Loyola College M.Sc. Statistics April 2006 Analysis Question Paper PDF Download

             LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034

M.Sc. DEGREE EXAMINATION – STATISTICS

AC 25

FIRST SEMESTER – APRIL 2006

                                                                    ST 1808 – ANALYSIS

 

 

Date & Time : 22-04-2006/1.00-4.00 P.M.   Dept. No.                                                       Max. : 100 Marks

 

 

SECTION- A

Answer ALL questions .                                                  (10 x 2  = 20 marks)

  1. Define a discrete metric.  Show that it satisfies the properties of a metric.
  1. If xn →  x    and   xn→  y   as n  → ∞, show that  x =
  1. Define a norm on a vector space and give an example.
  2. For all x, y є R(n),  show that   x . y  =   is an inner product.
  3. Check whether or not all the points of any open ball B( a ;  r ) are the interior points of B( a ;  r ).
  4. Illustrate that an infinite union of closed  sets is not closed.
  5. If  f  is continuous, one-to-one and onto function, then show that  f  -1 in general is not continuous.
  6. Show that pointwise convergence does not imply uniform convergence of a sequence of functions.
  7. Let  f( x )  =  x , 0 ≤  x  ≤ 1 .  Let D be the partition {0 ,¼ , ½ , ¾ ,1 } of   [ 0 , 1 ] .  Find  the upper sum  U( f ; D ) and the  lower sum

L( f ; D ) of the function  f( x ).

  1. Let R ( g ; a , b ) be the collection of Riemann – Stieltjes integralble

functions with respect to  g on [ a , b ] .  If    f  є R (g ; a , b ),

show that   kf  є R (g ; a , b ) , where k is any constant.

SECTION – B

Answer any FIVE  questions.                                            (5 x 8 = 40 marks)

  1. In B[ 1 , 2 ],  with  ρ( f , g ) =   sup  | f(x) – g(x) | ,

1≤ x ≤ 2

let  f­ n  be given by   f n(x) = ( 1 + x n ) 1 / n      (1≤ x ≤ 2) .

Show that  f n → f   where f(x) = x  (1≤ x ≤ 2).

  1. In a metric space  (X , ρ ), if  xn →  x    and   yn→  y   as n  → ∞,

show that  ρ( xn , yn )   → ρ( x , y )  as  n  → ∞.

  1. If   V is an inner product  space, prove that

║ x + y ║2  +  ║ x – y ║2  = 2 [║ x  ║2  +  ║ y ║2  ]  for all x , y  є V.

  1. State three equivalent conditions for a point c є X to be a limit point of E С  X .
  2. Show that every convergent sequence in a metric space is a cauchy sequence. Check whether or not the converse is true.
  3. State and prove Banach’s fixed point principle.
  4. Prove that a continuous function with compact domain is uniformly continuous.
  5. State and prove Cauchy’s root test for the absolute convergence or divergence of a series of complex terms.

 

SECTION – C

Answer any TWO questions.                                           (2 x 20 = 40 marks)

19(a)  With  respect to the usual metric , prove that joint convergence of a

sequence  is equivalent to the marginal convergence of the

components of that sequence.  (10)

19(b)  State and prove Cauchy – Schwartz   inequality regarding inner

product space.   (10)

20(a)  Let V , W be the normed vector spaces.  Let f : V → W be a  linear

transformation.  Then prove that the following three statements are

equivalent :                                                               (16)

  • f is continuous on V.
  • There exists a point xo in V at which f is continuous.
  • ║f(x)║ ∕ ║x║ is bounded for x є  V – { ө }.

What do we conclude from the equivalence of statements (i) & (ii)?

20(b)  Show that a compact set in a metric space is complete.   (4)

21(a)  Prove that the number Λ is the upper limit of  the sequence

{x n , n ≥ 1 } iff  for all  є > 0

  • x n < Λ + є for all sufficiently large n   and
  • x> Λ – є for infinitely many n.   (10)

21(b) Let  {f n} be a sequence of real functions integrable over the

finite interval [a , b]. If f n→ f  uniformly on [a , b],

prove that f is integrable over [a , b].  (10)

22(a) State and prove the Cauchy’s general principle of uniform

convergence of a  sequence of real or complex valued functions.  (8)

22(b) State and prove a necessary and sufficient condition for a function

f(x) to be Riemann – Stieltjes integrable on [a , b].  (12)

 

 

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Loyola College M.Sc. Statistics April 2006 Advanced Operations Research Question Paper PDF Download

             LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034

M.Sc. DEGREE EXAMINATION – STATISTICS

AC 51

FOURTH SEMESTER – APRIL 2006

                                        ST 4951 – ADVANCED OPERATIONS RESEARCH

 

 

Date & Time : 27-04-2006/9.00-12.00         Dept. No.                                                       Max. : 100 Marks

 

 

SECTION A  

Answer ALL questions.                                                                 (10 ´ 2 =20 marks)

  1. Define linearly independent vectors.
  2. Define a Mixed Integer Programming  Problem.
  3. What is the need for Integer Programming Problems?
  4. State Bellman’s principle of optimality.
  5. What is meant by Separable Programming Problem?
  6. Define Goal Programming Problem.
  7. Write down the mathematical formulation of a Geometric Programming Problem.
  8. Explain the stage and state variables in a dynamic Programming Problem.
  9. Name the methods used in solving a Quadratic Programming Problem.
  10. What is the need for Dynamic Programming Problem?

 

SECTION B

Answer any FIVE questions.                                                          (5 ´ 8 =40 marks)

 

  1. Explain the construction of fractional cut in the Gomory’s constraint method.

 

  1. State all the characteristics of a Dynamic Programming Problem.

 

  1. In the network given below are different routes for reaching city B from city A passing through a number of other cities, the lengths of the individual routes are shown on the arrows. It is required to determine the shortest route from A to B. Formulate the problem as a Dynamic Programming Problem model, explicitly defining the stages, states and then find the optimal solution.

 

6

 

 

5                      3                  2                      4

 

 

 

7                   4                   2                    2

 

5

 

 

 

  1. Solve the following Non-Linear Programming Problem:

Optimize Z = X 2 +Y 2 + W 2,

subject to X +Y + W = 1,

X, Y, W ≥ 0.

  1. Derive the Kuhn-Tucker necessary conditions for solving a Generalized Non-Linear Programming Problem with one inequality constraint.

 

  1. Derive the orthogonality and Normality conditions for solving the unconstrained Geometric Programming Problem.

 

  1. Convert the following Stochastic Programming Problem into an equivalent deterministic model, max Z = X1 + 2 X2 + 5 X3 ,subject to

P [a1 X1 + 3 X2 + a3 X3  ≤ 10 ] ≥ 0.9,

P [ 7 X1 + 5 X2 + X3  ≤ b2 ] ≥ 0.1,

X1, X2, X3  ≥ 0.

Assume that a1, a3 are independent normally distributed random variables with means E (a1) = 2, E (a3) = 5, V (a1) = 9, V (a3) = 16. Also assume that

b2 ~ N (15, 25).

 

  1. The manufacturing plant of an electronics firm produces two types of T.V. sets, both colour and black-and-white. According to past experiences, production of either a colour or a black-and-white set requires an average of one hour in the plant. The plant has a normal production capacity of 40 hours a week. The marketing department reports that, because of limited sales opportunity, the maximum number of colour and black-and-white sets that can be sold are 24 and 30 respectively for the week. The gross margin from the sale of a colour set is Rs. 80, whereas it is Rs. 40 from a black-and-white set.

The chairman of the company has set the following goals as arranged in the order of their importance to the organization.

    1. Avoid any underutilization of normal production capacity (on layoffs of production workers).
    2. Sell as many T.V. sets as possible. Since the gross margin from the sale of colour T.V. set is twice the amount from a black-and-white set, he has twice as much desire to achieve sales for colour sets as black-and-white sets.
    3. The chairman wants to minimize the overtime operation of the plant as much as possible.

Formulate this as a Goal Programming Problem.

 

SECTION C

Answer any TWO questions.                                                        (2 x 20 =40 marks)

  1. Solve the following Integer Programming Problem:

Max Z = 3 X1 +  X2 + 3 X3

subject to – X1 + 2 X2 + X3  ≤ 4,

4 X2 – 3 X3  ≤ 2,

X1 – 3 X2 + 2 X3  ≤ 3,

X1, X2, X3  ≥ 0.

 

  1. (i) Solve the following Dynamic Programming Problem (DPP):

Min Z =  subject to    = C , x j ≥ 0 , j = 1,2, … n. C > 0.

