2 (B) SolnMay2023
2 (B) SolnMay2023
2 (B) SolnMay2023
Solution: Let the equation of the line joining z = 0 to z = 1 + i i.e line from (0, 0) to (1, 1) be
y = mx + c
x = 0, y = 0 ⇒ 0 = m(0) + c
⇒c = 0
⇒ eqn is y = mx
x = 1, y = 1 ⇒ 1 = m(1)
⇒m = 1
⇒ eqn is y = x
Z 1+i Z x=1
2
∴ (x − iy) dz = (x2 − ix) (1 + i) dx
0 x=0
" #1
Z 1+i
2 x3 ix2
⇒ (x − iy) dz = (1 + i) −
0 3 2 0
1 i
= (1 + i) −
3 2
2 − 3i 2 − 3i + 2i + 3
= (1 + i) =
6 6
Z 1+i
(5 − i)
∴ (x2 − iy) dz =
0 6
1 (b) Check whether the set of vectors (1, 4, 8), (2, 5, 6), (3, 1, −4) are basis for R3 . 5
k1 x1 + k2 x2 + k3 x3 = 0
i.e k1 (1, 4, 8) + k2 (2, 5, 6) + k3 (3, 1, −4) = 0
⇒ k1 + 2k2 + 3k3 = 0 · · · · · · (1)
4k1 + 5k2 + k3 = 0 · · · · · · (2)
and 8k1 + 6k2 − 4k3 = 0 · · · · · · (3)
solving, we get ⇒ k1 = k2 = 0
Therefore The vectors X1 = (3, 1, −4) and X2 = (2, 2, −3) are linearly independent
It can be shown that every vector in R3 can be expressed as a linear combination of x1 =
(1, 4, 8), x2 = (2, 5, 6), x3 = (3, 1, −4)
Hence the set of vectors (1, 4, 8), (2, 5, 6), (3, 1, −4) are basis for R3 .
1 (c) A discrete random variable X has the following distribution: 5
X: 0 1 2 3 4 5 6
Y: k 15k 8k 7k 5k 3k k
Find k and the mean of X.
X: 0 1 2 3 4 5 6
Y: k 15k 8k 7k 5k 3k k
Now
X
px = 1
⇒ k + 15k + 8k + 7k + 5k + 3k + k = 1
⇒ 40k = 1
1
⇒k =
40
Therefore, the probability distribution of X is
X: 0 1 2 3 4 5 6
1 15 8 7 5 3 1
Y: 40 40 40 40 40 40 40
Now,
X
M ean = E(X) = xpx
x
15 8 7 5 3 1
= 0 + 1( ) + 2( ) + 3( ) + 4( ) + 5( ) + 6( )
40 40 40 40 40 40
93
⇒ M ean = = 2.325
40
1 (d) Find the rank correlation coefficient for the following data: 5
X: 1 2 3 4 5 6 7 8 9
Y: 13 14 12 18 23 17 15 16 21
Solution: We have the Spearman’s rank correlation coefficient to be :
6 d2
P
ρxy = 1 −
n(n2 − 1)
where d is the difference between the ranks of the respective items in the x and y series
X Y Rank in X Rank in Y d = rx − ry d2
rx ry
1 13 9 8 1 1
2 14 8 7 1 1
3 12 7 9 -2 4
4 18 6 3 3 9
5 23 5 1 4 16
6 17 4 4 0 0
7 15 3 6 -3 9
8 16 2 5 -3 9
9 21 1 2 -1 1
d2 = 50
X
6 d2i
P
ρ(= R) = 1 −
n(n2 − 1)
6(50)
= 1−
9 × 80
⇒ ρ = 0.5833
Z π/2
2(a) Find the extremals of (y ′2 − y 2 + 2xy) dx with y(0) = 0 and y(π/2) = 0. 6
0
Solution: Let
f (x, y, y ′ ) = (y ′2 − y 2 + 2xy)
∂f
⇒ = −2y + 2x · · · (1)
∂y
∂f
and = 2y ′2
∂y ′
d ∂f
⇒ = 2y ′′ · · · (2)
dx ∂y ′
Now the Euler- Lagrange’s Equation is :
∂f d ∂f
− = 0, · · · (∗)
∂y dx ∂y ′
X: 1 3 5 7 8 10
Y: 8 12 15 17 18 20
Solution:
Let the equation of least- squares line be
y = a + bx
