CLASS: B.Stat. 15A/185 St. JOSEPH’S COLLEGE (AUTONOMOUS) TIRUCHIRAPPALLI – 620 002 SEMESTER EXAMINATIONS – APRIL 2015 TIME: 40 Minutes MAXIMUM MARKS: 30 SEM SET PAPER CODE TITLE OF THE PAPER II 2014 14UST230204 PROBABILITY THEORY SECTION - A Answer all the questions: 30 ¥ 1 = 30 Choose the correct answer: 1. 2. 3. 4. A number between 0 and 1 that is used to measure uncertainty is called: a) Random variable b) Trial c) Simple event d) Probability A set of all possible outcomes of an experiment is called: a) Combination b) Sample point c) Sample space d) Compound event If an event contains more than one sample, it is called a: a) Simple event b) Compound event c) Impossible event d) Certain event Which statement is false? a) The classical definition applies when there are equally likely outcomes to an experiment b) The empirical definition occurs when number of times an event happen is divided by the number of observations c) A subjective probability is based on whatever information is available d) The general rule of addition is used when the events are mutually exclusive 5. 6. 7. 8. 9. The six faces of die are called equally likely if the die is: a) Small b) Fair c) Six-faced d) Round If A is an empty set and B is a non-empty set then: b) A « B = B a) A « B = S c) A » B = B d) P(A) = p(B) The conditional probability of the event A when event B has occurred is denoted by: a) P(A+B) b) P(A-B) c) P(A/B) d) P(A) If A is an arbitrary event, then P(A/A) is equal to: a) Zero b) One c) Infinity d) Less than one If A and B are any two events, then P(A « B) a) 1 - P(A » B) b) 1 - P(A « B) c) 1 - P(A « B) d) 1 - P(A « B) 10. Two coins are tossed. The probability that both faces will be matching is given by: a) ¼ b) ½ c) 1 d) Zero 11. Two dice are rolled. Probability of getting the total less than 4 or total more than 10 is given by: b) 4/36 a) 10/36 d) 14/36 c) 1/36 12. If A and B are mutually exclusive events, them. a) P(A » B) = P(A) - P(B) b) P(A » B) = P(A) + P(B) c) P(A » B) = 0 d) None of these 13. For two random variables X and Y, the relation E(XY) = E(X)E(Y), holds good a) If X and Yare statistically independent b) For all X and Y c) If X and Y are identical d) None of these 14. If Var(X) = 1, then Var(2X±3) is a) 5 b) 13 c) 4 d) 0 15. If C is a constant (non-random variable), then E(C) is: a) 0 b) 1 c) cf(c) d) C 16. A list of all the outcomes of an experiment and the probability associated with each outcome is called: a) Probability distribution b) Probability density function c) Attributes d) Distribution function 17. The probability function of a random variable is defined as: x -1 -2 0 1 2 f(x) K 2k 3k 4k 5k Then k is equal to: a) Zero b) ¼ c) 1/15 d) One 18. Total area under the curve of a continuous probability density function is always equal to: a) Zero b) One c) -1 d) None of these 19. The function that generates moments a) Moment generating function b) Characteristics function c) Both a and b d) Cumulant generating function 20. The function that exists always a) Moment generating function b) Characteristics function c) Both a and b d) Cumulant generating function 21. If X is a random variable and f(x) be the probability function, then subject to the convergence, the function, Âetxf(x) is known as: a) Moment generating function b) Probability generating function c) Probability distribution function d) Characteristic function 22. The characteristic function of the sum of a number of independent random variables is equal to a) The product of the characteristic functions b) The sum of the respective characteristic function c) Logarithm of the sum of the respective characteristic function d) None of these 23. Identify the false statement a) Mean = k1 c) m3 = k3 b) m1 = k 2 = var iance d) m = k + 3k 2 4 4 2 24. According to Uniqueness theorem of moment generating function: a) The moment generating function of a distribution, if it exists, uniquely determines the distribution b) The moment generating function of a distribution, uniquely determines the distribution c) The moment generating function of a distribution, if it exists, uniquely determines the moments d) None of these 25. If X is a continuous random variable with mean m and variance s 2 , then for any positive number k, P{1X - m1 ≥ ks} £ 1/ k 2 is known as: a) Lyapunov’s inequality b) Chebycher’s inequality c) Bienayme-Chebychev’s inequality d) Khintchine’s-inequality 26. According to Chebychev’s inequality, the probability that: a) X differing from its mean by more than 2 standard deviations is less than or equal to 0.75 b) X will lie within 2 standard deviations of its mean, is greater than or equal to 0.75 c) X will lie with 2 standard deviations of its means, is greater than or equal to 0.25 d) X will lie with 2 standard deviations of its means, is greater than or e 27. A sequence of random variables X1, X2 ,......Xn is said to converge in probability to a constant a, if for any Œ> 0 a) P{X n - a <Œ} = 1 b) P{X n - a ≥Œ} = 0 d) P{X n - a <Œ} = 0 c) Both a and b 28. Let X1, X2,……Xn be the sequence of random variable and m1, m 2,........ m n be their respective expectation and let Bn = Var (X1 + X2 + .......Xn ) < a then P{(X1 + X 2 + ...... + X n ) / n - (m1 + m 2 + ......m n ) / n <Œ} = h for all n>n0, where Œ and h are arbitrary small positive numbers, ( ) provided lim Bn / n 2 tends to 0 is known as n Æa a) b) c) d) Weak law of large numbers Strong law of large numbers Bernoulli’s law of large numbers None of these 29. Let X1, X2……Xn be the sequence of random variable and m1, m 2,....... m n be their respective expectation and let Bn = Var (X1 + X2 + ......Xn ) < • . According to weak law of large numbers P{X1 + X 2 + ...... + X n / n - (m1 + m2 + ......mn / n <Œ} ≥ h , for all n>n0, where Œ and h, are arbitrary small positive numbers, provided b) lim Bn / n 2 tends to 1 a) lim Bn / n 2 tends to 0 c) ( ) n Æa lim (Bn / n 2 ) tends to -1 n Æa ( n Æa ) d) None of these 30. If Xi = 1, with probability p and 0, with probability q then the distribution of the random variable Sn = X1 + X2 +…….Xn, where Xi’s are independent is asymptotically normal as n tends to • is known as a) De-Moivre’s laplace theorem b) Lindeberg-Levy theorem c) Liapounoff’s central limit theorem d) Cramer’s theorem *********************