MathStats by: Dr.

Santosh Sir IIT-JAM, GATE, NET STATISTICS & MATHEMATICS 1

UPSC Random Variable

1. X1 is the time that a customer takes from getting on line at a service desk in a bank to
completion of service and X2 is the time to wait in line before reaching the service desk
(X1  X2). The joint probability density function if (X1, X2) is by given
e x1 , 0  x2  x1  
f  x1 , x2   
 0 , elsewhere
Let Y1  X 1  X 2 and Y2  X 1  X 2 . Find the joint probability density function of Y1 and Y2. Are
Y1 and Y2 independently distributed ? Given reason.___________
2. Let X be a continuous random variable with the probability density function
2 / x 2 , if1  x  2
f  x  
 0 , elsewhere
Find the cumulative distribution function and the probability density function of Y = X2___________
 1 1
3. Let X1, X2,…..,Xn be a random variable from uniformly distribution U    ,    . Show
 2 2
 
that Y  X 1 , X  n  is sufficient statistic for  but not complete, where
X 1  min  X 1 , X 2 ,....., X n 
X  n   max  X 1 , X 2 ,....., X n 
4. Let X and Y be independent and identically distributed exponential random variable with mean
1 if X  Y
 > 0. Define Z   . Find E  X Z  1  E  X Z  0 _______
0 if X  Y
5. Obtain the distribution for which the characteristic function is :
  t   exp   t 
If X and Y are independent random variables having the characteristic function (t), state the
distribution of (X+Y).________
5.(b) Let (X, Y) be uniformly distributed over   t   exp   t  R   x, y  | x 2  y 2  1, y  0 . Find
(i) the distributions of (X|Y = y) and (Y|X = x),
(ii) E(Y|X = x) and E(X|Y = y), and
(iii) Correlation coefficient XY.
 3
6. Let (X, Y) be distributed as bivariate normal BVN  3,1,13, 25,  . Calculate
 5
P  4  Y  11.84 | X  7  ________
7. Two point are chosen at random on a line of unit length. Find the probability that each of the 3
1
line segments will have length greater than .
4
8. Let X1, X2,…..,Xn be independent Passion variates with E  X i   i find the condition
n
distribution of X 1 ,....., X n X
i 1
i  y.

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8.(a) Let Y1 denote the first order statistic in a random sample of size n from a distribution that has
e   ,   x  
 x 
the pdf f  x    .
 0 , otherwise
Obtained the distribution of Z n  n  Y1    .
(a) (b) (c) (d)
8(b). Let X follow log- normal with parameters  and 2. Find the distribution of
Y  aX b , a  0,   b   .
8(c). Let {Xn} be a sequence of pair wise, uncorrelated random variables with
E  X i   i and V  X 1   i2 , i  1, 2,.... .
 
n n  X  
P
If  i2   as n   , then show that   ni i
   0 as n   .
i 1  2 
 j 
i1

 i 1 
9. Let C be a circle of unit are with centre at origin and let S be square of unit area with
1 1 1 1  1 1  1 1
 ,  ,  ,   ,   ,  and   ,  
2 2 2 2  2 2  2 2
as the four vertices. If X and Y be two independent standard normal variates, show that
   x    y  dxdy     x    y  dxdy
C S

Where (.) is the pdf of N(0, 1) distribution

10. Let X   X 1 , X 2 , X 3  have the joint moment generating function (mgf)

 t2 tt 
M X  t   exp t1  t2  2t3  t12  2  2t32  1 2  t1t3  where t   t1 , t2 , t3  . Then
  2 2  
(a) Obtain the covariance matrix and the mean vector of X .

(b) find a constant C such that P  2 X 1  3 X 2  X 3  C   0.95

(c) Derive the condition distribution of X1 given X2 = x2 and X3 = x3.

