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Previous Year Paper

IIT JAM Mathematical Statistics
2018
JAM 2018 Mathematical Statistics - MS
Paper Specific Instructions
1. The examination is of 3 hours duration. There are a total of 60 questions carrying 100 marks. The entire
paper is divided into three sections, A, B and C. All sections are compulsory. Questions in each section are
of different types.
2. Section – A contains a total of 30 Multiple Choice Questions (MCQ). Each MCQ type question has four
choices out of which only one choice is the correct answer. Questions Q.1 – Q.30 belong to this section
and carry a total of 50 marks. Q.1 – Q.10 carry 1 mark each and Questions Q.11 – Q.30 carry 2 marks
each.
3. Section – B contains a total of 10 Multiple Select Questions (MSQ). Each MSQ type question is similar
to MCQ but with a difference that there may be one or more than one choice(s) that are correct out of the
four given choices. The candidate gets full credit if he/she selects all the correct answers only and no
wrong answers. Questions Q.31 – Q.40 belong to this section and carry 2 marks each with a total of 20
marks.
4. Section – C contains a total of 20 Numerical Answer Type (NAT) questions. For these NAT type
questions, the answer is a real number which needs to be entered using the virtual keyboard on the monitor.
No choices will be shown for these type of questions. Questions Q.41 – Q.60 belong to this section and
carry a total of 30 marks. Q.41 – Q.50 carry 1 mark each and Questions Q.51 – Q.60 carry 2 marks each.
5. In all sections, questions not attempted will result in zero mark. In Section – A (MCQ), wrong answer will
result in NEGATIVE marks. For all 1 mark questions, 1/3 marks will be deducted for each wrong answer.
For all 2 marks questions, 2/3 marks will be deducted for each wrong answer. In Section – B (MSQ), there
is NO NEGATIVE and NO PARTIAL marking provisions. There is NO NEGATIVE marking in
Section – C (NAT) as well.
6. Only Virtual Scientific Calculator is allowed. Charts, graph sheets, tables, cellular phone or other
electronic gadgets are NOT allowed in the examination hall.
7. The Scribble Pad will be provided for rough work.
MS 1/17
Page - 1
Special Instructions/Useful Data

All angles are in radian
ℝ Set of all real numbers
ℝ𝑛 {(𝑥1 , 𝑥2 , … , 𝑥𝑛 ): 𝑥𝑖 ∈ ℝ, 1 ≤ 𝑖 ≤ 𝑛}
𝑀𝑇 Transpose of the matrix 𝑀
𝑓′ Derivative of the function 𝑓
𝑃(𝐸) Probability of the event 𝐸
𝐸(𝑋) Expectation of the random variable 𝑋
𝑉𝑎𝑟(𝑋) Variance of the random variable 𝑋
i.i.d. Independently and identically distributed
𝑈(𝑎, 𝑏) Continuous uniform distribution on (𝑎, 𝑏), −∞ < 𝑎 < 𝑏 < ∞
𝑎
1 2 /2
Φ(𝑎) ∫ 𝑒 −𝑥 𝑑𝑥
√2 𝜋 −∞
The gamma function

Γ(𝑝) ∞
Γ(𝑝) = ∫ 𝑒 −𝑡 𝑡 𝑝−1 𝑑𝑡, 𝑝>0
0
The factorial function

𝑛!
𝑛! = 𝑛 ⋅ (𝑛 − 1) ⋯ 3 ⋅ 2 ⋅ 1
MS 2/17
Page - 2
SECTION – A
MULTIPLE CHOICE QUESTIONS (MCQ)
Q. 1 – Q.10 carry one mark each.
Q.1 Let {𝑎𝑛 }𝑛≥1 be a sequence of real numbers such that 𝑎1 = 2 and, for 𝑛 ≥ 1,
2 𝑎𝑛 + 1
𝑎𝑛+1 = .
𝑎𝑛 + 1
Then
(A) 1.5 ≤ 𝑎𝑛 ≤ 2, for all natural number 𝑛 ≥ 1

(B) there exists a natural number 𝑛 ≥ 1 such that 𝑎𝑛 > 2
(C) there exists a natural number 𝑛 ≥ 1 such that 𝑎𝑛 < 1.5
1+√5
(D) there exists a natural number 𝑛 ≥ 1 such that 𝑎𝑛 = 2
Q.2 The value of

2
2 𝑛 −2𝑛
lim (1 + ) 𝑒
𝑛→∞ 𝑛
is
(A) 𝑒 −2 (B) 𝑒 −1 (C) 𝑒 (D) 𝑒 2
Q.3 Let {𝑎𝑛 }𝑛≥1 and {𝑏𝑛 }𝑛≥1 be two convergent sequences of real numbers. For 𝑛 ≥ 1, define
𝑢𝑛 = max{𝑎𝑛 , 𝑏𝑛 } and 𝑣𝑛 = min{𝑎𝑛 , 𝑏𝑛 }. Then
(A) neither {𝑢𝑛 }𝑛≥1 nor {𝑣𝑛 }𝑛≥1 converges

