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Set A - CAII 2

The document contains a series of questions related to statistical estimation, including definitions of estimation errors, variance calculations, and properties of different estimators. It is divided into four sets (A, B, C, D), each with multiple-choice questions covering topics such as unbiased estimators, distributions, and variances. The questions assess understanding of statistical concepts and their applications in various scenarios.

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5 views4 pages

Set A - CAII 2

The document contains a series of questions related to statistical estimation, including definitions of estimation errors, variance calculations, and properties of different estimators. It is divided into four sets (A, B, C, D), each with multiple-choice questions covering topics such as unbiased estimators, distributions, and variances. The questions assess understanding of statistical concepts and their applications in various scenarios.

Uploaded by

abhi12345manshuhima
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Date: 22nd Feb 2024

SET A – Chapter 5, 6.1


Roll No. _____________________ Marks: 10

Q1. The error of estimation is defined as follows


a. The difference between the expected value of the estimator and the particular estimate of a
sample.
b. The difference between the expected value of the estimator and the value of the parameter.
c. The difference between the estimate of a particular sample and the value of the parameter.
d. The difference between the estimate of a particular sample and the expected value of the
estimator.

Q2. If the price of X is Rs.2 and the variance of its sales is 25, the price of Y is Rs.3 and the variance of
its sales is 16, and the covariance of the sales of X and Y is 4, what is the variance of the revenue?
a. 244 b. 236 c. 196 d. 292

Q3. If the population is normally distributed, which of the estimators of population mean will not
surely be unbiased?
a. Mean b. Median c. Trimmed Mean d. Cannot be inferred

Q4. If the population distribution is exponential and a sample of size 60 is extracted from it, what is
the distribution followed by each random variable (Xi) in the sample?
a. Normal Distribution
b. Exponential Distribution
c. Cannot be inferred

Q5. If the variance of estimator A is more than the variance of estimator B, then which of the
following is not necessarily true?
a. The sample estimates of A have a higher chance of deviating from the true parameter value
in comparison to the sample estimates from B.
b. The estimator A is less credible and precise than estimator B
c. As the sample size increases, the variances of both estimators will start converging.
d. The error of estimation for the estimator A will always be higher than the corresponding
error for the estimator B.

Q6. Show that is an unbiased estimator of the following pdf


Date: 22nd Feb 2024
SET B – Chapter 5, 6.1
Roll No. _____________________ Marks: 10

Q1. For a uniform distribution ~ [0, θ], the maximum of sample values gives a/an
a. Unbiased estimator
b. Overestimation of the true parameter
c. Underestimation of the true parameter
d. Cannot be inferred without the sample data.

Q2. If a random variable X has a mean of 16 and the E(X2) = 277, what is the variance of 2X?
a. 21 b. 84 c. 261 d. 32

Q3. If the expectation of the estimator, θ1 is (n+1)*θ, which of the following is not true?
a. The estimator always overestimates the true parameter
b. One of the unbiased estimators for θ is (n+1)*θ1
c. One of the unbiased estimators for θ is θ1/(n+1)
d. The sample estimate of θ1 can underestimate θ

Q4. If the population distribution is binomial with the probability of success as 0.6, then what is the
distribution of 40 random variables (Xi) extracted from the population as a sample?
a. Normal Distribution with mean as 24
b. Binomial Distribution with p = 0.6
c. Cannot be inferred

Q5. Which of the following cases does not correspond to a biased estimator?
a. All the sample estimates overestimate the true parameter.
b. The probability of underestimating the true parameter is higher than that of overestimating.
c. The expectation of the estimator is equal to the true parameter value.
d. All estimates of the estimator are lesser than the true parameter value.

Q6. Show that is an unbiased estimator for the following pdf


Date: 22nd Feb 2024
SET C – Chapter 5, 6.1
Roll No. _____________________ Marks: 10

Q1. Let A and B be two estimators for θ and E(A)>E(B)>θ, then which of the following is not true
a. Both are overestimating the true parameter
b. None of the estimators is unbiased
c. The bias in estimator A is less than the bias in estimator B
d. The error of estimation may not follow the same inequality as the bias

Q2. The sample mean is the MVUE of the population mean if


a. sample size is large
b. population is normally distributed
c. population can have any distribution for this to be true
d. both a and c

Q3. The mean and variance of random variables X and Y are (25, 8) and (32,6) respectively. What is
the variance of (3X – 4Y), if the cov(X, Y) is -4?
a. 144 b. 152 c. 72 d. 216

Q4. If the population distribution is normal and a sample of size 4 is drawn from it, what is the
sampling distribution of sample totals?
a. Normal Distribution
b. Cannot be inferred as CLT cannot be applied
c. Discrete distribution because the sample size is small
d. Cannot be inferred.

Q5. A lower variance of the estimator means which of the following?


a. The sample estimates are the same as the true parameter value
b. The dispersion of the expected value of the estimator is low
c. The dispersion of the sample estimates is low
d. There is less chance that the calculated estimate from the sample is near the true parameter
value.

Q6. Show that 4 is a biased estimator of the uniform distribution parameter θ, where is pdf is as
follows

Also find the direction of bias.


Date: 22nd Feb 2024
SET D – Chapter 5, 6.1
Roll No. _____________________ Marks: 10

Q1. In an unbiased estimator, the following is true


a. The chances of overestimating and underestimating the true parameter are the same.
b. There is no chance of overestimating or underestimating the true parameter.
c. The unbiasedness property of the estimator depends on the sample data.
d. The unbiasedness property of the estimator can change with the parameter value.

Q2. If the variance of revenue is 24, the variance of cost is 17 and the covariance between revenue
and cost is -4, what is the standard deviation of profit?
a. 41 b. 7 c. 49 d. 5.74

Q3. Ignoring the degrees of freedom adjustment while calculating the sample variance as an
estimator for population variance can make the estimator
a. Inefficient b. Negatively Biased c. Positively Biased d. a and c

Q4. If the expectation of the estimator, θ1 is (n2)*θ, which of the following is not true?
a. The estimator always overestimates the true parameter
b. One of the unbiased estimators for θ is (n2)*θ1
c. One of the unbiased estimators for θ is θ1/(n2)
d. The sample estimate of θ1 can underestimate θ

Q5. If the random variable is discrete and the sample of size 13 is taken from it, what is the
distribution of the sample mean?
a. The same discrete distribution as the population
b. Normal distribution
c. Cannot be inferred

Q6. Show that the inverse of the sample mean is an unbiased estimator of the parameter of the
following exponential distribution

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