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4 views

CC-5

Uploaded by

Debajyoti Roy
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Ramakrishna Mission Residential College (Autonomous)

Narendrapur, Kolkata- 700 103


B.A./ B.Sc. III Semester Examinations, 2022
Subject: Statistics (Honours)
Course Code: HSTA3CC05L

Time: 2 hrs. Full marks: 50


1. Answer any four of the following questions.
a. For any random variable X show that
( )
( ) .

Hence obtain an upper bound on

( ), where binominal ( ).

b. Suppose is a continuous random variable having probability density function


| |
( ) , . Find SD and MD(mean) of the distribution and comment.
c. Define Gamma distribution with parameters( ), where and are positive. Find
the MGF of the distribution and hence find its mean and variance.
d. Interpret

and
.
e. State and prove Bernoulli’s law of large numbers.
f. If ( ) has probability density function
( ) {

then find k and the marginal probability density function of Y.

g. Cite two examples where is a sufficient condition for X and Y to be


independently distributed.
2. Answer any four of the following questions
a. Consider the following prediction model
( ) , where ( ) is the part of Y explained by X and is the unexplained
part. Find best choice of f in the sense of having least ( ). Also find a measure of
efficacy of the predictor. Show that correlation ratio is a product-moment correlation
coefficient.
State and prove product-law of expectation.
( )
b. ( ) has the probability density function ( )
( )
( ) {

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Find k, marginal pdf of X, conditional pdf of । and show that regression of Y on X is
linear in X.
c. ( ) follows bivariate normal distribution with zero means, unit variances and
correlational coefficient ρ. Define grade correlation ( ) and show that
( ).

Also find product moment correlation coefficient between and .

d. How do you graduate a J-shaped wealth distribution? Find the quartiles of


lognormal(0, 1) distribution and comment on the skewness of the distribution.

If X is a standard normal variable then find


( )⟩ and, E(XΦ(X) where is the distribution function.
( ) ( )

********

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