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Random Variable Assignment-1

This document is a tutorial assignment on random variables designed for exam preparation for CSIR-NET, GATE-Statistics, and IIT-JAM. It includes various single choice questions (SCQs) and multiple choice questions (MCQs) related to probability density functions, cumulative distribution functions, and characteristics of random variables. The assignment is authored by Pankaj Kumar and provides links to additional resources and contact information.

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Aman Sharma
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© © All Rights Reserved
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0% found this document useful (0 votes)
9 views

Random Variable Assignment-1

This document is a tutorial assignment on random variables designed for exam preparation for CSIR-NET, GATE-Statistics, and IIT-JAM. It includes various single choice questions (SCQs) and multiple choice questions (MCQs) related to probability density functions, cumulative distribution functions, and characteristics of random variables. The assignment is authored by Pankaj Kumar and provides links to additional resources and contact information.

Uploaded by

Aman Sharma
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Practice Series

P STATISTICS
TUTORIALS

Useful For Exam Like


CSIR-NET, GATE-Statistics, IIT-JAM (Statistics)

Assignment-1

By: PANKAJ KUMAR


Random Variable

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Single Choice Questions (SCQs)

𝑥4
Q.1 Consider the function f(x) defined as 𝑓(𝑥) = 𝑐𝑒 − , 𝑥 ∈ ℝ. For what value of c is f
a probability density function?
(A) 2
г(1/4)
(B) 4
г(1/4)
(C) 3
г(1/4)
(D) 1
г(1/4)
Q.2 Let X be a random variable which is symmetric about 0. Let F be the cumulative
distribution function of X. Which of the following statements is always true?
(A) F(x) + F (- x) = 1 for all x ∈ ℝ
(B) F(x) - F (- x) = 0 for all x ∈ ℝ.
(C) F(x) + F (- x) = 1+ P(X = x) for all x ∈ ℝ.
(D) F(x) + F (- x) = 1 - P(X = x) for all x ∈ ℝ.
Q.3 Let 𝑋1 , 𝑋2 , … , 𝑋𝑛 is a random sample from a distribution with probability density
function
f (x) = 3𝑥 2 𝐼(0,1) (x),
1 𝑖𝑓𝑧 ∈ (0,1)
where 𝐼(0,1) (𝑧) = {
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
What is the probability density function g (y) of Y = min {𝑋1 , 𝑋2 , … , 𝑋𝑛 }?
(A) g(y) = 3𝑛𝑦 3𝑛−1 𝐼(0,1) (y).
(B) g(y) = 1 – (1 − 𝑦 3 )𝑛 𝐼(0,1) (y).
(C) g(y) = (1 − 𝑦 3 )𝑛 𝐼(0,1) (y).
(D) g(y) = 3𝑛𝑦 2 (1 − 𝑦 3 )𝑛−1 𝐼(0,1) (y).
Q.4 𝑡2
𝑡2 −
−|𝑡|− 𝑒 −|𝑡| + 𝑒 2
Let Ψ (t) = 𝑒 and 𝜑 (𝑡) =
2 . Which of the following is true?
2
(A) Ψ is a characteristic function but 𝜑 is not
(B) 𝜑 is a characteristic function but Ψ is not
(C) Both Ψ and 𝜑 are characteristic function
(D) Neither Ψ and 𝜑 nor characteristic function

CSIR-NET|GATE|IIT-JAM 1 Statistics
Random Variable

Q.5 Let 𝑋1 , 𝑋2 , 𝑋3 , 𝑋4 , 𝑋5, be i.i.d. random variables having a continuous distribution


function. Then P(𝑋1 > 𝑋2 > 𝑋3 > 𝑋4 > 𝑋5 |𝑋1 = max (𝑋1 , 𝑋2 , 𝑋3 , 𝑋4 , 𝑋5 )) equals
(A) 1
4

(B) 1
5
(C) 1
4!
(D) 1
5!
Q.6 Let X be continuous random variable with Moment Generating Function:

1 𝑒 2022𝑡 −1
. , 𝑡≠0
𝑀𝑋 (𝑡) = { 2022 𝑡 .
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Which one of the following statement is correct?
(A) Mean of the distribution is 2011

(B) 1
, 0 < 𝑥 < 2022
𝑋 has p.d.f 𝑓(𝑥) = {2022
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

