Sol EM III KT COMPIT June 2024
Sol EM III KT COMPIT June 2024
1
= L {t} + L {2} + L
t
1
where L is NOT define
t ( )
1
Q1 B) Find L−1
s(s2 + 4)
Solution: n o 1
We know that L−1 s21+4 = sin 2t
2
( )
1 1 1 Z t
1
−1
∴L = L−1 . 2 = sin 2u du
s(s2 + 4) s s +4 0 2
1 cos 2u t
= −
2 2 0
−1
= [cos 2t − cos 0]
4
1
= [1 − cos 2t]
( ) 4
1 1 2
∴ L−1 = sin t
s(s2 + 4) 2
" #2
x2 x3
∴ a0 = 2 −
2 3 0
" #
23
= 22 − −0
3
4
∴ a0 =
3
2Z l nπx
an = f (x) cos dx
l 0 l
2Z 2 nπx
2
= (2x − x ) cos dx
2 0 2
2
nπx nπx nπx
sin 2
− cos 2
− sin 2
= (2x − x2 ) nπ
− (2 − 2x)
n2 π 2
+ (−2)
n3 π 3
2 22 23 0
" !#
2 × 22 2 × 22
= 0 − 2 2 cos nπ + 0 − 0 + 2 2 + 0 ......(As sin 0 = 0, sin nπ = 0, n is any integer)
nπ nπ
8 8
= − 2 2 (−1)n − 2 2
nπ nπ
8
an = − 2 2 (1 + (−1)n )
nπ
Therefore Fourier series of the given function is:
∞
2 X 8 nπx
f (x) = + − 2 2 (1 + (−1)n ) cos
3 n=1 n π 2
Q1 D) Find moment generating function of the following distribution.
X 1 3 4 5
hence find mean and variance.
P(X) 0.4 0.1 0.2 0.3
Solution: We have the probability distribution of X to be
X 1 3 4 5
P(X) 0.4 0.1 0.2 0.3
Note that X is a discrete r.v.
Hence the moment generating function of X is :
MX (t) = E(etx )
etx px
X
=
x
= e 0.4 + et(3) 0.1 + et(4) 0.2 + et(5) 0.3
t(1)
dr
Where, µ′r = MX (t)|(t=0) , and µ′r is called the rth raw moment (about the origin)
dtr
d
M ean = µ′1 = MX (t)|(t=0)
dt
d
= (0.4et + 0.1e3t + 0.2e4t + 0.3e5t )|(t=0)
dt
= (0.4et + 0.1 × 3e3t + 0.2 × 4e4t + 0.3 × 5e5t )|(t=0)
= (0.4 + 0.3 + 0.8 + 1.5)
M ean = µ′1 = 3
Now
d2
µ′2 = MX (t)|(t=0)
dt2
d2
= 2
(0.4et + 0.1e3t + 0.2e4t + 0.3e5t )|(t=0)
dt
d
= (0.4et + 0.3e3t + 0.8e4t + 1.5e5t )|(t=0)
dt
= (0.4et + 0.3 × 3e3t + 0.8 × 4e4t + 1.5 × 5e5t )|(t=0)
= (0.4 + 0.9 + 3.2 + 7.5)
µ′2 = 12
Q2 A) Find the orthogonal trajectories of the family of curves e−x (x sin y − y cos y) = c
Solution:
Let u(x, y) = e−x (x sin y − y cos y)
Then the family of curves v(x, y) = c1 will be required orthogonal trajectory if f (z) = u + iv is
analytic.
Assuming f (z) = u + iv is analytic, we get,
dv = −uy dx + ux dy.....(by C-R equations)
Above differential Zequation is ZExact..........(u being Harmonic function)
Hence solution is, −uy dx + ux (terms f ree f rom x) dx = c......(1)
Now,
e−x e−x
" #
∴ (cos y − y sin y) − cos y x. − 1.e−x = c
−1 −1
∴ (y sin y − cos y)e−x + e−x cos y (x + 1) = c
∴ e−x (y sin y − cos y + xcosy + cosy) = c
∴ e−x (y sin y + xcosy) = c
∴ v(x, y) = e−x (y sin y + xcosy)
Hence, e−x (y sin y + xcosy) = c1 is the required orthogonal trajectory.
