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PYQ Paper

CSIR NET December 2023 — Part B

All 37 Part B questions we have transcribed from this paper, of the 96 on the site for this sitting — every option and the answer key, with the reasoning for each one.

Part B

One correct option. 3 marks, −0.75 for a wrong answer.

Q1openSequences: convergence, monotone, Bolzano–Weierstrass, Cauchy

Consider the following subset of R:U=\mathbb{R}: U = {x∈R:x2−9x+18≤0,x2−7x+12≤0x \in \mathbb{R} : x^{2} - 9x + 18 \le 0, x^{2} - 7x + 12 \le 0}. Which one of the following statements is true?

  1. A.inf U = 5.
  2. B.inf U = 4.
  3. C.inf U = 3.✓ Correct
  4. D.inf U = 2.

Solution

x2−9x+18≤0⇔x∈[3,6];x2−7x+12≤0⇔x∈[3,4]x^{2} - 9x + 18 \le 0 \Leftrightarrow x \in [3, 6]; x^{2} - 7x + 12 \le 0 \Leftrightarrow x \in [3, 4].

So U = [3, 4] and inf U = 3.

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Q2Limit assumed to existlimsup, liminf and subsequential limits

Consider the sequence (an)n≥1(a_{n})_{n\ge1}, where an=cos⁡((−1)nnπ/2+nπ/3)a_{n} = \cos((-1)^{n} n\pi/2 + n\pi/3). Which one of the following statements is true?

  1. A.lim sup⁡an=3/2\limsup a_{n} = \sqrt{3}/2.
  2. B.lim sup⁡a2n=1\limsup a_{2n} = 1.✓ Correct
  3. C.lim sup⁡a2n=1/2\limsup a_{2n} = 1/2.
  4. D.lim sup⁡a3n=0\limsup a_{3n} = 0.

Trap Analysis has the working, and why each of the other options was written to tempt you.

Q3openSeries: comparison, ratio, root, Raabe, condensation, alternating, rearrangements

Consider the following infinite series: (a)∑n≥1(a) \sum_{n\ge1} sin⁡(nπ/2)/n,(b)∑n≥1\sin(n\pi/2)/\sqrt{n}, (b) \sum_{n\ge1} log⁡(1+1/n2)\log(1 + 1/n^{2}). Which one of the following statements is true?

  1. A.(a) is convergent, but (b) is not convergent.
  2. B.(a) is not convergent, but (b) is convergent.
  3. C.Both (a) and (b) are convergent.✓ Correct
  4. D.Neither (a) nor (b) is convergent.

Solution

(a): the non-zero terms are (−1)k/2k+1(-1)^{k}/\sqrt{2k+1}, an alternating series with terms decreasing to 0 (Leibniz).

(b):log⁡(1+1/n2)(b): \log(1 + 1/n^{2}) ~ 1/n21/n^{2}, comparison with a convergent p-series.

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Q4Execution slipDifferentiability, mean value theorems, Taylor, L'Hôpital

Let f(x) be a cubic polynomial with real coefficients. Suppose that f(x) has exactly one real root and that this root is simple. Which one of the following statements holds for ALL antiderivatives F(x) of f(x)?

  1. A.F(x) has exactly one real root.
  2. B.F(x) has exactly four real roots.
  3. C.F(x) has at most two real roots.✓ Correct
  4. D.F(x) has at most one real root.

Solution

F′ = f changes sign exactly once, so F is monotone on each side of one point: at most two real roots (and the constant of integration can realise 0, 1 or 2).

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Q5openDifferentiability, mean value theorems, Taylor, L'Hôpital

Let f:R→Rf : \mathbb{R} \to \mathbb{R} be a differentiable function such that f and its derivative f′ have no common zeros in [0, 1]. Which one of the following statements is true?

  1. A.f never vanishes in [0, 1].
  2. B.f has at most finitely many zeros in [0, 1].✓ Correct
  3. C.f has infinitely many zeros in [0, 1].
  4. D.f(1/2) = 0.

Trap Analysis has the working, and why each of the other options was written to tempt you.