 

(ii) Solve the following LPP by DPP technique:

Max Z = 3 X1 + 4 X2 ,

subject to 2 X1 + X2  ≤ 40,

2 X1 + 5 X2  ≤ 180,

X1, X2 ≥ 0.

 

  1. Use Kuhn-Tucker necessary conditions to solve the following Generalized Non- Linear Programming Problem:

Max Z = 2 X1 – X12 +  X2

subject to 2 X1 + 3 X2  ≤ 6,

2 X1 + X2  ≤ 4,

X1, X2 ≥ 0.

 

  1. Solve the following Quadratic Programming Problem using Wolfe’s algorithm:

Max Z = 4 X1 + 6 X2 –  2 X12 – 2 X1 X2  –  2 X22 ,

subject to  X1 + 2 X2  ≤ 2,

X1, X2 ≥ 0.

 

 

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Loyola College M.Sc. Statistics April 2006 Actuarial Statistics Question Paper PDF Download

             LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034

M.Sc. DEGREE EXAMINATION – STATISTICS

AC 38

SECOND SEMESTER – APRIL 2006

                                                     ST 2953 – ACTUARIAL STATISTICS

 

 

Date & Time : 26-04-2006/9.00-12.00         Dept. No.                                                       Max. : 100 Marks

 

 

PART-A

ANSWER ALL QUESTIONS                                                                       10 ´ 2 = 20

 

  1. A has invested Rs.1000 in National Defence savings certificate. After 15 years he is entitled to receive Rs.1750. What rate of interest is realized in the transaction.?
  2. Find the nominal rate p.a  convertible quarterly corresponding to an effective rate of 6% p.a.
  3. Define a perpetuity due, immediate perpetuity .
  4. Write the formula for (Ia)n.
  5. Express ex in terms of  lx     .
  6. What is ?
  7. Show that
  8. What is double endowment assurance?
  9. Write the formula for net interest yield of a life insurance company.
  10. Given a complete table of  for all values of x and n , how would you find the value of ?

Part-B

ANSWER ALL QUESTIONS                                                                         5 ´ 8 = 40

 

  1. A has taken a loan of Rs.2000 at a rate of interest 4% p.a payable half-yearly. He    paid Rs.400 after 2 years Rs.600 after a further 2 years and cleared all outstanding dues at the end of 7 years from the commencement of the transaction. What is the final payment made by him?
  1. Find the amount of an annuity due of Rs. 300 p.a. payable 12 times a year for 20 years , on the basis of nominal rate oa 6%p.a. convertible 3 times a yaer. Find also the present value of these payment.
  2. Three persons are aged 30,35,40 respectively.Find the probability that                   One of them dies before age 45 While the others survive to age 55.                    ii. None of them dies before age 50.                                                                           iii. Atleast one of them attains age 65.                                                                     iv. None of them  survives upto age 65.
  3. Find the present value of an annuity due of Rs.1000 p.a. for 20 yeare if the rate of interest is 8% p.a. for the first 12 years and 6% p.a. there after. Find also the accumulated value.
  4. Calculate net annual premium under a special endowment assurance for Rs.18000 on (35) for 25 years, the premium being limited to 20 years. In the event of death during the term of assurance, total premium paid are returnable and on survivance to the end of 25 years, the basic sum assured becomes
  5. Calculate office annual premium for a whole life assurance for Rs. 20000 to a person aged 40. provide for first year expenses at 55% of premiums 17 per thousand sum assured; and renewal expenses of 5% of premium and 6 per thousand sum assured.
  6. Calculate the net single premium for an immediate annuity of Rs.1200 per annum payable half yearly in arrear for 15 years certain and thereafter for life to a person aged 60 at entry (basis: a(90) table and 8% interest).
  7. Calculate the net annual premium under a children deferred whole life assurance

for Rs 5000 on the life of a child aged 8,the assurance vesting at age 18.

 

                                           PART-C

ANSWER ANY TWO QUESTIONS                                       (2 ´ 20 = 40)

  1. a) A loan of Rs 5000 is to be repaid with interest at a rate of 6% p.a. by 18 level annual payment being made at the end of the first year. Immediately after the  10th payment has been made the borrower requests the lender for extension of the term of the loan by  another four years. What is the revised annual payment to be made during the next 12 years on the assumption that the lender to realise an interest of 7% hence forward?                                                                                                                 b) payments of i.  50/ at the end of each half year for the first 5 years followed by ii.  Rs.50/ at the end of each quarter for the next years, one made in to account to which interest is credited at the rate of 9% p.a. convertible half yearly. Find the accumulated value at the end of 10 years.
  2. a) Derive an expression for                                                                                                                        ii.                              iii.                                        b) A special  policy provides for the following benefits;                                                        i.  An initial sum of Rs.10,000 with guaranted annual additions of Rs.250 for each year’s premium paid after the first , if death occurs within the term of assurance.      ii. Rs.10,000 payable on survivance to the end of the term of assurance.                  iii. Free paid up assurance of Rs.10,000 at death after expiry of the term of assurance.                                                                                                          calculate net annual premium under the policy on the life of (35) for 25 years.
  3. a) A person aged 30 years has approached a life for a special type of policy providing for the following benefits;                                                                            Rs.1000 on death during the first 5 years                                                                  ii.Rs.2000   on death during  the next 15  years.                                                     iii. survival benefit of Rs.500 at the end of the 5th year.                                                iv. Further payment of Rs.2000 on survivance to 20 years.                                            v. Rs.150 paid for each premium paid.   Calculate the yearly premium assuming the paying term is 20 years.                                                                                          b) Derive the formula for decreasing temporary assurance (mortgage  redemption assurance).
  4. a) Derive the formulas for net premiums of the various life annuity plans. b) calculate office annual premium for an endowment assurance for Rs.15,000 to a person aged 35 for 25 years. provide for first year expenses at 50% of premium and 15 per thousand sum assured; and renewal expenses of 5%of premiums and 6 per thousand sum assured. A bonus loading of 20 per thousand is also offered. Calculate the office annual premium.

 

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Loyola College M.Sc. Statistics Nov 2006 Stochastic Processes Question Paper PDF Download

                     LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034    M.Sc. DEGREE EXAMINATION – STATISTICS

AB 26

THIRD SEMESTER – NOV 2006

         ST 3809 – STOCHASTIC PROCESSES

(Also equivalent to ST 3806)

 

 

Date & Time : 27-10-2006/9.00-12.00     Dept. No.                                                       Max. : 100 Marks

 

 

                   Section-A (10 × 2=20 marks)            

Answer ALL the questions

 

  1. Define (a) Stationary increments

(b) Independent increments of a stochastic process

  1. Define the period of a state of a Markov chain. Show that an absorbing state is recurrent.
  2. Let j be a state for which fjj(n) = n/(2(n+1)), n>0. Show that j is recurrent.
  3. Write down the postulates for a birth and death process.
  4. Define a Renewal process {N(t),t ≥ 0} and write down its renewal function.
  5. Define a submartingale.

  1. Let {Xn, n≥0} be a Branching process with the off spring mean m<1. Evaluate E[ Σ Xn].

n=0

  1. Define a Brownian motion process.
  2. Show that a Markov Renewal process is a Markov Chain with one step transition probabilities.
  3. Distinguish between wide-sense and strictly stationary processes.

 

Section-B

Answer any FIVE questions (5× 8 = 40 marks)

 

  1. Show that a Markov chain is fully determined, when its initial distribution and the one step transition probabilities of the Markov chain are known.
  2. Define a transient state and prove that transience is a class property. For any state i and a transient state j, prove that

Σ pij(n) <∞

n=1

  1. Show that in a two dimensional symmetric random walk, all the states are recurrent.
  2. Assume that a device fails when a cumulative effect of k shocks occur. If the shocks happen according to a Poisson process with the parameter λ, find the density function for the life T of the device.
  3. Obtain the system of differential equations satisfied by the transition probabilities of the Yule process and calculate its transition  probabilities when the initial condition is

X(0) = N.

  1. Derive the integral equation satisfied by the renewal function of a Renewal process.
  2. Let {X(t) | t Є[0,∞)} be a standard Brownian motion process. Obtain the conditional distribution of X(t) given X(t1)= α and X(t2)=β, where t1<t<t2.
  3. If {Xn} is a Branching process and φ n (s) is the probability generating function of Xn, show that φ n satisfies the relation φ n (s)= φ n-k k (s) ) for all k such that

k= 1,2,…,n.

