Mma43 - Mathematical Statistics
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Rajasekar GMma43 - Mathematical Statistics
Uploaded by
Rajasekar GNOVEMBER/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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