Q6Execution slipDifferentiability, mean value theorems, Taylor, L'Hôpital

Let f:R→Rf : \mathbb{R} \to \mathbb{R} be defined by f(x)=(1−x)2sin⁡(x2)f(x) = (1 - x)^{2} \sin(x^{2}) for x ∈ (0, 1) and f(x) = 0 otherwise, and let f′ be its derivative. Let S = {c∈R:f′(x)≤cf(x)c \in \mathbb{R} : f'(x) \le c f(x) for all x∈Rx \in \mathbb{R}}. Which one of the following is true?

  1. A.S = ∅✓ Correct
  2. B.S ≠ ∅ and S is a proper subset of (1,∞)(1, \infty)
  3. C.(2,∞)(2, \infty) is a proper subset of S
  4. D.S ∩ (0, 1) ≠ ∅

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Q7openMeasurable sets and functions

Let X be a non-empty finite set and Y = {f−1(0)f^{-1}(0) : f is a real-valued function on X}. Which one of the following statements is true?

  1. A.Y is an infinite set.
  2. B.Y has 2∣X∣2^{|X|} elements.✓ Correct
  3. C.There is a bijective function from X to Y.
  4. D.There is a surjective function from X to Y.

Solution

Every subset of X is the zero set of its indicator-complement (f = 1 off the subset, 0 on it), so Y is the power set of X, with 2∣X∣2^{|X|} > |X| elements.

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Q8Execution slipLinear transformations, matrix representation, change of basis

Let A be an n × n matrix with complex entries. If n ≥ 4, which one of the following statements is true?

  1. A.A does not have any non-zero invariant subspace in Cn\mathbb{C}^{n}.
  2. B.A has an invariant subspace in Cn\mathbb{C}^{n} of dimension n − 3.✓ Correct
  3. C.All eigenvalues of A are real.
  4. D.A2A^{2} does not have any invariant subspace in Cn\mathbb{C}^{n} of dimension n − 1.

Solution

Over C\mathbb{C} every matrix is triangularisable (Schur), so the span of the first k basis vectors of a triangularising basis is an invariant subspace of every dimension k — in particular n − 3 ≥ 1.

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Q9Converse assumedLinear transformations, matrix representation, change of basis

Which one of the following statements is FALSE?

  1. A.The product of two 2×2 real matrices of rank 2 is of rank 2.
  2. B.The product of two 3×3 real matrices of rank 2 is of rank at most 2.
  3. C.The product of two 3×3 real matrices of rank 2 is of rank at least 2.✓ Correct
  4. D.The product of two 2×2 real matrices of rank 1 can be the zero matrix.

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Q10Finite-dimensional intuitionLinear transformations, matrix representation, change of basis

Let InI_{n} denote the n × n identity matrix. Which one of the following statements is true?

  1. A.If A is a real 3×2 matrix and B a real 2×3 matrix with BA =I2= I_{2}, then AB =I3= I_{3}.
  2. B.Let A = [[3, 3], [1, 2]]. Then there is a matrix B with integer entries such that AB =I2= I_{2}.
  3. C.Let A = [[3, 1], [1, 2]] with entries in Z/6Z\mathbb{Z}/6\mathbb{Z}. Then there is a matrix B with entries in Z/6Z\mathbb{Z}/6\mathbb{Z} such that AB =I2= I_{2}.✓ Correct
  4. D.If A is a real non-zero 3×3 diagonal matrix, then there is a real matrix B such that AB =I3= I_{3}.

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Q11Execution slipEigenvalues, characteristic & minimal polynomials, Cayley–Hamilton

Let A=(aij)A = (a_{ij}) be the n × n real matrix with aij=a_{ij} = ij for all 1 ≤ i, j ≤ n. If n ≥ 3, which one of the following is an eigenvalue of A?

  1. A.1
  2. B.n
  3. C.n(n+1)/2
  4. D.n(n+1)(2n+1)/6✓ Correct

Solution

A = vvᵀ with v = (1, 2, …, n) has rank 1; its only non-zero eigenvalue is vTv=∑i2=n(n+1)(2n+1)/6v^{T}v = \sum{}i^{2} = n(n+1)(2n+1)/6.

