ASSIGNMENT

(1.) Let  X n : n  1 be a sequence of independent and identically distributed random variables and the
1
probability mass function of X 1 is the following. P  X 1  1  P  X 1  3 
2
If Yn  X1  ..  X n , then which of the following statements are correct?
Yn
(a) converges to 2 in probability
n

Variance  2/2
Yn 
(b)  converges to 0, as n  
n 
Yn
(c) converges to c in probability, where 0  c   .
n 2/ 2
Yn
(d) converges to 0 in probability
n2
(2.) Let X 1 , X 2 ,..., X 10 a random sample from uniform  0,1 and X 1 , X  2 ,..., X 10 denote the
corresponding order statistics. Which of the following statements are true?
(a) X 1 ~ Beta  2,9 

(b) X 10  X 1 ~ Beta 11,2 

2
(c) E  X  2  
11
3
(d) Var  X  2  
242
(3.) The probability density function of continuous random variable X is given by
e  x x0
f  x   . Let Y   X  , where  X  denotes the largest integer not exceeding X .Which
 0, otherwise
of the following statement are correct?
(a) P Y  2   0

(b) P Y  1.2   1  e 2

e 1
(c) E Y 2  
 e  12
1
(d) E Y  
 e  1
(4.) Let X be random variable whose distribution is symmetric about -2.
2. Which of the following are
true?

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 2
(a) If X is discrete and P  X  2   , then P  X  2   1 / 6 .
3
1
(b) If X is discrete and P  X  2   , then P  X  2   1 / 2 .
2
(c) If X is absolutely continuous, then P  X  2   0 .
(d) If X is absolutely continuous, then P  X  2   1 / 2
(5.) Let X 1 and X 2 be independent and identically distributed standard normal variables. Then which of
the following statements are correct?
1
(a) Expected value of max  X1 , X 2  is

(b) Conditional expectation of X1 given X 1  X 2 is 0.5  X1  X 2 
(c) X 1  X 2 and X 1  X 2 are independent
X1
(d) X 12  X 22 and are independent
X2

(6.) Let  X n , n  1 and X be random variables defined on a common probability space, all having finite
expectation and having characteristic function n , n  1 and  respectively. Which of the following
are true?
(a) If E  X n   E  X  then there is at least one sample point w such that X n    X   .

(b) If X n    X   for every sample point  then E  X n   E  X 

(c) If X n    X   for every sample point  then n  t     t  for all t
(d) If n  t     t  for all t then X n    X n   for at least one sample point  .
(7.) Let  X1 , Y1  ,  X 2 , Y2  ,...,  X n , Yn  be iid from a continuous bivariate distribution. Let Ri be rank of X i
among the X observations and Si be rank of Yi among the Y observations. Let spearman’s statistic
for testing independent between X and Y observation be denoted by T . Then, which of the
following are true?
12 in1 Ri Si 3  n  1
(a) T 
n  n  1
2 n 1

(b) E T   0 when X and Y are independent.

1
(c) var T   when X and Y are independent.
n 1
(d) T 0
(8.) Suppose X ~ Geometric 1 / 2  (taking value in 1, 2,3,... ) and conditional on X , the variable Y has
Poisson  X  distribution. Similarly suppose U ~ Poisson 1 and conditional on U , the variable V
has Geometric 1 / U  1 distribution . Then

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 (a) E Y   E V 

(b) E Y   E V 

(c) Var Y   Var V 

(d) Var Y   Var V 

(9.) If  is a permutation of 1, 2,..., n , let X n   denote the number of fixed points, that is cardinality of
the set i  n :  i   i . If a permutation  is chosen uniformly at random, then X n is a random
variable. Which of the following are correct?
(a) E  X 25   5E  X 5 

(b) E  X 25   E  X 5  / 5

(c) E  X 25   E  X 5 

E  X 25    E  X 5  
2
(d)

(10.) negative random variable with E  X   1 . Which of the following quantities is

