LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034

advertisement
LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034
M.Sc. DEGREE EXAMINATION - STATISTICS
FIRST SEMESTER – APRIL 2012
ST 1817 - STATISTICAL COMPUTING - I
Date : 03-05-2012
Time : 9:00 - 12:00
Dept. No.
Max. : 100 Marks
1. a) For the following frequency distribution fit a poisson distribution and test the goodness of fit at
5 % level.
(12 marks)
X
0
1
2
3
4
5
f
212
128
37
18
3
2
b) The following data gives the frequency of accidents in a city during 100 weeks.
No. of accidents
0
1
2
3
4
5
No.of weeks
25
45
19
5
4
2
1 𝑒 −πœ†1 πœ†1 π‘₯
Fit a distribution of the form P (X = x ) = [
2
π‘₯!
+
𝑒 −πœ†2 πœ†2 π‘₯
π‘₯!
] for the given data and test
goodness of fit at 5 % level.
(21 marks)
2. a) Five biased coin were tossed simultaneously 1000 times and at each toss the no. of heads was
observed. The following table gives the no.of heads together with its frequency
(17 marks)
X
( no. of
heads)
f(x)
0
1
2
3
4
5
38
144
342
287
164
25
Fit a binomial distribution to the above data and test whether the fit is good at 5 % level.
b)
Travel
time Y
9.3
4.8
8.9
6.5
4.2
6.2
7.4
6
7.6
6.1
No.of
deliveries
4
3
4
2
2
2
3
4
3
2
100
50
100
100
50
80
75
65
90
90
𝑋1
Miles
travelled
𝑋2
(1) Build a multiple linear regression model for the above data.
(2) Determine 𝑅 2
(17 marks)
3. a) Find the inverse of the following matrix using partitioning method.
A=
0
οƒͺ1
οƒͺ
οƒͺ2
οƒͺ
3
1 2 3οƒΉ
1 2 3οƒΊοƒΊ
2 2 3οƒΊ
οƒΊ
3 3 3
3 ο€­ 2 0 ο€­ 1 ο€­ 7 οƒΉ
οƒͺ0 2
2
1 ο€­ 5οƒΊοƒΊ
οƒͺ
b) Find the rank of A, where A = οƒͺ1 ο€­ 2 ο€­ 3 ο€­ 2 1 οƒΊ
οƒͺ
οƒΊ
2
1 ο€­ 6
0 1
(23 marks)
(10 marks)
4.a) Determine the characteristic roots and vectors of the matrix
3 1 1οƒΉ
οƒͺ1 5 1οƒΊ
οƒͺ
οƒΊ
οƒͺ1 1 3
b) Write the quadratic forms of the matrix
(15 marks)
A=
1 2 3οƒΉ
οƒͺ2 0 3οƒΊ
οƒͺ
οƒΊ
οƒͺ3 3 1
(18 marks)
5.Compute tolerance and variance inflation factor for each explanatory variable based on
auxiliary regression equation and the given data .
𝑋1 = 2.211 + 0.95 𝑋2 − 0.961𝑋3
𝑋2 = −0.805 + 0.704 𝑋1 − 0.966𝑋3
𝑋3 = 1.568 − 0.102 𝑋1 − 0.139𝑋2
Y
8
9
7
5
6
4
5
2
1
3
𝑋1
𝑋2
𝑋3
5.2
5.6
4.8
4
6
5
4.5
2.3
1.5
2.6
5.1
5.2
4.7
3.2
3.2
5.4
3.9
2.6
1.8
2.1
2.3
1.2
1.5
1.6
1.4
1.8
1.9
1.8
1.5
1.6
(33 marks)
Download