(If necessary, you can use P    1.645  0.05 and P    1.96   0.01 where  is a standard
normal variate)
11. Let F(.) be the cumulative distribution function (cdf) given by
 0 if x  1

 1   x  1 if 1  x  2
2 4
F  x  
 7   x  2  if 2  x  3
8 8

 1 x3
Find the set of discontinuity points of F and express F as a mixture of its discrete and
continuous parts.__________
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 yx 2
e 2
y 3/ 2 e  y
12. Let f  x, y   ,   x  , y  0
2
(a) Obtain the marginal distribution of Y and condition distribution of X given Y.
(b) Find E  Y  , V  Y  , E  X | Y  , V  X | Y 

(c) Use (ii) to find E (X), V(X)

13. (X,Y) is a bivariate random vector with P  X  x, Y  y   exp   x  y  xy  ; x, y  0 . Find the
marginal and condition distribution. Also find E  Y | X 
13.(a) Let a continuous random variable X have probability density function (pdf) given by
 2x
 ,0  x  
f  x   2
 0 , otherwise
Find the probability density function of Y = sin X
14. Obtain the characteristic function of X whose pdf is
 1
f  x  , 2 ,   x   .__________
    x   2
15. Answer all of the following
(a) For random variables X, Y show that V Y   E X V Y | X    VX  E Y | X  
 r 1  x
1 r 1  t e 
(b) Prove that for r = 1, 2,…,n , 
 r  
t e dt  
x 0 x!

1
 , 1  x  2
(c) Let X have pdf f  x    3 . Obtain the cdf of Y = X2
 0 , otherwise

(d) Let X be a random variable with E(X) = 3, E(X2) = 13. Use chebyshev’s inequality to
obtain P  2  X  8 .
n
nk 1
(e) Using Central Limit Theorem, show that e  n   .
k 0 k ! 2
Consider the following for the next two (02) items that follow: (X, Y)~ BVN (0, 0, 1, 1;)
16. What is the value of Cov(Y–X, X) ?
(a) 0 (b) 0.5 (c) 0.75 (d) 1
17. What is the moment generating function of X 2  Y 2  2XY ?
1 1 1 1
(a) 1  2t  (b) 1  2t  (c) 1  2t  2 t 
2
(d) 1  2t  2t 

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18. Let X1, X2, X3,…,Xn be a random sample from a normal population with mean 0 and variance
X  0
2. If X is the sample mean, then the distribution of is
  
 
 n
(a) N(0, 1) (b) t with n degree of freedom
(c) t with (n–1) degree of freedom (d) 2 with (n–1) degree of freedom

19. If a sample of size n is taken from N  , 2  and let X and s2 be sample mean and sample

 n  1 s 2
variance respectively, then distribution of is :
2
(a) Chi-square with (n–1) degrees of freedom
(b) Chi-square with n degrees of freedom
(c) Student-t with (n–1) degrees of freedom
(d) Student-t with n degrees of freedom
20. For a bivariate data, using the principles of least-squares, the following models were
constructed.
2
E1: Y  3 X  5 with   Yi  3 X i  5   15.48
2
E2 : Y  3 X 2  8 X  2 with  Yi  X i2  8 X i  2   13.36
What is the estimated value of Y for X = 6
(a) 4.5 (b) 14 (c) 18.5 (d) 23
21. What is the 3rd central moment of Binomial distribution with parameters n = 10 and p = 1/2 ?
(a) 25 (b) 5 (c) 2.5 (d) 0
Consider the following for the next five (05) items that follow:
The pdf of Bi-variate normal distribution is given by

 2 x 2  3 xy  4 y 2  7 x 11 y 
f  x , y   e ;   x  ,   y  , where  is constant.

22. What is the value E(X) + E(Y) + 3?

(a) 0 (b) 1 (c) 4 (d) 5
23. What is the value of 23(Var (X) + Var (Y)) ?
(a) 4 (b) 8 (c) 12 (d) 17

24. If r is the correlation coefficient between X and Y, then what is the value of 2r ?
3 1 1 1
(a)  (b)  (c)  (d) 
4 4 2 2

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25. If (X,Y) ~ BVN (0, 0, 1, 1,) then what is the value of


E  Y  X  | X
4
?
 2
1   
(a) 1 (b) 3 (c) 9 (d) 81
26. If the random vector (X, Y, Z) has density f on 3, then he random vector

 X Y Y  Z Z  X 
 , ,  has density given by
 2 2 2 
(a) g  u, v, w   f  u  v  w, u  v  w, u  v  w 

(b) g  u, v, w   4 f  u  v  w, u  v  w, u  v  w 

 u  v  w u  v  w u  v  w 
(c) g  u, v, w   4 f  , , 
 2 2 2 
 u  v  w u  v  w u  v  w 
(d) g  u, v, w   8 f  , , 
 2 2 2 

 if x, y  0, x  y  1

27. The function F  x, y    1 if x, y  0, x  y  1 is the cumulative distribution function of a
0 , otherwise

random vector (X,Y)
(a) for no real value of  (b) if and only if 0 <  < 1
(c) if and only if 0   < 1 (d) if and only if 0 <   1
2
28. If the probability generating function of a Poisson distribution has the value e–1 at then the
3
mean of the distribution is
1

