Special Instructions / Useful Data: X X X I N PA

JAM 2016 MATHEMATICAL STATISTICS - MS
Special Instructions / Useful Data

Set of all real numbers
n x ,, x : x , i 1,, n
1 n i
P A Probability of an event A
i.i.d. Independently and identically distributed
Bin n, p Binomial distribution with parameters n and p
Poisson Poisson distribution with mean
N , 2 Normal distribution with mean and variance 2
The exponential distribution with probability density function
e x , x 0,
Exp f x | , 0
0, otherwise
tn Students t distribution with n degrees of freedom
n2 Chi-square distribution with n degrees of freedom
n2,
A constant such that P W n2, , where W has n2 distribution
x Cumulative distribution function of N 0,1
x Probability density function of N 0,1
AC Complement of an event A
EX Expectation of a random variable X
Var X Variance of a random variable X

1
B m, n x 1 x
m 1 n 1
dx, m 0, n 0
0
x The greatest integer less than or equal to real number x
f Derivative of function f
0.25 0.5987, 0.5 0.6915, 0.625 0.7341, 0.71 0.7612,
1 0.8413, 1.125 0.8697, 2 0.9772
MS 2/18
SECTION A
MULTIPLE CHOICE QUESTIONS (MCQ)
Q. 1 Q.10 carry one mark each.
Q.1 Let
1 2 0 2
1 2 1 1
P .
1 2 3 7

1 2 2 4
Then rank of P equals
(A) 4
(B) 3
(C) 2
(D) 1
Q.2 Let , , be real numbers such that 0 and 0. Suppose

P
0
,

and P 1 P. Then
(A) 0 and 1
(B) 0 and 1
(C) 0 and 2
(D) 0 and 1
Q.3 Let m 1. The volume of the solid generated by revolving the region between the y-axis and the
curve x y 4, 1 y m, about the y-axis is 15 . The value of m is
(A) 14 (B) 15 (C) 16 (D) 17
Q.4 Consider the region S enclosed by the surface z y 2 and the planes z 1, x 0, x 1, y 1
and y 1. The volume of S is
1 2 (C) 1
4
(A) (B) (D)
3 3 3
MS 3/18
Q.5 Let X be a discrete random variable with the moment generating function
M X t e
, t .
0.5 e t 1
Then P X 1 equals
3 1 2 1 1 2 e 1 2
(A) e 1 2 (B) e (C) e (D) e
2 2
Q.6 Let E and F be two independent events with

2
P E | F P F | E 1, P E F and P F P E .
9
Then P E equals
1 1 2 3
(A) (B) (C) (D)
3 2 3 4
Q.7 Let X be a continuous random variable with the probability density function
1
f ( x) , x .
(2 x 2 )3/2
Then E ( X 2 )
(A) equals 0 (B) equals 1

(C) equals 2 (D) does not exist
Q.8 The probability density function of a random variable X is given by
x 1 , 0 x 1
f ( x) , 0.
0, otherwise
Then the distribution of the random variable Y log e X 2 is
1 2
(A) 22 (B) 2 (C) 2 22 (D) 12
2
Q.9 1 n
Let X 1 , X 2 , be a sequence of i.i.d. N (0,1) random variables. Then, as n ,
n
X
i 1
i
2
converges in probability to
(A) 0 (B) 0.5 (C) 1 (D) 2
MS 4/18
Q.10 Consider the simple linear regression model with n random observations Yi 0 1 xi i ,
i 1, , n, n 2 . 0 and 1 are unknown parameters, x1 , , xn are observed values of the
regressor variable and 1 , , n are error random variables with E i 0, i 1, , n, and for
0, if i j ,
i, j 1, , n, Cov i , j 2
n
. For real constants a1 , , an , if a Y is an
, if i j
i i
i 1
unbiased estimator of 1 , then
n n n n
(A) a
i 1
i 0 and a x
i 1
i i 0 (B) a
i 1
i 0 and a x
i 1
i i 1
n n n n
(C) ai 1 and
i 1
ai xi 0
i 1
(D) ai 1 and
i 1
a x
i 1
i i 1
Q. 11 Q. 30 carry two marks each.

