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PSB 2024

The document contains 9 problems related to statistics and probability. The problems cover topics like matrix determinants, probability, distributions, maximum likelihood estimation, hypothesis testing, and experimental design. Justification and reasoning is required for solving the problems.

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Karunambika Arumugam
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29 views

PSB 2024

The document contains 9 problems related to statistics and probability. The problems cover topics like matrix determinants, probability, distributions, maximum likelihood estimation, hypothesis testing, and experimental design. Justification and reasoning is required for solving the problems.

Uploaded by

Karunambika Arumugam
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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GROUP A

1. Let An = ((aij )) be the n × n matrix defined by




 0 if |i − j| > 1,


aij = 1 if |i − j| = 1,



2 if i = j.

Find the determinant of An for n ≥ 1.

2. Consider a random permutation of the eight numbers 1, 2, . . . , 8.


Compute the probability that no two adjacent numbers in this
permutation have a product which is odd. Give justification for
your computations.

3. Identify, with justification, all cumulative distribution functions


F that satisfy F (x) = F (x2023 ) for every x ∈ R.

GROUP B

4. A six-faced fair die is rolled repeatedly till 1 appears. Let X


be the total number of rolls and Y be the number of times 6
appeared in these X rolls.

(a) Find E[Y |X = x].


(b) Find E[Y ].

1
5. Suppose X1 , . . . , Xn (n ≥ 2) are independent and identically
distributed observations from a distribution having probability
density function

e−(x−θ) if x ≥ θ,
fθ (x) =
0 if x < θ,

where θ ∈ R. Let
Z ∞
ψ(θ) = fθ (x)dx.
1

Define θbn = min{X1 , . . . , Xn }. Consider ψ(θbn ) as an estimator


of ψ(θ) and let Bn (θ) denote the associated bias.

(a) Show that Bn (θ) > 0 for every θ < 1 and Bn (θ) = 0 for
every θ ≥ 1.
(b) Show that lim Bn (θ) = 0 for every θ < 1.
n→∞

6. Suppose that two observations X1 and X2 are drawn at ran-


dom from a distribution with the following probability density
function

 1

 if 0 ≤ x ≤ θ or 2θ ≤ x ≤ 3θ,
 2θ
fθ (x) =



0 otherwise,

where θ > 0. Determine the maximum likelihood estimator of θ


for each of the following observed values of X1 and X2 .

(a) X1 = 7 and X2 = 9.
(b) X1 = 4 and X2 = 9.
(c) X1 = 5 and X2 = 9.

2
7. Mr. X wants to compare five different varieties of wheat. He has
access to a piece of land which has been divided into 25 smaller
plots as shown in the figure below.

Mr. X has asked for your help in his venture.

(a) Give an allocation of the wheat varieties to the plots so


that you are able to compare them. Justify your allocation
rule. Clearly state all the assumptions you make.
(b) Once the crop is harvested, how would you analyze the data
and compare the different varieties of wheat?

3
8. Let X1 , . . . , Xn be independent and identically distributed
Bernoulli(θ) random variables where θ ∈ (0, 1). The maximum
likelihood estimator of θ is the sample mean X n . However, a
statistician feels that the sample size n is too small, and decides
to increase the sample size. In order to do so, he records the
observed values of the data points, {x1 , . . . , xn }, and then se-
lects a random sample of size m = kn with replacement from
{x1 , . . . , xn }, where k is a positive integer. The values in the
observed sample are recorded as {Y1 , . . . , Ym }. The statistician
proposes the new estimator T = 12 (Y m + X n ), where Y m is the
sample mean of Y1 , . . . , Ym .

(a) Show that T is unbiased for θ.


(b) Is T a better estimator of θ than X n ? Justify your answer.

4
9. To test whether the heights of siblings are correlated, a re-
searcher devised the following plan: She identified a random
sample of n families with at least two adult male children.
For the ith family, suppose that Xi and Yi are the heights
of the first and second male child, respectively. Assume that
(X1 , Y1 ), . . . , (Xn , Yn ) are independent bivariate normal random
vectors with parameters (µ, µ, σ 2 , σ 2 , ρ), where µ and σ 2 are
known from previous studies. She is interested in testing the
null hypothesis H0 : ρ = 0 against the alternative H1 : ρ = 0.5.
Unfortunately, due to a mistake in the questionnaire, she was
only able to observe (Ui , Vi ) for each i, where Ui = max(Xi , Yi )
and Vi = min(Xi , Yi ).

(a) Based on the observed sample, obtain the test statistic cor-
responding to the most powerful test of H0 against H1 .
(b) Find a critical value so that the size of the test converges
to 0.05 as n → ∞.

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