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Q12Converse assumedQuadratic forms, positive definiteness, Sylvester's law

Let (−, −) be a symmetric bilinear form on R2\mathbb{R}^{2} such that there exist nonzero v,w∈R2v, w \in \mathbb{R}^{2} with (v, v) > 0 > (w, w) and (v, w) = 0. Let A be the 2×2 real symmetric matrix representing this form in the standard basis. Which one of the following statements is true?

  1. A.A2=0A^{2} = 0.
  2. B.rank A = 1.
  3. C.rank A = 0.
  4. D.There exists u∈R2,u≠0u \in \mathbb{R}^{2}, u \ne 0 such that (u, u) = 0.✓ Correct

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Q13Execution slipQuadratic forms, positive definiteness, Sylvester's law

For a∈Ra \in \mathbb{R}, let A_a = [[2, −1, 0], [−1, 2, −1], [0, −1, a]]. Which one of the following statements is true?

  1. A.A_a is positive definite for all a < 3.
  2. B.A_a is positive definite for all a > 3.✓ Correct
  3. C.A_a is positive definite for all a ≥ −2.
  4. D.A_a is positive definite only for finitely many values of a.

Solution

Leading principal minors: 2, 3 and det A_a = 3a − 2.

Positive definite iff a > 2/3, which contains all a > 3.

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Q14Property not inheritedSubgroups, cosets, Lagrange, cyclic groups

Let G be any finite group. Which one of the following is necessarily true?

  1. A.G is a union of proper subgroups.
  2. B.G is a union of proper subgroups if |G| has at least two distinct prime divisors.
  3. C.If G is abelian, then G is a union of proper subgroups.
  4. D.G is a union of proper subgroups if and only if G is not cyclic.✓ Correct

Solution

A finite group is the union of its proper subgroups iff it is not cyclic: if it is cyclic a generator lies in no proper subgroup; if not cyclic every element generates a proper subgroup.

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Q15Execution slipIdeals, quotient rings, prime & maximal ideals, CRT

Which one of the following is equal to 137+237+337+⋯+88371^{37} + 2^{37} + 3^{37} + \cdots + 88^{37} in Z/89Z\mathbb{Z}/89\mathbb{Z}?

  1. A.88
  2. B.−88
  3. C.−2
  4. D.0✓ Correct

Solution

89 is prime and (Z/89)(\mathbb{Z}/89)* is cyclic of order 88.

For a generator g,∑kg, \sum_{k} k37=∑jk^{37} = \sum_j g37jg^{37j} is a geometric sum equal to 0 because 88 ∤ 37 (so g37≠1)g^{37} \ne 1).

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Q16Finite-dimensional intuitionField extensions, splitting fields, finite fields

Consider the field C\mathbb{C} with the Euclidean topology. Let K be a proper subfield of C\mathbb{C} that is not contained in R\mathbb{R}. Which one of the following statements is necessarily true?

  1. A.K is dense in C\mathbb{C}.✓ Correct
  2. B.K is an algebraic extension of Q\mathbb{Q}.
  3. C.C\mathbb{C} is an algebraic extension of K.
  4. D.The smallest closed subset of C\mathbb{C} containing K is NOT a field.

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Q17Execution slipCauchy–Riemann equations, harmonic functions

Let f:C→Cf : \mathbb{C} \to \mathbb{C} be a real-differentiable function and define u(x, y) = Re f(x + iy), v(x, y) = Im f(x + iy). Let ∇u=(ux,uy)\nabla{}u = (u_{x}, u_y) denote the gradient. Which one of the following is necessarily true?

  1. A.For c1,c2∈Cc_{1}, c_{2} \in \mathbb{C}, the level curves u=c1u = c_{1} and v=c2v = c_{2} are orthogonal wherever they intersect.
  2. B.∇u⋅∇v=0\nabla{}u \cdot \nabla{}v = 0 at every point.
  3. C.If f is an entire function, then ∇u⋅∇v=0\nabla{}u \cdot \nabla{}v = 0 at every point.✓ Correct
  4. D.If ∇u⋅∇v=0\nabla{}u \cdot \nabla{}v = 0 at every point, then f is an entire function.