3
2 3
(a) e (b) (c) (d) 3
3 2
29. The function
 0 x0
 x
 0 x2
F  x   3
1    x  3  2 2  x  2

 1 x3
is the distribution function of a continuous random variable

2 
(a) for all    0,1 (b) for all    ,1
3 
2  2
(c) for all    ,1 (d) if and only if  
3  3
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30. The function

 0 ,x 0
 x
 ,0  x 1
F  x   2
1    x  2  1 ,1  x  2

 1 ,x 3
is the distribution function if and only if
1 1 1
(a) 0    (b)   1 (c) 0    1 (d)  
2 2 2
31. The maximum possible probability an exponential distribution with an arbitrary parameters can
give to the interval [3, 6] is
1 1 1 2
(a) (b) (c) (d)
2 3 4 3
32. Suppose U~U (0, 1). Then the sequence
 1
 n ,if 0  U  2 , n  1
Xn   n
 0 , otherwise
Converges
(a) both with probability one and in mean square
(b) with probability one but not in mean square
(c) in mean square but not with probability one
(d) neither with probability one nor in mean square
33. A bivariate normal random vector (X,Y) with V  X   2,V  Y   3, Cov (X,Y) =  does not
possess a density faction. then
(a)   0 (b)    6 (c)  6 (d)  6

34. A random variable Y has the probability density function

e y ,if y  0
f  y  
 0 , otherwise
The moment generating function MY(t) of Y is
1 1
(a) M Y  t   for t  1 (b) M Y  t   for all t
1 t 1 t

1 1
(c) M Y  t   for all t  1 (d) M Y  t   for all t
1 t 1 t

35. If p  x   kp x , where 0 < p < 1 and x = 0, 2, 4, 6, …, then what is the value of k for which p(x)
is a probability mass function ?
(a) 1–p (b) p (c) 1–p2 (d) p2

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36. The distribution possessing the lack of memory property are

(a) Gamma distribution and Beta distribution
(b) Beta distribution and Geometric distribution
(c) Geometric distribution and Exponential distribution
(d) Exponential distribution and Cauchy distribution
37. Two independent random variables X and Y are both normally distributed with means 1 and 2
and standard deviations 3 and 4 respectively. If Z = Z–Y, then consider the following
statements:
I. Median and standard deviation of Z are –1 and 5 respectively
II. P(Z + 1 < 0) = 0.5
Which of the above statements is/are Correct ?
(a) 1 only (b) 2 only (c) Both 1 and 2 (d) Neither 1 nor 2
38. Let X and Y be independent standard normal random variables. Then the distribution of
2
 X Y 
U   is
 X Y 
(a) Chi-square with 2 degrees of freedom (b) Chi-square with 1 degrees of freedom
(c) F with (2, 2) degrees of freedom (d) F with (1, 1) degrees of freedom
39. Let X be a random variable with finite variance 2. If Y = 20–X, then the coefficient of
correlation between X and (X+Y) X will be
(a) –1 (b) 0 (c) 1/20 (d) 1
th
40. If X(r) is the r ordered statistic in a random sample of size n from a distribution with c.d.f. F(x)
which is continuous, then F(X(r)) is the rth order statistic in a random sample of size n from the
(a) Uniform distribution over (–1, +1) (b) Uniform distribution over (0, 1)
(c) Normal distribution (d) Exponential distribution
41. If X has uniform distribution in (0, 1), then pdf of (–2logX) is
1 1
(a) Uniform (b)   , 
2 2
(c)  2n / 2 degree of freedom (d) Exponential with  = 1/2

42. consider the following data in respect of COVID-19. Among 1482 persons in a locality exposed
to COVID-19 368 persons where attacked with the virus. Among 1482 persons 343 persons
where vaccinated and among then only 35 persons where attacked with the virus.
Which of the following statements is/are Correct
(1) Vaccination and attack are positively associated
(2) Vaccination may be a preventive measure.
Select the correct answer using the code given below :
(a) 1 only (b) 2 only (c) Both 1 and 2 (d) Neither 1 nor 2

