First Mid Term Examination, ME-781, September 10, 2016
Name: Roll No:
Total Time 2 hours; Total Marks 100
Open notes (self hand-written) examination.
20 1. Let a nonlinear regression model of the type
Y= 0 + 1X +2X2 + 1
approximate the true relation between X and Y then derive an expression for 0, 1
and 2.
If instead of a nonlinear model we assume a linear regression model of the type
Y= 0 + 1X +
Then, compare the coefficients of the linear and nonlinear model.
10 2. Provider reasoning to show that the kth nearest neighbor regression would perform
very poorly (for a single predictor with the underlying true model being linear) if
a.) the test data is very sparse
b.) the test data is very large but with a large random error (zero mean and not a
function of predictor)
5 3. Provider schematic to show the difference between accuracy and precision and
comment on the role of bias and random error(with zero mean and not a function of
predictor).
5 4. In a linear regression if the predictor has only 3 discrete levels then show how you
would form the equation for your model.
5 5. Multiple linear regression model has the form
With
This can be written in matrix form as:
𝑌 = 𝑋𝛽
Where, Y, X and are matrix of the size nx1, nx(p+1) and (p+1)x1, respectively. (Note
that n is the number of training data points, and p is the number of predictors)
And
𝑅𝑆𝑆(𝛽) = (𝑌 − 𝑋𝛽)𝑇 (𝑌 − 𝑋𝛽)
And
𝜕𝑅𝑆𝑆(𝛽)
= −2𝑋 𝑇 (𝑌 − 𝑋𝛽)
𝜕𝛽
Show that the choice of which minimizes the RSS leads to residual vector (𝑌 − 𝑋𝛽)
becoming orthogonal to column space of X.
5 6. Probability of a grad student owning a car is dependent upon his or her graduate salary.
Let this relation be modeled by Logistic regression with logistic function as
. If the model parameters 0 and 1 what are -10 and 0.006, then
what are the odds that a grad student having a salary of 3000 owns a car.
25 7. Let set A=[1,3]x[3,6] and set B=b((3,3),1). Please note B is a closed ball at (3,3) of radius
1.
Then draw the following:
a.) A U B
b.) A ∩ B
c.) Acl - Ain
d.) A ⊕ B
e.) A ⊖ B
10 8. X is a uniform random variable in [0,1] and Y = sin-1(X). Y is defined in [0,Pi/2]. Then find
the probability density function of Y.
15 9. Let Y = a|X| + b, where X is a random variable. Derive an expression for probability
density function of Y.