( 2 )
cos t
Q2 B) Find L t
et
Solution: We have,
( 2 ) ( )
cos t t cos2 t
L t = L
et e2t
n o
= L e−2t t cos2 t
1 + cos 2t
= L e−2t t
(
2
2 )
cos t 1 n
−2t
o
∴L t = L e t (1 + cos 2t) − − − − − − − − − − − −(1)
et 2
Now consider,
L {1 + cos 2t} = L {1} + L {cos 2t}
1 s
∴ L {1 + cos 2t} = + 2 − − − − − − − − − (2)
s s +4
By Multiplication by t property
d
L{t(1 + cos 2t)} = − L {1 + cos 2t}
ds
d 1 s
= − +
ds s s2 + 4 !
−1 (1)(s2 + 4) − s(2s)
= − +
s2 (s2 + 4)2
!
1 −s2 + 4
= −
s2 (s2 + 4)2
1 s2 − 4
∴ L{t(1 + cos 2t)} = +
s2 (s2 + 4)2
By First Shifting property,
n o
L e−2t t (1 + cos 2t) = L{t(1 + cos 2t)}|s→s+2
!
1 s2 − 4
= + |s→s+2
s2 (s2 + 4)2
1 (s + 2)2 − 4
= +
(s + 2)2 ((s + 2)2 + 4)2
n o 1 s2 + 4s
∴ L e−2t t (1 + cos 2t) = +
(s + 2)2 (s2 + 4s + 8)2
( 2 )
cos t 1 s2 + 4s
∴L t = + − − − −f rom(1)
et 2(s + 2)2 2(s2 + 4s + 8)2
2 −2 ≤ x ≤ 0
Q2 C) Find Fourier series for f (x) =
0 0 ≤ x ≤ −2
π2 1 1 1
Hence deduce that = 2 + 2 + 2 + ...
8 1 3 5
Solution:Fourier series of f (x) in the interval (c, c + 2l) is given by
∞ ∞
a0 X nπx nπx
X
f (x) = + an cos + bn sin
2 n=1 l n=1 l
where
1 Z c+2l
a0 = f (x)dx
l c
1 Z c+2l
nπx
an = f (x) cos dx
l c l
1 Z c+2l nπx
bn = f (x) sin dx
l c l
1Z 2 nπx
an = f (x) cos dx
2 −2 2
1
Z 0 Z 2
nπx nπx
= 2 cos dx + 0 cos dx
2 −2 2 0 2
0
nπx
1
sin 2
= 2 nπ
+0
2 2
−2
1 4
= [sin 0 + sin nπ]
2 nπ
∴ an = 0....(∵ sin nπ = sin n0 = 0)
1Z 2 nπx
bn = f (x) sin dx
2 −2 2
1
Z 0 Z 2
nπx nπx
= 2 sin dx + 0 sin dx
2 −2 2 0 2
0
nπx
1
− cos 2
= 2 nπ
+ 0
2 2
−2
1 −4
= [cos 0 − cos nπ]
2 nπ
2
bn = [(−1)n − 1]
nπ
Therefore the∞
Fourier series is
2 nπx
[(−1)n − 1] sin
X
f (x) = 1 +
n=1 nπ 2
2 ∞
π 1 1 1 1 Z c+2l a2 X
To deduce, = 2 + 2 + 2 +. . . , we use Parseval’s identity, [f (x)]2 dx = 0 + [a2n +b2n ]
8 1 3 5 l c 2 n=1
L.H.S.,
1 Z c+2l 1Z 2
[f (x)]2 dx = [f (x)]2 dx
l c 2 −2
1Z 0
= 4 dx
2 −2
= 2[x]0−2
1 Z c+2l
∴ [f (x)]2 dx = 4
l c
R.H.S.,
∞ ∞ 2 #
"
a20 X 22 X 2
+ 2 2
[an + bn ] = + 02 + [(−1)n − 1]
2 n=1 2 n=1 nπ
∞
4 X 1
=2+ 2 [(−1)n − 1]2
π n=1 n2
∞
Equating L.H.S & R.H.S, 4 X 1
4=2+ [(−1)n − 1]2
π n=1 n2
2
4 4 4 4
∴4−2= 2 + + + ......