(B) {𝑢𝑛 }𝑛≥1 converges but {𝑣𝑛 }𝑛≥1 does not converge
(C) {𝑢𝑛 }𝑛≥1 does not converge but {𝑣𝑛 }𝑛≥1 converges
(D) both {𝑢𝑛 }𝑛≥1 and {𝑣𝑛 }𝑛≥1 converge
Q.4 1 3
Let 𝑀 = [43 4
2]. If 𝐼 is the 2 × 2 identity matrix and 𝟎 is the 2 × 2 zero matrix, then
5 5
(A) 20 𝑀2 − 13 𝑀 + 7 𝐼 = 𝟎
(B) 20 𝑀2 − 13 𝑀 − 7 𝐼 = 𝟎
(C) 20 𝑀2 + 13 𝑀 + 7 𝐼 = 𝟎
(D) 20 𝑀2 + 13 𝑀 − 7 𝐼 = 𝟎
MS 3/17
Page - 3
Q.5 Let 𝑋 be a random variable with the probability density function

𝛼 𝑝 −𝛼𝑥 𝑝−1
𝑒 𝑥 , 𝑥 ≥ 0, 𝛼 > 0, 𝑝 > 0,
𝑓(𝑥) = {Γ(𝑝)
0, otherwise.
If 𝐸(𝑋) = 20 and 𝑉𝑎𝑟(𝑋) = 10, then (𝛼, 𝑝) is
(A) (2, 20) (B) (2, 40) (C) (4, 20) (D) (4, 40)
Q.6 Let 𝑋 be a random variable with the distribution function

0, 𝑥 < 0,
1 4𝑥 − 𝑥 2
𝐹(𝑥) = { + , 0 ≤ 𝑥 < 2,
4 8
1, 𝑥 ≥ 2.
Then
𝑃(𝑋 = 0) + 𝑃(𝑋 = 1.5) + 𝑃(𝑋 = 2) + 𝑃( 𝑋 ≥ 1)
equals
3 5 7 (D) 1
(A) 8 (B) 8 (C) 8
Q.7 𝑋1 +𝑋2
Let 𝑋1 , 𝑋2 and 𝑋3 be i.i.d. 𝑈(0, 1) random variables. Then 𝐸 (𝑋 ) equals
1 +𝑋2 +𝑋3
1 1 2 3
(A) 3 (B) 2 (C) 3 (D) 4
Q.8 Let 𝑥1 = 0, 𝑥2 = 1, 𝑥3 = 2, 𝑥4 = 3 and 𝑥5 = 0 be the observed values of a random sample of size

5 from a discrete distribution with the probability mass function
𝜃
, 𝑥 = 0,
3
2𝜃
𝑓(𝑥; 𝜃) = 𝑃(𝑋 = 𝑥) = , 𝑥 = 1,
3
1−𝜃
{ 2 , 𝑥 = 2,3,
where 𝜃 ∈ [0, 1] is the unknown parameter. Then the maximum likelihood estimate of 𝜃 is
2 3 5 5
(A) 5 (B) 5 (C) 7 (D) 9
MS 4/17
Page - 4
Q.9 Consider four coins labelled as 1, 2, 3 and 4. Suppose that the probability of obtaining a ‘head’ in a
𝑖
single toss of the 𝑖 𝑡ℎ coin is 4 , 𝑖 = 1, 2, 3, 4. A coin is chosen uniformly at random and flipped.
Given that the flip resulted in a ‘head’, the conditional probability that the coin was labelled either
1 or 2 equals
1 2 3 4
(A) 10 (B) 10 (C) 10 (D) 10
Q.10 Consider the linear regression model 𝑦𝑖 = 𝛽0 + 𝛽1 𝑥𝑖 + 𝜖𝑖 ; 𝑖 = 1, 2, … , 𝑛, where 𝜖𝑖 ’s are i.i.d.

standard normal random variables. Given that
𝑛 𝑛 𝑛 𝑛 2
1 1 1 1
∑ 𝑥𝑖 = 3.2 , ∑ 𝑦𝑖 = 4.2, ∑ (𝑥𝑗 − ∑ 𝑥𝑖 ) = 1.5 and
𝑛 𝑛 𝑛 𝑛
𝑖=1 𝑖=1 𝑗=1 𝑖=1
𝑛 𝑛 𝑛
1 1 1
∑ (𝑥𝑗 − ∑ 𝑥𝑖 ) (𝑦𝑗 − ∑ 𝑦𝑖 ) = 1.7,
𝑛 𝑛 𝑛
𝑗=1 𝑖=1 𝑖=1
the maximum likelihood estimates of 𝛽0 and 𝛽1 , respectively, are
17 32 32 17
(A) and (B) and
15 75 75 15
17 43 43 17
(C) and (D) and
15 75 75 15
MS 5/17
Page - 5
Q. 11 – Q. 30 carry two marks each.
Q.11 𝑥 2 + [sin 𝜋𝑥]