Solution

For entire f the Cauchy–Riemann equations give ∇u⋅∇v=uxvx+uyvy=ux(−uy)+uyux=0\nabla{}u \cdot \nabla{}v = u_{x}v_{x} + u_yv_y = u_{x}(-u_y) + u_yu_{x} = 0.

Without holomorphy there is no such relation, and orthogonal gradients alone do not force CR (e.g. f = z̄ has ∇u⋅∇v=0)\nabla{}u \cdot \nabla{}v = 0).

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Q18openCauchy–Riemann equations, harmonic functions

Let ℍ = {z∈C:Imz>0z \in \mathbb{C} : Im z > 0} and f(z) = eize^{iz}. Which one of the following statements is true?

  1. A.f(ℍ)=C) = \mathbb{C}∖{0}.
  2. B.f(ℍ) ∩ ℍ is countable.
  3. C.f(ℍ) is bounded.✓ Correct
  4. D.f(ℍ) is a convex subset of C\mathbb{C}.

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Q19Execution slipArgument principle, Rouché's theorem, open mapping

How many roots does the polynomial z100−50z30+40z10+6z+1z^{100} - 50z^{30} + 40z^{10} + 6z + 1 have in the open disc {z∈Cz \in \mathbb{C} : |z| < 1}?

  1. A.100
  2. B.50
  3. C.30✓ Correct
  4. D.0

Solution

On |z| = 1, |−50z30-50z^{30}| = 50 > 1 + 40 + 6 + 1 = 48 ≥ |z100+40z10+6z+1z^{100} + 40z^{10} + 6z + 1|, so by Rouché the polynomial has as many zeros inside as −50z30-50z^{30}: thirty.

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Q20Execution slipArgument principle, Rouché's theorem, open mapping

Let f be a meromorphic function on an open set containing the unit circle C and its interior. Suppose f has no zeros and no poles on C, and let n_p and n0n_{0} denote the number of poles and zeros of f inside C. Which one of the following is true?

  1. A.(1/2πi)∫C((1/2\pi{}i) \int_C (zf)′/(zf) dz =n0−np+1= n_{0} - n_p + 1.✓ Correct
  2. B.(1/2πi)∫C((1/2\pi{}i) \int_C (zf)′/(zf) dz =n0−np−1= n_{0} - n_p - 1.
  3. C.(1/2πi)∫C((1/2\pi{}i) \int_C (zf)′/(zf) dz =n0−np= n_{0} - n_p.
  4. D.(1/2πi)∫C((1/2\pi{}i) \int_C (zf)′/(zf) dz =np−n0= n_p - n_{0}.

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Q21openSturm–Liouville problems and Green's functions

The smallest real number λ\lambda for which the problem −y′′+3y=λy,y(0)=0,y(π)=0-y'' + 3y = \lambda{}y, y(0) = 0, y(\pi) = 0 has a non-trivial solution is

  1. A.3
  2. B.2
  3. C.1
  4. D.4✓ Correct

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Q22openClassification and canonical forms

The partial differential equation x2uxx−2x^{2} u_{xx} - 2xy uxu_{x}ᵧ −3y2uyy+ux−uy=0- 3y^{2} u_yy + u_{x} - u_y = 0 is

  1. A.elliptic in {(x, y) : y > 0}
  2. B.parabolic in {(x, y) : x > 0, y > 0}
  3. C.hyperbolic in {(x, y) : xy ≠ 0}✓ Correct
  4. D.parabolic in {(x, y) : xy ≠ 0}

Solution

B2−4B^{2} - 4AC =4x2y2+12x2y2=16x2y2>0= 4x^{2}y^{2} + 12x^{2}y^{2} = 16x^{2}y^{2} > 0 wherever xy ≠ 0: hyperbolic.

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Q23Limit assumed to existLaplace, heat and wave equations: separation of variables

Consider the Cauchy problem for the wave equation utt−4uxx=0u_tt - 4u_{xx} = 0 on R×(0,∞)\mathbb{R} \times (0, \infty), with u(x, 0) = e−1/x2e^{-1/x^{2}} for x ≠ 0 (and 0 at x = 0), and u_t(x, 0) = x e−x2e^{-x^{2}}. Which one of the following is true?