π 12 32 52
π2 1 1 1
2. = 4 2 + 2 + 2 + ......
4 1 3 5
π2 1 1 1
= 2 + 2 + 2 + ......
8 1 3 5
1
−1
Q3 A) Find L log 1 − 2
s
Solution: We have ,
( !)
1 s2 − 1
−1 −1
L log 1 − 2 = L log
s s2
n o
= L−1 log (s2 − 1) − log (s2 )
1
n o
−1
∴L log 1 − 2 = L−1 log (s2 − 1) − 2 log (s) − − − − − (1)
s
1 d
We know that, L−1 {F (s)} = − L−1 { F (s)}
t ds ( )
−1
n
2
o 1 −1 d 2
∴L log (s − 1) − 2 log (s) = − L (log (s − 1) − 2 log (s))
t ds
1 −1 1 2
= − L × 2s −
t s2 − 1 s
2 s 1
= − L−1 2 −
t s −1 s
2
= − [cosh t − 1]
t
n o 2
∴ L−1 log (s2 − 1) − 2 log (s) = [1 − cosh t]
t
1 2
∴ L−1 log 1 − 2 = [1 − cosh t] − − − − − f rom(1)
s t
sin 2x
Q3 B) Find the analytic function f (z) = u + iv where u + v = , using Milne-
cosh 2y − cos 2x
Thompson’s Method.
Solution: Let the given analytic function be f (z) = u + iv then if (z) = iu − v
On adding we get, f (z) + if (z) = u + iv + iu − v
∴ f (z)(1 + i) = (u − v) + i(u + v)
∴ F (z) = U + iV
where, F (z) = f (z)(1 + i), U = u − v, and V = u + v
sin 2x
=⇒ V = u + v is a imaginary part of (1 + i)f (z) and given V = u + v =
cosh 2y − cos 2x
Step 1: Differentiate u partially with respect to x & y, we get
(cosh 2y − cos 2x)2 cos 2x − sin 2x(2 sin 2x)
Vx =
(cosh 2y − cos 2x)2
2 cos 2x cosh 2y − 2 cos2 2x − 2 sin2 2x
=
(cosh 2y − cos 2x)2
2 cos 2x cosh 2y − 2
∴ Vx =
(cosh 2y − cos 2x)2
sin 2x(−2 sinh 2y) −2 sin 2x sinh 2y
Vy = =
(cosh 2y − cos 2x)2 (cosh 2y − cos 2x)2
−2 sin 2x sinh 2y
∴ Vy =
(cosh 2y − cos 2x)2
2 cos 2z − 2
Step 2: We have Vx (z, 0) = and Vy (z, 0) = 0
(1 − cos 2z)2
Step 3:We have F (z) = U + iV =⇒ F ′ (z) = Ux + iVx = Vy + iVx
(∵C-R equations ux = vy )
By Milne-Thompson method, F ′ (z) = Vy (z, 0) + iVx (z, 0)
2 cos 2z − 2
∴ F ′ (z) = (0) + i
(1 − cos 2z)2
−2(1 − cos 2z)
∴ F ′ (z) = i
(1 − cos 2z)2
−2 −2
∴ F ′ (z) = i =i
1 − cos 2z 2 sin2 z
′ 2
∴ F (z) = −icosec z
Step 4:Integrating
Z w.r.t z, we get
2
F (z) = −icosec zdz = i cot z + c
∴ (1 + i)f (z) = i cot z + c
i c
∴ f (z) = cot z +
(1 + i) 1+i
i c
∴ f (z) = cot z + c′ ........where c′ =
(1 + i) 1+i
which is the required analytic function
y 2 · · · · · · (1)
X X X
x = na + b y+c
y2 + c y 3 · · · · · · (2)
X X X X
xy = a y+b
xy 2 = a y2 + b y3 + c y 4 · · · · · · (3)
X X X X
nNow, y 2 = 890;
X X X X
= 5; x = 15; y = 66; xy = 210
2 3 4
X X X
xy = 2972; y = 12222; y = 170402
Substituting these values in equations (1) (2) and (3) we get
15 = 5a + 66b + 890c
210 = 66a + 890b + 12222c
2972 = 890a + 12222b + 170402c
Q4 A) The first 4 moments of a distribution about origin of the random variable X are -1.5, 17,
-30 and 108. Compute mean , variance, µ3 and µ4 = −1.5,.