Q.11 Let ( X , Y ) have the joint probability density function
1 2 x
y e , if 0 y x ,
f ( x, y ) 2
0, otherwise.
Then P (Y 1| X 3) equals
1 1 1 1
(A) (B) (C) (D)
81 27 9 3
Q.12 Let X 1 , X 2 , be a sequence of i.i.d. random variables having the probability density function
1
x 5 1 x , 0 x 1,
3

f ( x) B (6, 4)
0,
otherwise.
Xi 1 n n U n 2
Let Yi and U n Y . If the distribution of converges to N 0,1 as
1 Xi n i 1
i

n , then a possible value of is
(A) 7 (B) 5 (C) 3 (D) 1
MS 5/18
Q.13 Let X 1 , , X n be a random sample from a population with the probability density function
4 e 4 x , x ,
f x | , .
0, otherwise
If Tn min X 1 , , X n , then
(A) Tn is unbiased and consistent estimator of

(B) Tn is biased and consistent estimator of
(C) Tn is unbiased but NOT consistent estimator of
(D) Tn is NEITHER unbiased NOR consistent estimator of
Q.14 Let X 1 , , X n be i.i.d. random variables with the probability density function
e x , x 0,
f x
0, otherwise.

If X ( n ) max X 1 , , X n , then lim P X ( n ) log e n 2 equals
n
0.5
(A) 1 e 2 (B) e e
2
e e (D) e e
2
(C)
Q.15
Let X and Y be two independent N 0,1 random variables. Then P 0 X 2 Y 2 4 equals
(A) 1 e 2 (B) 1 e 4 (C) 1 e 1 (D) e 2
Q.16 Let X be a random variable with the cumulative distribution function
0, x 0,
x
, 0 x 2,
8
F x 2
x , 2 x 4,
16
1, x 4.

Then E X equals
12 13 31 31
(A) (B) (C) (D)
31 12 21 12
MS 6/18
1
f x

, x , 0.
x
e
2
For a suitable constant K, the critical region of the most powerful test for testing H 0 : 1 against
H1 : 2 is of the form
n n
(A)
i 1
Xi K (B)
i 1
Xi K
n n
1 1
(C)
i 1 Xi
K (D)
i 1 Xi
K
Q.18 Let X 1 , , X n , X n 1 , X n 2 , , X n m n 4, m 4 be a random sample from N , 2 ;

n nm2
1 1
, 0. If X 1
n
X
i 1
i and X 2
m2

i n 1
X i , then the distribution of the random
variable
X n m X n m 1
T
n nm2
X X1 X X2
2 2
i i
i 1 i n 1
is
(A) tn m 2
2
(B) tn m1
n m 1
2
(C) tn m 4
nm4
(D) tn m 4
Q.19 Let X 1 , , X n n 1 be a random sample from a Poisson population, 0, and

n
T X i . Then the uniformly minimum variance unbiased estimator of 2 is
i 1
T T 1 T T 1
(A) (B)
n2 n n 1
T T 1 T2
(C) (D)
n n 1 n2
MS 7/18
Q.20 Let X be a random variable whose probability mass functions f x | H 0 (under the null
hypothesis H 0 ) and f x | H1 (under the alternative hypothesis H1 ) are given by
X x 0 1 2 3
f x | H0 0.4 0.3 0.2 0.1
f x | H1 0.1 0.2 0.3 0.4
For testing the null hypothesis H 0 : X ~ f x | H 0 against the alternative hypothesis

3
H1 : X ~ f x | H1 , consider the test given by: Reject H 0 if X .
2
If size of the test and power of the test, then
(A) 0.3 and 0.3

(B) 0.3 and 0.7
(C) 0.7 and 0.3
(D) 0.7 and 0.7
Q.21 Let X 1 , , X n be a random sample from a N 2 , 2 population, 0. A consistent

estimator for is
n 1 2
1 5
X
n
(A)
n i 1
i (B) Xi 2
n i 1
n 1 2
1 1
X
n

2
(C) i (D) X 2
5n i 1
i
5n i 1
Q.22 An institute purchases laptops from either vendor V1 or vendor V2 with equal probability. The
lifetimes (in years) of laptops from vendor V1 have a U 0, 4 distribution, and the lifetimes (in
years) of laptops from vendor V2 have an Exp 1 2 distribution. If a randomly selected laptop in
the institute has lifetime more than two years, then the probability that it was supplied by vendor V2
is
2 1 1 2
(A) (B) (C) (D)
2e 1 e 1 e 1 2 e 1
MS 8/18
Q.23 Let y ( x ) be the solution to the differential equation
dy
x4 4 x 3 y sin x 0; y 1, x 0.
dx