(C) Median of the distribution is 2022

(D) Mode of the distribution is 1011

Q.7 Consider a random variable X with probability density function


𝑓(𝑥) = 𝑘 𝑥(2 − 𝑥), 0 ≤ 𝑥 ≤ 2.
Which of the following are represent the correct relation between Mean, Median
and Mode?
(A) 𝑀𝑒𝑎𝑛 > 𝑀𝑒𝑑𝑖𝑎𝑛 > 𝑀𝑜𝑑𝑒
(B) 𝑀𝑒𝑎𝑛 < 𝑀𝑒𝑑𝑖𝑎𝑛 < 𝑀𝑜𝑑𝑒
(C) 𝑀𝑒𝑎𝑛 = 𝑀𝑒𝑑𝑖𝑎𝑛 = 𝑀𝑜𝑑𝑒
(D) 𝑀𝑒𝑎𝑛 = 𝑀𝑒𝑑𝑖𝑎𝑛 ≠ 𝑀𝑜𝑑𝑒
Q.8 A continuous random variable with distribution: 𝑑𝐹 = 𝑦0 . 𝑒 −|𝑥| 𝑑𝑥 ; −∞ < 𝑥 < ∞.
What is the value of mean deviation about mean?
(A) 1
(B) 2
(C) 3
(D) 0
Q.9 Let X be random variable with characteristic function Φ𝑋 (. ) such that Φ𝑋 (2𝜋) =
1. Let ℤ denote the set of integers. Then 𝑃(𝑋 ∈ ℤ) is equal to
(A) 0
(B) 1
(C) 0.5
(D) 0.05

CSIR-NET|GATE|IIT-JAM 2 Statistics
Random Variable

Q.10 A continuous random variable has density function


3𝑥 2
𝑓𝑜𝑟 0 ≤ 𝑥 ≤ 𝜃
𝑓(𝑥) = { 𝜃3
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
For some 𝜃 > 0. What is the probability of X less than the ratio of the mode to the
median for this distribution?
(A) 1
𝜃2

(B) 2
𝜃2
(C) 1
𝜃3
(D) 2
𝜃3

Multiple Choice Questions (MCQs)

Q.1 Let 𝑋1 and 𝑋2 be continuous random variables with ranges 𝑋1 = (0, 1), 𝑋2 = (0, 2)
and joint pdf define by
𝑥1 𝑥2
𝑐 (𝑥12 + ), 0 < 𝑥1 < 1, 0 < 𝑥2 < 2
𝑓𝑋1 ,𝑋2 (𝑥1 , 𝑥2 ) = { 2 .
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Then which of the following is/are correct?
(A) 6
𝑐=7
(B) 1
𝑐=7
(C) 15
𝑃(𝑋1 > 𝑋2 ) = 56
(D) 25
𝑃(𝑋1 > 𝑋2 ) = 56

Q.2 Let X be continuous random variable with probability density function:


𝑥
1
𝑒 −2022 , 0 < 𝑥 < ∞
𝑓(𝑥) = {2022 .
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Which one of the following statements is/are correct?
(A) 𝐸(𝑋) = 2022

(B) 1
𝐸(𝑋) = 2022

(C) For every constant 𝑎 ≥ 0 and if 𝑌 = 𝑋 − 𝑎 then 𝑃(𝑌 ≤ 𝑥|𝑋 ≥ 𝑎) = 1 −


𝑥
𝑒 −2022 ∀ 𝑥

(D) For every constant 𝑎 ≥ 0 and if 𝑌 = 𝑋 − 𝑎 then 𝑃(𝑌 ≤ 𝑥|𝑋 ≥ 𝑎) =


𝑥
𝑒 −2022 ∀ 𝑥

CSIR-NET|GATE|IIT-JAM 3 Statistics
Random Variable

Q.3 The joint probability density function of (𝑋, 𝑌) is

6(1 − 𝑥), 0 < 𝑦 < 𝑥, 0 < 𝑥 < 1


𝑓(𝑥, 𝑦) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Which among the following are correct?

