Consider the two data sets
for which
and
i) Calculate the linear discriminant function.
ii) Classify the observation as population
or population
with equal priors and equal costs.
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Evaluate dx, where C is the curve given by
Twenty-five portfolio managers were evaluated in terms of their performance. Suppose Y represents the rate of return achieved over a period of time; Z1 is the manager’s attitude toward risk measured on a five-point scale from “very conservative” to “very risky”; and Z2 is years of experience in the investment business. The observed correlation coefficients between pairs of variables are
i) Interpret the sample correlation coefficients and
ii) Calculate the partial correlation coefficient and interpret this quantity with respect to the interpretation provided for
in Part (i)
Find the domain and range of the function f , defined by Also find two level curves of this function. Give a rough sketch of them.
Consider a birth and death process with birth rate and death rates
.
i) Determine the expected time to go from state 0 to state 4.
ii) Determine the expected time to go from state 2 to state 5.
iii) Determine the variances in parts (i) and (ii)
See Answer →Check the local inevitability of the function f defined by f(x,y) = (x2 - y2, 2xy) at (1,-1) Find a domain for the function f in which f is invertible.
See Answer →State a necessary condition for the functional dependence of two differentiable functions f and g on an open subset D of Verify this theorem for the functions f and g, defined by
defines the function F. Also find g′( y).
See Answer →Suppose that people arrive at a bus stop in accordance with a Poisson process with rate . The bus departs at time t . Let X denote the total amount of waiting time of all those that get on the bust at time t . We want to determine Var ( X ) . Let N (t ) denote the number of arrivals by time t
i) What is E [ X | N (t)] ?
ii) Argue that Var
iii) What is Var ( X ) ?
See Answer →State Green’s theorem, and apply it to evaluate
where C is the ellipse 4x2 + 9y2 = 36.
See Answer →Find the mass of the solid bounded by = 1 and ,
= x2 + y2 the density function being δ (z,y,x) =.|x|
Find the centre of gravity of a thin sheet with density δ(x, y) = y, bounded by the curves y = 4x2 and x = 4.
See Answer →Let a - (1,2,3),b - (-5, 3, -2),c-(2,-4,1) be three points in Find | 2b − a + 3c |.
For a series of dependent trials the probability of success on any trial is where k is equal to the number of successes on the previous two trials. Compute lim
[success on the n th trial].
Let x = e' cos θ, y = e' sin θ and f be a continuously differentiable function of x and y, whose partial derivatives are also continuously differentiable. Show that
The joint probability mass function of X and Y , p ( x , y ) , is given by
i)
ii) Find P[x/y=1]
iii) Marginal distributions of X and Y
See Answer →Let the function f be defined by
Show that f has directional derivatives in all directions at (0,0).
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