Question : Two players, \(A\) and \(B\), alternately keep rolling a fair dice. The person to get a six first wins the game. Given that player \(A\) starts the game, the probability that \(A\) wins the game is
\(5/11\)
\(1/2\)
\(7/13\)
\(6/11\)
Solution:
Let \(p\) be the probability of getting a six (success) in a single roll, and \(q\) be the probability of not getting a six (failure). \[p = P(\text{getting a six}) = \frac{1}{6}\] \[q = P(\text{not getting a six}) = 1 - p = 1 - \frac{1}{6} = \frac{5}{6}\] Player \(A\) wins on rolls 1, 3, 5, ... The total probability that \(A\) wins is the sum of the infinite geometric series: \[P(A \text{ wins}) = p + q^2 p + q^4 p + \cdots = \frac{p}{1 - q^2}\] Substituting the values \(p=1/6\) and \(q=5/6\): \[P(A \text{ wins}) = \frac{1/6}{1 - (5/6)^2} = \frac{1/6}{1 - 25/36} = \frac{1/6}{11/36} = \frac{6}{11}\] The correct option is D. \(6/11\).
Question : A solution of the ordinary differential equation \(\frac{d^2y}{dt^2} + 5\frac{dy}{dt} + 6y = 0\) is such that \(y(0) = 2\) and \(y(1) = -\frac{1 - 3e}{e^3}\). The value of \(\frac{dy}{dt}(0)\) is
.
Solution:
The given ordinary differential equation is: \[\frac{d^2y}{dt^2} + 5\frac{dy}{dt} + 6y = 0\] The characteristic equation is \(\lambda^2 + 5\lambda + 6 = 0\), which yields roots \(\lambda_1 = -3\) and \(\lambda_2 = -2\). The general solution is: \[y(t) = C_1e^{-3t} + C_2e^{-2t}\] Apply \(y(0) = 2\): \[y(0) = C_1 + C_2 = 2 \quad \mathbf{(i)}\] Apply \(y(1) = -\frac{1 - 3e}{e^3}\): The given boundary condition simplifies to \(y(1) = -e^{-3} + 3e^{-2}\). Substituting \(t=1\): \[y(1) = C_1e^{-3} + C_2e^{-2}\] Comparing coefficients gives \(C_1 = -1\) and \(C_2 = 3\). Find \(\frac{dy}{dt}(0)\): The derivative of the solution is: \[\frac{dy}{dt} = -3C_1e^{-3t} - 2C_2e^{-2t}\] Substituting \(C_1 = -1\) and \(C_2 = 3\) and evaluating at \(t=0\): \[\frac{dy}{dt}(0) = -3(-1)e^{0} - 2(3)e^{0} = 3 - 6 = -3\] The value of \(\frac{dy}{dt}(0)\) is \(\boxed{-3}\).
Question : The maximum value of "\(a\)" such that the matrix \(\begin{pmatrix} -3 & 0 & -2 \\ 1 & -1 & 0 \\ 0 & a & -2 \end{pmatrix}\) has three linearly independent real eigenvectors is
\(\frac{2}{3\sqrt{3}}\)
\(\frac{1}{3\sqrt{3}}\)
\(\frac{1+2\sqrt{3}}{3\sqrt{3}}\)
\(\frac{1+\sqrt{3}}{3\sqrt{3}}\)
Solution:
A matrix has three linearly independent real eigenvectors if and only if its characteristic equation, \(f(\lambda) = \det(A - \lambda I) = 0\), has three real roots.
1. Characteristic Equation: \[f(\lambda) = \lambda^3 + 6\lambda^2 + 11\lambda + (6 + 2a) = 0\] The equation has three real roots if the local minimum \(f(\lambda_{\text{min}}) \leq 0\).
2. Find Extrema: \[f'(\lambda) = 3\lambda^2 + 12\lambda + 11\] The critical points are: \(\lambda = -2 \pm \frac{\sqrt{3}}{3}\). The local minimum occurs at \(\lambda_{\text{min}} = -2 + \frac{\sqrt{3}}{3}\).
3. Apply the Condition \(f(\lambda_{\text{min}}) \leq 0\): By substituting \(\lambda_{\text{min}}\) into \(f(\lambda)\), we find: \[f(\lambda_{\text{min}}) = -\frac{2\sqrt{3}}{9} + 2a\] The condition \(f(\lambda_{\text{min}}) \leq 0\) yields: \[-\frac{2\sqrt{3}}{9} + 2a \leq 0 \implies a \leq \frac{\sqrt{3}}{9}\]
4. Maximum Value: The maximum value of \(a\) is \(\frac{\sqrt{3}}{9}\). This is equivalent to option B: \[\frac{\sqrt{3}}{9} = \frac{1}{3\sqrt{3}}\] The correct option is B. \(\frac{1}{3\sqrt{3}}\).