The normal equations are given by
X X
y = na + b x · · · · · · (1)
x2 · · · · · · (2)
X X X
xy = a x+b
Now, X
x2 = 248;
X X X
n = 6; x = 34; y = 90; xy = 582
Substituting these values in equations (1) and (2) we get
90 = 6a + 34b
582 = 34a + 248b
3(a) A continuous random variable has pdf f (x) = kx2 (1 − x), 0 ≤ x ≤ 1 Obtain k, mean and
variance. 6
Now
Z ∞
M ean = E(X) = xf (x) dx
−∞
Z 1
⇒ E(X) = x(12x2 (1 − x)) dx
0
x4 x5 1
− ) |0
= 12(
4 5
1 1
= 12( − )
4 5
1 3
⇒ E(X) = 12( ) =
20 5
and
Z ∞
2
E(X ) = x2 f (x) dx
−∞
Z 1
⇒ E(X 2 ) = x2 (12x2 (1 − x)) dx
0
x 5 x6 1
− ) |0 = 12(
5 6
1 1
= 12( − )
5 6
2 1 2
⇒ E(X ) = 12( ) =
30 5
Hence
V ar(X) = E(X 2 ) − (E(X))2
2 9
= −
5 25
1
⇒ V ar(X) =
25
Z 1
3(b) Find the extremals of (yy ′ + (y ′′ )2 ) dx 6
0
Solution: Let
f (x, y, y ′ , y ′′ ) = yy ′ + (y ′′ )2
∂f
⇒ = y′ · · · (1)
∂y
∂f
and = y
∂y ′
d ∂f
⇒ ( ) = y′ · · · (2)
dx ∂y ′
∂f
and = y ′′
∂y ′′
d2 ∂f d4 y
⇒ 2 ′′ = 2y iv = 2 · · · (3)
dx ∂y dx4
∂f d ∂f d2 ∂f
− + = 0, · · · (∗)
∂y dx ∂y ′ dx2 ∂y ′′
′ ′d4 y
y −y +2 4 = 0
dx
d4 y
⇒ 4 = 0
dx
i.e D4 y = 0
⇒ D3 y = c1
⇒ D2 y = c1 x + c2
⇒ Dy = c1 (x2 /2) + c2 x + c3
⇒y = c1 (x3 /6) + c2 x2 /2 + c3 x + c4
3(c) Reduce the quadratic form x21 + 2x22 + 3x23 + 2x1 x2 − 2x1 x3 + 2x3 x2 to canonical form. Find
rank and signature. 8
−1 1 3 x3
1 1 −1
∴A= 1 2 1
−1 1 3
We write A =
IAI
1 1 −1 1 0 0 1 0 0
∴ 1 2 1 = 0 1 0 · A · 0 1 0
−1 1 3 0 0 1 0 0 1
Now we shall perform congruent Row and Column transformations.
The Row transformations will be applied on the LHS matrix and the first matrix on the RHS and
the Column transformations will be applied on the LHS matrix and the last matrix on the RHS.
By
R2 − R1 , R3 + R1
1 1 −1 1 0 0 1 0 0
0 1 2 =−1 1 ·A · 0 1 0
0
0 2 2 1 0 1 0 0 1
By
C2 − C1 , C +
3 C1
1 0 0 1 0 0 1 −1 1
0 1 2 = −1 1 0 · A · 0 1 0
0 2 2 1 0 1 0 0 1
By R3 − 2R2
1 0 0 1 0 0 1 −1 1
0 1 2 = −1 1 0 · A · 0 1 0
0 0 −2 3 −2 1 0 0 1
By
C 3 − 2C
2
1 0 0 1 0 0 1 −1 3
0 1 0 = −1 1 0 · A · 0 1 −2
0 0 −2 3 −2 1 0 0 1
T
= P AP · · · · · · (∗)
1 −1 3
where P = 0 1 −2
0 0 1
L.H.S is the canonical form of matrix A
x3 0 0 1 y3
⇒ x1 = y1 − +3y3 ; x2 = y2 − 2y3 ; x3 = y3 ;
Here,
Rank of the quadratic form = number of non zero diagonal elements = 3
(Index = Number of positive diagonal values (i.e. number of positive eigen values) = 3)
Signature = Difference between number of positive diagonal values and the negative diagonal
values = 2-1 = 1
(Value class = Indefinite)
4(a) Using the Gram-Schmidt process, Construct an orthonormal basis of (1, 0, 1, 1), (−1, 0, −1, 1)
