ISI MStat 08
ISI MStat 08
ISI MStat 08
1
Descriptive Statistics
Descriptive statistical measures, graduation of frequency curves, product-mo-
ment, partial and multiple correlation, Regression (bivariate and multivariate).
Inference
Elementary theory and methods of estimation (unbiasedness, minimum vari-
ance, sufficiency, maximum likelihood method, method of moments). Tests of
hypotheses (basic concepts and simple applications of Neyman-Pearson Lemma).
Confidence intervals. Tests of regression. Elements of non-parametric inference.
2
Sample Questions:
1. Let
2 −1 −1
1
A= −1 2 −1.
3
−1 −1 2
Which of the following statements are false. In each case, justify your
answer.
2. For k ≥ 1, let
kn
1 m2
1 X
ak = lim exp − .
n→∞ n 2 n2
m=1
Find limk→∞ ak .
g(x + y) = 5g(x)g(y)
3
5. Consider the i.i.d. sequence
X1 , X 2 , X 3 , X 4 , X 5 , X 6
where each Xi is one of the four symbols {a, t, g, c}. Further suppose
that
Let Z denote the random variable that counts the number of times
that the subsequence cat occurs (i.e. the letters c, a and t occur con-
secutively and in the correct order) in the above sequence. Find E(Z).
(a) F 2 ,
(b) H where H(t) = max{F (t), G(t)}.
Find P (1 ≤ Z ≤ 2).
4
8. Let Y = (Y1 , Y2 )0 have the bivariate normal distribution N2 (0, Σ),
where !
σ12 ρσ1 σ2
Σ= .
ρσ1 σ2 σ22
Obtain the mean and variance of U = Y 0 Σ−1 Y − Y12 /σ12 .
(a) τ1 − τ2 ,
(b) τ1 + τ2 − 2τ3 ,
(c) τ1 + τ2 + τ3 − 3τ4 .