
STAT-C-XIV
(Continued)
 (3 )

(ii) Let rv.s (X, n Bv N(0,0,1,1, p). Write

themoment generating function M,, 4,).
(iii) Let (X,)~ Bv N(4, H,,o,, 9, P).Ifp =0
write the pdf ofXand Yrespectively.
(iv) For a trivariate distribution r,,=r,,=0.5,
;=0, o, =0,0,=3, Find thevalue of the
multiple correlation coefficient, R, 3:
(v) Explain dispersion matrix, State if thegiven
1 2
matrix
1 2
isa dispersion matrix.

(vi) Write any two limitations of non-parametric

tests.

(vii) In what situations, Non-parametric tests are

preferred to parametric tests.
(viii)Write the test statistic for Kruskal-Wallis
test.

(ix) Explain multiple correlation giving an

example.

STAT-C-XIV (Turn Over )

 (4 )

PART- III
3. Answer any eight questions within 75 words
each:
2x 8
() Show that: 1
-R,=(1-r,)(1-r)
(Notations have their own meaning)
(ii) Showthat forr=0, the multiple correla
tion coefficient R,1.23 2

(iüi) Let r.v.s (X,)~ BvN(H, H,, o, 0, P).

Obtain E(YX).
(iv) Let the randomvectorX~N, (u, ). Find
the distribution of Y= CX, Where. Cisa
non-singular matrix of order P.
(v) Letthe random vector X~ N, (4,
the sampling distribution of the).Find
mean ector.
sample
(vi) Explain the difference
between
and non-parametric tests. parametric
(vii) State the assumptions associated with
non-parametric test.
STAT-C-XIV
(Continued)
 (S)

(vüi)X and Y are two standard normal variates

with correlation coefficient p. Obtain
correlation coefficient betwecen Xand Y,
(ix) Let X, Yfollow bivariate normal distribution
with ,= 5, 4, =10, g'= 1,g'= 24 and
p=0. Find P(X+ Ys20)
(x) State the advantages of Wilcoxon-signed
rank-test-over sign test.
PART -IV
Answer all questionsof the following
within 500 words each: 6x 4
4. Let r.vs (X,)~BvN(,H,,o, o, p) with
H=5,4,=10, a =1,o?=25 and correlation
coefficient p>0.IfP (4<Y< 16|X=5) =0.954.
find p. 6
Or

Obain pdfof the rv.r ifr.v.s (X,n~BvN

(Ho Hy0,o, P).

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5. Define multivariate normal distribution and

discuss its important characteristics. 6

Or
Explain the concept of multiple and partial
correlation coefficients with examples. For three
variables X,, K, and X, derive partial correlation
6
coefficient ;23
6. Explain the procedures for test ofrandomness 6
based on runs.
Or

State and explain Kolmogorov-Smirnov test

6
for onesample.

7. Write note on any two of the following: 3x2

() Wilcoxon-Mann-Whitney test
(ii) Kolmogorov-Smirnov two sample test
(iit)Kruskal-Walli's test.

RC-100
STAT-C-XIV