Then y is
2
10 1 4 12 1 4
(A) (B)
4 4
14 1 4 16 1 4
(C) (D)
4 4
Q.24 Let an e 2 n sin n and bn e n n 2 sin n for n 1. Then

2

(A) a
n 1
n converges but b
n 1
n does NOT converge

(B) bn converges but
n 1
a
n 1
n does NOT converge

(C) both an and
n 1
b
n 1
n converge

(D) NEITHER an NOR
n 1
b
n 1
n converges
Q.25 Let
x sin 2 1 x , x 0, x sin x sin 1 x , x 0,
f x and g x
0, x 0, 0, x 0.
Then
(A) f is differentiable at 0 but g is NOT differentiable at 0
(B) g is differentiable at 0 but f is NOT differentiable at 0
(C) f and g are both differentiable at 0
(D) NEITHER f NOR g is differentiable at 0
MS 9/18
Q.26 Let f : 0, 4 be a twice differentiable function. Further, let f 0 1, f 2 2 and

f 4 3. Then
1
(A) there does NOT exist any x1 0, 2 such that f x1
2
(B) there exist x2 0, 2 and x3 2, 4 such that f x2 f x3
(C) f x 0 for all x 0, 4
(D) f x 0 for all x 0, 4
Q.27 Let f x, y x 2 400 x y 2 for all x, y 2 . Then f attains its
(A) local minimum at 0, 0 but NOT at 1,1

(B) local minimum at 1,1 but NOT at 0, 0
(C) local minimum both at 0, 0 and 1,1
(D) local minimum NEITHER at 0, 0 NOR at 1,1
Q.28 Let y x be the solution to the differential equation
d2y dy
4 2
12 9 y 0, y (0) 1, y(0) 4.
dx dx
Then y 1 equals
1 3 3 3
(A) e 2
(B) e 2
2 2
5 3 7 3
(C) e 2
(D) e 2
2 2
Q.29 Let g : 0, 2 be defined by

x
g x
x t e dt.
t
0
The area between the curve y g x and the x-axis over the interval 0, 2 is
(A) e 2 1
(B) 2 e 2 1

(C) 4 e 2 1 (D) 8e 2
1
MS 10/18

Q.30 Let P be a 3 3 singular matrix such that P v v for a nonzero vector v and
1 2 5
P 0 0 .
1 2 5
Then
(A) P 3
1
5
7 P2 2 P
(B) P 3 7 P 2 2 P
1
4
(C) P 7 P 2 2 P
3 1
3
(D) P 3 7 P 2 2 P
1
2
MS 11/18
SECTION - B
MULTIPLE SELECT QUESTIONS (MSQ)
Q.31 For two nonzero real numbers a and b, consider the system of linear equations
a b x b 2
b a y a 2
.

Which of the following statements is (are) TRUE?

(A) If a b, the solutions of the system lie on the line x y 1 2
(B) If a b, the solutions of the system lie on the line y x 1 2
(C) If a b, the system has no solution
(D) If a b, the system has a unique solution
Q.32 For n 1, let

n 2 n , if n is odd,
an n
3 , if n is even.
(A) The sequence an converges

(B) The sequence a n
1 n
converges

(C) The series a
n 1
n converges

(D) The series
n 1
an converges
Q.33 Let f : 0, be defined by
1
f x x e1 x3
1 .
x3
(A) lim f x exists

x
(B) lim x f x exists

x
(C) lim x 2 f x exists

x
(D) There exists m 0 such that lim x m f x does NOT exist.

x
MS 12/18
Q.34 For x , define f x cos x x 2 and g x sin x . Which of the following

statements is (are) TRUE?
(A) f x is continuous at x 2
(B) g x is continuous at x 2
(C) f x g x is continuous at x 2
(D) f x g x is continuous at x 2
Q.35 Let E and F be two events with 0 P E 1, 0 P F 1 and P E | F P E . Which

of the following statements is (are) TRUE?
(A) P F | E P F

(B) P E | F C P E
(C) PF | E PF
C
(D) E and F are independent
Q.36 Let X 1 , , X n n 1 be a random sample from a U 2 1, 2 1 population, , and

