Get inspired by the success stories of our students in IIT JAM MS, ISI  MStat, CMI MSc Data Science.  Learn More

# ISI MStat Entrance 2020 Problems and Solutions PSA & PSB

This post contains ISI MStat Entrance PSA and PSB 2020 Problems and Solutions that can be very helpful and resourceful for your ISI MStat Preparation.

## ISI MStat Entrance 2020 Problems and Solutions - Subjective Paper

### ISI MStat 2020 Problem 1

Let f(x)=x2−2x+2. Let L1 and L2 be the tangents to its graph at x=0 and x=2 respectively. Find the area of the region enclosed by the graph of f and the two lines L1 and L2.

### ISI MStat 2020 Problem 2

Find the number of 3×3 matrices A such that the entries of A belong to the set Z of all integers, and such that the trace of AtA is 6 . (At denotes the transpose of the matrix A).

Solution

### ISI MStat 2020 Problem 3

Consider $n$ independent and identically distributed positive random variables $X_{1}, X_{2}, \ldots, X_{n}$. Suppose $S$ is a fixed subect of ${1,2, \ldots, n}$ consisting of $k$ distinct ekements where $1 \leq k<n$.
(a) Compute
$$\mathrm{E}\left[\frac{\sum_{i \in s} X_{i}}{\sum_{i=1}^{\infty} X_{i}}\right]$$
(b) Assume that $X_{i}$ is have mean $\mu$ and variance $\sigma^{2}, 0<\sigma^{2}<\infty$. If $j \notin S$, show that the correlation between ( $\left.\sum_{i \in s} X_{i}\right) X_{j}$ and $\sum_{i \in}X_{i}$ lies between $-\frac{1}{\sqrt{k+1}}$ and $\frac{1}{\sqrt{k+1}}$.

Solution

### ISI MStat 2020 Problem 4

Let X1,X2,…,Xn be independent and identically distributed random variables. Let Sn=X1+⋯+Xn. For each of the following statements, determine whether they are true or false. Give reasons in each case.

(a) If Sn∼Exp with mean n, then each Xi∼Exp with mean 1 .

(b) If Sn∼Bin(nk,p), then each Xi∼Bin(k,p)

Solution

### ISI MStat 2020 Problem 5

Let U1,U2,…,Un be independent and identically distributed random variables each having a uniform distribution on (0,1) . Let X=min{U1,U2,…,Un}, Y=max{U1,U2,…,Un}

Evaluate E[X∣Y=y] and E[Y∣X=x].

Solution

### ISI MStat 2020 Problem 6

Suppose individuals are classified into three categories C1,C2 and C3 Let p2,(1−p)2 and 2p(1−p) be the respective population proportions, where p∈(0,1). A random sample of N individuals is selected from the population and the category of each selected individual recorded.

For i=1,2,3, let Xi denote the number of individuals in the sample belonging to category Ci. Define U=X1+X32

(b) Show that the mean squared error of UN is p(1−p)2N

Solution

### ISI MStat 2020 Problem 7

Consider the following model:
$$y_{i}=\beta x_{i}+\varepsilon_{i} x_{i}, \quad i=1,2, \ldots, n$$
where $y_{i}, i=1,2, \ldots, n$ are observed; $x_{i}, i=1,2, \ldots, n$ are known positive constants and $\beta$ is an unknown parameter. The errors $\varepsilon_{1}, \varepsilon_{2}, \ldots, \varepsilon_{n}$ are independent and identically distributed random variables having the
probability density function
$$f(u)=\frac{1}{2 \lambda} \exp \left(-\frac{|u|}{\lambda}\right),-\infty<u<\infty$$
and $\lambda$ is an unknown parameter.
(a) Find the least squares estimator of $\beta$.
(b) Find the maximum likelihood estimator of $\beta$.

Solution

### ISI MStat 2020 Problem 8

Assume that $X_{1}, \ldots, X_{n}$ is a random sample from $N(\mu, 1)$, with $\mu \in \mathbb{R}$. We want to test $H_{0}: \underline{\mu}=0$ against $H_{1}: \mu=1$. For a fixed integer $m \in{1, \ldots, n}$, the following statistics are defined:

\begin{aligned}
T_{1} &=\left(X_{1}+\ldots+X_{m}\right) / m \\
T_{2} &=\left(X_{2}+\ldots+X_{m+1}\right) / m \\
\vdots &=\vdots \\
T_{n-m+1} &=\left(X_{n-m+1}+\ldots+X_{n}\right) / m .
\end{aligned}

Fix $\alpha \in(0,1)$. Consider the test

reject $H_{0}$ if max {${T_{i}: 1 \leq i \leq n-m+1}>c_{m, \alpha}$}

Find a choice of $c_{m, \alpha}$ $\mathbb{R}$ in terms of the standard normal distribution
function $\Phi$ that ensures that the size of the test is at most $\alpha$.