Let X be a non-negative
necessarily greater or equal to 1?
(a) E X 4 

 E  cos X    E sin X 
2 2
(b)

(c) E X 

(d) E 1 / X 

(11.) Let X and Y be independent random variables with E  X   E Y   0 and Var  X   Var Y   1 . Let
Z  X  Y . Which of the following statements are correct?
(a) P Z     2 /  2

(b) E Z   2

(c) EZ2   2
(d) P  Z  0  P  Z  0

(12.) For n  1 , let X 1. X 2 ,..., X n be random variables such that E  X1   0 and E  X i2   1 and E  X i X j   
for all i  j . Which of the following statement are true?
(a)   0 if and only if X 1 , X 2 ,..., X n are independent

(b) Var  X1  X 2  ...  X n   n if and only if X 1 , X 2 ,..., X n are independent

(c) Var  X 1 , X 2  ...  X n   n if and only if X 1 , X 2 ,..., X n are pairwise independent

(d) Var  X1  X 2  ...  X n   n if and only if   0

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(13.) Suppose X1 , X 2 ,..., X n are iid random variable with characteristic function   t ;   E  euX  where 1

   k is the parameter of the distribution. Let Z  X 1  X 2  ...  X n . Then for which of the following
distribution of X 1 would the characteristic function of Z be of the form   t ;  for some    k ?
(a) Negative Binomial
(b) Geometric
(c) Hyper geometric
(d) Discrete Uniform
(14.) Suppose   t  for t  0 is a continuous hazard function of a non
non-negative
negative random variable X , where
  t   1 . Which of the following statements are always true?
1
(a) is a hazard function
 t 

(b)  2  t  is also a hazard function

(c) c  t  for c  0 is also a hazard function

(d) log   t  is a hazard function


(15.) Let n  2 and 0    be fixed. Let X1 ,..., X n be i.i.d normal random variable with mean zero and
2
variance  2  0 . For i  1,..., n define
Y2i 1  X i cos and Y2i  X i sin  .

Further, let Z T  Y1 , Y2 ,..., Y2 n  , and V T   X 1 , Y1 , Y2 , X 2 , Y3 , Y4 ,..., X n , Y2 n 1 , Y2 n  . Which of the following

statements are correct?
(a) Z T has a multivariate normal distribution
(b) There exist a constant C , such that CZ T Z has a chi-square
square distribution
(c) V T ahs a multivariate normal distribution
 1 
(d) E T 
V V 
(16.) Let A and B be two events. Which of the following are necessarily correct?
(a) P  A  B   P  A  P  B 

(b) P  A  B   P  A  P  B 

(c) P  A  B   P  A P  B 

(d) P  A  B   P  A  P  B   1
(17.) Which of the following are true?
(a) If X 1 and X 2 are independent uniform  0,1 then X 1  X 2 is uniform  0, 2 
(b) If X is uniform  0, n  then X / n is uniform  0,1

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 (c) If X 1 and X 2 are standard normal, then  X 1  X 2  / 2 is standard normal
(d) If X is exponential with mean 1 then e X is uniform  0,1
(18.) Let X1 , X 2 ,..., X n and Y1 , Y2 ,..., Yn be two independent random samples from a common continuous
distribution F . Let W be the sum of ranks of X observations in the combined ranking of all the
N  n  m observation. Which of the following are true?
n  N  1
(a) E W  
2
n  N  1
(b) E W  
4
n  N  1
(c) The distribution of W is symmetric about
2
(d) The distribution of W does not depend on F
(19.) Let  X n , n  1 be i.i.d. random variables with mean zero and variance one. Which of the following
are true as n   ?
X 1  X 2  ...  X n
(a) converges in distribution to standard normal
n 1

X 1  X 2  ...   1n 1 X n
(b) converges in distribution to standard normal
n
X 1  X 2  ...  X n
(c) converges to zero in probability
n 1
X 1  X 2  ...  X n
(d) converges to zero in probability
n
(20.) Let X , Y be random variables with cumulative distribution function F and G respectively. Assume
that F is continuous. Which of the following function of x are necessarily cumulative distribution
function (CDF)?
1
(a) 1  G   x   F  x  
2
1
(b) 1  F   x   G  x  
2
(c) F  xG  x