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43. Let Xi be iid random variables where I = 1, 2, 3,… n with c.d.f F(x) and p.d.f f(x). Then the
p.d.f gz(x) where Z  min  X 1 , X 2 ,... X n  is
n 1 n 1
(a) n  F  x   f  x (b) n 1  F  x   f  x
n 1 n 1
(c) 1  F  x   f  x (d)  F  x   f  x

44. The distribution function of a random variable X is given by

0 x0
x

F  x   0 x5
5
 1 x5
What is P 1.5  X  2.5 equal to ?
3 2 1
(a) 1 (b) (c) (d)
5 5 5
45. Let (X,Y) be jointly distributed with pdf f  x, y   2, 0  x  y  1 . The marginal pdf of Y is:

(a) f  y   1  y, 0  y  1 (b) f  y   2 y, 0  y  1

(c) f  y   1  2 y, 0  y  1 (d) f  y   2  3 y, 0  y  1

46. The pdf of a random variables X is given by

 kx 3
 6
,x 0
f  x    1  2 x 

 0 , otherwise
What is the value of k?
(a) 80 (b) 160 (c) 240 (d) 320
1 2
47. A beta distribution of first type with parameters m and n has mean and variance . What
3 63
are the values of m and n respectively ?
(a) 2, 4 (b) 4, 2 (c) 2, 2 (d) 3, 6
48. A box contains two coins, one of which is “fair” and the other is “two headed”. One coin is
chosen at random and tossed twice. IF two heads appear, then what is the probability that the
chosen coin was “two head” ?
1 1 1 4
(a) (b) (c) (d)
2 3 4 5
49. What is the limiting distribution function of the sequence of distribution function
 0 for x  n
x n

Fn  x    for  n  x  n
 2 n
 1 for xn
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(a) Distribution function of a random variable degenerating at 0

(b) Distribution function of a random variable degenerating at 1
(c) Distribution function of a U(0, 1) random variable
(d) the limiting distribution function does not exist
50. The random variables X and Y have the joint probability mass function given by
x y
 for x  1, 2,3 , y  1, 2
p  x, y    21
 0 , otherwise
What is P  X  Y  0.5 equal to
2 4 3 17
(a) (b) (c) (d)
3 7 7 21
51. If X is a Poisson random variable with P  X  1  P  X  2  , then what is V(X) equal to ?
(a) 0 (b) 1 (c) 2 (d) 3
1 3
52. If X has binomial distribution with n=3 and p  , then what is the value of E  X  1 ?
3
1 2 4 5
(a) (b) (c) (d)
9 9 9 9
1
53. Suppose X1, X2, X3 and X4 are independent where X1, X2, X3 has a Bernoulli   distribution
3
 2
and X4 follows B  3,  . Then the distribution X1 + X2 + X3 + 3 – X4 is :
 3
 1  1  2
(a) B  5,  (b) B  6,  (c) B  6,  (d) not a Binomial
 3  3  3
54. For the variable X, following observations are taken: X = 2, 5, 0, 6, 3, 8, 1, 3, 0, 1.
What is Var (2X+2) ?
(a) 24.8 (b) 26.8 (c) 28.8 (d) 29.6
55. Let the joint pdf of X and Y be
 x12
 20
, x  0, y  1
f  x, y    1  xy 

 0 , otherwise
What is the value of  ?
1 19 7 84
(a) (b) (c) (d)
B 12, 7  B 12, 7  B 12, 7  B 12, 7 

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56. What is the marginal distribution of X?

(a) Beta Type-II distribution with parameters (12, 7)
(b) Beta Type-II distribution with parameters (13, 7)
(c) Beta Type-I distribution with parameters (12, 7)
(d) Beta Type-I distribution with parameters (13, 7)
57. Marginal distribution of Y has pdf
7 11
(a) 8 ; y  1 and 0 otherwise (b) ; y  1 and 0 otherwise
y y12
18 12
(c) ; y  1 and 0 otherwise (d) ; y  1 and 0 otherwise
y19 y13
1 2
1   x ~12 y 
Let joint pdf of two random variables X and Y be f  x, y   e 2y ;   x  , 0  y  1
2y
58. What is the value of E(X) ?
(a) 1 (b) 2 (c) 4 (d) 6
59. What is the value of Var(X) ?
(a) 1 (b) 2 (c) 12 (d) 12.5
60. What is the value of Cov(X,Y) ?
(a) 1 (b) 2 (c) 2.5 (d) 3
1
61. If random variable X follows Binomial distribution with n = 10 and p  , then what is the
4
value of third cumulate of Y = 10 –X ?
15 15 5 5
(a)  (b) (c) (d)
16 16 8 16
62. If X, Y, and Z are iid exponential (1) variates then the distribution of  X  Y  Z  / 3 is
(a) Exponential (1/3) (b) Exponential (3)
(c) Gamma (n =3,  = 1/3) (d) Gamma (n =3,  = 3)
63. If random variables X Assume non negative integral values and P  s   E  s X  , then that is the