Solution

### ISI MStat 2020 Problem 9

• A finite population has N units, with xi being the value associated with the i th unit, i=1,2,…,N. Let x¯N be the population mean. A statistician carries out the following experiment.

Step 1: Draw an SRSWOR of size n(1 and denote the sample mean by X¯n

Step 2: Draw an SRSWR of size m from S1. The x -values of the sampled units are denoted by {Y1,…,Ym}

An estimator of the population mean is defined as,

Tˆm=1m∑i=1mYi

(a) Show that Tˆm is an unbiased estimator of the population mean.

(b) Which of the following has lower variance: Tˆm or X¯n?

Solution

## ISI MStat 2020 - Objective Paper

### ISI MStat 2020 PSA Answer Key

#### ISI MStat 2020 Probability Problems Discussion [Recorded Class]

This post contains ISI MStat Entrance PSA and PSB 2020 Problems and Solutions that can be very helpful and resourceful for your ISI MStat Preparation.

## ISI MStat Entrance 2020 Problems and Solutions - Subjective Paper

### ISI MStat 2020 Problem 1

Let f(x)=x2−2x+2. Let L1 and L2 be the tangents to its graph at x=0 and x=2 respectively. Find the area of the region enclosed by the graph of f and the two lines L1 and L2.

### ISI MStat 2020 Problem 2

Find the number of 3×3 matrices A such that the entries of A belong to the set Z of all integers, and such that the trace of AtA is 6 . (At denotes the transpose of the matrix A).

Solution

### ISI MStat 2020 Problem 3

Consider $n$ independent and identically distributed positive random variables $X_{1}, X_{2}, \ldots, X_{n}$. Suppose $S$ is a fixed subect of ${1,2, \ldots, n}$ consisting of $k$ distinct ekements where $1 \leq k<n$.
(a) Compute
$$\mathrm{E}\left[\frac{\sum_{i \in s} X_{i}}{\sum_{i=1}^{\infty} X_{i}}\right]$$
(b) Assume that $X_{i}$ is have mean $\mu$ and variance $\sigma^{2}, 0<\sigma^{2}<\infty$. If $j \notin S$, show that the correlation between ( $\left.\sum_{i \in s} X_{i}\right) X_{j}$ and $\sum_{i \in}X_{i}$ lies between $-\frac{1}{\sqrt{k+1}}$ and $\frac{1}{\sqrt{k+1}}$.

Solution

### ISI MStat 2020 Problem 4

Let X1,X2,…,Xn be independent and identically distributed random variables. Let Sn=X1+⋯+Xn. For each of the following statements, determine whether they are true or false. Give reasons in each case.

(a) If Sn∼Exp with mean n, then each Xi∼Exp with mean 1 .

(b) If Sn∼Bin(nk,p), then each Xi∼Bin(k,p)

Solution

### ISI MStat 2020 Problem 5

Let U1,U2,…,Un be independent and identically distributed random variables each having a uniform distribution on (0,1) . Let X=min{U1,U2,…,Un}, Y=max{U1,U2,…,Un}

Evaluate E[X∣Y=y] and E[Y∣X=x].

Solution

### ISI MStat 2020 Problem 6

Suppose individuals are classified into three categories C1,C2 and C3 Let p2,(1−p)2 and 2p(1−p) be the respective population proportions, where p∈(0,1). A random sample of N individuals is selected from the population and the category of each selected individual recorded.

For i=1,2,3, let Xi denote the number of individuals in the sample belonging to category Ci. Define U=X1+X32

(b) Show that the mean squared error of UN is p(1−p)2N

Solution

### ISI MStat 2020 Problem 7

Consider the following model:
$$y_{i}=\beta x_{i}+\varepsilon_{i} x_{i}, \quad i=1,2, \ldots, n$$
where $y_{i}, i=1,2, \ldots, n$ are observed; $x_{i}, i=1,2, \ldots, n$ are known positive constants and $\beta$ is an unknown parameter. The errors $\varepsilon_{1}, \varepsilon_{2}, \ldots, \varepsilon_{n}$ are independent and identically distributed random variables having the
probability density function
$$f(u)=\frac{1}{2 \lambda} \exp \left(-\frac{|u|}{\lambda}\right),-\infty<u<\infty$$
and $\lambda$ is an unknown parameter.
(a) Find the least squares estimator of $\beta$.
(b) Find the maximum likelihood estimator of $\beta$.