Let 𝑓: [−1, 1] → ℝ be defined by 𝑓(𝑥) = 1+|𝑥|
, where [𝑦] denotes the greatest integer less
than or equal to 𝑦. Then
1
(A) 𝑓 is continuous at − 2 ,0, 1
1
(B) 𝑓 is discontinuous at −1, 0, 2
1 1
(C) 𝑓 is discontinuous at −1, − 2 , 0, 2
(D) 𝑓 is continuous everywhere except at 0
cos 𝑥 𝑥 sin 𝑥
Q.12 Let 𝑓, 𝑔 ∶ ℝ → ℝ be defined by 𝑓(𝑥) = 𝑥 2 − 2
and 𝑔(𝑥) = 2
. Then
(A) 𝑓(𝑥) = 𝑔(𝑥) for more than two values of 𝑥

(B) 𝑓(𝑥) ≠ 𝑔(𝑥), for all 𝑥 in ℝ
(C) 𝑓(𝑥) = 𝑔(𝑥) for exactly one value of 𝑥
(D) 𝑓(𝑥) = 𝑔(𝑥) for exactly two values of 𝑥
Q.13 Consider the domain 𝐷 = { (𝑥, 𝑦) ∈ ℝ2 : 𝑥 ≤ 𝑦 } and the function ℎ: 𝐷 → ℝ defined by

ℎ((𝑥, 𝑦)) = (𝑥 − 2)4 + (𝑦 − 1)4 , (𝑥, 𝑦) ∈ 𝐷.
Then the minimum value of ℎ on 𝐷 equals
1 1 1 1
(A) 2 (B) 4 (C) (D)
8 16
Q.14 Let 𝑀 = [𝑋 𝑌 𝑍 ] be an orthogonal matrix with 𝑋, 𝑌, 𝑍 ∈ ℝ3 as its column vectors. Then

𝑄 = 𝑋 𝑋𝑇 + 𝑌 𝑌𝑇
(A) is a skew-symmetric matrix

(B) is the 3 × 3 identity matrix
(C) satisfies 𝑄 2 = 𝑄
(D) satisfies 𝑄𝑍 = 𝑍
MS 6/17
Page - 6
Q.15 Let 𝑓: [0, 3] → ℝ be defined by

0, 0 ≤ 𝑥 < 1,
2
𝑓(𝑥) = {𝑒 𝑥 − 𝑒, 1≤𝑥<2
𝑒 𝑥 2 + 1, 2 ≤ 𝑥 ≤ 3.
Now, define 𝐹: [0, 3] → ℝ by
𝑥
𝐹(0) = 0 and 𝐹(𝑥) = ∫ 𝑓(𝑡)𝑑𝑡 , for 0 < 𝑥 ≤ 3.
0
Then
(A) 𝐹 is differentiable at 𝑥 = 1 and 𝐹 ′ (1) = 0

(B) 𝐹 is differentiable at 𝑥 = 2 and 𝐹 ′ (2) = 0
(C) 𝐹 is not differentiable at 𝑥 = 1
(D) 𝐹 is differentiable at 𝑥 = 2 and 𝐹 ′ (2) = 1
Q.16 If 𝑥, 𝑦 and 𝑧 are real numbers such that 4 𝑥 + 2 𝑦 + 𝑧 = 31 and 2 𝑥 + 4 𝑦 − 𝑧 = 19, then the value
of 9 𝑥 + 7 𝑦 + 𝑧
(A) cannot be computed from the given information

281
(B) equals 3
182
(C) equals 3
218
(D) equals 3
Q.17 1 −1 1
Let 𝑀 = [ ]. If
1 −1 −1
𝑥 𝑥
3 𝑦 0 3 𝑦 0
𝑉 = {(𝑥, 𝑦, 0) ∈ ℝ : 𝑀 [ ] = [ ]} and 𝑊 = {(𝑥, 𝑦, 𝑧) ∈ ℝ : 𝑀 [ ] = [ ]} ,
0 0 𝑧 0
then
(A) the dimension of 𝑉 equals 2

(B) the dimension of 𝑊 equals 2
(C) the dimension of 𝑉 equals 1
(D) 𝑉 ∩ 𝑊 = {(0,0,0)}
MS 7/17
Page - 7
Q.18 Let 𝑀 be a 3 × 3 non-zero, skew-symmetric real matrix. If 𝐼 is the 3 × 3 identity matrix, then
(A) 𝑀 is invertible
(B) the matrix 𝐼 + 𝑀 is invertible
(C) there exists a non-zero real number 𝛼 such that 𝛼𝐼 + 𝑀 is not invertible
(D) all the eigenvalues of 𝑀 are real
Q.19 Let 𝑋 be a random variable with the moment generating function