Y1 min X 1 , , X n ,
Yn max X 1 , , X n . Which of the following statistics is (are)
maximum likelihood estimator (s) of ?
1
(A) Y1 Yn
4
1
(B) 2 Y1 Yn 1
6
1
(C) Y1 3 Yn 2
8
(D) Every statistic T X 1 , , X n satisfying
Yn 1 T Y1 1
X 1 , , X n
2 2
Q.37 Let X 1 , , X n be a random sample from a N 0, 2 population, 0. Which of the

n
following testing problems has (have) the region x1 , , xn n : x 2
i n2, as the most
i 1
powerful critical region of level ?
(A) H 0 : 2 1 against H1 : 2 2
(B) H 0 : 2 1 against H1 : 2 4
(C) H 0 : 2 2 against H1 : 2 1
(D) H 0 : 2 1 against H1 : 2 0.5
MS 13/18
Q.38 Let X 1 , , X n be a random sample from a N 0, 2 2 population, 0. Which of the

following statements is (are) TRUE?
(A) X1 ,, X n is sufficient and complete

(B) X1 ,, X n is sufficient but NOT complete
n
(C) X
i 1
i
2
is sufficient and complete
n
1
(D)
2n
X
i 1
i
2
is the uniformly minimum variance unbiased estimator for 2
e x , x 0,
f x | , 0.
0, otherwise
Which of the following is (are) 100 1 % confidence interval(s) for ?

2 2 n, 2
2 2 n,
2
(A) (B) 0,
2 n ,1 2
,
n n
n

2 Xi 2 Xi 2 Xi
i 1 i 1 i 1
n n

2 2 n, 2
2 2 X i 2 Xi
(C) n (D) 2
2 n ,1 2 i 1 i 1
, n , 2
2 n , 2 2 n ,1 2
Xi Xi
i 1 i 1
Q.40 The cumulative distribution function of a random variable X is given by
0, x 2,

1 7
F x x 2 , 2 x 3,
10 3
1, x 3.
(A) F x is continuous everywhere

(B) F x increases only by jumps
1
(C) P X 2
6
5
(D) P X | 2 X 3 0
2
MS 14/18
SECTION C
NUMERICAL ANSWER TYPE (NAT)
Q. 41 Q. 50 carry one mark each.
Q.41 1 6
Let X 1 , , X 10 be a random sample from a N 3,12 population. Suppose Y1 X i and
6 i 1
Y1 Y2
2
1 10
Y2 X i . If
4 i7
has a 12 distribution, then the value of is _______________
2 x
, 0 x 3,
f x 9
0, otherwise.

Then the upper bound of P X 2 1 using Chebyshevs inequality is ________________
Q.43 Let X and Y be continuous random variables with the joint probability density function
x y
e , x, y 0,
f x, y
0, otherwise.
Then P X Y _____________________
1 x2 y 2 2
f x, y e , x, y 2 .
2
Then P X 0, Y 0 _________________________
Q.45
1
Let Y be a Bin 72, random variable. Using normal approximation to binomial distribution,

3
an approximate value of P 22 Y 28 is ________________________
MS 15/18
Q.46 Let X be a Bin 2, p random variable and Y be a Bin 4, p random variable, 0 p 1. If

5
P X 1 , then P Y 1 ____________
9
Q.47 Consider the linear transformation
T x, y , z 2 x y z , x z , 3 x 2 y z .
The rank of T is ________________________
Q.48 1
The value of lim n e n cos 4 n sin is _________________________
n
4 n
Q.49 Let f : 0, 13 be defined by f x x13 e x 5 x 6. The minimum value of the

function f on 0,13 is__________________________
Q.50 Consider a differentiable function f on 0,1 with the derivative f x 2 2 x . The arc
length of the curve y f x , 0 x 1, is ________________________

Q.51 Let m be a real number such that m 1. If
m 1 1
e
y3
dy dx dz e 1,
1 0 x
then m ______________________
Q.52 Let
1 3 3
P 0 5 6 .
0 3 4
The product of the eigen values of P 1 is ________________________
MS 16/18
Q.53 The value of the real number m in the following equation
1 2 x2 2 2
x y dy dx r 3 dr d
2 2
0 x m 0
is ________________________
Q.54 1
Let a1 1 and an 2 for n 2. Then
n

