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3),
where By and f, are unknown parameters and ¢;’s are independent and
identically distributed random variables with mean zero and finite variance
2? > 0. Suppose that Bo and fi, are the ordinary least squares estimators
of Bo and By, respectively. Define ¥=29%,x;, S, = YE ,(4;—¥)? and
Sz = Lia yilxi — X), where yj; is the observed value of ¥;, i= 1,2,...,n.
‘Then for a real constant ¢, the variance of By + ¢ is
(A)
®)
©
@)
Qo
X, follows N4(Q,2,) distribution for {= 1,2,3, and ¥; follows N4(0,22)
distribution for j= 1,2,3,4, where E, and ¥_ are positive definite
matrices. Further, let
Zaid, XX ES * +2) eYYT ED,
where X= [Xa Xz Xa] isa 43 matrix, ¥ = [¥a Yo Ys Val isa axa
matrix and X7 and ¥7 denote transposes of X and ¥, respectively. If
W,,(n,2) denotes a Wishart distribution of order m with n degrees of
freedom and variance-covariance matrix E and I, denotes the nx 7
identity matrix, then which one of the following statements is true?
(a)
Z follows W,(7,14) distribution
(B)
Z follows W4(4,1,) distribution
©
Z follows W,(4,1,) distribution
@)
Z follows W;(7,1,) distribution
ST-- Copyright © GATE 2021 Page 12 of 27Statistics (ST)
Q.10 — Q.25 Numerical Answer Type (NAT), carry ONE mark each (no negative
marks).
Q.10 n —
lim (2" +02" sin? Z) "8H
ne z
equals
Qu | Let
ax
4 if | dydx
a
lage x? +"
watt
‘Then the value of e!** equal (round off to 2. decimal
places).
Qn oo t
Let A=|1 0. | and Iz bethe 3x3 identity matrix. Then the
jo 1 0.
nullity of SA(Is + A +A?) equals
Q.13 | Let A be the 2x2 real matrix having eigenvalues 1 and — 1, with
5
corresponding eigenvectors | 7 | and gf soopentvely It a3ee =
4 a
2 ee
ab
then a+b+c+d equals (round off to 2 decimal
cd
places).
Q14 | Let A and B be two events such that P(B) == and P(A vu B°)
;
If A and B are independent, then P(A) equals (round off to
2 decimal places).
ST-- Copyright © GATE 2021 Page 13 of 27Statistics (ST)
Q45 | A fair die is rolled twice independently. Let X and Y denote the outcomes
of the first and second roll, respectively. Then E(X +¥ | (X—¥)? = 1)
equals
Q46 | Let X bea random variable having distribution function
0 x<4,
2 1