2
6 𝑒 𝑡 /2𝑛
𝑀𝑋 (𝑡) = 2 ∑ , 𝑡 ∈ ℝ.
𝜋 𝑛2
𝑛≥1
Then 𝑃(𝑋 ∈ ℚ), where ℚ is the set of rational numbers, equals
(A) 0 1 1 3
(B) 4 (C) 2 (D) 4
Q.20 Let 𝑋 be a discrete random variable with the moment generating function
(1 + 3 𝑒 𝑡 )2 (3 + 𝑒 𝑡 )3
𝑀𝑋 (𝑡) = , 𝑡 ∈ ℝ.
1024
Then
9 15
(A) 𝐸(𝑋) = 4
(B) 𝑉𝑎𝑟(𝑋) = 32
27 3
(C) 𝑃(𝑋 ≥ 1) = 1024
(D) 𝑃(𝑋 = 5) = 1024
Q.21 Let {𝑋𝑛 }𝑛≥1 be a sequence of independent random variables with 𝑋𝑛 having the probability density
function as
1 𝑥 𝑛
𝑛 𝑒 −2 𝑥 ( 2 −1) , 𝑥 > 0,
𝑓𝑛 (𝑥) = {2𝑛/2 Γ( )
2
0, otherwise.
Then
3
lim [𝑃 (𝑋𝑛 > 𝑛) + 𝑃( 𝑋𝑛 > 𝑛 + 2 √2𝑛)]
𝑛→∞ 4
equals
(A) 1 + Φ(2) (B) 1 − Φ(2) (C) Φ(2) (D) 2 − Φ(2)
MS 8/17
Page - 8
1
Q.22 Let 𝑋 be a Poisson random variable with mean . Then 𝐸((𝑋 + 1)!) equals
2
(A) 2 𝑒 −2
1
(B) 4 𝑒 −2
1
(C) 4 𝑒 −1 (D) 2 𝑒 −1
Q.23 Let 𝑋 be a standard normal random variable. Then 𝑃(𝑋 3 − 2 𝑋 2 − 𝑋 + 2 > 0) equals
(A) 2Φ(1) − 1 (B) 1 − Φ(2)

(C) 2Φ(1) − Φ(2) (D) Φ(2) − Φ(1)
Q.24 Let 𝑋 and 𝑌 have the joint probability density function

2, 0 ≤ 𝑥 ≤ 𝑦 ≤ 1,
𝑓(𝑥, 𝑦) = {
0, otherwise.
1 1
Let 𝑎 = 𝐸(𝑌|𝑋 = 2) and 𝑏 = 𝑉𝑎𝑟(𝑌|𝑋 = 2). Then (𝑎, 𝑏) is
3 7 1 1
(A) (4 , 12
) (B) (4 , 48
)
1 7 3 1
(C) (4 , 12
) (D) (4 , 48
)
Q.25 Let 𝑋 and 𝑌 have the joint probability mass function

𝑚+𝑛
, 𝑚 = 1,2,3; 𝑛 = 1,2,
𝑃(𝑋 = 𝑚, 𝑌 = 𝑛) = { 21
0, otherwise.
Then 𝑃(𝑋 = 2|𝑌 = 2) equals
1 2 1 1
(A) 3 (B) 3 (C) (D)
2 4
Q.26 Let 𝑋 and 𝑌 be two independent standard normal random variables. Then the probability density
|𝑋|
function of 𝑍 = |𝑌| is
𝑧 1 2 2 /2
√1/2
𝑒 −2 𝑧 −2 , 𝑧 > 0, 𝑒 −𝑧 , 𝑧 > 0,
(A) 𝑓(𝑧) = { √𝜋 (B) 𝑓(𝑧) = { 2𝜋
√
0, otherwise 0, otherwise
𝑒 −𝑧 , 𝑧 > 0, 2 1
, 𝑧 > 0,
(C) 𝑓(𝑧) = { (D) 𝑓(𝑧) = {𝜋 (1+𝑧2 )
0, otherwise
0, otherwise
MS 9/17
Page - 9
Q.27 Let 𝑋 and 𝑌 have the joint probability density function

𝑒 −𝑦 , 0 < 𝑥 < 𝑦 < ∞,
𝑓(𝑥, 𝑦) = {
0, otherwise.
Then the correlation coefficient between 𝑋 and 𝑌 equals
1 1 1 2
(A) 3 (B) (C) (D)
√3 √2 √3
Q.28 Let 𝑥1 = −2, 𝑥2 = 1 and 𝑥3 = −1 be the observed values of a random sample of size three from a
discrete distribution with the probability mass function
1
{−𝜃, −𝜃 + 1, … ,0, … , 𝜃},
𝑓(𝑥; 𝜃) = 𝑃(𝑋 = 𝑥) = {2 𝜃 + 1 , 𝑥 ∈
0, otherwise,
where 𝜃 ∈ Θ = {1, 2, … } is the unknown parameter. Then the method of moment estimate of 𝜃 is
(A) 1 (B) 2 (C) 3 (D) 4
Q.29 Let 𝑋 be a random sample from a discrete distribution with the probability mass function
1
𝑓(𝑥; 𝜃) = 𝑃(𝑋 = 𝑥) = {𝜃 , 𝑥 = 1, 2, … , 𝜃,
0, otherwise,
where 𝜃 ∈ Θ = {20, 40} is the unknown parameter. Consider testing
𝐻0 : 𝜃 = 40 against 𝐻1 : 𝜃 = 20
at a level of significance 𝛼 = 0.1. Then the uniformly most powerful test rejects 𝐻0 if and only if
(A) 𝑋 ≤ 4 (B) 𝑋 > 4

