4

Register Number :

12. (a) Explain the negative binomial distribution.

(b) Define Gamma distribution. For Gamma
distribution, find E(X), var (X) and E(Xn).

Name of the Candidate :

1 9 8 0
M.Sc. DEGREE EXAMINATION, 2010

13. (a) State and prove the Kolmogorvos

inequality.

( MATHEMATICS )
( SECOND YEAR )

(b) With the usual notation, prove that

1

2
R 1(23)

= (1

2
12 )

(1

2
132
).

14. Prove that the random vectors ( x, y ) and
(x 1 x, x2 x, , x n x, y 1 y, , y n y)
are independent and the joint distribution of

( x, y ) is a bivariate normal distribution with
parameter 1, 2, , 12/n, 22/n.
15. (a) State and prove the factorization criterion
for sufficient statistic.
(b) State and prove a necessary and sufficient
condition for an unbiased estimate to be
a uniformly minimum variance unbiased
estimate.

( PAPER - VIII )

240. MATHEMATICAL STATISTICS

( Including Lateral Entry )
May ]

[ Time : 3 Hours
Maximum : 100 Marks
SECTION - A

(8 5 = 40)

Answer any EIGHT questions.

All questions carry equal marks.
1. State and prove the multiplication rule of
probability.
2. Let X be a random variable on a probability
space. Let E(1 1 k) < for some k > 0.
Then, prove that
n k P {1 1 > n } 0 as n .
Turn over

3. Suppose X is a random variable which have a

Gamma distribution, then find E(X) and Var (X).

8. If X ~ F(m, n). For integer k > 0, show that

4. Explain the properties of the correlation

co-efficients.

E(X k) =

5. In a trivariate population
1 = 3, 2 = 4, 3 = 5, 23 = 04, 31 = 06
and 21 = 07.
Find :
(i)
231
and (ii)
.
123

Y n2
1 + Yn

0 as n .

7. Let X 1 , X 2, , X n be a sample from a

population with distribution function F. Then,
prove that

2
E ( X ) = and var ( X ) =
n .

m
2

m
k
2

m
2

h
2

9. Define when an estimate is said to be

Prove that a necessary and sufficient condition

for the sequence { X n } satisfy the weak law
of large numbers is that

h
m

k+

for h > 2k.

6. Let { X n } be any sequence of random

variables. Let
n
1
X k.

Yn = n
k=1

( )

[ ( )] [ ( ) ]
[ ( )] [ ( )]

(i)

Location invariant.

(ii)

Scale invariant.

(iii) Location and scale invariant.

(iv) Permutation invariant.
10. Explain the terms minimal sufficient partition
and minimal sufficient statistic.
SECTION - B

(3 20 = 60)

Answer any THREE questions.

All questions carry equal marks.
11. Let X be a non - negative random variable
with distribution function F. Then prove that
E(X) =

[ 1 F(x) ] dx.
Turn over