Maths Model Paper 2
Maths Model Paper 2
Maths Model Paper 2
Prove or disprove each of the statements : 1. 2. 3. 4. 2. If {xnyn} converges, and if {yn} is convergent, then {xn} is convergent. {xn + yn} converges to x+y if {xn} converges to x and {yn} converges to y. If{xn/yn} is convergent, then both {xn} and {yn} are convergent. If {xn} is convergent and {yn} is divergent, then {xnyn} is divergent.
f
a
(b)
3.
If
f
a
n =1
e
n =1
in
g(x) and that g is Lebesgue integrable. 4. Let a = (a1, a2, L , an) x.a = xi .ai .
i =1 n n
in the
direction of h n . 5. (a) Let A = {(x,y) 2 x2 + 2y2 < 37} {(x,y) 2 ex > y} Prove that A is compact. (b) 6. Show that any convex subset C of
n
is connected.
Show that the set {log p p prime number} is linearly independent over .
7.
Let V be the vector space of all polynomial functions of degree < n, n > 2, and let D : V V denote the derivative map P a P on V. Show that D is nilpotent and that D is not diagonalizable. Let A and B be two 3 3 complex matrices. Show that A and B are similar if and only if A = B and A = B, where A, B are characteristic polynomials of A, B, respectively and A, B are minimal polynomials of A, B, respectively.
8.
9.
10.
Let : be a continuous function and suppose {z : z < 1} . Prove that ( w) the function defined as f ( z ) = dw is an analytic function on the open unit w z w =1
disc.
11.
Let f : be an entire function and that f ' ( z ) < f ( z ) for all z . Identify all such functions.
12.
(a)
Let f : be an analytic function and g : Prove that gof is a harmonic function. Prove that the function u( x, y ) = e 2 xy . cos ( x 2 y 2 ), ( x, y ) conjugate.
2
a harmonic function.
(b)
13.
Compute
z =2
14.
Let and denote the Euler totient function and Mbius function respectively. ( n) (k ) Show that n = (d ). Hence show that = . n k d /n k /n Define conjugacy class in a finite group G and show that the cardinality of any conjugacy class divides the order of G. Use this to show that if p is a prime and G is a group of order pn, then the centre of G contains elements other than the identity. Let I, I, J be ideals in a commutative ring A. If I, J are comaximal, i.e., I + J = A and I, J are comaximal, i.e., I + J = A, then show that I I and J are also comaximal. Let L K be a finite field extension of prime degree p. Show that L = K[] for any
15.
16.
17.
L\K.
18. Solve the BVP by determining the appropriate Greens function, expressing the solution as a definite integral. -y = f(x), y(0) + y(0) = 0, y(1) + y(1) = 0.
19.
Consider the initial value problem : y = f(x,y), y(0) = 1 where f(x,y) : = xy + y2, (x,y) D with D : = [-2,2] X [-1,3]. Show that f (x,y) is bounded and statisfies a Lipschitz condition with respect to y on D and determine a bound and Lipschitz constant on D. Further, determine h, as required in the Picards Theorem, for a unique solution of the initial value problem to exist on x < h.
20.
Outline briefly the three classes of integrals of the non-linear first order partial z z differential equation f(x,y,z,p,q) = 0, where p = , q = . x y For the partial differential equation pqz = p2(3p2 +qx) + q2(py + 4q2), obtain one of the integrals and indicate the procedure for determining the remaining two integrals. Classify and reduce the second order partial differential equation 1 uxx 4x2uyy = ux into canonical form and hence, find the general solution. x a+2h 1 Derive Simpsons rd rule to evaluate the integral f ( x )dx . Estimate the error. 3 a
21.
22. 23.
y dx =1 .
2 0
24.
( s ) = f ( s ) + ( st + s 2t 2 ) (t )dt
1
25.
Show that the transformation 2q 1 Q = tan 1 , P = q 2 + p 2 is canonical. Find a generating function. 4 p Let X and Y be two independent random variables such that X is uniformly distributed on [0, 1] and Y has a discrete uniform distribution on {0, 1, 2, L , n1}, that is,
1 if k = 0,1,L , n 1, , P(Y = k ) = n 0, otherwise. Define Z = X + Y. Show that Z is uniformly distributed on [0, n].
26.
27.
Let M( g) denote the moment generating function of the standard normal distribution. Let I(a) = sup{ta log M(t): t }. (i) Find I( g) (ii) Express log M( g) in terms of I( g) Using the central limit theorem for appropriate Poisson random variables show that n 1 1 lim e n n j = . n 2 j =0 j ! Let {Xn} be a Markov chain with transition probability matrix P given by 1/ 2 1/ 4 1/ 4 0 2 / 3 1/ 3 0 0 . P = 0 0 1/ 5 4 / 5 0 1/ 2 1/ 2 0
n n Let pij = P(X n = j 0 =i). Find lim pij for all i,j . X n
28.
29.
30.
