24/07/2018 Probability and Stochastics for finance - - Unit 2 - Week 1

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Unit 2 - Week 1

Course outline Assessment 1

How to access the The due date for submitting this assignment has passed. Due on 2016-02-09, 23:55 IST.
portal
Submitted assignment
Week 1
1) If set A and B are in sigma algebra G then A ∩ B
c
is also in G? 1 point
Basic Probability
True
Interesting Problems
False
In Probability
No, the answer is incorrect.
Random
variables,distribution Score: 0
function and Accepted Answers:
independence
True
Chebyshev
Inequality, Borel-
2) Two dices are thrown. What is the probability of getting a total of 7? 1 point
Cantelli Lemmas and
related issues 1/6
1/4
Law of Large Number
and Central Limit 1/12
Theorem 7/36
Quiz : Assessment 1 No, the answer is incorrect.
Score: 0
Week 2
Accepted Answers:
Week 3 1/6

3) Choose the correct one. 1 point

Week 4

Assignment P(lim inf An ) < lim inf P(An )

Solutions

P(lim inf An ) ≤ lim inf P(An )

P(lim sup An ) ≤ lim inf P(An )

P(lim sup An ) < lim sup P(An )

No, the answer is incorrect.

Score: 0
Accepted Answers:
P(lim inf An ) ≤ lim inf P(An )

4) I f  A ∩ B = ∅ and P(B) ≠ 0,  then 1 point

P(A|B) = 0

P(A|B) = 1/2

P(A|B) = 1

P(A|B) = 1/4

No, the answer is incorrect.

Score: 0
Accepted Answers:

https://onlinecourses.nptel.ac.in/noc16_ma02/unit?unit=12&assessment=25 1/3
24/07/2018 Probability and Stochastics for finance - - Unit 2 - Week 1

P(A|B) = 0

5) 1 point
I f  A ∩ B = ∅ and P(C) ≠ 0,  then

P(A ∪ B|C) = P(A) + P(B)

P(A ∪ B|C) = P(A|C) + P(B)

P(A ∪ B|C) = P(A|C) + P(B|C)

P(A ∪ B|C) = P(A|C) + P(B|C) − P(A ∩ B|C)

No, the answer is incorrect.

Score: 0
Accepted Answers:

P(A ∪ B|C) = P(A|C) + P(B|C)

6) Union of two sigma algebra is also a sigma algebra? 1 point

True
False

No, the answer is incorrect.

Score: 0
Accepted Answers:
False

7) 1 point
i−1 i
Let f : [0, 1] → ℝ f (x) = i f or  ≤ x ≤ (i = 1, 2, . . , n);  f (x) = 1 f or x = 1 and f (x) = 0 otherwise.  T hen f uncti
n n

Differentiable
Continuous
Simple
None of these

No, the answer is incorrect.

Score: 0
Accepted Answers:
Simple

8) If X and Y are independent Random Variables then 1 point

E(X |Y ) = E(Y )

E(X |Y ) = E(X ∩ Y )

E(X |Y ) = E(X ∪ Y )

E(X |Y ) = E(X )

No, the answer is incorrect.

Score: 0
Accepted Answers:
E(X |Y ) = E(X )

9) 1 point
Let X1 , X2 , . . . . .  be iid RV s f ollowing Binomial distribution with E(Xi ) = p and V ar(Xi ) = p(1 − p),  then

Sn
→ p in probability
n

Sn
→ 0 in probability
n

https://onlinecourses.nptel.ac.in/noc16_ma02/unit?unit=12&assessment=25 2/3
24/07/2018 Probability and Stochastics for finance - - Unit 2 - Week 1

Sn
→ p(1 − p) in probability
n

Sn
→ (1 − p) in probability
n

No, the answer is incorrect.

Score: 0
Accepted Answers:

Sn
→ p in probability
n

10) 1 point
k
Let X1 , X2 , . . . . . .  be iid RV s with common PM F  as P{X = k} = p(1 − p) ,  k = 0, 1, 2, . . . ,  0 < p < 1. T hen

(1−p)
S n −n
p
P{ p ≤ x} → Φ(x) as n → ∞,  ∀ x ∈ ℝ
√n(1−p)

where Φ(x) is distribution of  N (0, p).

where Φ(x) is distribution of  N (1, p).

where Φ(x) is distribution of  N (0, 1).

where Φ(x) is distribution of  N (0, p(1 − p)).

No, the answer is incorrect.

Score: 0
Accepted Answers:

where Φ(x) is distribution of  N (0, 1).

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