 

 

 

Section-C

Answer any TWO questions (2×20 =40)

 

19.a.  Define a recurrent state. (2 marks)

  1. State and prove the Chapman-Kolmogorov equations for a discrete time  discrete space Markov Chain.(10 marks)
  2. Consider a random walk on the integers such that pi,i+1 = p, pi,i-1=q for all integers i (0<p<1,p+q=1). Determine p00(n).Also find the generating function of p00(n)  .(8 marks)

20.a. Show that recurrence is a class property.(6 marks)

  1. Show that states belonging to the same class have the same period.(6 marks)
  2. If lm  pjj(n)>0, show that j is positive recurrent and aperiodic.(8 marks)

n→∞

21.a   Stating the postulates for a birth and death process, derive Kolmogorov backward differential equations.(2+6 marks)

  1. Obtain E[X(t)], where X(t) is a linear birth and death process.(12 marks)

22.a.   Define a discrete time Martingale and show that the means of the marginal distributions are equal. (8 marks)

  1. State and prove the prediction theorem for minimum mean square error predictors.

(12 marks)

 

 

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Loyola College M.Sc. Statistics April 2006 Advanced Distribution Theory Question Paper PDF Download

             LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034

M.Sc. DEGREE EXAMINATION – STATISTICS

AC 27

FIRST SEMESTER – APRIL 2006

                                          ST 1810 – ADVANCED DISTRIBUTION THEORY

(Also equivalent to ST 1806/ST 1803)

 

 

Date & Time : 20-04-2006/AFTERNOON   Dept. No.                                                       Max. : 100 Marks

 

 

Section – A (2×10 = 20 marks)

Answer ALL the questions

  1. If X and Y are independent Binomial variates with same parameters (n, p), show that the conditional distribution of X given by X+Y is a Hyper geometric distribution.
  2. Let Xn be discrete uniform on {1/n, 2/n, 3/n …1}, n Є N. Find the moment generating function (MGF) of Xn.
  3. Define truncated Poisson distribution, truncated at zero and hence find its mean.
  4. State and prove the additive property of bivariate Binomial distribution.
  5. Show that for a random sample of size 2 from N(0, σ2)  population, E[X(2)] = σ/√п
  6. If (X1, X2) is bivariate normal, show that (X1-X2) is normal.
  7. Define bivariate exponential distribution.
  8. Show that in the case of bivariate exponential distribution, marginal distributions are exponential.
  9. Write down the density function of non-central t-distribution. What is its non-centrality parameter?
  10. Find the mean of non-central χ2– distribution.

Section – B (5×8 = 40 marks)

Answer any FIVE questions

  1. Find the MGF of power series distribution. Show that Binomial and Poisson distributions are particular cases of power series distribution.
  2. Establish the recurrence relation satisfied by raw moments of log-series distribution. Hence or otherwise, obtain the mean and variance of log-series distribution.
  3. In a trinomial distribution with the parameters (n, p1, p2), show that the marginal distributions are Binomial. Also, find the correlation coefficient between X1 and X2.
  4. If (X1, X2) is bivariate Poisson, obtain the conditional distributions and the regression equations.
  5. For lognormal distribution, show that mean > median > mode.

 

 

 

 

 

 

 

  1. Let X1 and X2 be independent and identically distributed random variables with positive variance. If (X1 +X2) and (X1-X2) are independent, show that X1 is normal.
  2. Show that the ratio of two independent standard normal variates is a Cauchy variate. Is the converse true?
  3. State and prove the additive property of Inverse Gaussian (IG) distribution.

Section- C

Answer any TWO questions (2×20= 40 marks)

19.a.  Show that in the case of multinomial distribution, multiple regressions are     linear. Hence find the partial correlation coefficient.         (10 marks)

  1. State and establish the additive property of trinomial distribution. (10 marks)

20.a. Obtain the MGF of bivariate Poisson distribution with the parameters (λ1, λ2, λ3). Also find the covariance of bivariate Poisson distribution.          (10 marks)

  1. Let (X1, X2) be bivariate Poisson. Find the necessary and sufficient condition for X1 and X2 to be independent. (10 marks)

 

21.a.  Let X1, X2 X3, Xbe independent  N(0,1) random variables. Find the distribution of (X1X4 – X2 X3)      (10 marks)

  1. Let (X1, X2) have bivariate normal distribution with the parameters (0,0,1,1,ρ) . Find the correlation coefficient between X12 and X22.    (10 marks)

22.a.  Derive the density function of non-central F-distribution. (10 marks)

  1. Find the mean and variance of non-central F-distribution.(10 marks)

 

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Loyola College M.Sc. Statistics Nov 2006 Statistical Computing – II Question Paper PDF Download

LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034                            LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034 M.Sc. DEGREE EXAMINATION – STATISTICSTHIRD SEMESTER – NOV 2006ST 3810 – STATISTICAL COMPUTING – II

Date & Time : 30-10-2006/9.00-12.00   Dept. No.                                                    Max. : 100 Marks
(i) Choose either 1 or 2(ii) 3 is compulsory(iii) Choose either 4 or 5(iv) 1. Compare the performances of SRS-HTE strategy and SRS-HARTELY ROSS UNBIASED RATIO TYPE ESIMATOR strategy in estimating  total population during the year 2006  using the  following population data assuming the sample size is 2 (Treat 2004 data as auxiliary information)
Area       : 1 2 3 4
Population in 2004    : 37 36 48 51 (in ‘000)
Population in 2006    : 41 49 51 57 (in ‘000)
2. Certain characteristics associated with a few recent US presidents are listed below:
President Birth region Elected first time Party Prior congressional experience Served as vice presidentReagen Midwest Yes Republican No NoCarter South Yes Democrat No NoFord Midwest No Republican Yes YesNixon West Yes Republican Yes YesJohnson South No Democrat yes Yes Define suitable binary variables to convert the above data into categorical data. Form clusters using   single and complete linkage methods with suitable similarity measure. Draw dendograms and compare your results.
3. (a) It is decided to estimate the proportion of students in a college having the habit of indulging in malpractice during examinations. Two random experiments were deviced. Device 1 when conducted will result in either the question “Do you indulge in copying during examinations ? “  or “Do you know the first prime minister of India ?” with probabilities 0.4 and 0.6 respectively. Device 2 also results in one of those two questions with probabilities 0.45 and 0.55. The following is the data collected from 2 independent SRSWRs of sizes 10 and 15. Responses from the first and second samples which used device 1and device 2 are
yes,no,yes,yes,no,no,yes,yes,no,no
and no, no, yes,yes,no,yes,yes,no,yes,no,no,no,yes,yes,no
Estimate the proportion of students in the college who got the habit of using unfair means during exams and also estimate the variance of your estimate.
(b)  Given the normal distribution Np , where
=        and      =
(i) Find the distribution of CX, where C = (1, -1 , 1 )(ii) Find the conditional distribution of       [X1, X2] X3 = 190;  [ X1,  X3] X2 = 160 ;   X1 [ X2 = 150 , X3 = 180]
4.    (a)  A certain genetic model suggests that the probabilities of a particular  trinomial               distribution are respectively P1 = p 2,  P2 =  2p(1-p) and P 3 = (1-p2) , 0 < p < 1.                If x1, x2  and x3 represent the respective frequencies in  n independent trials, how                 we would check on the adequacy of the genetic model given x1 = 25 ,  x2 = 35              and x3 = 40.       (b) The following table gives the probabilities and the observed frequencies in 4              phenotypic classes AB, Ab, aB, ab in a genetical experiment.  Estimate the               parameter  by the method of maximum likelihood and find the standard error.
Class        :    AB   Ab   aB   ab Prabability  :         Frequency  :   102   25 28   5      (16+17)
5. (a)  A markov chain with state space   has tpm given by           Find      (i)  equivalence classes. (ii)  recurrent and transient states (iii) mean recurrence time for recurrent states (iv) periodicity of the states.
(b) A Markov chain with state space  Obtain the steady state distribution of the Markov chain.

 

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Loyola College M.Sc. Statistics Nov 2006 Statistical Computing – I Question Paper PDF Download

                  LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034        M.Sc. DEGREE EXAMINATION – STATISTICS

AB 21

FIRST SEMESTER – NOV 2006

ST 1812 – STATISTICAL COMPUTING – I

 

 

Date & Time : 04-11-2006/1.00-4.00           Dept. No.                                                       Max. : 100 Marks

 

 

 

Answer any  THREE questions.