(A) X and Y are not independent


(B) 3(𝑦 − 1)2 , 0<𝑦<1
𝑓𝑌 (𝑦) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
(C) X and Y are independent
(D) 1
3 (𝑦 − 2 𝑦 2 ) , 0 < 𝑦 < 1
𝑓𝑌 (𝑦) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Q.4 Let X be a random variable with distribution function 𝐹(𝑥) and 𝑎 < 𝑏 ,then which
of the following are necessarily correct?
(A) 𝑃(𝑎 < 𝑋 ≤ 𝑏) = 𝐹(𝑏) − 𝐹(𝑎)
(B) 𝑃(𝑎 ≤ 𝑋 ≤ 𝑏) = 𝐹(𝑏) − 𝐹(𝑎) + 𝑃(𝑋 = 𝑎)
(C) 𝑃(𝑎 < 𝑋 < 𝑏) = 𝐹(𝑏) − 𝐹(𝑎) − 𝑃(𝑋 = 𝑏)
(D) 𝑃(𝑎 ≤ 𝑋 < 𝑏) = 𝐹(𝑏) − 𝐹(𝑎) − 𝑃(𝑋 = 𝑏) + 𝑃(𝑋 = 𝑎)
Q.5 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 functions (CDF)?
(A) 1 (1 − 𝐺(−𝑥) + 𝐹(𝑥))
2
(B) 1
(1 − 𝐹(−𝑥) + 𝐺(𝑥))
2
(C) 𝐹(𝑥)𝐺(𝑥)
(D) (1 − 𝐹(𝑥))(1 − 𝐺(𝑥))
Q.6 Suppose Let 𝑋1 , 𝑋2, 𝑋3 and 𝑋4 are independent and identically distributed random
variables, each having density function f. then,
(A) P(𝑋 > 𝑚𝑎𝑥(𝑋 , 𝑋 ) > 𝑋 ) = 1
4 1 2 3 6
(B) 1
P(𝑋4 > 𝑚𝑎𝑥(𝑋1 , 𝑋2 ) > 𝑋3) = 8
(C) 1
P(𝑋4 > 𝑋3 > 𝑚𝑎𝑥(𝑋1 , 𝑋2 )) = 12
(D) 1
P(𝑋4 > 𝑋3 > 𝑚𝑎𝑥(𝑋1 , 𝑋2 )) = 6
Q.7 A fair die is thrown two times independently. Let X, Y be the outcomes of these two
throws and Z = X + Y. Let U be the remainder obtained when Z is divided by 6.
Then which of the following statement(s) is/are true?
(A) X and Z are independent
(B) X and U are independent
(C) Z and U are independent
(D) Y and Z are not independent
Q.8 Let ϕ (t) be a characteristic function of some random variable. Then, which of the

CSIR-NET|GATE|IIT-JAM 4 Statistics
Random Variable

following are also characteristic function?


(A) f (t) = [𝜙 (𝑡)] 2 for all t ∈ ℝ
(B) f (t) = ⃓𝜙 (𝑡)⃓ 2 for all t ∈ ℝ
(C) f (t) = 𝜙(− 𝑡) for all t ∈ ℝ
(D) f (t) = 𝜙(𝑡 + 1) for all t ∈ ℝ
Q.9 Let X and Y are independent with common probability density function
𝑒 −𝑥 , 𝑥 ≥ 0
𝑓(𝑥) = {
0, 𝑥<0
Which of the following are correct?
(A) The characteristic function of X is Φ (𝑡) = 1
𝑋 1+𝑖𝑡
(B) The probability density function of 𝑍 = 𝑋 − 𝑌 is
1
𝑓(𝑧) = 𝑒 −|𝑧| , −∞ < 𝑧 < ∞
2
(C) The characteristic function of X is Φ (𝑡) = 1
𝑋 1−𝑖𝑡
(D) The probability density function of 𝑍 = 𝑋 + 𝑌 is
1
𝑓(𝑧) = 𝑒 −|𝑧| , −∞ < 𝑧 < ∞
2
Q.10 Let 𝑋1 , 𝑋2 , … , 𝑋𝑛 be a random sample from population with density function
𝑓(𝑥) = 𝜆𝑒 −𝜆𝑥 ; 𝜆 > 0, 𝑥 > 0
Let 𝑋(1) = min{𝑋1 , 𝑋2 , … , 𝑋𝑛 } and 𝑋(𝑛) = max{𝑋1 , 𝑋2 , … , 𝑋𝑛 }.Which of the
following are correct?
(A) 𝑓(𝑥(1) ) = 𝑛𝜆𝑒 −𝑛𝜆𝑥 ; 𝜆 > 0, 𝑥 > 0
(B) 𝑛−1
𝑓(𝑥(𝑛) ) = 𝑛[1 − 𝑒 −𝜆𝑥 ] 𝜆𝑒 −𝜆𝑥
(C) 𝑛−2 2 −𝜆(𝑥+𝑦)
𝑓(𝑥(1) , 𝑥(𝑛) ) = 𝑛(𝑛 − 1)[𝑒 −𝜆𝑥 − 𝑒 −𝜆𝑦 ] 𝜆 𝑒 ; 𝑥 > 0, 𝑦 > 0
(D) −𝜆𝑦 𝑛−2 2 −𝜆(𝑥+𝑦)
𝑓(𝑥(1) , 𝑥(𝑛) ) = 𝑛(𝑛 − 1)[𝑒 −𝜆𝑥 + 𝑒 ] 𝜆 𝑒 ; 𝑥 > 0, 𝑦 > 0