and (0, −1, 1, 1) 6
Solution: Define
Y1 = X1 = (1, 0, 1, 1)
(X2 · Y1 )
Y2 = X2 − Y1
(Y1 · Y1 )
((−1, 0, −1, 1) · (1, 0, 1, 1))
= (−1, 0, −1, 1) − (1, 0, 1, 1)
((1, 0, 1, 1) · (1, 0, 1, 1))
(−1 + 0 − 1 + 1)
= (−1, 0, −1, 1) − (1, 0, 1, 1)
(1 + 0 + 1 + 1)
1 −2 −2 4
⇒ Y2 = (−1, 0, −1, 1) + (1, 0, 1, 1) = ( , 0, , )
3 3 3 3
(X3 · Y1 ) (X3 · Y2 )
Y3 = X 3 − Y1 − Y2
(Y1 · Y1 ) (Y2 · Y2 )
((0, −1, 1, 1) · (1, 0, 1, 1)) ((0, −1, 1, 1) · ( −2
3
, 0, −2 , 4 )) −2
3 3 −2 4
= (0, −1, 1, 1) − (1, 0, 1, 1) − −2 −2 4 −2 −2 4 ( , 0, , )
((1, 0, 1, 1) · (1, 0, 1, 1)) (( 3 , 0, 3 , 3 ) · ( 3 , 0, 3 , 3 )) 3 3 3
(0 + 0 + 1 + 1) (0 + 0 − 23 + 43 ) −2 −2 4
= (0, −1, 1, 1) − (1, 0, 1, 1) − 4 4 16 ( , 0, , )
((1 + 0 + 1 + 1) (9 + 0 + 9 + 9 ) 3 3 3
2 ( 32 ) −2 −2 4
= (0, −1, 1, 1) − (1, 0, 1, 1) − 24 ( , 0, , )
3 (9) 3 3 3
−2 1 1 1 −2 −2 4
= ( , −1, , ) − ( )( , 0, , )
3 3 3 4 3 3 3
−2 1 1 1 1 1
= ( + − 1 + 0, + , − )
3 6 3 6 3 3
−3 3
⇒ Y3 = ( , −1, , 0)
6 6
−1 1
⇒ Y3 = ( , −1, , 0)
2 2
Now
q √
||Y1 || = (12 + 0 + 12 + 12 ) = 3
s s s
4 4 16 24 8
||Y2 || = ( +0+ + )= =
9 9 9 9 3
s s
1 1 1
||Y2 || = ( + 1 + + 0) =
4 4 2
let
Y1 (1, 0, 1, 1)
G1 = = √
||Y1 || 3
Y2 −2
( , 0, −2 , 4 )
G2 = = 3 q 3 3
||Y2 || 8
3
−1
Y3 ( 2 , −1, 21 , 0)
G3 = = q
||Y3 || 1
2
Then the required orthonormal basis for the given basis set is:
G1 , G2 , G3
4(b) An insurance company found that only 0.01% of the population is involved in a certain type
of accident each year. If its 1000 policy holders were randomly selected from the population, what
is the probability that not more than two of its clients are involved in such accidents next year. 6
Solution: Let the random variable X denote the number involved in accidents.
We have λ = np = 1000(0.0001) = 0.1
Then: X ∼ P (λ = 0.1)
Then the probability distribution of X is :
(Not in syllabus)
5(a) Ten students get the following marks in Mathematics and Statistics.:
X 78 36 98 25 75 82 90 62 65 39
Y 84 51 91 60 68 62 86 58 53 47
Calculate the coefficient of correlation. 6
Solution: We have
P xy PxPy
n
− n n
r = qP qP
x2 Px 2 y2 Py 2
n
−( ) n n
−( n
)
For this data:
x2 = 47648; y 2 = 45784;
X X X X X
x = 650; y = 660; xy = 45604; n = 10
VT
X
A = U
" #
3 1 1
Let A =
−1 3 1
3 −1
Then AT = 1 3
1 1
3 −1 " # 10 0 2
3 1 1
⇒ AT A =
1 3 0 10 4
=
−1 3 1
1 1 2 4 2
3 −1
" " ##
T 3 1 1 11 1
And AA = 1 3 =
−1 3 1 1 11
1 1
The characteristic equation of (the smaller matrix) AAT = λ2 − 22λ + 120 = 0
⇒ λ = 12, 10 are the eigen values.
