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JRF Stat STA 2015

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18 views

JRF Stat STA 2015

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Mina kare
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© © All Rights Reserved
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Test Code: STA (Short Answer Type) 2015

Junior Research Fellowship for Research Course in Statistics

The candidates for research course in Statistics will have to take two short-answer
type tests – STA and STB. Each test is of two-hour duration. Test STA will have
about 10 questions of equal value, set from selected topics in Mathematics and
Statistics at the undergraduate level. Test STB will have roughly 8 questions of
equal value, on topics in Statistics at Master’s level.

Syllabus for STA

Mathematics
Functions and relations. Matrices – determinants, eigenvalues and eigenvectors,
solution of linear equations, and quadratic forms.
Calculus and Analysis – sequences, series and their convergence and divergence;
limits, continuity of functions of one or more variables, differentiation, applications,
maxima and minima. Integration, definite integrals, areas using integrals, ordinary
linear differential equations.
Statistics
(a)Probability: Basic concepts, elementary set theory and sample space, conditional
probability and Bayes theorem. Standard univariate and multivariate distribu-
tions. Transformations of variables. Moment generating functions, characteristic
functions, weak and strong laws of large numbers, convergence in distribution and
central limit theorem. Markov chains.
(b) Inference: Sufficiency, minimum variance unbiased estimation, Bayes estimates,
maximum likelihood and other common methods of estimation. Optimum tests for
simple and composite hypotheses. Elements of sequential and non-parametric tests.
Analysis of discrete data - contingency chi-square.
(c) Multivariate Analysis: Standard sampling distributions. Order statistics with
applications. Regression, partial and multiple correlations. Basic properties of
multivariate normal distribution, Wishart distribution, Hotelling’s T 2 and related
tests.
(d) Design of Experiments: Inference in linear models. Standard orthogonal and
non-orthogonal designs. Analysis of general block designs. Factorial experiments.
One and two-way ANOVA.
(e) Sample Surveys: Simple random sampling, Systematic sampling, PPS sampling,
Stratified sampling. Ratio and regression methods of estimation. Non-sampling
errors, Non-response bias.

1
Sample Questions : STA

1. Suppose f : [0, ∞) → R is a continuous function such that

lim f (x) = 2014.


x→∞

Show that f is uniformly continuous.

2. Find the set of all possible real numbers t such that

x2 + y 2 + z 2 − 2txy − tyz ≥ 0

for all x, y, z ∈ R.
3. Suppose V and W are independent Uniform(0,1) random variables. Let Z
denote the number of positive roots of

x2 − 2V x + W = 0.

Find E(Z).

4. Suppose (X, Y ) is a bivariate random vector such that Y has an exponential


distribution with mean 1 and for every y > 0, the conditional distribution of
X given Y = y is uniform over (0, y). Let Z = Y − X. Find the mean and
variance of Z.

5. From a population of size N with auxiliary size measure x (x > 0), a sample
of size n (2 < n < N ) is drawn using the following rule :
i) the first sample unit is drawn using probability proportional to size (x),
and,
ii) the other (n − 1) sample units are drawn using Simple Random Sampling
Without Replacement from the remaining (N − 1) units.

Denote by π(i) and π(i, j) the inclusion probability of unit i and joint in-
clusion probability of units i and j, i ̸= j, respectively.
Show that

(a) π(i) > π(j) ⇔ xi > xj for all i ̸= j,


(b) π(i, k) > π(j, k) ⇔ xi > xj for all distinct i, j, k.

Let X1 , . . . , Xn be iid random variables with X1 ∼ N(µ, σ 2 ). Let X̄ =


6. ∑
n
i=1 Xi /n, R = max1≤i≤n Xi − min1≤i≤n Xi . Show that X̄ and R are inde-
pendently distributed.
7. Suppose X1 , . . . , Xn are independent Poisson (λ) variables, where λ > 0 is
unknown. Find the Uniformly Minimum Variance Unbiased Estimator of
e−λ .

2
8. Assume that the length of a phone-call (in minutes) of an individual follows
an exponential distribution with an unknown parameter λ > 0 with density
function f (x) = λ e−λx , x > 0. However, when the phone company calculates
the length of a phone-call, it always considers the nearest integer greater than
or equal to the actual length. For example, a 22.09 minutes long phone-call
will have a call-length of 23 minutes in the phone company records. Suppose
you have the data on the lengths of n independent phone-calls T1 , T2 , . . . , Tn
of that individual as reported by the phone company. Based on this data,
compute the maximum likelihood estimator of λ.
9. Suppose X1 , . . . , Xn are independent having uniform (θ, 2θ) distribution, where
θ > 0 is unknown. Let Vn = 12 X(n) and Un = X(1) , where X(1) and X(n) are
the smallest and largest among X1 , . . . , Xn , respectively.

(a) Show that the estimators Un and Vn are consistent for θ.


(b) Find the ratio of the Mean Squared Errors of the two estimates above.

10. Suppose you have only one observation X with probability mass function pθ ,
θ ∈ {0, 1} and p0 , p1 are given by

x 1 2 3 4 5
p0 (x) 0.01 0.04 0.02 0.84 0.09
p1 (x) 0.05 0.20 0.60 0.14 0.01

(a) Find a level-α most powerful test for H0 : θ = 0 vs. H1 : θ = 1 when (i)
α = 1% and (ii) α = 5%.
(b) Are the most powerful tests unique in (i) and (ii) of (a)? Justify your
answer.
(c) Find the power of the most powerful tests in (a).

For more sample questions, visit


http://www.isical.ac.in/∼deanweb/JRFSTATSQ.html

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