Question : If the sum of the diagonal elements of a \(2 \times 2\) matrix is \(-6\), then the maximum possible value of determinant of the matrix is
.
Solution:
Let \(A\) be a \(2 \times 2\) matrix. The sum of the diagonal elements is the Trace of the matrix, which is equal to the sum of its eigenvalues (\(\lambda_1 + \lambda_2\)). The determinant (\(\det(A)\)) is the product of its eigenvalues (\(\lambda_1 \lambda_2\)). We are given the sum of eigenvalues: \[\lambda_1 + \lambda_2 = -6\] We want to maximize the product: \[\det(A) = \lambda_1 \lambda_2\] To maximize the product of two numbers whose sum is constant, the numbers must be equal (by the AM-GM inequality, or calculus). Set \(\lambda_1 = \lambda_2\): \[\lambda_1 + \lambda_1 = -6 \implies 2\lambda_1 = -6 \implies \lambda_1 = -3\] Thus, the maximum determinant occurs when \(\lambda_1 = -3\) and \(\lambda_2 = -3\). \[\text{Maximum } \det(A) = (-3) \times (-3) = 9\] The maximum possible value of the determinant is \(\boxed{9}\).
Question : If a continuous function \(f(x)\) does not have a root in the interval \([a, b]\), then which one of the following statements is TRUE?
\(f(a) \cdot f(b) = 0\)
\(f(a) \cdot f(b) < 0\)
\(f(a) \cdot f(b) > 0\)
\(f(a)/f(b) \leq 0\)
Solution:
This problem relates to the Intermediate Value Theorem (IVT). The IVT states that for a continuous function \(f(x)\) on the interval \([a, b]\):
If \(f(a)\) and \(f(b)\) have opposite signs, i.e., \(f(a) \cdot f(b) < 0\), then there must be at least one root (a point \(c\) where \(f(c)=0\)) in the interval \((a, b)\).
If the function does not have a root in \([a, b]\), this implies that the function cannot cross the x-axis, and the endpoints \(f(a)\) and \(f(b)\) must have the same sign and cannot be zero.
If \(f(a)\) and \(f(b)\) have the same sign, their product must be positive: \[\text{If } f(a) > 0 \text{ and } f(b) > 0, \text{ then } f(a) \cdot f(b) > 0\] \[\text{If } f(a) < 0 \text{ and } f(b) < 0, \text{ then } f(a) \cdot f(b) > 0\] Therefore, the statement that must be TRUE is \(\mathbf{f(a) \cdot f(b) > 0}\). The correct option is C. \(f(a) \cdot f(b) > 0\).
Question : A random variable \(X\) has probability density function \(f(x)\) as given below: \[f(x)=\begin{cases} a+bx & \text{for } 0 < x < 1 \\ 0 & \text{otherwise} \end{cases}\] If the expected value \(E[X] = 2/3\), then \(\Pr[X < 0.5]\) is
.
Solution:
We use the two defining properties of a Probability Density Function (PDF) to find the constants \(a\) and \(b\).
1. Normalization Condition (\(\int_{-\infty}^{\infty} f(x)\,dx = 1\)): \[\int_{0}^{1} (a+bx)\,dx = 1\] \[\left[ ax + \frac{bx^2}{2} \right]_{0}^{1} = 1\] \[a + \frac{b}{2} = 1 \implies \mathbf{2a + b = 2} \quad \mathbf{(i)}\]
2. Expected Value Condition (\(E[X] = 2/3\)): \[E[X] = \int_{-\infty}^{\infty} x f(x)\,dx = \frac{2}{3}\] \[\int_{0}^{1} x(a+bx)\,dx = \int_{0}^{1} (ax+bx^2)\,dx = \frac{2}{3}\] \[\left[ \frac{ax^2}{2} + \frac{bx^3}{3} \right]_{0}^{1} = \frac{2}{3}\] \[\frac{a}{2} + \frac{b}{3} = \frac{2}{3} \implies 3a + 2b = 4 \quad \mathbf{(ii)}\]
3. Solve for \(a\) and \(b\): Multiply (i) by 2: \(\quad 4a + 2b = 4\) Subtract (ii) from the new equation: \[(4a + 2b) - (3a + 2b) = 4 - 4\] \[a = 0\] Substitute \(a=0\) into (i): \[2(0) + b = 2 \implies b = 2\] Thus, the PDF is \(f(x) = 2x\) for \(0 < x < 1\).