(C) 𝑋 ≥ 3 (D) 𝑋 < 3
Q.30 Let 𝑋1 and 𝑋2 be a random sample of size 2 from a discrete distribution with the probability mass
function
𝜃, 𝑥 = 0,
𝑓(𝑥; 𝜃) = 𝑃(𝑋 = 𝑥) = {
1 − 𝜃, 𝑥 = 1,
where 𝜃 ∈ Θ = {0.2, 0.4} is the unknown parameter. For testing 𝐻0 : 𝜃 = 0.2 against 𝐻1 : 𝜃 = 0.4,
consider a test with the critical region
𝐶 = {(𝑥1 , 𝑥2 ) ∈ {0,1} × {0,1} ∶ 𝑥1 + 𝑥2 < 2}.
Let 𝛼 and 𝛽 denote the probability of Type I error and power of the test, respectively.
Then (𝛼, 𝛽) is
(A) (0.36, 0.74) (B) (0.64, 0.36)

(C) (0.05, 0.64) (D) (0.36, 0.64)
MS 10/17
Page - 10
SECTION - B
MULTIPLE SELECT QUESTIONS (MSQ)
Q.31 Let {𝑎𝑛 }𝑛≥1 be a sequence of real numbers such that

2𝑛
1
𝑎𝑛 = ∑ , 𝑛 ≥ 1.
𝑘
𝑘=𝑛+1
Then which of the following statement(s) is (are) true?
(A) {𝑎𝑛 }𝑛≥1 is an increasing sequence

(B) {𝑎𝑛 }𝑛≥1 is bounded below
(C) {𝑎𝑛 }𝑛≥1 is bounded above
(D) {𝑎𝑛 }𝑛≥1 is a convergent sequence
Q.32 Let ∑𝑛≥1 𝑎𝑛 be a convergent series of positive real numbers. Then which of the following
statement(s) is (are) true?
(A) ∑𝑛≥1(𝑎𝑛 )2 is always convergent

(B) ∑𝑛≥1 √𝑎𝑛 is always convergent
√ 𝑎𝑛
(C) ∑𝑛≥1 𝑛
is always convergent
√𝑎
(D) ∑𝑛≥1 𝑛1/4𝑛 is always convergent
Q.33 Let {𝑎𝑛 }𝑛≥1 be a sequence of real numbers such that 𝑎1 = 3 and, for 𝑛 ≥ 1,
𝑎𝑛2 − 2 𝑎𝑛 + 4
𝑎𝑛+1 = .
2
(A) {𝑎𝑛 }𝑛≥1 is a monotone sequence

(B) {𝑎𝑛 }𝑛≥1 is a bounded sequence
(C) {𝑎𝑛 }𝑛≥1 does not have finite limit, as 𝑛 → ∞
(D) lim 𝑎𝑛 = 2
𝑛→∞
MS 11/17
Page - 11
Q.34 Let 𝑓: ℝ → ℝ be defined by
4
1
𝑓(𝑥) = {𝑥 (2 + sin 𝑥 ), 𝑥 ≠ 0,
0, 𝑥 = 0.
(A) 𝑓 attains its minimum at 0

(B) 𝑓 is monotone
(C) 𝑓 is differentiable at 0
(D) 𝑓(𝑥) > 2 𝑥 4 + 𝑥 3 , for all 𝑥 > 0
Q.35 Let 𝑃 be a probability function that assigns the same weight to each of the points of the sample
space Ω = {1,2,3,4}. Consider the events 𝐸 = {1,2}, 𝐹 = {1,3} and 𝐺 = {3,4}. Then which of the
following statement(s) is (are) true?
(A) 𝐸 and 𝐹 are independent

(B) 𝐸 and 𝐺 are independent
(C) 𝐹 and 𝐺 are independent
(D) 𝐸, 𝐹 and 𝐺 are independent
Q.36 Let 𝑋1 , 𝑋2 , … , 𝑋𝑛 , 𝑛 ≥ 5, be a random sample from a distribution with the probability density
function
−(𝑥−𝜃)
𝑓(𝑥; 𝜃) = {𝑒 , 𝑥 ≥ 𝜃,
0, otherwise,
where 𝜃 ∈ ℝ is the unknown parameter. Then which of the following statement(s) is (are) true?
(A) A 95% confidence interval of 𝜃 has to be of finite length

1
(B) (min{𝑋1 , 𝑋2 , … , 𝑋𝑛 } + 𝑛 ln(0.05), min{𝑋1 , 𝑋2 , … , 𝑋𝑛 }) is a 95% confidence interval of 𝜃
(C) A 95% confidence interval of 𝜃 can be of length 1

(D) A 95% confidence interval of 𝜃 can be of length 2
Q.37 Let 𝑋1 , 𝑋2 , … , 𝑋𝑛 be a random sample from 𝑈(0, 𝜃), where 𝜃 > 0 is the unknown parameter. Let
𝑋(𝑛) = max{𝑋1 , 𝑋2 , … , 𝑋𝑛 }. Then which of the following is (are) consistent estimator(s) of 𝜃 3?
(A) 8 𝑋𝑛3 3
(B) 𝑋(𝑛)
2 3 3
𝑛 𝑋(𝑛) +1
(C) (𝑛 ∑𝑛𝑖=5 𝑋𝑖 ) (D) 𝑛+1
MS 12/17
Page - 12
Q.38 Let 𝑋1 , 𝑋2 , … , 𝑋𝑛 be a random sample from a distribution with the probability density function
−(𝑥−𝜃)
𝑓(𝑥; 𝜃) = {𝑐(𝜃) 𝑒 , 𝑥 ≥ 2𝜃,
0, otherwise,
where 𝜃 ∈ ℝ is the unknown parameter. Then which of the following statement(s) is (are) true?
min{𝑋1 ,𝑋2 ,…,𝑋𝑛 }