2n
value of s P  X  n ?
n 0

(a)
P  s (b)
P s
(c)
P  s2 
(d)
P  s
1 s2 1  s2 1  s2 1 s
64. If a random variable assume non negative integer values and E  X   , Var  X   2 , then that

is the value of 2 xP  X  x  ?
x 0

(a) 2   2 (b) 2   2   (c)  2

 2  / 2 (d)  2
 2    / 2

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65. A random variable X has probability mass function given by

1  10  x 10  x
P  X  x    2 3 ; x  0, 2,.....,10
510  x 
The mean and variance of X are respectively
(a) 2, 4 (b) 2.4, 4 (c) 4, 2.4 (d) 4, 2
66. If X ~log0normal (, 2) and Y  X  ;   0,      , then what is the value of
2
 Y  
Var   log   2   ?
   

(a) 105 4  4 (b) 15 4  4 (c) 34 4 (d) 2 4 4
67. The pdf of a random variable X is given by
0.2 , 0  x  5
f  x  
 0 , otherwise
Consider the following probabilities
1. P  2  X  3  0.2 2. P  X  3.5   0.3

3. P  x  2   0.6 4. P  X  4   0.8
How many of the probabilities given above are correct ?
(a) Only one (b) Only two (c) Only three (d) All four
68. If X ~ N  0,1 and Y | X  x ~ U  x  1, x  1 , then what is the value of E  E 2  Y | X   ?
(a) 1 (b) 2 (c) 3 (d) 4
69. If X ~ exp(), then estimator the following statements:
1. Variance > mean if 0 <  < 1
2. Minimum order statistic is chi-square distribution
3. Lack of memory property exists only if  > 1
Which of the statements given above is/are correct ?
(a) 1Only (b) 2 Only (c) 1 and 2 only (d) 1 and 3
1
70. Let X be a continuous variable with density f  x   e  x ;   x  . What is P  1  X  2 
2
equal to ?
1 1
(a)
2
 2  e 1  e 2  (b)
2
 2  e 1  e 2 

1 1
(c)
2
 2  e 1  e 2  (d)
2
 2  e 1  e 2 

71. If r is a sample correlation coefficient in a random sample of size n from a bivariate normal
population with  = 0, then the distribution of r 2 is :
(a)  1, n  2  (b)  1 / 2,  n  2  / 2 

(c)   2, n  3 (d)  1 / 3,  n  3 / 3
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72. Let (X, Y) ~ BVN(0, 0, 1, 1, ). Consider the following statements

1. (X+Y) and (X–Y) are independently distribution.
2. (X+Y) follows normal distribution with mean 0 and variance 2(1+).
3. (X-Y) follows normal distribution with mean 0 and variance 2(1–).
(a) 1 Only (b) 1 and 2 Only (c) 2 and 3 Only (d) 1, 2 and 3
73. If X a normally distributed with mean  and variance 1 and Y2 is independently distributed as
 

x 2
 y2  x
2 f 2
central  with f degree of freedom then what is the value of  y e 2
dy 2 dx ?
 0
2
 2 f 1 
f  f 
(a)    2 2 (b)    2 2 2e 2
2 2
2 f 1  2

2 f  
(c) e (d)    2 2 x e 2
2
74. If is given that n = 4,  x 2  164,  y 2  572,  x  24,  y  44 and  xy  300. What is
the estimator value of X when TY = 10 ?
(a) 2.59 (b) 3.59 (c) 4.59 (d) 5.59
75. Let (X1, X2) follow bivariate normal with E  X 1   E  X 2   0, V  X 1   V  X 2   1 and

corr  X 1 , X 2    . What is the value of E  X 12 X 22  ?