  1. a.) The following data relates to the family size(X) and average food expenditure per week (Y) of 8 persons randomly selected from a small urban population.

Y: 40   50   50   70   80   100  110  105

X: 1      1     2     3     4      2      5      6

Assuming there is a linear relationship between Y and X, perform a regression of Y on X and estimate the regression coefficients. Also find the standard error of the estimate.

b.) Consider the following ANOVA table based on OLS regression.

Source of Variation     df        Sum of Squares

Regression                   ?          800

Residual                      45        ?

Total                            49        1200

  • How many observations are there in the sample?
  • How many independent variables are used in the model ?
  • Find an unbiased estimate of the variance of the disturbance term?
  • Calculate the value of the coefficient of determination and interpret it.
  • Test the overall significance of the model at 5% level.

(20+14)

 

  1. a.) Consider the following information from a 4 variable regression equation:

Residual sum of squares = 94;

Y = 10, 12, 14, 9, 7, 8, 2, 22, 4, 12.

i.)   Find TSS and ESS.

ii.) Test the hypothesis that R2 = 0 Vs R2 # 0 at 5% level.

b.) Test whether there is structural change in the model Y = β0 + β1X + u

between the two groups where the observations under group I and group

II are as given below:

Group I      Y: 10        15        17        14        12

X: 3          5          4          6          7

Group II     Y: 12        14        13        15        18

X: 5          3          7          6          4

Use 5% level.

c.) Consider the following OLS regression results:

Y = 16.5 + 2.1X1 + 50X2

(10)     (0.5)      (20)          n = 28

where the numbers in the parenthesis are the standard error of the

regression coefficients.

i.) Construct a 95% confidence interval for β1.

ii.) Test whether in intercept is significantly different from zero at 5%

level.

(7+20+7)

 

 

  1. a.) Consider the following data on annual income (in 000’s $) categorized by

gender and age.

Income: 12        10       14       15        6       11       17

Gender:  0         1          1          0        0         1         1

Age:  1         1          0         1         0         0         1

where Gender = 1 if male; 0 if female

Age = 1 if less than or equal to 35; 0 if greater than 35.

Perform a linear regression of Income on Gender and age. Interpret the results.

What is the benchmark category for the above model ?

b.) Fit a Poisson distribution for the following data relating to the number of

printing mistakes per page in a book containing 200 pages:

Number of mistakes:   0          1          2          3          4          5

Frequency:  60        50        40        30        15        5

(17+17)

  1. Fit a normal distribution for the following heights (in cms) 0f 200 men

randomly selected from a village.

Height:            144 – 150        150 – 156        156 – 160        160 – 164

frequency:       3                       10                   25                    50

Height:            164 – 168        168 – 172        172 – 176

Frequency:                 63                      30                    19

Also test the goodness of fit at 5% level.                                           (33)

 

  1. a.) Fit a truncated binomial distribution to the following data and test the

goodness of fir at 5% level.

X:        1          2          3          4          5          6          7

f:        6          15        18        12        9          8          2

b.) Fit a negative binomial distribution to the following data and test the

goodness of fit at 5% level.

X:        0          1          2          3          4          5

f:        180      120      105      90        40        12

(20+14)

 

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Loyola College M.Sc. Statistics Nov 2006 Measure And Probability Theory Question Paper PDF Download

                      LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034

M.Sc. DEGREE EXAMINATION – STATISTICS

AB 18

FIRST SEMESTER – NOV 2006

ST 1809 – MEASURE AND PROBABILITY THEORY

 

 

Date & Time : 28-10-2006/1.00-4.00    Dept. No.                                                       Max. : 100 Marks

 

 

 

Part A

Answer all the questions.                                                                            10 X 2 = 20

 

  1.  Define minimal s – field.
  2. Explain Lebesgue measure with an example.
  3. What is a set function?
  4. What is positive part and negative part of a borel measurable function?
  5. State Randon – Nikodym theorem
  6. Show that a random variable need not necessarily be a discrete or continuous type.
  7. Define almost everywhere convergence.
  8. State Holder’s inequality.
  9. Describe a simple function with an example.
  10. If Xn  X and g is continuous then show that g(Xn)  g (X).

 

Part B

 

Answer any five questions.                                                                           5 X 8 = 40

 

  1. Show that countable additivity of a set function with m(f) = 0 implies finite additivity of a set function.
  2. Show that a counting measure is a complete measure on a s – field.
  3. Let F be the distribution function on R given by

0          if   x < -1

1 + x    if   -1 £ x < 0

F(x) =           2 + x2   if   0£ x < 2

9          if   x ³ 2.

If m is the Lebesgue – Stieltjes measure corresponding to F, compute the measure

of the set { x: ÷ x÷ + 2x2 > 1}.

  1. Let f be B-measurable and if f = 0 a.e. [m]. Then show that f dm = 0.
  2. State and establish additivity theorem of integral.
  3. State and establish Minkowski’s inequality.

 

 

  1. If XnX then show that (Xn2 + Xn) (X2 + X).
  2. Describe Central Limit theorem and its purpose.

 

Part C

 

Answer any two questions.                                                                         2 X 20 = 40

 

  1. a). If { Ai , i ³ 1) is a sequence of subsets of a set W then show that

Ai = (A i  – A i – 1).

b). Show that a monotone class which a field is s – field.                          (10 +10)

  1. a). State and establish basic integration theorem.

b). If hdm exists then show that ½hdm ½£ ïh ïdm                           (12 + 8)

  1.  a). State and establish monotone class theorem.

b). If    Xn  X  then show that E½Xn½r   E½X½r  as n ® ¥. (12+ 8)

  1. a). Show that Liapunov’s Central Limit theorem is a particular case of

Lindeberg’s Central Limit theorem.

b). State and establish Levy’s theorem.                                                       (8 + 12)

 

 

 

 

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Loyola College M.Sc. Statistics Nov 2006 Investment Management Question Paper PDF Download

             LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034  M.Sc. DEGREE EXAMINATION – STATISTICS

AN 28

THIRD SEMESTER – NOV 2006

         EC 3900 – INVESTMENT MANAGEMENT

 

 

Date & Time : 03-11-2006/9.00-12.00         Dept. No.                                                       Max. : 100 Marks

 

 

 

Part  – A

 

Answer any FIVE questions in about 75 words each.                  (5 x 4 = 20 marks)

  1. Distinguish between security and non-security forms of investment.
  2. What is a turn around stock?
  3. Why is standard deviation of returns suggested as a measure of risk?
  4. What is the role of correlation in reducing portfolio risk?
  5. Briefly explain the benefits of diversification.
  6. What is opportunity-threat analysis?
  7. What is meant by week-end effect?

 

Part – B

 

Answer any FOUR questions in about 300 words each.            (4 x 10 = 40 marks)

  1. Explain the advantages of investing in equity shares.
  2. Compute the risk and return from the following data of price and dividend of a scrip

Year :                    1987    1988    1989    1990    1991

Price:                     11.50   11.50   19        29.50   31.50

Dividend:              –           1.20     1.50     1.50     1.50

  1. State and explain Samuelson’s continuous equilibrium model.
  2. Explain Markowitz diversification and classification of risk.
  3. Distinguish Simulation test, Serial correlation test and filter rules.
  4. Briefly explain the methods of forecasting.
  5. Explain equilibrium of a risk-averse and risk-loving investor diagrammatically.

 

Part – C

 

Answer any TWO questions in about 900 words each.              (2 x 20 = 40 marks)

  1. Explain the significance of Macro Economic environment in security analysis.
  2. State and explain Random Walk theories.
  3. Explain the role of variance, covariance analysis in security analysis using appropriate illustrations.
  4. Discuss the approaches to measurement of portfolio risk.

 

 

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Loyola College M.Sc. Statistics Nov 2006 Fuzzy Theory And Applications Question Paper PDF Download

   LOYOLA COLLEGE AUTONOMOUS), CHENNAI – 600 034

M.Sc. DEGREE EXAMINATION – STATISTICS

AB 28

THIRD SEMESTER – NOV 2006

ST 3875 – FUZZY THEORY AND APPLICATIONS

 

 

Date & Time : 06-11-2006/9.00-12.00   Dept. No.                                                       Max. : 100 Marks

 

 

 

SECTION – A

Answer ALL the Questions                                                                    (10 x 2 = 20 marks)

 

  1. Define a fuzzy set. Give an example.
  2. Define α–cut and strong α –cut of a fuzzy set.
  3. Define height of a fuzzy set. What is a normal fuzzy set?
  4. What is the axiomatic skeleton for fuzzy complements?
  5. Give two examples of fuzzy t-conorm that are frequently used as fuzzy unions.
  6. If X = {0, 1, 2, 3, 4} and A is a fuzzy set defined by the membership function

A(x) = x / 4, find the scalar cardinality of A

  1. Give an example of fuzzy set operations that constitute a dual triple.
  2. Distinguish between direct and indirect methods of constructing membership

functions.