  1. A.limt→∞lim_{t\to\infty} u(5, t) = 1✓ Correct
  2. B.limt→∞lim_{t\to\infty} u(5, t) = 2
  3. C.limt→∞lim_{t\to\infty} u(5, t) = 1/2
  4. D.limt→∞lim_{t\to\infty} u(5, t) = 0

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Q24openNumerical ODE: Euler, Runge–Kutta

Using Euler's method with step size 0.05, the approximate value of the solution of dy/dx =3x+2y+1,y(1)=1= \sqrt{3x + 2y + 1}, y(1) = 1, at x = 1.1 (rounded to two decimal places) is

  1. A.1.50
  2. B.1.65
  3. C.1.25✓ Correct
  4. D.1.15

Solution

y1=1+0.056≈1.1225;y2=1.1225+0.053.15+2.245+1≈1.1225+0.05⋅2.529≈1.249≈1.25y_{1} = 1 + 0.05\sqrt{6} \approx 1.1225; y_{2} = 1.1225 + 0.05\sqrt{3.15 + 2.245 + 1} \approx 1.1225 + 0.05\cdot2.529 \approx 1.249 \approx 1.25.

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Q25openIsoperimetric problems

The cardinality of the set of extremals of J[y]=∫01(y′)2J[y] = \int_{0}^{1} (y')^{2} dx subject to y(0)=1,y(1)=6,∫01yy(0) = 1, y(1) = 6, \int_{0}^{1} y dx = 3 is

  1. A.0
  2. B.1✓ Correct
  3. C.2
  4. D.countably infinite

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Q26openFredholm and Volterra equations

The value of λ\lambda for which the integral equation y(x)=λ∫01x2y(x) = \lambda\int_{0}^{1} x^{2} ex+te^{x+t} y(t) dt has a non-zero solution is

  1. A.4/(1+e2)4/(1 + e^{2})
  2. B.2/(1+e2)2/(1 + e^{2})
  3. C.4/(e2−1)4/(e^{2} - 1)✓ Correct
  4. D.2/(e2−1)2/(e^{2} - 1)

Solution

Separable kernel: y=cx2ey = c x^{2}eˣ with c=λc∫01t2c = \lambda{}c \int_{0}^{1} t^{2} e2te^{2t} dt =λc(e2−1)/4= \lambda{}c (e^{2} - 1)/4, so λ=4/(e2−1)\lambda = 4/(e^{2} - 1).

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Q27openLagrangian formalism and generalised coordinates

Let g denote the acceleration due to gravity and a > 0. A particle of mass m glides without friction on the cycloid x=a(θ−sin⁡θ),y=a(1+cos⁡θ),0≤θ≤2πx = a(\theta - \sin \theta), y = a(1 + \cos \theta), 0 \le \theta \le 2\pi. The equation of motion of the particle is

  1. A.(1−cos⁡θ)θ(1 - \cos \theta)\thetä + ½ sin⁡θ(θ\sin \theta (\thetȧ)2−(g/2a)sin⁡θ=0)^{2} - (g/2a) \sin \theta = 0✓ Correct
  2. B.(1−2cosθ)θ(1 - 2cos \theta)\thetä +sin⁡θ(θ+ \sin \theta (\thetȧ)2−(g/a)sin⁡θ=0)^{2} - (g/a) \sin \theta = 0
  3. C.m(1−2cosθ)θm(1 - 2cos \theta)\thetä +sin⁡θ(θ+ \sin \theta (\thetȧ)2+(g/a)sin⁡θ=0)^{2} + (g/a) \sin \theta = 0
  4. D.m(1−2cosθ)θm(1 - 2cos \theta)\thetä +(m/2)sin⁡θ(θ+ (m/2) \sin \theta (\thetȧ)2−(g/a)sin⁡θ=0)^{2} - (g/a) \sin \theta = 0

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Q28openRandom variables, distributions, moments, MGF

Suppose X ~ Poisson(3/4). Then which of the following statements is true?