⇒ λ = 12, 10, 0 are the eigen values of AT A. √ √
Therefore the singular"values
√ of the matrix
# A are 12, 10
X 12 √0 0
Hence We have =
1 10 0
Now let’s find the eigen vectors of AT A.
Using the equation,
(AT A − λI)X = 0 we get the eigen vectors of 12, 10 and 0 as:
1 2 −1
2 , 1 and −2
1 0 5
Hence the corresponding
orthonormal vectors are:
√1 −1
√2 √
16 15 30
−2
v1 = √ , v2 = √ and v3 = √
6 5 30
√1 0 √5
6 30
# √1
" " 1 #
1 1 6 √
3 1 1
√1
Now, u1 = Av1 = √ = √1
2
σ1 12 −1 3 1 6
√1 2
6
" # √2 " 1 #
1 1 3 1 1 5 √
And, u2 = Av2 = √ √1 = 2
−1
σ1 12 −1 3 1 5 √
2
0
" 1
√1
#
h i √
Hence U = u1 u2 = 2 2
√1 −1
√
2 2 1
√1 √1
" 1 "√ √
√1
# #
√ 12 √0 0 26 6 6
VT = √1
X
2 2
Then A = U −1
√ 0
is the required SVD.
√1 √ 1 10 0 5 5
2 2 −1
√ −2
√ √5
30 30 30
6(a) Verify Cauchy -Schwartz inequality for the vectors
u = (1, 3, 2, 4) and v = (3, −2, 1, 6). 6
And
q √
||u|| = (1)2 + 32 + 22 + 42 = 30
q √
||v|| =
(3)2 + (−2)2 + 12 + (6)2 = 50
√ √
⇒ RHS = ||u|| ||v|| = 30 × 50 = 38.72 · · · · · · (2)
Equations (1) and (2) =⇒ |u · v| ≤ ||u|| ||v||, which verifies Cauchy - Schwartz inequality. (Here
strict inequality holds)
Z
z−1
6(b) Using Cauchy Residue theorem, evaluate dz where c is |z − i| = 2. 6
c (z + 1)2 (z − 2)
z−1
Solution: Let f (z) =
(z + 1)2 (z − 2)
Poles of f (z) are given by
((z + 1)2 (z − 2)) = 0 =⇒ z = −1 ( pole of order 2) and z = 2 ( pole of order 1).
Now, C is |z − i| = 2 : z = −1 ⇒
√
|z − i| = | − 1 − i| = 2 < 2
⇒ z = −1 lies inside C.
Now,
1 d
Residue at(z = −1) = lim (z + 1)2 f (z)
(2 − 1)! z→−1 dz
1 d z−1
= lim (z + 1)2
(1)! z→−1 dz (z + 1)2 (z − 2)
(z − 2) − (z − 1)
= lim
z→−1 (z − 2)2
(−1 − 2) − (−1 − 1) −3 + 2 −1
= = = · · · · · · (1)
(−1 − 2) 2 9 9
And, C is |z − i| = 2 : z = 2 ⇒
√ √
|z − i| = |2 − i| = 4+1= 5>2
⇒ z = 2 lies outside C.
X: 65 66 67 67 68 69 70 72
Y: 67 68 65 68 72 72 69 71
Solution:
Regression line of y on x is given by
σy
y − ȳ = r (x − x̄)
σx
where
x̄, ȳ are respectively the mean values of x and y and
σx , σy are respectively the standard deviations of x and y.
and the Regression line of x on y is given by
σx
x − x̄ = r (y − ȳ)
σy
For
X the given Xdata, we have X
x2 = 37028; y 2 = 38132;
X X
x = 544 y = 552; xy = 37560; n = 8
544 552
∴ x̄ = = 68; ȳ = = 69
8 8
37028 544 2 38132 552 2
and σx2 = −( ) = 4.5 σy2 = −( ) = 5.5
√ 8 8 √ 8 8
⇒ σx = 4.5 = 2.121 and σy = 5.5 = 2.345
Cov(X, Y )
Also r = where
σx σy
1X 37560
Cov(X, Y ) = xy = − x̄ × ȳ = 1565 − (68 × 69) = 3
n 8
3
∴r= = 0.603
2.121 × 2.345
Hence the regression lines are :
Regression line of y on x:
2.121
y − 69 = (0.603)( )(x − 68)
2.345
that is y − 69 = 0.5454x − 37.0872
⇒ y = 0.5454x + 31.9128 (1)