 

  1. Define an ‘Artificial Neural Network’.
  2. State the formal definition of ‘Knowledge’.

 

 

SECTION – B

Answer any FIVE Questions                                                                    (5 x 8 = 40 marks)

 

  1. Prove that a fuzzy set A on R is convex if and only if A(λx1 + (1 – λ) x2) ≥

min[A(x1), A(x2)]   for all x1, x2  R and all where min denotes the

minimum operator.

 

  1. Let Ai F(X) for all iI, where I is an index set. Then prove that

and .

  1. Explain the extension principle for fuzzy sets.
  2. Prove that the standard fuzzy intersection is the only idempotent t-norm.
  3. Let X = R and let A be a fuzzy set defined by the membership function

x – 1, 1 ≤ x ≤ 2

A (x) =       3 – x , 2 ≤x ≤ 3

0,    otherwise

Plot the membership function and the ½ -cut and ¼ -cut of A. Also find the support and core and state whether it is a normal fuzzy set.

 

 

 

 

  1. Define an increasing generator and decreasing generator and their Pseudo-inverses.

Give an example for both and find their Pseudo-inverses.

 

  1. Discuss the indirect method of constructing membership functions with one expert.
  2. Describe a multilayer feed forward network with a neat diagram.

 

SECTION -C

Answer any TWO Questions                                                                 (2 x 20 = 40 marks)

 

  1. (a) Let A, B F(X). Then prove that the following properties hold good for all

.

 

(b) Give an example to show third decomposition theorem.                              (15 + 5)

 

  1. (a) State and prove First decomposition theorem.

(b) Prove that every fuzzy complement has at most one equilibrium.                 (12 + 8)

  1. Let X ={x1, ..,x4} be a universal set and suppose three experts E1, E2, E3 have

specified the valuations of these four as elements of two fuzzy sets A and B as given

in the following table:

Membership in A                       Membership in B

Element E1 E2 E3
x1

x2

x3

x4

1

0

1

1

1

1

0

1

0

1

1

1

Element E1 E2 E3
x1

x2

x3

x4

0

1

0

0

1

0

0

1

0

1

1

0

 

 

 

 

 

 

Assuming that for set A, the evaluations by the three experts have to be given

weights as c1 = ½, c2 = ¼, c3 = ¼ and for set B as equal weights, find the degree of

membership of the four elements in A and in B. Also, evaluate the degree of

membership in A∩B using the Standard intersection and Bounded difference  function and that in AUB  using the Standard union and Drastic Union..

 

  1. (a)Describe the basic model of a neuron with a neat diagram, labeling its elements

and explaining the notations.

(b)Discuss the three basic types of activation functions.

 

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Loyola College M.Sc. Statistics Nov 2006 Applied Regression Analysis Question Paper PDF Download

LOYOLA COLLEGE (AUTONOMOUS), CHENNAI 600 034

M.Sc. Degree Examination – Statistics

 I Semester – November 2006

ST 1811 – APPLIED REGRESSION ANALYSIS

02 / 11/ 2006                                         Time: 1.00. – 4.00                    Max. Marks: 100 

 

SECTION – A

Answer ALL the Questions                                                                    (10 x 2 = 20 marks)

  1. Define ‘residuals’ and ‘residual sum of squares’ in a linear model.
  2. State the test for the overall fit of a linear regression model.
  3. Define Adjusted R2 of a linear model.
  4. Give an example of a relationship that can be linearized.
  5. What is the variance stabilizing transformation used when σ2 is proportional to E(Y)[1 – E(Y)]?
  6. State any one criterion for assessing and comparing performances of linear models.
  7. State any one ill-effect of multicollinearity.
  8. Illustrate with an example why both X and X2 can be considered for inclusion as regressors in a model.
  9. Define the logit link used for modeling a binary dependent variable.
  10. Define any one measure of performance of a logistic model.

 

SECTION – B

 

 

Answer any FIVE Questions                                                                    (5 x 8 = 40 marks)

  1. Discuss “No-Intercept Model” and give an illustrative example where such a model is appropriate. State how you will favour such a model against a model with intercept. Indicate the ANOVA for such a model.

 

  1. A model (with an intercept) relating a response variable to four regressors is to be built based on the following sample of size 10:

 

Y X1 X2 X3 X4
13.8

22.9

23.7

16.8

21.6

25.5

16.6

17.4

19.9

24.6

3

1

6

2

7

6

4

9

4

5

14

26

13

17

23

21

29

17

16

27

33

35

28

27

39

38

28

25

30

32

5

7

9

12

8

15

11

7

13

15

Write down the full data matrix. Also, if we wish to test the linear hypothesis               H0: β4 = 2β1 + β2, write down the reduced model under the H0 and also the reduced data matrix.

 

  1. Give the motivation for standardized regression coefficients and explain anyone method for scaling the variables.

 

  1. The following residuals were obtained after a linear regression model was built:

0.17, – 1.04, 1.24, 0.48, – 1.83, 1.57, 0.50, – 0.32, – 0.77

Plot the ‘normal probability plot’ on a graph sheet and draw appropriate conclusions.

 

  1. Describe the Box-Cox method of analytical selection of transformation of the dependent variable.

 

  1. Discuss the role of dummy variables in linear models, explaining clearly how they are used to indicate different intercepts and different slopes among categories of respondents /subjects. Illustrate with examples.

 

  1. The following is part of the output obtained while investigating the presence of multicollinearity in the data used for building a linear model. Fill up the missing entries and point out which regressors are involved in collinear relationship(s), if

any:

 

Eigen

Value

(of X’X)

Singular

value

(of X)

Condition

Indices

Variance Decomposition Proportions

X1        X2             X3           X4           X5           X6

2.429 ? ? 0.0003    0.0005      0.0004     0.0000   0.0531        ?
1.546 ? ? 0.0004    0.0000           ?         0.0012   0.0032    0.0559
0.922 ? ?     ?         0.0033      0.9964     0.0001   0.0006    0.0018
0.794 ? ? 0.0000    0.0000      0.0002     0.0003        ?        0.4845
0.308 ? ? 0.0011        ?           0.0025     0.0000   0.7175    0.4199
0.001 ? ? 0.9953    0.0024      0.0001         ?        0.0172    0.0029

 

  1. Discuss ‘Spline’ fitting.

 

 

SECTION – C

 

 

Answer any TWO Questions                                                                 (2 x 20 = 40 marks)

  1. (a)Depict the different possibilities that can arise when residuals are plotted against the fitted (predicted) values and explain how they can be used for detecting model inadequacies.

(b) Explain ‘partial regression plots’ and state how they are useful in model building.                                                                                                        (13 + 7)

 

  1. The following data were used to regress Y on X1, X2, X3 and X4 with an intercept term and the coefficients were estimated to be β0^ = 45.1225, β1^ = 1.5894,        β2^ = 0.7525, β3^ = 0.0629,  β4^ = 0.054. Carry out the ANOVA and test for the overall significance of the model. Also test the significance of the intercept and each of the individual slope coefficients.
Y(Heat  in calories) X1(Tricalium Aluminate) X2(Tricalcium Silicate) X3(Tetracalcium alumino ferrite) X4(Dicalium silicate)
78.5 7 26 6 60
74.3 1 29 15 52
104.3 11 56 8 20
87.6 11 31 8 47
95.9 7 52 6 3
109.2 11 55 9 22
102.7 3 71 17 6
72.5 1 31 22 44
93.1 2 54 18 22
115.9 21 47 4 26

The following is also given for your benefit:

15.90911472 -0.068104115 -0.216989375 -0.042460127 -0.165914393
-0.068104115 0.008693142 -0.001317006 0.007363424 -0.000687829
-0.216989375 -0.001317006 0.003723258 -0.001844902 0.002629903
-0.042460127 0.007363424 -0.001844902 0.009317298 -0.001147731
-0.165914393 -0.000687829 0.002629903 -0.001147731 0.002157976

 

(X’X)– 1 =

 

 

 

 

 

 

  1. Build a linear model for a DV with a maximum of four regressors using Stepwise Procedure, based on a sample of size 25, given the following information:

SST = 5600, SSRes(X1) = 3000, SSRes(X2)  = 3300, SSRes(X3) = 3600,

SSRes(X4) = 2400, SSRes(X1,X2) = 2300, SSRes(X1,X3) = 2760,

SSRes(X1,X4) = 2100, SSRes(X2,X3) = 2600, SSRes(X2,X4) = 2040,

SSRes(X3,X4) = 1980, SSRes(X1, X2, X3) = 2000, SSRes(X1, X2, X4) = 1800,

SSRes(X1,X3, X4) = 1700, SSRes(X2,X3,X4) = 1500, SSRes(X1,X2,X3, X4) = 1440.