(A) The maximum likelihood estimator of 𝜃 is 2
(B) 𝑐(𝜃) = 1, for all 𝜃 ∈ ℝ

(C) The maximum likelihood estimator of 𝜃 is min{𝑋1 , 𝑋2 , … , 𝑋𝑛 }
(D) The maximum likelihood estimator of 𝜃 does not exist
Q.39 Let 𝑋1 , 𝑋2 , … , 𝑋𝑛 be a random sample from a distribution with the probability density function
2 −𝜃𝑥
𝑓(𝑥; 𝜃) = {𝜃 𝑥 𝑒 , 𝑥 > 0,
0, otherwise,
where 𝜃 > 0 is the unknown parameter. If 𝑌 = ∑𝑛𝑖=1 𝑋𝑖 , then which of the following statement(s) is
(are) true?
(A) 𝑌 is a complete sufficient statistic for 𝜃

2𝑛
(B) is the uniformly minimum variance unbiased estimator of 𝜃
𝑌
2𝑛−1
(C) is the uniformly minimum variance unbiased estimator of 𝜃
𝑌
2𝑛+1
(D) 𝑌
is the uniformly minimum variance unbiased estimator of 𝜃
Q.40 Let 𝑋1 , 𝑋2 , … , 𝑋𝑛 be a random sample from 𝑈(𝜃, 𝜃 + 1), where 𝜃 ∈ ℝ is the unknown parameter.
Let 𝑈 = max{𝑋1 , 𝑋2 , … , 𝑋𝑛 } and 𝑉 = min{𝑋1 , 𝑋2 , … , 𝑋𝑛 }. Then which of the following
statement(s) is (are) true?
(A) 𝑈 is a consistent estimator of 𝜃

(B) 𝑉 is a consistent estimator of 𝜃
(C) 2𝑈 − 𝑉 − 2 is a consistent estimator of 𝜃
(D) 2𝑉 − 𝑈 + 1 is a consistent estimator of 𝜃
MS 13/17
Page - 13
SECTION – C
NUMERICAL ANSWER TYPE (NAT)
Q. 41 – Q. 50 carry one mark each.
Q.41 Let {𝑎𝑛 }𝑛≥1 be a sequence of real numbers such that

1 + 3 + 5 + ⋯ + (2𝑛 − 1)
𝑎𝑛 = , 𝑛 ≥ 1.
𝑛!
Then ∑𝑛≥1 𝑎𝑛 converges to ____________
Q.42 Let
𝑆 = {(𝑥, 𝑦) ∈ ℝ2 : 𝑥, 𝑦 ≥ 0, √4 − (𝑥 − 2)2 ≤ 𝑦 ≤ √9 − (𝑥 − 3)2 } .
Then the area of 𝑆 equals ____________
Q.43 Let 𝑆 = {(𝑥, 𝑦) ∈ ℝ2 : |𝑥| + |𝑦| ≤ 1}. Then the area of 𝑆 equals ____________
Q.44 Let
1 1 −1 3
𝐽= ∫ 𝑡 2 (1 − 𝑡)2 𝑑𝑡 .
𝜋 0
Then the value of 𝐽 equals ____________
Q.45 A fair die is rolled three times independently. Given that 6 appeared at least once, the conditional
probability that 6 appeared exactly twice equals ____________
Q.46 Let 𝑋 and 𝑌 be two positive integer valued random variables with the joint probability mass
function
𝑔(𝑚) ℎ(𝑛), 𝑚, 𝑛 ≥ 1,
𝑃(𝑋 = 𝑚, 𝑌 = 𝑛) = {
0, otherwise,
1 𝑚−1 1 𝑛
where 𝑔(𝑚) = (2) , 𝑚 ≥ 1 and ℎ(𝑛) = (3) , 𝑛 ≥ 1. Then 𝐸(𝑋 𝑌) equals ____________
MS 14/17
Page - 14
Q.47 Let 𝐸, 𝐹 and 𝐺 be three events such that

𝑃(𝐸 ∩ 𝐹 ∩ 𝐺) = 0.1, 𝑃(𝐺|𝐹) = 0.3 and 𝑃(𝐸|𝐹 ∩ 𝐺) = 𝑃(𝐸|𝐹).
Then 𝑃(𝐺|𝐸 ∩ 𝐹) equals ____________
Q.48 Let 𝐴1 , 𝐴2 and 𝐴3 be three events such that