Solution: Given µ′1 = −1.5, µ′2 = 17, µ′3 = −30, µ′4 = 108,
We know that, Mean = µ′1 = −1.5
And V ariance = µ′2 − (µ′1 )2
= 17 − (−1.5)2
∴ V ariance = 14.75
As we know, µr = µ′r − r C1 µ′r−1 µ′1 + r C2 µ′r−2 (µ′1 )2 − r C3 µ′r−3 (µ′1 )3 + · · · · · · + (−1)r (µ′1 )r
N ow, µ3 = µ′3 − 3µ′1 µ′2 + 2(µ′1 )3
= −30 − (3 × −1.5 × 17) + 2 × (−1.5)3
∴ µ3 = 39.75
Q4 B) Consider the equations of regression lines 5x − y = 22 and 64x − 45y = 24. Find x̄, ȳ and
correlation coefficient r.
Solution:
Since the point (x̄, ȳ) lies on both the regression lines,
Solving the two given regression lines, we obtain
x̄ = 6 and ȳ = 8
Let us assume that 5x − y = 22 is the regression line of x on y and
64x − 45y = 24 is the regression line of y on x
Then
5x − y = 22
1 22
⇒x = y+
5 5
1
⇒ the regression coefficient bxy =
5
And 64x − 45y = 24
64 24
⇒y = x−
45 45
64
⇒ the regression coefficient byx =
45
1 64 64
⇒ r2 = byx × bxy = × = = 0.2844 < 1,
5 45 225
8
⇒ r = 0.533 or = (since bxy > 0 and byx > 0, we have r > 0)
15
( )
(s + 3)2
−1
Q4 C) Find L
(s2 + 6s + 13)2
Solution:We have,
( ) ( )
−1 (s + 3)2 (s + 3)2
−1
L = L
(s2 + 6s + 13)2 ((s2 + 6s + 9) + 4)2
( )
−1 (s + 3)2
= L
((s + 3)2 + 4)2
( ) ( )
−1 (s + 3)2 −3t −1 s2
∴L = e L − − − −(1) (By F irst Shif ting P roperty of ILT )
(s2 + 6s + 13)2 (s2 + 4)2
s2 s s
Now, Let 2 2
= 2 . 2 = F (s).G(s), where
(s + 4) s +4 s +4
s s
F (s) = 2 and G(s) = 2
s +4 s + 4
s
−1 −1
∴ L {F (s)} = L 2
= cos 2t = f (t) and
s + 4
s
∴ L−1 {G(s)} = L−1 2 = cos 2t = g(t)
s +4
f (t) = cos 2t =⇒ f (u) = cos 2u and g(t) = cos 2t =⇒ g(t − u) = cos (2(t − u))
Z t
By Convolution theorem, L−1 {F (s).G(s)} = f (u)g(t − u)du
0
( )
−1 s2 Z t
∴L = cos 2u. cos (2(t − u))du
(s2 + 4)2 0
Z t
1
= [cos(2u + 2(t − u)) + cos(2u − 2(t − u))]du
0 2
1
[∵ cos A cos B = [cos (A + B) + cos (A − B)]
2
1Z t
= [cos(2t) + cos(4u − 2t)]du
2 0
( )t
1 sin(4u − 2t)
= u cos 2t +
2 4 0
1 1 1
= t cos 2t + sin 2t − 0 + sin (−2t)
2 4 4
1 1 1
= t cos 2t + sin 2t + sin (2t)
( )
2 4 4
s2 1 1