1 1
2 2
n 1 an a n 1
converges to ______________________
Q.55 Let X 1 , X 2 , be a sequence of i.i.d. random variables with the probability density
function
4 x 2 e 2 x , x 0,
f x
0, otherwise
n
3n
and let S n X .
i 1
i Then lim P S n
n
2
3 n is _____________________

c x2
, 0 x 1, y 1,
f x, y y 3 ,
0,
otherwise
where c is a suitable constant. Then E X ________________________
Q.57 Two points are chosen at random on a line segment of length 9 cm. The probability that the
distance between these two points is less than 3 cm is ______________________
MS 17/18
x 1
, 1 x 1,
f x 2
0, otherwise.
1 1
Then P X 2 ________________________
4 2
Q.59 1
If X is a U 0,1 random variable, then P min X , 1 X _________________
4
Q.60 In a colony all families have at least one child. The probability that a randomly chosen family from
this colony has exactly k children is 0.5 ; k 1, 2, . A child is either a male or a female with
k
equal probability. The probability that such a family consists of at least one male child and at least
one female child is _________
END OF THE QUESTION PAPER
MS 18/18

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JAM 2016 MATHEMATICAL STATISTICS - MS

Special Instructions / Useful Data

i.i.d. Independently and identically distributed

Bin n, p Binomial distribution with parameters n and p

Poisson Poisson distribution with mean

N , 2 Normal distribution with mean and variance 2

The exponential distribution with probability density function

tn Students t distribution with n degrees of freedom

n2 Chi-square distribution with n degrees of freedom

x Cumulative distribution function of N 0,1

x Probability density function of N 0,1

EX Expectation of a random variable X

Var X Variance of a random variable X

x The greatest integer less than or equal to real number x

0.25 0.5987, 0.5 0.6915, 0.625 0.7341, 0.71 0.7612,

1 0.8413, 1.125 0.8697, 2 0.9772

Q.2 Let , , be real numbers such that 0 and 0. Suppose

(A) 14 (B) 15 (C) 16 (D) 17

Q.6 Let E and F be two independent events with

(A) equals 0 (B) equals 1

Q.8 The probability density function of a random variable X is given by

Then the distribution of the random variable Y log e X 2 is

unbiased estimator of 1 , then

Q. 11 Q. 30 carry two marks each.

(A) 7 (B) 5 (C) 3 (D) 1

(A) Tn is unbiased and consistent estimator of

Q.16 Let X be a random variable with the cumulative distribution function

Q.18 Let X 1 , , X n , X n 1 , X n 2 , , X n m n 4, m 4 be a random sample from N , 2 ;

Q.19 Let X 1 , , X n n 1 be a random sample from a Poisson population, 0, and

For testing the null hypothesis H 0 : X ~ f x | H 0 against the alternative hypothesis

(A) 0.3 and 0.3

Q.21 Let X 1 , , X n be a random sample from a N 2 , 2 population, 0. A consistent

Q.23 Let y ( x ) be the solution to the differential equation

Q.24 Let an e 2 n sin n and bn e n n 2 sin n for n 1. Then

Q.26 Let f : 0, 4 be a twice differentiable function. Further, let f 0 1, f 2 2 and

Q.27 Let f x, y x 2 400 x y 2 for all x, y 2 . Then f attains its

(A) local minimum at 0, 0 but NOT at 1,1

Q.28 Let y x be the solution to the differential equation

Q.29 Let g : 0, 2 be defined by

Which of the following statements is (are) TRUE?

Q.32 For n 1, let

Which of the following statements is (are) TRUE?

(A) The sequence an converges

Q.33 Let f : 0, be defined by

Which of the following statements is (are) TRUE?

(A) lim f x exists

(B) lim x f x exists

(C) lim x 2 f x exists

(D) There exists m 0 such that lim x m f x does NOT exist.

Q.34 For x , define f x cos x x 2 and g x sin x . Which of the following

Q.35 Let E and F be two events with 0 P E 1, 0 P F 1 and P E | F P E . Which

(D) E and F are independent

Q.36 Let X 1 , , X n n 1 be a random sample from a U 2 1, 2 1 population, , and

Q.37 Let X 1 , , X n be a random sample from a N 0, 2 population, 0. Which of the

Q.38 Let X 1 , , X n be a random sample from a N 0, 2 2 population, 0. Which of the

(A) X1 ,, X n is sufficient and complete

Which of the following is (are) 100 1 % confidence interval(s) for ?

Q.40 The cumulative distribution function of a random variable X is given by