  1. A.P(X > 9) ≥ 11/12
  2. B.P(X < 9) ≥ 11/12✓ Correct
  3. C.E(X−3/4)2≥11/12E(X - 3/4)^{2} \ge 11/12
  4. D.(11/9)X ~ Poisson(11/12)

Solution

Markov: P(X ≥ 9) ≤ E[X]/9 = 1/12, so P(X < 9) ≥ 11/12.

The variance is 3/4 < 11/12, and a scaled Poisson is not Poisson.

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Q29Moments and tailsRandom variables, distributions, moments, MGF

Let (X, Y) have joint moment generating function M(t1,t2)=(3/4+M(t_{1}, t_{2}) = (3/4 + et1/4)2e^{t_{1}}/4)^{2} (5/6 + et2/6)3e^{t_{2}}/6)^{3}. Then P(X + 2Y > 1) equals

  1. A.1581/3456✓ Correct
  2. B.1875/3456
  3. C.125/3456
  4. D.3331/3456

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Q30Moments and tailsModes of convergence, WLLN, SLLN, CLT

Let X1,X2,…X_{1}, X_{2}, \dots be i.i.d. with CDF F(x) = 0 for x < 5 and 1 − e5−xe^{5-x} for x ≥ 5. Define Yn=min⁡Y_{n} = \min{X1,…,XnX_{1}, \dots, X_{n}} and Zn=n(Yn−5)Z_{n} = \sqrt{n} (Y_{n} - 5), and let Z be standard normal. Which one of the following statements is true?

  1. A.lim⁡P(1/2<Yn<3/2)=1\lim P(1/2 < Y_{n} < 3/2) = 1
  2. B.Yn→5Y_{n} \to 5 in probability as n→∞n \to \infty✓ Correct
  3. C.Zn→ZZ_{n} \to Z in distribution as n→∞n \to \infty
  4. D.lim⁡P(1<Zn<2)=Φ(2)−Φ(1)\lim P(1 < Z_{n} < 2) = \Phi(2) - \Phi(1)

Solution

Yn−5Y_{n} - 5 ~ Exp(n), so Yn→5Y_{n} \to 5 in probability while n(Yn−5)→0\sqrt{n}(Y_{n} - 5) \to 0 in probability (the right scaling is n, not n)\sqrt{n}).

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Q31openMLE and method of moments

The probability of a head in tossing a coin is p ∈ (0, 1). The coin is independently tossed 25 times and heads appear 10 times. The Bayes estimate of p with respect to the prior Beta(5, 5) and squared error loss is

  1. A.3/7✓ Correct
  2. B.3/5
  3. C.1/2
  4. D.2/5

Solution

Posterior is Beta(5 + 10, 5 + 15) = Beta(15, 20) with mean 15/35 = 3/7.

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Q32openSufficiency, completeness, UMVUE, Cramér–Rao

For n ≥ 2, let X1,…,XnX_{1}, \dots, X_{n} be a random sample with density f(x|θ)=\theta) = θxθ−1\theta{}x^{\theta-1} on 0<x<1,θ>00 < x < 1, \theta > 0 unknown. Which of the following is the UMVUE for 1/θ1/\theta?

  1. A.−(1/n)∑ln⁡Xi-(1/n) \sum \ln X_{i}✓ Correct
  2. B.−n/∑ln⁡Xi-n/\sum \ln X_{i}
  3. C.−(n−1)/∑ln⁡Xi-(n - 1)/\sum \ln X_{i}
  4. D.−(2/n)∑ln⁡Xi-(2/n) \sum \ln X_{i}

Solution

−ln⁡Xi-\ln X_{i} ~ Exp(θ)(\theta) with mean 1/θ1/\theta, and ∑ln⁡Xi\sum \ln X_{i} is complete sufficient; the sample mean of −ln⁡Xi-\ln X_{i} is unbiased for 1/θ1/\theta.