Solution

### ISI MStat 2020 Problem 8

Assume that $X_{1}, \ldots, X_{n}$ is a random sample from $N(\mu, 1)$, with $\mu \in \mathbb{R}$. We want to test $H_{0}: \underline{\mu}=0$ against $H_{1}: \mu=1$. For a fixed integer $m \in{1, \ldots, n}$, the following statistics are defined:

\begin{aligned}
T_{1} &=\left(X_{1}+\ldots+X_{m}\right) / m \\
T_{2} &=\left(X_{2}+\ldots+X_{m+1}\right) / m \\
\vdots &=\vdots \\
T_{n-m+1} &=\left(X_{n-m+1}+\ldots+X_{n}\right) / m .
\end{aligned}

Fix $\alpha \in(0,1)$. Consider the test

reject $H_{0}$ if max {${T_{i}: 1 \leq i \leq n-m+1}>c_{m, \alpha}$}

Find a choice of $c_{m, \alpha}$ $\mathbb{R}$ in terms of the standard normal distribution
function $\Phi$ that ensures that the size of the test is at most $\alpha$.

Solution

### ISI MStat 2020 Problem 9

• A finite population has N units, with xi being the value associated with the i th unit, i=1,2,…,N. Let x¯N be the population mean. A statistician carries out the following experiment.

Step 1: Draw an SRSWOR of size n(1 and denote the sample mean by X¯n

Step 2: Draw an SRSWR of size m from S1. The x -values of the sampled units are denoted by {Y1,…,Ym}

An estimator of the population mean is defined as,

Tˆm=1m∑i=1mYi

(a) Show that Tˆm is an unbiased estimator of the population mean.

(b) Which of the following has lower variance: Tˆm or X¯n?

Solution

## ISI MStat 2020 - Objective Paper

### ISI MStat 2020 PSA Answer Key

#### ISI MStat 2020 Probability Problems Discussion [Recorded Class]

This site uses Akismet to reduce spam. Learn how your comment data is processed.

### 25 comments on “ISI MStat Entrance 2020 Problems and Solutions PSA & PSB”

1. Partha pratim das says:

What is ans of no. 15?

2. ISHAN PATHAK says:

For Q3: the set of points A,B,C,D for D=(-2,1) do not form a parallelogram
Parallelogram is possible only for options A(4,1) and option B(-2,-3) but since A,B,C,D are in clockwise in same order, it should be option A(4,1)
For Q9 distance between the centres of two circles C1(2,2) and C2(-2,-1) id 5=sum of radii(2+3) so the circles touch extrenally, no. of common tangents should be 3
For Q10 the determinant should be 1, can be verified as A^17=A,A^10=A^2: and A^10+A^10-I={(1,4,10),(0,-1,0),(0,0,-1)} hence det=product of disgonal elements =1 Answer should be A(1)
For Q15, each element of A consists of k ones followed by n−k zeroes, where k∈{0,1,…,n}, hence there are n+1 possible elements (option B)

1. Srijit Mukherjee says:

Thanks, Ishan for such a valuable suggestion and being a student of Cheenta. We will make the changes and will discuss the same in our upcoming classes.

3. Partha pratim das says:

Q.15 pls elaborate a little not getting it

4. Partha pratim das says:

I am getting Q1 to be c but here it is b may be I am wrong it will be helpful if you pls tell the logic

5. Partha pratim das says:

The solution for subjective part is not there. From where can I get it?

6. Prasun says:

Even my answer is coming out to be (c) in Q1

7. blaster says:

what do you expect the cut off to be ?

8. blaster says:

when can we expect the results to come out ?

1. Anton Blaster says:

No answers ? No expected date ?

9. I think the 2020 paper was slightly harder than 2019. So , the cutoff should be lesser this year. Of course , all of this is just my opinion. Anything can happen.

10. Dexter says:

I think atleast 4 psb questions will suffice.

11. Anton says:

Any info about when the results will come out ?

12. Dexter says:

No idea. Are you expecting a good result?

13. Anton says:

PSB is a bit difficult than previous year papers for sure.

14. Anton says:

Not sure. Depends on how they grade psb.

15. Anton says:

How did you do ? I think 60+ would be a good score in psb, assuming you score 90+ in psa.

16. Anton says:

How did you do ?

17. Hey Anton , how much do you think will be the cutoff for PSA + (2.5)*PSB ? Also , how many marks are you getting in PSA ?

18. B Ban says:

I am getting 105 in PSA and expecting 70-80 in PSB . Is there any chance for me?

19. Dexter says:

This group has been deleted it seems

20. ISI is extremely late in declaring the result. Don't know what is wrong with them. Did anyone contact them in any way to get some info about results ? Really frustrating...

21. Dexter says:

Any update regarding the result??