Numerical Answer Type Questions (NATQs)

Q.1 Let X be a continuous random variable with the probability density function
𝑎𝑥 2 , 0 < 𝑥 < 1
𝑓(𝑥) = {𝑏𝑥 −4 , 𝑥≥1 .
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Where a and b are positive real numbers. If E(X)=1, then E(𝑋 2 ) equals to_____.
Q.2 Let X be a random variable with moment generating function
1 1 1 1 1
𝑀𝑋 (𝑡) = 12 + 6 𝑒 𝑡 + 3 𝑒 2𝑡 + 4 𝑒 −𝑡 + 6 𝑒 −2𝑡 , 𝑡 ∈ ℝ.
Then. 8𝐸(𝑋) is equal to ________ .
Q.3 The moment generating function of an integer valued random variable X is given
by
1
𝑀𝑋 (𝑡) = 10 (2 + 𝑒 𝑡 + 𝑒 2𝑡 + 𝑒 3𝑡 )𝑒 −𝑡 , 𝑡 ∈ ℝ
Then P(2X + 5 < 7) + P(X = 0) equal to_____.
Q.4 Let E(X|Y=y)=3y and Var(X|Y=y)=2 and let Y have density function
𝑒 −𝑦 𝑖𝑓 𝑦 > 0
𝑓(𝑦) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

CSIR-NET|GATE|IIT-JAM 5 Statistics
Random Variable

Then Var(X) is equal to_____.


Q.5 Let the random variables 𝑋1 and 𝑋2 have joint probability density function
𝑥1 𝑒 −𝑥1 𝑥2
, 1 < 𝑥1 < 3, 𝑥2 > 0,
𝑓(𝑥1 , 𝑥2 ) = { 2
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒.
What is the value 𝑉𝑎𝑟(𝑋2 |𝑋1 = 2)_____.(up to two decimal place)?
Q.6 Let X be a random variable with cumulative distribution function
1 𝑛+2𝑘+1
𝑃(𝑋 = 𝑛, 𝑌 = 𝑘) = (2) ; 𝑛 = −𝑘, −𝑘 + 1, … , ; 𝑘 = 1,2, …
Then 𝐸(𝑌) equals to______.
Q.7 Let (X,Y) have the joint probability density function
3
(𝑦 − 𝑥), 0 < 𝑥 < 𝑦 < 2
𝑓(𝑥, 𝑦) = {4
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Then the conditional expectation E(X|Y=1) equals…..(round off to two decimal
places).
Q.8 1
X is a random variable with density 𝑓(𝑥) = 2 𝑒 −|𝑥| , −∞ < 𝑥 < ∞. Then
𝐸(|𝑋|) =________.
Q.9 The probability density function of the random vector (X,Y) is given by
𝑐, 0<𝑥<𝑦<1
𝑓𝑋,𝑌 (𝑥, 𝑦) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Then the value of c is equal to_____.
Q.10 Let (X, Y) be a bivariate random vector with probability density function
𝑒 −𝑦 , 0<𝑥<𝑦<∞
𝑓(𝑋,𝑌) (𝑥, 𝑦) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Then 𝐸[𝑌|𝑋 = 20] is equal to______.

Website: https://pstatisticstutorials.in/
Blogs: https://pstatisticstutorials.com/
Email: [email protected]
Call at: +91-8574-270-238
PST You Tube Channel: https://www.youtube.com/@PSTATISTICSTUTORIALS
Telegram Channel: https://t.me/Pstatisticstutorials/
Facebook Page: https://www.facebook.com/P%20Statistics%20Tutorials

CSIR-NET|GATE|IIT-JAM 6 Statistics
Random Variable

Single Choice Questions Multiple Choice Numerical Answer Type


(SCQs) Questions (MCQs) Questions (NATQs)
Q.1 A Q.1 A, C Q.1 1.4
Q.2 C Q.2 A, C Q.2 2
Q.3 D Q.3 A, B Q.3 0.4
Q.4 C Q.4 A, B, C, D Q.4 11
Q.5 C Q.5 A, B, C Q.5 0.25
Q.6 B Q.6 A, C Q.6 2
Q.7 C Q.7 B, D Q.7 0.32 to 0.34
Q.8 A Q.8 A, B, C Q.8 1
Q.9 B Q.9 B, C Q.9 2
Q.10 D Q.10 A, B, C Q.10 21

***

CSIR-NET|GATE|IIT-JAM 7 Statistics

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