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MA202_practice questions

The document contains a series of practice questions related to probability and statistics, covering topics such as random variables, correlation coefficients, and distributions. Each question presents a specific scenario involving independent and identically distributed (iid) random variables, requiring calculations of probabilities, expectations, and estimators. The questions range from basic to advanced concepts in probability theory and statistical inference.

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L G Deepak
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4 views

MA202_practice questions

The document contains a series of practice questions related to probability and statistics, covering topics such as random variables, correlation coefficients, and distributions. Each question presents a specific scenario involving independent and identically distributed (iid) random variables, requiring calculations of probabilities, expectations, and estimators. The questions range from basic to advanced concepts in probability theory and statistical inference.

Uploaded by

L G Deepak
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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MA202: Probability and Statistics

Practice Questions
1. Let X1 , X2 , . . . , X5 be independent random variables such that

X1 ∼ N (200, 8), X2 ∼ N (104, 8), X3 ∼ N (108, 15), X4 ∼ N (120, 15)

X5 ∼ N (210, 15)
X1 +X2 X3 +X4 +X5
Define U = 2 and V = 3 . Find P (U > V ).

2. Let X1 , X2 , . . . , X8 be iid N (0, σ 2 ). Find correlation coefficient between X1 + X2 and 8i=1 Xi .


P

3. Let X1 , X2 , . . . , X100 be iid N (0, 1). Find correlation coefficient between 98


P P100
i=1 Xi and i=3 Xi .

4. Let (X1 , X2 ) be a bivariate normal random variable such that

E(X1 ) = E(X2 ) = 0, E(X12 ) = E(X22 ) = 1, E(X1 X2 ) = 0.5


√
Find P (X1 + 2X2 > 7).

5. Let (X1 , Y1 ), (X2 , Y2 ), . . . , (Xn , Yn ) be a random sample from bivariate normal random variable such that

E(X1 ) = 75, E(Y1 ) = 25, V ar(X1 ) = 36, V ar(Y1 ) = 16, ρ(X1 , Y1 ) = 0.25

Find the value of n such that P (U ≤ 104) ≥ 0.99 where


n
1X
U= (Xi + Yi )
n
i=1

6. Let X1 , X2 , . . . be iid with common pdf


1
f (x) = e−(x−1)/2 I{x>1}
2
1 Pn 2
where IA is the indicator function, which gives 1 if A is true and 0 otherwise. Define Yn = n i=1 (Xi −1) , n=
1, 2, . . .. Find k such that
lim P (|Yn − k| > ϵ) = 0
n→∞
for any ϵ > 0.
1 Pn 2
7. Let X1 , X2 , . . . , be a sequence of iid N (0, 1). n i=1 Xi converges in probability to

8. Let X1 , X2 , . . . be iid with common distribution U (1, 2) and Y1 , Y2 , . . . be iid with common distribution U (0, 1).
Assume two samples are independent. Define

Zi = 1I{Xi Yi <1}

If
n
1X
lim P (| Zi − k| < ϵ) = 1
n→∞ n
i=1
for any ϵ > 0. Find k.

9. Let X1 , X2 , . . . , be a sequence of iid exponential random variables with mean 1. Find limn→∞ P (Xn > n)
where Sn = X1 + X2 + . . . + Xn .

10. Let X1 , X2 , . . . , be a sequence of iid uniform random variables over (0, 1). Find limn→∞ P (Sn ≤ n2 + 12
pn
)
where Sn = X1 + X2 + . . . + Xn .

11. Let X1 , X2 , . . . , be a sequence of iid random variables with variance 1. Then,


X1 − X2 + X3 − X4 + . . . + X2n−1 − X2n
lim P ( √ ≤ x)
n→∞ n
equals
12. Let X1 , X2 , . . . , be a sequence of iid uniform random variables over unit interval. Then,
n
−1 X 1
lim P ( ln(Xi ) ≤ 1 + √ )
n→∞ n n
i=1

equals

13. Let X1 , X2 , . . . , be a sequence of iid random variables with unit expectation and unit variance. Then, the
1 Pn
approximate distribution of n i=1 (X2i − X2i−1 ) is
√

14. Let X1 , X2 , . . . , Xn be a random sample from distribution

f (x) = (θ + 1)xθ I{0<x<1}

where θ > 0. Find MLE of θ.

15. Let 0,1,2,3,0 be a random sample from the distribution


θ 2θ 1−θ
P (X = 0) = , P (X = 1) = , P (X = 2) = P (X = 3) =
3 3 2
where θ ∈ [0, 1]. Find MLE of θ.

16. Let X and Y be independent exponential random variables with mean 1/4 and 1/6 respectively. Find
E(min{X, Y }).

17. Let Y ∼ exp(θ) and distribution of X given Y is Poisson with mean Y . Find variance of X.

18. Let X ∼ U (0, 2) and Y ∼ U (1, 3). Find P (X < Y ).

19. Let (X, Y ) be a bivariate random variable with joint MGF


1
M (t1 , t2 ) = , t1 ∈ R, t2 < min{1, 1 − t1 }.
1 − (t1 + t2 )(1 − t2 )

Find Variance of X + Y .

20. Let f (x, y) = 34 (y − x)I{0<x<y<2} . Find E(X | Y = 1).

21. Let X1 , X2 , . . . , X10 be a random sample from N (1, 2). Find variance of sample variance, S 2 .

22. Let -2,1 and -1 be a random sample from


1
P (X = x) = , x ∈ {−θ, −θ + 1, . . . , θ}
2θ + 1
where θ ∈ {1, 2, 3, . . .}. Find method of moments estimator of θ.

23. Let X and Y be iid exponential random variables with parameter λ > 0.

• Show that X + Y and X/Y are independent.


• Find distribution of min{X, Y }
• Find distribution of max{X, Y }

24. Let X and Y be independent U (0, 1) random variables. Find the distribution of a) X + Y , b) X − Y , c)
|X − Y |, d) X/Y .

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