1 1 1
𝑃(𝐴𝑖 ) = , 𝑖 = 1, 2, 3; 𝑃(𝐴𝑖 ∩ 𝐴𝑗 ) = , 1 ≤ 𝑖 ≠ 𝑗 ≤ 3 and 𝑃(𝐴1 ∩ 𝐴2 ∩ 𝐴3 ) = .
3 6 6
Then the probability that none of the events 𝐴1 , 𝐴2 , 𝐴3 occur equals ____________
Q.49 Let 𝑋1 , 𝑋2 , … , 𝑋𝑛 be a random sample from the distribution with the probability density function
1 −|𝑥−4| 1 −|𝑥−6|
𝑓(𝑥) = 𝑒 + 𝑒 , 𝑥 ∈ ℝ.
4 4
1
Then 𝑛 ∑𝑛𝑖=1 𝑋𝑖 converges in probability to ____________
Q.50 Let 𝑥1 = 1.1, 𝑥2 = 2.2 and 𝑥3 = 3.3 be the observed values of a random sample of size three from
a distribution with the probability density function
1 −𝑥/𝜃
𝑓(𝑥; 𝜃) = { 𝜃 𝑒 , 𝑥 > 0,
0, otherwise,
where 𝜃 ∈ Θ = {1, 2, … } is the unknown parameter. Then the maximum likelihood estimate of 𝜃
equals ____________
MS 15/17
Page - 15
Q.51 Let 𝑓: ℝ → ℝ be a differentiable function such that 𝑓 ′ is continuous on ℝ with 𝑓 ′ (3) = 18. Define
5 2
𝑔𝑛 (𝑥) = 𝑛 (𝑓 (𝑥 + ) − 𝑓 (𝑥 − )) .
𝑛 𝑛
Then lim 𝑔𝑛 (3) equals ___________

𝑛→∞
Q.52 Let 𝑀 = ∑4𝑖=1 𝑋𝑖 𝑋𝑖𝑇 , where

𝑋1𝑇 = [1 −1 1 0], 𝑋2𝑇 = [1 1 0 1], 𝑋3𝑇 = [1 3 1 0] and 𝑋4𝑇 = [1 1 1 0].
Then the rank of 𝑀 equals ____________
Q.53 Let 𝑓: ℝ → ℝ be a differentiable function with lim 𝑓(𝑥) = ∞ and lim 𝑓 ′ (𝑥) = 2. Then
𝑥→∞ 𝑥→∞
𝑥
𝑓(𝑥)
lim (1 + )
𝑥→∞ 𝑥2
equals ____________
Q.54 The value of

𝜋
𝑥
2
∫ (∫ 𝑒 sin 𝑦 sin 𝑥 𝑑𝑦) 𝑑𝑥
0 0
equals ____________
Q.55 Let 𝑋 be a random variable with the probability density function

4 𝑥𝑘, 0 < 𝑥 < 1,
𝑥2
𝑓(𝑥) = {𝑥 − , 1 ≤ 𝑥 < 2,
2
0, otherwise,
1 3
where 𝑘 is a positive integer. Then 𝑃 (2 < 𝑋 < 2) equals ____________
MS 16/17
Page - 16
Q.56 Let 𝑋 and 𝑌 be two discrete random variables with the joint moment generating function
1 𝑡 2 2 2 𝑡 1 3
𝑀𝑋,𝑌 (𝑡1 , 𝑡2 ) = ( 𝑒 + ) ( 𝑒 + ) , 𝑡1 , 𝑡2 ∈ ℝ.
1 2
3 3 3 3
Then 𝑃(2𝑋 + 3𝑌 > 1) equals ____________
Q.57 Let 𝑋1 , 𝑋2 , 𝑋3 and 𝑋4 be i.i.d. discrete random variables with the probability mass function
3𝑛−1
𝑃(𝑋1 = 𝑛) = { 4𝑛 , 𝑛 = 1,2, … ,
0, otherwise.
Then 𝑃(𝑋1 + 𝑋2 + 𝑋3 + 𝑋4 = 6) equals ____________
Q.58 Let 𝑋 be a random variable with the probability mass function

1
𝑃(𝑋 = 𝑛) = {10 , 𝑛 = 1,2, ⋯ , 10,
0, otherwise.
Then 𝐸(max{𝑋, 5}) equals ____________
Q.59 Let 𝑋 be a sample observation from 𝑈(𝜃, 𝜃 2 ) distribution, where 𝜃 ∈ Θ = {2,3} is the unknown
parameter. For testing
𝐻0 : 𝜃 = 2 against 𝐻1 : 𝜃 = 3,
let 𝛼 and 𝛽 be the size and power, respectively, of the test that rejects 𝐻0 if and only if 𝑋 ≥ 3.5.
Then 𝛼 + 𝛽 equals ____________
Q.60 A fair die is rolled four times independently. For 𝑖 = 1, 2, 3, 4, define