(d) 1  F  x   1  G  x  
(21.) A random variable T has a symmetric distribution if T and T have the same distribution. Let X
and Y be independent random variables. Then which of the following statements are correct?
(a) If X and Y have the same distribution then X  Y has a symmetric distribution
(b) If X ~ N  3,1 and Y ~ N  2, 2  then 2 X  3Y has symmetric distribution
(c) If X and Y have the same symmetric distribution, then X  Y has a symmetric distribution

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 (d) If X has a symmetric distribution, then XY has a symmetric distribution
(22.) Let  X n , Yn  : n  1 and  X , Y  be random variables, on  , F , P  .
Then which of the following statements are correct?
(a) If X n  X almost surely, Yn  Y almost surely, then X n  Yn  X  Y in distribution.
(b) If X n  X in probability, Yn  Y almost surely, then X n  Yn  X  Y in distribution.
(c) If X n  X in probability Yn  Y in probability, then X n  Yn  X  Y in distribution.
(d) If X n  X in probability Yn  Y in distribution, then X n  Yn  X  Y in distribution.
(23.) Let X1 , X 2 ,... be i.i.d. random variables from a distribution F . Let Yn  min  X1 ,..., X n  . If nYn
converges in distribution to exponential distribution with mean 1/2 , then F could be
(a) N  0,1

(b) Uniform  0,1

uniform  0, 
1
(c)
 2
(d) uniform  0, 2 
(24.) Which of the following conditions imply that X n  X in distribution as n   ?
(a) X n2  X 2 with probability one

(b) E  X n  X 2   0

(c) E  ei X n   E  e i X  for all   

(d) X n  X with probability one

 X 1  ...  Xn 
2

(25.) Let X1 , X 2 ,... be i.i.d. with mean  and variance   0 . Let Z n 

2
. Then which of the
n
following are true?
(a) Z n   2 with probability one

(b) If   0 then Z n   with probability one

Zn
(c) If   0 then converges in distribution
n
zn
(d) If   0 then converges in distribution to standard normal
2
up-to time t . Assume that  N t t 0 is Poisson
(26.) Let N t be the number of customers that enter my shop up
process with parameter   5 . Whenever a customer enters, a fair die (usual die with six faces) is
rolled. Let X be the number of 1’s up to time 10 and Y be the number of 2’s up to time 10. Which
of the following are correct?
(a) X , Y are independent

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 (b) X  Y  50
(c) The joint distribution of  X , Y  is multinomial
(d) X , Y are Poisson random variables
(27.) Let X and Y be two random variables on a probability space. Consider the following statements
A. Each of X and Y is normally distributed
B. X and Y are independent
C. The conditional distribution of X given Y  y and the conditional distribution of Y given
Y  x are normal for all x and y

Then for  X , Y  to have a bivariate normal distribution

(a) A alone is sufficient
(b) A and B together are sufficient
(c) A and B are necessary
(d) C is necessary
(28.) X is a random variable with normal distribution having mean 1 and variance 4. Which of the
following are true?
(a) E  X 2   18
(b) Var  X 2   48

(c) E  min  X ,3   1

(d) E  X  12   E  X  1 2 

(29.) Suppose X , Y are i.i.d. Binomial  n, p  random variables. Which of the following are true?

(a) X  Y ~ Bin  2n, p 

(b)  X , Y  ~ Multinomial  2n; p, p 

(c) Var  X  Y   E  X  Y  2

(d) cov  X  Y , X  Y   0

(30.)  X n , n  1 and X are random variable on a probability space. Suppose that X n converges to X in
probability. Which of the following are true?
(a) 
E Xn  X 2

(b) P  X n  x   P  X  x  for all x  

(c) E  min 1, X  X   0

(d) X n  X  0 with probability 1

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