A coin with probability p for head is tossed. If a tail turns up, a random number of balls are added to an urn. (Assume that the urn is initially empty). This procedure is repeated till a head appears at which stage it is stopped. Let N denote the number of stages when balls are added, and Xi = number of balls added at ith stage. Assume that N and {Xi} are that {Xi} are i.i.d. Poisson () random variables, and independent. Find the expected number of balls in the urn when the procedure terminates. Let x1, x2 L , xn be the values of a variable x. Define xmax = max{x1, L , xn}, xmin = min {x1, L , xn}, R = xmax xmin and s 2 = ( xi x ) 2 / n.
i =1 n
31.
R R s2 . 2n 4
Let T be the minimum variance unbiased estimator (MVUE) of . Then prove that TK ( K a +ve integer) is the MVUE for E(TK) provided E(T2K) < .
2 Suppose (x1, y1), L ,(xn, yn) represent a random sample from N 2 (0,0, 12 , 2 , ). Suppose = 0 (known), then find a confidence interval of 1 / 2 with confidence coefficient (1 ) that incorporates the information that = 0 .
33.
34.
Let X1, X2, L , Xn be i.i.d. with density f ( x, ) = (a) (b) (c) , x > , > 0 . x2 Find MLE of Derive the likelihood ratio test for H0: =1 vs H1 : 1. If n=4 and the observations are X1 = 3.2, X2 = 4.0, X3 = 2.0, X4 = 5.6, find the P-value of the test derived in (b).
35.
Let X1, L , Xn be independent random variables with common probability distribution function 0 x P[ X i x; , ] = ( ) 1 where , > 0. (a) (b) if if if x<0 0 x x>
Find a two dimensional sufficient statistic for (, ) 1 Find an unbiased estimator of when =1. +1
36.
37.
Consider a linear model Y = X + where Y is a 4 1 vector of observations, = (1 , 2 , 3 )T is a vector of unknown parameters, 1 1 0 1 0 0 X 43 = 1 0 1 1 0 0 and is a 4 1 vector of uncorrelated random errors with mean 0 and variance 2. (a) (b) Verify whether the following parametric functions are estimable (i) 1+ 2, (ii) 1+ 2 + 3 Find the best linear unbiased estimator(s) of the estimable parametric function(s) in (a) above and obtain the variance of the estimator(s).
38.
1 x1 ( p 1) 12 Suppose x( p 1) = % 1 ~ N p % , with = 11 > 0. x2 ( p 1) 2 % 21 22 % 2 % Prove that the necessary and sufficient condition for x1 and x2 to be % % independent is 12 = 0 . You may assume xi ~ N pi ( i , ii ) , i = 1, 2. %
39.
Suppose the problem is to classify an observation x into one of the populations % Pi , i = 1, 2. Suppose fi( x ) denotes the density of x corresponding to population Pi. % % Also we attach the prior probability pi (i = 1, 2) for an observation x to belong to % population Pi. Find the total probability of misclassification (TPM) and prove that the classification rule minimizing TPM is given by:
f ( x) p for an x , if 1 % 2 classify it as an observation belonging to population P1 and % f 2 ( x) p1 % otherwise belonging to population P2.
40. An unknown number N of taxis plying in a town are supposed to be serially numbered from 1 to N. If the n different taxis you have come across in the town can be assumed to form a simple random sample with replacement, find an unbiased estimator of the total number of taxis in the town. Also find the variance of your estimator. Show that in a randomized block design the estimates of the elementary block and treatment contrasts are orthogonal observational contrasts. Suppose in a 25factorial experiment with factors A, B, C, D and E, a replicate is divided into four blocks of size eight each. How many effects will be confounded? Is it possible to confound the effects AB, BC and ABC? Justify your answer. The daily demand for a commodity is approximately 100 units. Every time an order is placed, a fixed cost of Rs.10,000/- is incurred. The daily holding cost per unit inventory is Rs.2/-. If the lead time is 15 days, determine the economic lot size and the reorder point. Further suppose that the demand is actually an approximation of a probabilistic distribution in which the daily demand is normal with mean = 100 and s.d. = 10. How would you determine the size of the buffer stock such that the probability of running out of stock during lead time is at most 0.01?
41. 42.
43.
44.
Subject to 2x1 + 7x2 + x3 = 21 7x1 + 2x2+ x4 = 21 x1, x2, x3, x4 0. Each of the following cases provides an inverse matrix and its corresponding basic variables for the LP above. Determine whether or not each basic solution is feasible. Interpret these basic feasible solutions and hence find an optimal solution. Is the optimal solution unique? 1 7 (x2, x4); 2 7 1 (x1, x4); 2 7 2 7 45 (x2, x1); 2 45 0 1 0 1
2 45 7 45
(a)
(b)
(c)
45.
Consider an M/M/c queuing system with parameters and . Draw its statetransition rate diagram and find the steady-state probability distribution for number of customers in the system.