4. Calculate \(\Pr[X < 0.5]\): \[\Pr[X < 0.5] = \int_{0}^{0.5} f(x)\,dx = \int_{0}^{0.5} 2x\,dx\] \[\left[ x^2 \right]_{0}^{0.5} = (0.5)^2 - 0^2 = 0.25\] The value of \(\Pr[X < 0.5]\) is \(\boxed{0.25}\).
Question : The following discrete-time equations result from the numerical integration of the differential equations of an un-damped simple harmonic oscillator with state variables \(x\) and \(y\). The integration time step is \(h\). \[\frac{x_{k+1} - x_k}{h} = y_k\] \[\frac{y_{k+1} - y_k}{h} = -x_k\] For this discrete-time system, which one of the following statements is TRUE?
The system is not stable for \(h > 0\)
The system is stable for \(h > \frac{1}{\pi}\)
The system is stable for \(0 < h < \frac{1}{2\pi}\)
The system is stable for \(\frac{1}{2\pi} < h < \frac{1}{\pi}\)
Solution:
The discrete-time update equations can be expressed in matrix form as: \[\begin{bmatrix} x_{k+1} \\ y_{k+1} \end{bmatrix} = \begin{bmatrix} 1 & h \\ -h & 1 \end{bmatrix} \begin{bmatrix} x_k \\ y_k \end{bmatrix}\] The eigenvalues of this matrix determine the system’s stability. The characteristic equation is: \[|A - \lambda I| = (1 - \lambda)^2 + h^2 = 0\] Hence, the eigenvalues are: \[\lambda = 1 \pm jh\] The magnitude of each eigenvalue is: \[|\lambda| = \sqrt{1 + h^2} > 1 \text{ for all } h > 0\] Therefore, the eigenvalues lie outside the unit circle for any nonzero \(h\), meaning the system is unstable for all \(h > 0\).
Correct Option: A. The system is not stable for \(h > 0\).
Question : Two coins \(R\) and \(S\) are tossed. The 4 joint events \(H_RH_S\), \(T_RT_S\), \(H_RT_S\), \(T_RH_S\) have probabilities \(0.28\), \(0.18\), \(0.30\), \(0.24\) respectively, where \(H\) represents head and \(T\) represents tail. Which one of the following is TRUE?
The coin tosses are independent.
\(R\) is fair, \(S\) is not.
\(S\) is fair, \(R\) is not.
The coin tosses are dependent.
Solution:
For independence, we must have \[P(H_RH_S)=P(H_R)P(H_S)\] Compute marginal probabilities: \[P(H_R)=0.28+0.30 = 0.58,\qquad P(H_S)=0.28+0.24 = 0.52\] If independent, \[P(H_RH_S)=0.58 \times 0.52 = 0.3016\] Given: \[P(H_RH_S)=0.28 \ne 0.3016\] Thus, the probabilities do not factor as the product of marginals.
Correct Option: D. The coin tosses are dependent.
Question : The volume enclosed by the surface \(f(x,y)=e^x\) over the triangle bounded by the lines \(x=y\), \(x=0\), and \(y=1\) in the \(xy\) plane is .
\(e-1\)
\(e-2\)
\(1\)
\(2-e\)
Solution:
The triangular region is bounded by \(x=0\), \(y=1\), and \(x=y\). So the limits are: \[0 \le x \le 1, \qquad x \le y \le 1\] Required volume: \[\iint_{R} e^x\, dy\, dx = \int_{0}^{1} \int_{x}^{1} e^x\, dy\, dx\] Integrate w.r.t \(y\) first: \[= \int_{0}^{1} e^x (1-x)\, dx\] \[= \int_{0}^{1} (e^x - xe^x)\, dx\] \[= \left[e^x\right]_{0}^{1} - \left[(xe^x - e^x)\right]_{0}^{1}\] \[= (e - 1) - \left[(e - e) - (0 - 1)\right]\] \[= (e - 1) - (0 + 1) = e - 2\] Correct Option: B. \(e - 2\)
Question : The Laplace transform of \(f(t)=2\sqrt{\tfrac{t}{\pi}}\) is \(s^{-3/2}\). The Laplace transform of \(g(t)=\sqrt{\tfrac{1}{\pi t}}\) is:
\(\frac{3s^{-5/2}}{2}\)
\(s^{-1/2}\)
\(s^{1/2}\)
\(s^{3/2}\)
Solution:
Given: \[f(t)=2\sqrt{\frac{t}{\pi}} \quad \Rightarrow \quad \mathcal{L}\{f(t)\}=s^{-3/2}\] Now, \[g(t)=\sqrt{\frac{1}{\pi t}} = \frac{1}{\sqrt{\pi}}t^{-1/2}\] We know: \[\frac{d}{dt}t^{1/2} = \frac{1}{2}t^{-1/2} \quad \Rightarrow \quad t^{-1/2} = 2\frac{d}{dt}(t^{1/2})\] Thus, \[g(t)=\frac{1}{\sqrt{\pi}}t^{-1/2} = \frac{2}{\sqrt{\pi}}\frac{d}{dt}(t^{1/2})\] Using Laplace property \[\mathcal{L}\left\{\frac{df}{dt}\right\} = sF(s)\] We already know that \[\mathcal{L}\{2\sqrt{\tfrac{t}{\pi}}\}=s^{-3/2}\] So, \[\mathcal{L}\{g(t)\} = s \cdot s^{-3/2} = s^{-1/2}\] Correct Option: B. \(s^{-1/2}\)
Question : Match the following:
| P. Stokes’s Theorem | 1. \(\iint D \cdot ds = Q\) |
| Q. Gauss’s Theorem | 2. \(\oint f(z)\,dz = 0\) |
| R. Divergence Theorem | 3. \(\iiint (\nabla \cdot A)\,dv = \iint A \cdot ds\) |
| S. Cauchy’s Integral Theorem | 4. \(\iint (\nabla \times A)\cdot ds = \oint A \cdot dl\) |
P-2 Q-1 R-4 S-3
P-4 Q-1 R-3 S-2
P-4 Q-3 R-1 S-2
P-3 Q-4 R-2 S-1
Solution:
Stokes’s theorem: \[\oint A \cdot dl = \iint (\nabla \times A)\cdot ds \quad \Rightarrow \quad P \rightarrow 4\] Gauss’s theorem (Flux theorem): \[\iint D \cdot ds = Q \quad \Rightarrow \quad Q \rightarrow 1\] Divergence theorem: \[\iiint (\nabla \cdot A)\,dv = \iint A \cdot ds \quad \Rightarrow \quad R \rightarrow 3\] Cauchy’s integral theorem: \[\oint f(z)\,dz = 0 \quad \Rightarrow \quad S \rightarrow 2\] \[\boxed{P-4,\; Q-1,\; R-3,\; S-2}\] Correct Option: B
Question : We have a set of 3 linear equations in 3 unknowns. \(X \equiv Y\) means \(X\) and \(Y\) are equivalent statements and \(X \not\equiv Y\) means \(X\) and \(Y\) are not equivalent statements. P: There is a unique solution.
Q: The equations are linearly independent.
R: All eigenvalues of the coefficient matrix are nonzero.
S: The determinant of the coefficient matrix is nonzero. Which one of the following is TRUE?
\(P \equiv Q \equiv R \equiv S\)
\(P \equiv R \not\equiv Q \equiv S\)
\(P \equiv Q \not\equiv R \equiv S\)
\(P \not\equiv Q \not\equiv R \not\equiv S\)
Solution:
For a system of 3 linear equations in 3 variables: - \(P\): A unique solution exists \(\iff\) coefficient matrix is invertible. - \(Q\): Equations are linearly independent \(\iff\) rows of coefficient matrix are linearly independent \(\iff\) determinant \(\neq 0\). - \(R\): All eigenvalues of the coefficient matrix are nonzero \(\iff\) determinant (product of eigenvalues) \(\neq 0\). - \(S\): Determinant \(\neq 0\) means invertible matrix. Thus: \[P \iff Q \iff R \iff S\] All four statements are equivalent. Correct Option: A
Question : Given \(f(z) = g(z) + h(z)\), where \(f, g, h\) are complex valued functions of a complex variable \(z\). Which one of the following statements is TRUE?
If \(f(z)\) is differentiable at \(z_0\), then \(g(z)\) and \(h(z)\) are also differentiable at \(z_0\).
If \(g(z)\) and \(h(z)\) are differentiable at \(z_0\), then \(f(z)\) is also differentiable at \(z_0\).
If \(f(z)\) is continuous at \(z_0\), then it is differentiable at \(z_0\).
If \(f(z)\) is differentiable at \(z_0\), then so are its real and imaginary parts.
Solution:
We have \(f(z) = g(z) + h(z)\). If \(g(z)\) and \(h(z)\) are differentiable at \(z_0\), then both satisfy the Cauchy–Riemann equations. Since the sum of two differentiable complex functions is also differentiable, \[f(z) = g(z) + h(z)\] must be differentiable at \(z_0\). Thus, the correct statement is: \[\boxed{\text{If } g(z) \text{ and } h(z) \text{ are differentiable at } z_0, \text{ then } f(z) \text{ is also differentiable at } z_0.}\] Correct Option: B