 

  1. (a) Briefly indicate the Wilk’s Likelihood Ratio Test and the Wald’s Test for testing the significance of a subset of the parameters in a Logistic Regression model.

(b) The following data were used to build a logistic model:

DV 1 1 0 1 0 0 1 0 1 1 1 0 0 1 0 1 1 0 0 0
X1 2 4 1 0 -1 3 5 -2 3 -2 3 0 -4 2 -3 1 -1 3 4 -2
X2 -2 -4 2 0 4 -2 1 3 -4 2 1 3 0 -2 -4 -3 1 -1 2 0

The estimates were found to be β0 = 2.57, β1 = 3.78, β2 = – 3.2. Construct the Gains Table and compute KS Statistic.                                                          (8+12)

 

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Loyola College M.Sc. Statistics Nov 2006 Analysis Question Paper PDF Download

               LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034           M.Sc. DEGREE EXAMINATION – STATISTICS

AB 17

FIRST SEMESTER – NOV 2006

         ST 1808 – ANALYSIS

 

 

Date & Time : 26-10-2006/1.00-4.00           Dept. No.                                                       Max. : 100 Marks

 

 

.SECTION – A

Answer ALL questions.                                          ( 10 x 2 = 20 marks)

 

  • Define a metric and give an example.

 

  • Let ρ be a metric on X. Define σ = 2ρ. Show that ρ and σ are equivalent.

 

  • Define Norm on a Vector Space. Give two examples.

 

  • Write two equivalent definitions of a limit point of a set.

 

  • Explain Linear function with an example.

 

  • Define a contraction mapping and verify whether a contraction mapping is continuous .

 

  • Suppose { xn }   and  { vn  }  are sequences in R1. State the conditions under which we can write

( i ) xn  = O ( v)     ( ii )  x= o ( v).

 

  • State D’Alembert’s ratio test regarding convergence of a series.

 

  1. State the general principle of uniform convergence of a sequence of real / complex valued functions.

 

  1.  Let D1 be any partition of [ a , b ]. If D is the partition containing all the points of division of D1 , then show that the lower sums  satisfy the inequality               s (D , f , g )  ≥   s ( D1 ,f , g ).

 

SECTION – B

 

Answer any FIVE questions                               ( 5 x 8 = 40 marks )

———————————-

  1. State and prove Cauchy –  Schwartz inequality regarding inner product.
  2.  Prove that a necessary and sufficient condition for the set F to be closed is that  lim xΠ F whenever { x n } is a convergent sequence of points in F.

n

 

  1.  Let  X = R2 , E = R2  – { (0,0) } and Y = R1 .

Define g : E →    R1  as

 

g ( x , y ) = x 3  / ( x 2  +  y 2 ) ,  (x , y ) Î E

 

Show that g ( x , y )  →  0 as  ( x , y )  →  (  0 , 0 ).

 

 

  1. Prove that pointwise convergence does not imply uniform

convergence of a sequence { fn } of functions.

 

  1. Prove that a linear function f : Rm → Rn  is everywhere continuous.

 

  1. Show that  R1   with usual metric is complete.

 

  1. Establish the following relations :

 

( i )  O ( vn )  +  O ( wn ) =  O ( vn  +  wn  )

( ii ) O ( vn )  +  O (vn  ) =  O ( vn )

( i )  O ( vn ) O ( wn ) =  O ( vn wn  )

 

  1. Let f : X →  Rn  ( X  C Rm  ) be differentiable at ξ  Î  X. Then show that all the partial derivatives Di fj (ξ ) ,  i = 1,2, . . . , m ; j = 1,2, . . . , n exist and obtain the linear derivative Df (ξ ).

 

SECTION –  C

 

Answer any TWO questions.                             ( 2 x 20 = 40 marks )

———————————–

 

  1. ( a ) Let X =  R2.  Take  xn  = (   3n / (2n + 1) , 2n2  / (n2  – 2 ) ) ,

n = 1, 2, 3,  . . . .

Show that ( i )  x n –|→   ( 1/2  , 2 ) as n  →  ∞

( ii ) x →    ( 3/2  , 2 ) as n  → ∞

( 8 marks)

 

( b ) Let ρ  be a metric on X. Define  σ  =   ρ / ( 1 + ρ )

show that ( i )   σ  is a metric

( ii )   ρ and σ  are equivalent.     ( 12 marks)

 

  1. Let ( X , ρ )  be a metric space and let  f i  ,  i = 1,2, … , n be

functions form X to R1 .

Define f = ( f 1  , … , fn ) : X →  Rn   as

f ( x ) = ( f 1( x ), . . . , f n( x ) ). Then show that f is continuous

at  x0  Î  X  iff  f is continuous at  x0 , for all  i  = 1, 2, 3, … , n.

 

  1. ( a ) State and prove Banach’s fixed point theorem ( 16 marks)

 

( b ) State any two properties of compact sets.            ( 4  marks)

 

 

  1. ( a ) State and prove Cauchy’s root test regarding convergence of series of compex terms. ( 10 marks )

 

( b ) State and prove Darboux theorem regarding Riemann – Stieltje’s integral.

( 10 marks )

 

 

 

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Loyola College M.Sc. Statistics Nov 2006 Advanced Distribution Theory Question Paper PDF Download

                        LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034

M.Sc. DEGREE EXAMINATION – STATISTICS

AB 19

FIRST SEMESTER – NOV 2006

ST 1810 – ADVANCED DISTRIBUTION THEORY

(Also equivalent to ST 1806/1803)

 

 

Date & Time : 31-10-2006/1.00-4.00    Dept. No.                                                       Max. : 100 Marks

 

 

SECTION – A

Answer all the questions                                                                                  (10 x 2 = 20)

  1. Define truncated distribution and give an example.
  2. Show that geometric distribution satisfies lack of memory property.
  3. Define bivariate binomial distribution.
  4. If (X1,X 2) is bivariate Poisson, find the marginal distributions.
  5. If (X1,X 2) is bivariate normal, find the distribution of X1 – X 2 .
  6. Define bivariate exponential distribution of Marshall – Olkin.
  7. Find the mean of non-central chi-square distribution.
  8. Explain compound distribution.
  9. Let X 1 ,X2 ,X 3 be independent N(0,1) random variables. Examine whether

X12 + X2 2 + 2X3 2 – X1X2 + 2X2X3  has a chi-square distribution.

  1. Let X 1 ,X2 ,X 3,X4 be independent N(0,1) random variables. Find the MGF of X1X2+ X3X4.

 

SECTION – B

Answer any five questions                                                                                (5 x 8 = 40)

  1. For a power series distribution, state and establish a recurrence relation satisfied by the

cumulants.

  1. For a lognormal distribution, show that mean > median > mode.
  2. State and establish the additive property for bivariate binomial distribution.
  3. Derive the conditional distributions associated with bivariate Poisson distribution.
  4. If X = (X1,X 2)/ is bivariate normal with mean vector m and dispersion matrix S , then show that

a/ X  and b/ X are independent if and only if  a/ S b = 0.

  1. If X = (X1,X 2)/ is bivariate exponential, find the distribution of Min{ X1,X 2}.
  2. State and establish the additive property for noncentral chi-square distribution.
  3. If X has Np(m , S) distribution, then show that ( X – m )/ S -1(X – m ) is distributed as chi-square.

 

SECTION – C

Answer any two questions                                                                                (2 x 20 = 40)   

19 a) State and establish a characterization of exponential distribution.

  1. b) Let X1, X2, …,Xn denote a random sample from IG(m, l). Show that

 

  1. =  S Xi /n  follows IG distribution
  2. ii)  lV = l  (S 1/Xi – 1/  ) follows chi-square distribution

and   iii)        and V are independent.

 

20 a) State and establish a relation between bivariate binomial and bivariate Poisson distributios.

