01.11.2003 1.00 - 4.00 LOYOLA COLLEGE (AUTONOMOUS), CHENNAI –600 034 B.Sc., DEGREE EXAMINATION - STATISTICS SECOND SEMESTER – NOVEMBER 2003 ST-2500/STA501 - STATISTICAL MATHEMATICS - I Max:100 marks SECTION-A Answer ALL the questions. (10x2=20 marks) 1. Define 'permutation with indistinguishable objects'. State its value in factorial notation. 2. If A, B, C are events, write the set notation for the following: (i) A or B but not C occur (ii) None of the three events occur. 3. If A and B are independent events, show that A and BC are independent. 4. What are the supremum and infinum of the function f(x) = x - [x], x R 5. Define probability mass function (p.m.f) of a discrete random variable and state its properties. n 6. "The series is divergent" - justify. n 1 2 n 1 s2 is not a probability generating function" (p.g.f)" - justify. 3 s 8. For what value of 'a' does the sequence {4an} n 1 define a probability distribution on the set of positive integers? 9. Find f '(3) for the function f(x) = x , xR. 10. Define radius of convergence of a power series. 7. " The function (s) = SECTION-B Answer any FIVE the questions. (5x8=40 marks) 11. In how many ways 3 Americans, 4 French, 4 Germans and 2 Indians be seated in a row so that those of the same nationality are seated together? Find the number of ways, if they are seated around a circular table. 12. State and prove the Addition Theorem of Probability for two events. Extend it for three events. 13. a) Show that limit of a convergent sequence is unique. b) Define monotonic sequence with an example. 14. Consider the experiment of tossing a fair coin indefinitely until a head appears. Let X = Number of tosses until first Head. Write down the p.m.f. and c.d.f of X. 15. Discuss the convergence of the Geometric series a n for variations in 'a'. n 1 16. Investigate the extreme values of the function f(x) = 2x3-3x2-36x+10, xR. 1 17. Show that the series is divergent. n 1 n 18. Define Binomial distribution and obtain its moment Generating function (m.g.f). Hence find its mean and variance. SECTION-C Answer any TWO the questions. (2x20=40 marks) 19. a) Establish the theorem on Total probability. b) Establish Baye's theorem c) Three machines produce 50%, 30% and 20% of the total products of a factory. The percentage of defectives manufactured by these machines are 3%, 4% and 5% of their total output. If an item is selected at random from the items produced in the factory, find the probability that the item is defective. Also given that a selected item is defective. What is the probability that it was produced by the third machine? (6+6+8) 2 20. a) Show by using first principle that the function f(x) = x is continuous at all points of R. b) Identify the type of the r.v. whose c.d.f. is 0, x<0 f(x) = x/3, 0 x < 1 2/3, 1 x < 2 1, 2 x Also find P (X = 1.5), P(x < 1), P (1 x 2), P (x 2) P (1 x < 3). (8+12) 2n 1 1 12 2 2 ..... n 2 n 21. a) Test the convergence of (i) (ii) n4 1 en n 1 n 1 For each case, state the 'test' which you use. s2 3 b) Identify the probability distribution for which (s) = , s is the p.g.f. Find 3 2s 2 the Mean and Variance of the distribution. (10+10) 22. a) Verify the applicability and validity of Mean Value theorem for the function f(x) = x (x-1) (x-2), x[0,1/2]. b) Obtain the expansion of the Exponential function and hence define Poisson distribution. (10+10)