1, if 6 appears in the 𝑖 𝑡ℎ throw,
𝑌𝑖 = {
0, otherwise.
Then 𝑃(max{𝑌1 , 𝑌2 , 𝑌3 , 𝑌4 } = 1) equals ____________
END OF THE QUESTION PAPER
MS 17/17
Page - 17
Paper Code : MS
Question
Q No. Section Key/Range (KY)
Type (QT)
1 MCQ A A
2 MCQ A A
3 MCQ A D
4 MCQ A B
5 MCQ A B
6 MCQ A C
7 MCQ A C
8 MCQ A B
9 MCQ A C
10 MCQ A D
11 MCQ A B
12 MCQ A D
13 MCQ A C
14 MCQ A C
15 MCQ A A
16 MCQ A D
17 MCQ A C
18 MCQ A B
19 MCQ A A
20 MCQ A A
21 MCQ A D
22 MCQ A B
23 MCQ A C
Page - 18
Paper Code : MS
Question
Type (QT)
24 MCQ A D
25 MCQ A A
26 MCQ A D
27 MCQ A C
28 MCQ A B
29 MCQ A A
30 MCQ A D
31 MSQ B A,B,C,D
32 MSQ B A,C
33 MSQ B A,C
34 MSQ B A,C
35 MSQ B A,C
36 MSQ B B,C,D
37 MSQ B B,C,D
38 MSQ B A
39 MSQ B A,C
40 MSQ B B,C,D
41 NAT C 5.40 to 5.50
42 NAT C 7.80 to 7.90
43 NAT C 1.90 to 2.10
44 NAT C 0.35 to 0.40
45 NAT C 0.16 to 0.17
46 NAT C 2.50 to 3.50
Page - 19
Paper Code : MS
Question
Type (QT)
47 NAT C 0.25 to 0.35
48 NAT C 0.30 to 0.40
49 NAT C 4.75 to 5.25
50 NAT C 1.90 to 2.10
51 NAT C 125 to 127
52 NAT C 3.0 to 3.0
53 NAT C 7.25 to 7.50
54 NAT C 1.70 to 1.80
55 NAT C 0.85 to 0.90
56 NAT C 0.97 to 0.99
57 NAT C 0.01 to 0.03
58 NAT 1 6.25 to 6.75
59 NAT C 1.10 to 1.20
60 NAT C 0.50 to 0.53
Page - 20

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Previous Year Paper

JAM 2018 Mathematical Statistics - MS

Paper Specific Instructions

7. The Scribble Pad will be provided for rough work.

JAM 2018 Mathematical Statistics - MS

Special Instructions/Useful Data

The gamma function

The factorial function

JAM 2018 Mathematical Statistics - MS

MULTIPLE CHOICE QUESTIONS (MCQ)

Q. 1 – Q.10 carry one mark each.

(A) 1.5 ≤ 𝑎𝑛 ≤ 2, for all natural number 𝑛 ≥ 1

Q.2 The value of

(A) 𝑒 −2 (B) 𝑒 −1 (C) 𝑒 (D) 𝑒 2

(A) neither {𝑢𝑛 }𝑛≥1 nor {𝑣𝑛 }𝑛≥1 converges

JAM 2018 Mathematical Statistics - MS

Q.5 Let 𝑋 be a random variable with the probability density function

Q.6 Let 𝑋 be a random variable with the distribution function

Q.8 Let 𝑥1 = 0, 𝑥2 = 1, 𝑥3 = 2, 𝑥4 = 3 and 𝑥5 = 0 be the observed values of a random sample of size

JAM 2018 Mathematical Statistics - MS

Q.10 Consider the linear regression model 𝑦𝑖 = 𝛽0 + 𝛽1 𝑥𝑖 + 𝜖𝑖 ; 𝑖 = 1, 2, … , 𝑛, where 𝜖𝑖 ’s are i.i.d.

the maximum likelihood estimates of 𝛽0 and 𝛽1 , respectively, are

JAM 2018 Mathematical Statistics - MS

Q. 11 – Q. 30 carry two marks each.

Q.11 𝑥 2 + [sin 𝜋𝑥]

than or equal to 𝑦. Then

(D) 𝑓 is continuous everywhere except at 0

(A) 𝑓(𝑥) = 𝑔(𝑥) for more than two values of 𝑥

Q.13 Consider the domain 𝐷 = { (𝑥, 𝑦) ∈ ℝ2 : 𝑥 ≤ 𝑦 } and the function ℎ: 𝐷 → ℝ defined by

Q.14 Let 𝑀 = [𝑋 𝑌 𝑍 ] be an orthogonal matrix with 𝑋, 𝑌, 𝑍 ∈ ℝ3 as its column vectors. Then

(A) is a skew-symmetric matrix

JAM 2018 Mathematical Statistics - MS

Q.15 Let 𝑓: [0, 3] → ℝ be defined by

(A) 𝐹 is differentiable at 𝑥 = 1 and 𝐹 ′ (1) = 0

(A) cannot be computed from the given information

(A) the dimension of 𝑉 equals 2

JAM 2018 Mathematical Statistics - MS

Q.19 Let 𝑋 be a random variable with the moment generating function

Then 𝑃(𝑋 ∈ ℚ), where ℚ is the set of rational numbers, equals

(A) 1 + Φ(2) (B) 1 − Φ(2) (C) Φ(2) (D) 2 − Φ(2)

JAM 2018 Mathematical Statistics - MS

(A) 2Φ(1) − 1 (B) 1 − Φ(2)

Q.24 Let 𝑋 and 𝑌 have the joint probability density function

Q.25 Let 𝑋 and 𝑌 have the joint probability mass function

JAM 2018 Mathematical Statistics - MS

Q.27 Let 𝑋 and 𝑌 have the joint probability density function

(A) 1 (B) 2 (C) 3 (D) 4

(A) 𝑋 ≤ 4 (B) 𝑋 > 4

(A) (0.36, 0.74) (B) (0.64, 0.36)

JAM 2018 Mathematical Statistics - MS