∴ L−1 = t cos 2t + sin 2t
(s2 + 4)2 2 2
e−3t
( )
2
(s + 3) 1
∴ L−1 = t cos 2t + sin 2t − − − − − f rom(1)
(s2 + 6s + 13)2 2 2
X Y Rank in X Rank in Y d = rx − ry d2
rx ry
32 40 3 5 -2 4
55 30 9 3.5 5.5 30.25
49 70 7.5 9 -1.5 2.25
60 20 10 1 9 81
43 30 5.5 3.5 2 4
37 50 4 7 -3 9
43 72 5.5 10 -4.5 20.25
49 60 7.5 8 -0.5 0.25
10 45 1 6 -5 25
20 25 2 2 0 0
d2 = 176
X
Correction factors
X 5.5 2 0.5
X 7.5 2 0.5
Y 3.5 2 0.5
X
correctionf actors = 1.5
Therefore the Spearman’s rank correlation coefficient is
P 2 P !
6[ d + correction f actors]
ρ(= R) = 1 −
n(n2 − 1)
6[176 + 1.5]
= 1−
10 × 99
⇒ ρ = 0.07575
1
Q5 C) Obtain the Fourier series for f (x) = (π − x) in (0, 2π)
2
π 1 1 1
Hence, deduce that, = 1 − + − + ......
4 3 5 7
Solution:Fourier series of f (x) in the interval (c, c + 2l) is given by
∞ ∞
a0 X nπx X nπx
f (x) = + an cos + bn sin
2 n=1 l n=1 l
where
1 Z c+2l
a0 = f (x)dx
l c
1 Z c+2l nπx
an = f (x) cos dx
l c l
1 Z c+2l
nπx
bn = f (x) sin dx
l c l
where
1 Z 2π
a0 = f (x)dx
π 0
1 Z 2π 1
= (π − x)dx
π 0 2
1 Z 2π
= (π − x)dx
2π 0
" #2π
1 x2
= πx −
2π 2 0
1
= [(2π 2 − 2π 2 ) − (0 − 0)]
2π
∴ a0 =0
1 Z 2π
an = f (x) cos nxdx
π 0
1 Z 2π 1
= (π − x) cos nxdx
π 0 2
1 sin nx − cos nx 2π
= [(π − x) − (−1) 2
]0
2π n n
1 sin 2nπ cos 2nπ sin 0 cos 0
= −π − − π −
2π n n2 n n2
1 0 1 0 1
= −π − 2 − π − 2 ... ∵ sin nπ = 0& cos 2nπ = (−1)2n
2π n n n n
1 1 1
= − 2+ 2
2π n n
an =0
1 Z 2π
bn = f (x)sinnxdx
π 0
1 Z 2π 1
= (π − x) sin nxdx
π 0 2
1 − cos nx − sin nx 2π
= [(π − x) − (−1) 2
]0
2π n n
1 − cos 2nπ − sin 2nπ − cos 0 sin 0
= −π − 2
− π − 2
2π n n n n
1 π 1 0 π
= − − π + ... ∵ sin 2nπ = 0& cos 2nπ = (−1)2n
2π n n2 n n
1 π
= 2
2π n
1
bn =
n
∞
X 1
∴ F ourier Series is f (x) = sin nx
n=1 n
π 1 1 1 π
To deduce, = 1 − + − + ......, substitute x = in obtained Fourier Series
4 3 5 7 2
∞
π 1 π
X
∴ f( ) = sin n
2 n=1 n 2
π
π−
2 = 1 sin π + 1 sin 2 π + 1 sin 3 π + 1 sin 4 π + 1 sin 5 π
2 1 2 2 2 3 2 4 2 5 2
1 π 1 π 1 π 1 π
+ sin 6 + sin 7 + sin 8 + sin 9 + ......