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Q33What the inference meansSufficiency, completeness, UMVUE, Cramér–Rao

For n ≥ 2, let ε1,…,εn\varepsilon_{1}, \dots, \varepsilon_{n} be i.i.d.N(0,σ2)i.i.d. N(0, \sigma^{2}) and Yi=iα+i2α2+εiY_{i} = i\alpha + i^{2}\alpha^{2} + \varepsilon_{i}, where σ>0\sigma > 0 and α∈R\alpha \in \mathbb{R} are unknown. Which of the following is a jointly minimal sufficient statistic for (α,σ)(\alpha, \sigma)?

  1. A.(∑Yi2,∑(\sum{}Y_{i}^{2}, \sum iYi,∑i2Yi)_{i}, \sum i^{2}Y_{i})✓ Correct
  2. B.(∑Yi2,∑(\sum{}Y_{i}^{2}, \sum iYi,∑i2Yi2)_{i}, \sum i^{2}Y_{i}^{2})
  3. C.(∑(\sum iYi,∑i2Yi2)_{i}, \sum i^{2}Y_{i}^{2})
  4. D.(∑Yi,∑(\sum{}Y_{i}, \sum iYi)_{i})

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Q34What the inference meansNeyman–Pearson lemma and UMP tests

Let X1,…,X6X_{1}, \dots, X_{6} be a random sample from the gamma density f(x|λ)=(λ4/6)\lambda) = (\lambda^{4}/6) e−λxe^{-\lambda{}x} x3x^{3} for x>0,λ>0x > 0, \lambda > 0 unknown. Let T=∑XiT = \sum{}X_{i} and ψ\psi be the UMP test of size 0.05 for H0:λ=1H_{0}: \lambda = 1 against H1:λ>1H_{1}: \lambda > 1. With χν,α2\chi^{2}_{\nu,\alpha} the (1−α)−(1 - \alpha)-th quantile of χν2\chi^{2}_\nu, the test ψ\psi rejects H0H_{0} iff

  1. A.T ≥ ½ χ48,0.052\chi^{2}_{48, 0.05}
  2. B.T ≤ ½ χ48,0.952\chi^{2}_{48, 0.95}✓ Correct
  3. C.T ≥ ½ χ24,0.052\chi^{2}_{24, 0.05}
  4. D.T ≤ ½ χ24,0.952\chi^{2}_{24, 0.95}

Trap Analysis has the working, and why each of the other options was written to tempt you.

Q35Execution slipGauss–Markov, regression, ANOVA basics

Consider Y=α+βx+εY = \alpha + \beta{}x + \varepsilon with E(ε)=0E(\varepsilon) = 0. From 10 observations the OLS fit is ŷ = 1.5 + 0.8x. Suppose ∑(yi−\sum(y_{i} - ȳ)2=5)^{2} = 5 and ∑(xi−xˉ)2=6\sum(x_{i} - {\bar{x}})^{2} = 6. The adjusted R2(R^{2} (to two decimals) equals

  1. A.0.74✓ Correct
  2. B.0.83
  3. C.0.77
  4. D.0.84

Trap Analysis has the working, and why each of the other options was written to tempt you.

Q36Execution slipMultivariate normal distribution

For n ≥ p + 1, let X1,…,XnX_{1}, \dots, X_{n} be a random sample from Np(μ,∑)N_{p}(\mu, \sum) with ∑\sum positive definite. Define X̄ and A=∑(Xi−Xˉ)(Xi−Xˉ)TA = \sum(X_{i} - {\bar{X}})(X_{i} - {\bar{X}})^{T}. The distribution of Trace(A∑(A\sum⁻1)^{1}) is

  1. A.Wp(n−1,∑)W_{p}(n - 1, \sum)
  2. B.χp2\chi^{2}_{p}
  3. C.χnp2\chi^{2}_{np}
  4. D.χ(n−1)p2\chi^{2}_{(n-1)p}✓ Correct

Trap Analysis has the working, and why each of the other options was written to tempt you.

Q37openCRD, RBD, LSD essentials

In a Latin square design, the degrees of freedom for the error sum of squares is 42. Then the degrees of freedom for the sum of squares due to treatments is

  1. A.6
  2. B.7✓ Correct
  3. C.8
  4. D.9

Solution

For a p × p Latin square the error d.f. is (p − 1)(p − 2) = 42 ⇒ p = 8, so treatments have p − 1 = 7 d.f.

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