  1. b) Define bivariate beta distribution.Derive its probability density function.

21 a) State and establish a characterization of bivariate exponential distribution.

  1. b) Define non-central F distribution and derive its mean and variance.

22 a) State and prove Cochran theorem.

  1. b) Given a random sample from normal distribution, using the theory of quadratic forms, show

that the sample mean and the sample variance are independent.

 

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Loyola College M.Sc. Physics Nov 2006 Statistical Mechanics Question Paper PDF Download

             LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034  M.Sc. DEGREE EXAMINATION – PHYSICS

AC 11

FIRST SEMESTER – NOV 2006

         PH 1806 – STATISTICAL MECHANICS

(Also equivalent to PH  1801)

 

 

Date & Time : 26-10-2006/1.00-4.00           Dept. No.                                                       Max. : 100 Marks

 

 

 

PART A ( 20 MARKS )

 

ANSWER ALL QUESTIONS.                                        10 X 2 = 20

 

  1. State the ergodic hypothesis. Is it true?
  2. What is meant by stationary ensemble?
  3. When is the classical limit of the quantum description of systems valid?
  4. State the condition for mechanical equilibrium between two parts of a composite system.
  5. State two features of the Gibb’s canonical ensemble.
  6. What is the significance of the temperature T0 for an ideal Bose gas?
  7. Does the chemical potential of an ideal Fermi gas depend on temperature?
  8. What is the implication of Einstein’s result for the energy fluctuations of black body radiation?
  9. What is a stationary Markoff process?
  10.  Write down the Boltzman transport equation.

 

PART B ( 30 MARKS )

 

ANSWER ANY FOUR QUESTIONS.                     4 X 7.5 =30

 

 

 

  1. State and explain the basic postulates of statistical mechanics.

 

  1. Obtain the distribution for an ideal Fermi gas.

 

 

  1. Apply the Bose- Einstein statistics to photons and obtain the Planck law of black body radiation.

 

  1. Discuss the temperature dependence of the energy, specific heat and entropy of an ideal Bose gas.

 

 

  1. Calculate the concentration fluctuation for a grand canonical ensemble. Show that for an ideal classical gas it increases as the volume of the gas decreases.

 

 

 

 

 

 

 

 

PART C ( 50 MARKS )

 

 

ANSWER ANY FOUR QUESTIONS.                                    4 X 12.5 = 50

 

 

 

  1. (a) Prove Liouville theorem. Use it to arrive at the principle of conservation of density in phase space.

(b) Explain the principle of conservation of extension in phase space.

 

17.Calculate the entropy of an ideal Boltzman gas using the micro canonical ensemble. Explain the corrections to be made to obtain the Sackur-Tetrode equation.

 

18.Calculate the pressure exerted by a Fermi-Dirac gas of relativistic electrons in the ground state. Use the result to explain the existence of the Chandrasekhar limit on the mass of a white dwarf.

 

19.Discuss Brownian motion in 1-d and obtain an expression for the particle concentration as a function of (x,t). Explain how Einstein estimated the particle diffusion constant.

 

  1. Derive the Boltzmann transport equation. Use it to find the distribution function in the absence of collisions.

 

 

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Loyola College M.Sc. Physics Nov 2006 Statistical Mechanics Question Paper PDF Download

             LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034  M.Sc. DEGREE EXAMINATION – PHYSICS

AC 15

FIRST SEMESTER – NOV 2006

         PH 1810 – STATISTICAL MECHANICS

 

 

Date & Time : 26-10-2006/1.00-4.00           Dept. No.                                                       Max. : 100 Marks

 

 

 

PART A (20 MARKS)

 

 

ANSWER ALL QUESTIONS                                      10 X 2 = 20

 

 

  1. State the ergodic hypothesis.
  2. State the principle of conservation of extension in phase space.
  3. When is the classical limit of the quantum description of a system valid?
  4. Sketch the Maxwell velocity distribution.
  5. Why is the super fluid transition in Helium known as the lambda transition?
  6. What is the significance of the fermi temperature?
  7. What is the pressure exerted by a Fermi gas at absolute zero?
  8. How is the super fluidity of Helium-3 explained?
  9. Give Einstein’s relation for the particle diffusion constant.
  10. Define spectral density for a randomly fluctuating quantity.

 

PART B (30 MARKS)

 

 

ANSWER ANY FOUR QUESTIONS                         4 X 7.5 = 30

 

 

  1. Discuss the quantum picture of a micro canonical ensemble.

 

  1. Obtain the distribution for an ideal Fermi gas.

 

 

  1. Apply the Bose  Einstein statistics to photons and obtain the Planck law for black body radiation.

 

  1. Find the temperature dependence of the chemical potential for an ideal FD gas.

 

 

  1. Discuss the random walk problem in 1-d and apply the results to a system of N particles each having a magnetic moment m.

 

 

 

 

 

 

 

 

PART C (50 MARKS)

 

 

ANSWER ANY FOUR QUESTIONS.                                    4 X 12.5 = 50

 

 

  1. Calculate the entropy of an ideal Boltzmann gas using the micro canonical ensemble. Explain the corrections to be made to obtain the Sackur-Tetrode equation.

 

  1. (a) Discuss the features of the Gibb’s canonical ensemble.

(b) Discuss the rotational partition function for a system of diatomic molecules.

 

  1. Discuss the thermodynamic properties of an ideal Bose-Einstein gas.

 

  1. Calculate the pressure exerted by a FD gas of relativistic electrons in the ground state. Use the result to explain t5he existence of Chandrasekhar limit on the mass of a white dwarf.

 

 

  1. (a) Show that the fractional fluctuation in concentration is smaller than the MB case for FD statistics and larger for BE statistics.

(b) Obtain Einstein’s result for the energy fluctuations of black body radiation. What is the implication of the result?

 

 

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Loyola College M.Sc. Physics Nov 2006 Electronics – I Question Paper PDF Download

                         LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034

M.Sc. DEGREE EXAMINATION – PHYSICS

AC 13

FIRST SEMESTER – NOV 2006

PH 1808 – ELECTRONICS – I

 

 

Date & Time : 31-10-2006/1.00-4.00     Dept. No.                                                       Max. : 100 Marks

 

 

PART – A

  1. Draw the circuit diagram of an Integrator using an operational amplifier.
  2. State any two advantages of a R-2R D/A converter over a binary weighted D/A converter.
  3. Develop an ASM program for µP 8085 which sets the C register to 1 if the MSB or LSB of the number at memory location 8100h is ‘1’ else sets C register to 0.
  4. Develop a subroutine for µP 8085 to find the factorial of the number passed to it through the B register.
  5. Develop a program for µP 8085 to convert a two digit packed BCD number in register A to unpacked BCD format in BC register pair.
  6. Develop a program for µP 8085 to generate a square wave in SOD line.
  7. Develop a program segment for µP 8085 to mask RST5.5 and enable the rest.
  8. Write notes on the ALE and READY lines of µP 8085.
  9. State the advantage of relative branching available in Z80 over absolute branching.
  10. Develop an ASM program for µP Z80 to input 40 bytes from I/O port 30h and to store them from 8100h using string primitives.

 

PART – B

  1. Sketch neat circuit diagrams of Op-amp based inverting and non-­inverting amplifiers. Also derive expressions for their voltage gains. (6+6.5)
  2. With timing diagram, explain the instruction cycle for LXI H,FFFFH of µP 8085.
  3. If the crystal frequency of an 8085 system is 1 M.Hz, calculate the delay generated by the following segment of code.

MVI A,50H

rpt:       DCR A

JNZ rpt

  1. Write notes on the software and hardware interrupts available in µP 8085.
  2. Explain the various block transfer and block search instructions available in µP Z80.

 

PART – C

  1. Develop an interface and program for µP 8085 to implement an 8 bits successive approximation A/D converter.
  2. Develop a program for µP 8085 to solve n1Cr1n2Cr2 . Use a subroutine for factorial.
  3. There are eight LEDs and two switches (S0 and S1) connected to ports, PA and PB respectively. Develop an ASM program for mP 8085 to generate the following pattern.
S1 S0 LEDs
0 0 OFF
0 1 Binary Ascending
1 0 Left to Right
1 1 All Blinking

 

  1. Explain memory mapped I/O and I/O mapped I/O schemes of m Also explain with a neat circuit diagram how I/O mapped I/O scheme can be implemented with address decoding for 2 ROM chips of 8KB each and 6 RAM chips of 8KB each. (6+6.5)
  2. Develop a program for Z80 to copy the elements of an array into an overlapping array.