6 2 7 2 8 2 9 2
π 1 1 1 1 1 1 1 1 1
∴ = (1) + (0) + (−1) + (0) + (1) + (0) + (−1) + (0) + (1) + .......
4 1 2 3 4 5 6 7 8 9
π 1 1 1
∴ = 1 − + − + ......
4 3 5 7
Q6 A) If f (x) isprobability density function of a continuous random variable X. find k, mean,
kx2 0≤x≤1
variance. f (x) = 2
(2 − x) 1≤x≤2
Solution: Since f (x) is a pdf, we have Z ∞
f (x) dx = 1
−∞
Z 0 Z 1 Z 2 Z ∞
⇒ 0 dx + kx2 dx + (2 − x)2 dx + 0 dx = 1
−∞ 0 1 2
!1 !2
x3 (2 − x)3
⇒0+k + +0 = 1
3 0
−3 1
k 1
⇒ − (0 − 1) = 1
3 3
k 1
⇒ + = 1
3 3
k 2
=⇒
3 3
⇒k = 2
2x2 0≤x≤1
⇒ pdf, f (x) =
(2 − x)2 1≤x≤2
Now Z ∞
M ean = E(X) = xf (x) dx
−∞
Z 1 Z 2
3
⇒ E(X) = 2x dx + (2 − x)2 x dx
0 1
!1
4 Z 2
x
= 2 + (4x − 4x2 + x3 ) dx
4 0 1
1 4 22 4 32 1 42
= + [x ]1 − [x ]1 + [x ]1
2 2 3 4
1 28 15
= +6− +
2 3 4
11
⇒ E(X) =
12
and Z ∞
2
E(X ) = x2 f (x) dx
−∞
Z 1 Z 2
2 4
⇒ E(X ) = 2x dx + (2 − x)2 x2 dx
0 1
!1
x5 Z 2
= 2 + (4x2 − 4x3 + x4 ) dx
5 0 1
2 4 32 4 42 1 52
= + [x ]1 − [x ]1 + [x ]1
5 3 4 5
2 28 31
= + − 15 +
5 3 5
14
⇒ E(X 2 ) =
15
Hence
V ar(X) = E(X 2 ) − (E(X))2
2
14 11
= −
15 12
⇒ V ar(X) = 0.093
Q6 B) Check if there exists an analytic function whose real part is u = sin x + 3x2 − y 2 + 5y + 4.
Justify your answer.
Solution:Let u(x, y) = 3x2 + sin x − y 2 + 5y + 4
If u has to be real part of an analytic function, then u should be a harmonic function
i.e. u should satisfy Laplace equation
∂ 2u ∂ 2u
+ =0
∂x2 ∂y 2
Differentiate u partially with respect to x and y, we get
ux = 6x + cos x =⇒ uxx = 6 − sin x
uy = −2y + 5 =⇒ uyy = −2
uxx + uyy = 6 − sin x − 2 = 4 − sin x ̸= 0
Thus u is not harmonic and cannot be a real part of any analytic function.
∴ There does not exist an analytic function whose real part is 3x2 + sin x − y 2 + 5y + 4
Consider,
1 − cos 4u
L{sin2 2u} = L
2
1
L{1 − cos 4u}
=
2
1
= (L{1} − L{cos 4u})
2
1 1 s
∴ L{sin2 2u} = − 2
2 s s + 16
By Division by t property,
sin2 2u Z ∞
L{ } = L{sin2 2u}ds
u 0
Z ∞
1 1 s
= − ds
0 2 s s2 + 16
Z ∞
1 2 2s
= − 2 ds
4 0 s s + 16
1 ∞
= 2 log s − log (s2 + 16)
4 !∞
0
2
1 s
= log 2
4 s + 16 0
" !#
1 s2
= log (1) − log 2
4 s + 16
!
1 s2 + 16
= log
4 s2