 

 

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Loyola College M.Sc. Physics Nov 2006 Classical Mechanics Question Paper PDF Download

                        LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034

M.Sc. DEGREE EXAMINATION – PHYSICS

AC 14

FIRST SEMESTER – NOV 2006

PH 1809 – CLASSICAL MECHANICS

 

 

Date & Time : 02-11-2006/1.00-4.00    Dept. No.                                                       Max. : 100 Marks

 

 

PART A                      ( 10×2 = 20)

  1. What are cyclic coordinates? Show that the momentum conjugate to a cyclic coordinate

is a constant

  1. Give an example of a velocity dependent potential
  2. State and express Hamilton’s variational principle.
  3. What are Euler’s angles?.
  4. Show that the kinetic energy T for a torque free motion of a rigid body is

a constant of motion.

  1. What is meant by canonical transformation?
  2. Show that the generating function F4 = pP generates a transformation that interchanges

momenta and coordinates.

  1. Show that [q,H]q,p = q dot and [p,H]q,p = p dot
  2. Express the Hamiltonian using Hamilton’s characteristic function W in polar coordinates

for a particle under a central force V(r).

  1. Define action variable J and angle variable w.

 

PART B                     (4×7.5 = 30)

Answer any Four questions only

11a Establish the relation between the Lagrangian and the Hamiltonian   (4 marks).

b.Obtain the equations of motion of a simple pendulum using the Hamiltonian formulation.

(3.5 marks)

  1. Obtain Hamilton’s equations of motion from the variational principle.
  2. Solve the equation of orbit given : q = l ò   dr/r2   / [2m (E+ V(r) – l2/2mr2 ]½    +   q’

for an attractive central potential and classify the orbits in terms of e and E.

14a Obtain the tranformation equation for the generating function F2(q,P,t)    (4.5 marks)

b Show that the transformation Q = q +  ip and P = q – iP is not canonical   (3marks)

  1. Solve the harmonic oscillator problem by the HJ method.

 

PART C                     (4×12.5 = 50)

Answer any Four questions only

16a. Derive the general  form of Lagrange’s equation using D’Alembert  principle.  (8 marks)

  1. A particle of mass m moves in one dimension such that it has the Lagrangian

L = m2x4/12 + mx2V(x) –V2(x) where V is some differentiable function of x. Find the

equation of motion for x.           (4.5 marks)

17a. Obtain Euler’s equations of  motion for rigid body acted upon by a torque N  (6 marks)

  1. Solve the Euler’s equation of motion for a symmetric top I1=I2 ≠ I3 with no torque

acting on it                                                                                  (6.5 marks)

18a. Show that the Poisson bracket is invariant under canonical transformation  (8 marks)

  1. Prove that an infinitesimal canonical transformation does not change the value of the

Hamiltonian of a system.   (4.5 marks)

  1. Solve the Kepler’s problem in action-angle variables.
  2. Write notes on any TWO of the following
  3. i) Constraints of motion
  4. ii) Coriolis Effect

iii)  Hamilton Jacobi method.

 

 

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Loyola College M.Sc. Medical Lab Technology April 2006 Tissue Culture Question Paper PDF Download

             LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034

M.Sc. DEGREE EXAMINATION – MEDICAL LAB TECHNOLOGY

HZ 9

FOURTH SEMESTER – APRIL 2006

                                                            ML 4951 – TISSUE CULTURE

 

 

Date & Time : 22-04-2006/9.00-12.00         Dept. No.                                                       Max. : 100 Marks

 

 

Part A                                     (Answer All)                         10 X 2 = 20

  1. What is single cell culture?
  2. What is the possible mechanism leading to somoclonal variation?
  3. Classify suspension culture.
  4. Give two examples of secondary cell lines.
  5. What are the cryopreservatives used to preserve cells?
  6. What type of instruments is used for plant tissue culture?
  7. Give the basic composition of a plant tissue culture medium
  8. What are the different categories of organ culture?
  9. What is micropropagation?
  10. Define somatic hybridization.

Part B                                    (Answer any four)              4 X 10 = 40

  1. Explain leaf culture.
  2. Give a general account of the expression of totipotency of cells in a culture.
  3. Discuss the importance of artificial seeds
  4. How is the growth of virus detected in cell culture?
  5. What are cell lines? Explain the different types.
  6. Briefly discuss lymphocyte separation.

 

Part C                                    (Answer any two)                           2 X 20 = 40

  1. Describe the principle & application of root culture techniques mentioning the protocol for root culture.
  2. Discuss the different types of protoplast fusion
  3. What are phytohormones? Discuss its importance.
  4. Describe the methodology & Importance of anther and pollen culture.

 

 

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Loyola College M.Sc. Medical Lab Technology April 2006 Non Invasive Techniques Question Paper PDF Download

             LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034

M.Sc. DEGREE EXAMINATION – MEDICAL LAB TECHNOLOGY

FOURTH SEMESTER – APRIL 2006

                                                 ML 4805 – NON INVASIVE TECHNIQUES

(Also equivalent to ML 4801)

 

 

Date & Time : 20-04-2006/FORENOON     Dept. No.                                                       Max. : 100 Marks

 

 

Part A                                               (Answer All)                                    10 ´ 2 = 20

  1. Name the four types of electrode system.
  2. What is heart block? Mention its types.
  3. Define montage electrode selector.
  4. Name the two types of computed tomography.
  5. What are the four basic densities on an X ray and mention the colour which appears on the X ray film.
  6. Mention the interfering factors that occur while performing electroencephalography.
  7. What are the causes for hyperfluorescence and hypofluorescence.
  8. List the four MRI methods that are available for examination.
  9. Name the three tests that are performed in evoked potential studies.
  10. What are invasive and non-invasive techniques.

 

Part B                                          (Answer any four)                                4 ´ 10 = 40

  1. Write the principle and working mechanism of electroencephalography.
  2. Describe visual acuity in detail.
  3. Describe the principle of X ray. Mention its types and uses.
  4. Explain the principle of Doppler ultrasonography.
  5. Explain principle, procedure and limitations of MRI.
  6. Explain the principle and recording set up of electromyography.

 

Part C                                           (Answer any two)                                2 ´ 20 = 40

  1. Explain in detail the principle, procedure and recordings of ECG.
  2. Describe in detail the Transcranial Doppler studies.
  3. Explain positron emission tomography in detail.
  4. Explain the principle, procedure and working mechanism of computed tomography.

 

 

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Loyola College M.Sc. Medical Lab Technology April 2006 Methodology Of Medical Laboratory Research Question Paper PDF Download

HZ 4

             LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034

M.Sc. DEGREE EXAMINATION – MEDICAL LAB TECHNOLOGY

SECOND SEMESTER – APRIL 2006

                      ML 2951 – METHODOLOGY OF MEDICAL LABORATORY RESEARCH

 

 

Date & Time : 24-04-2006/9.00-12.00         Dept. No.                                                       Max. : 100 Marks

 

 

Part A                                     (Answer All)                          10 X 2 = 20

  1. Distinguish research methods from research methodology.
  2. What are the major objectives of research?
  3. What is the statement given by International covenant on civil and political rights in the year 1966?
  4. What is Helsinki declaration?
  5. What is intellectual property rights?
  6. Expand the abbreviations: STARD, ICMR, NRDMS,CSIR.
  7. Name the three ethical principles that govern research with human subjects.
  8. Distinguish acclimation from acclimatization.
  9. Mention any two thrust areas in medical research.
  10. What is scattered diagram?

Part B                                     (Answer any four)                 4 X 10 = 40

  1. Give an account on principles and methods of patenting.
  2. Describe the entire research process with a flow chart.
  3. Give an account on Nuremberg code.
  4. What are the components of an ethically valid informed consent for research?
  5. Write any ten research programs that are performed in India and abroad.
  6. Find out the correlation co-efficient in the following cases:
Age of human in days (x) 5 10 15 20 25 30 35
Urea level (y) 3 7 12 15 20 25 30

Determine  “r” value.

Part C                                     (Answer any two)                              2 X 20 = 40

  1. Describe the format about preparation of manuscript for scientific publication.
  2. Write an assay on various types of literature to be surveyed in research.
  3. Explain in detail about the preparation of a research project proposal.
  4. On the basis of the following information, can it be concluded that Tobacco chewing and oral cancer are independent? ( at 5% level of significance the chi-square table value is 3.841 for one df.
Oral cancer No oral cancer
Chewers 75 105
Non Chewers 25 95

 

 

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