1 2 2
(a)  2  (b)  (c) 32  4 (d) 22  1
2 2 3
1  X 
76. If X has binomial distribution with n = 3 and p  , then what is the value of E   ?
3  X 1
43 5 47 49
(a) (b) (c) (d)
108 12 108 108
 0 ,x 0
 x
 ,0  x 1
77. The function F  x    2
1    x  2  1 ,1  x  2

 1 ,x 2
is a distribution function if and only if
1 1 1
(a) 0    (b)   1 (c) 0    1 (d)  
2 2 2
78. Let X be a non-negative random variable with finite, non-zero expectation . Which one of the
following statements is correct for every t > 0 ?
(a) P  X  t   1 /  t  (b) P  X  t   1 / t

(c) P  X  t   1 /  t  (d) P  X  t   1 / t

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79. Let X1, X2,…X5 be a random of size 5 from a population having standard normal distribution.
5

X i 5
2
Let X  i 1
and T    xi  X  what is E  T 2  X 2  equal to ?
5 i 1

(a) 4. 0 (b) 4.2 (c) 24.2 (d) 25.2

80. If (X,Y) ~ BVN (10, 20, 100, 100, 0.5), then what is the value of E  e X Y  ?
(a) e150 (b) e180 (c) e100 (d) e220
81. Two independent random variables X and Y are both normally distributed with means 1 and 2
and standard deviations 3 and 4 respectively . If Z = X–Y, then consider the following
statements:
1. Median and standard deviation of Z are –1 and 5 respectively
2. P(Z+1 < 0) = 0.5
Which of the above statements is/are correct ?
(a) 1 only (b) 2 Only (c) Both 1 and 2 (d) Neither 1 nor 2
82. Consider the following
X 1 2 3 4 5
Y 4 1 0 1 4
What is the correlation coefficient ?
1
(a) 0 (b)  (c) –1 (d) 1
2
1
83. Let X be a continuous variable with density f  x   e  x ;   x   , what is P  1  X  2 
2
equal to ?
1 1 1 1
(a)
2
 2  e 1  e 2  (b)
2
 2  e 1  e 2  (c)
2
 2  e 1  e 2  (d)
2
 2  e 1  e 2 

Consider the following for the next two (02) items that follows:
 y  y 
 4
exp    , x  0, y  0
Let the joint density function of X and Y be f  x, y    1  x   1 x 
 0 , otherwise


84. What is the value of E[Y|X =10] ?

(a) 22 (b) 25 (c) 30 (d) 32
85. What is the equation of regression of Y on X ?
(a) Y = 2X+2 (b) Y = 3X+5 (c) Y = (X/2) +5 (d) Y = 3X + (5/2)

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86. A group of 2n boys and 2n girls is divided at random into two equal batches. What is the
probability that each batch will be equally divided into boys and girls ?
2 2

(a)
C  2 n, n 
(b)
C  2n, n  (c)
C  2n, n  (d)
C  2n, n 
2 2
C  4 n, n  C  4 n, 2 n  C  4n, n  C  4n, 2n 
87. If Var (X) = 4, Cov(X, Y) = 32 and correlation coefficient r(X, Y) = 0.8 for some bivariate data,
then what is V(Y) equal to ?
(a) 400 (b) 200 (c) 2002 (d) 4002
88. The joint pmf of two random variables X and Y is given below
Y 2 1 0 1 2
X
1  2 3  
0 2 3  0 0
1     2
Where 0 <  < 1________________
89. What is the moment generating function of X|Y = 2 ?
e t  2et 1  e t  et 2e t  et 1
(a) (b) (c) (d) 1  2t 
3 3 3
90. What is the value of Var(X|Y=2) ?
(a) 1/3 (b) 2/3 (c) 8/9 (d) 2/9
91. What is the value of E(XY|Y=2) ?
(a) 1 (b) 1/3 (c) 2/3 (d) 8/9
92. If the mean deviation of x from its mean is 5, then the mean deviation of y = 2x+ 3 from its
mean is
(a) 17 (b) 13 (c) 10 (d) 5
93. The correlation coefficient of a random sample of size 11 from a bivariate normal population is
found to be 0.6. The value of the t-statistics used to test for signification of the population
correlation coefficient is
(a) 2.25 (b) 2.8 (c) 6.75 (d) 8.44
94. Consider the following statements:
1. Mean and variance of chi-square distribution are not some
2. Sum of two chi-square variates is also a chi-square variate
Which of the above statements is/are Correct ?
(a) 1 Only (b) 2 Only (c) Both 1 and 2 (d) Neither 1 nor 2
95. Let Y1 and Y2 be the independent random variables defined as Y1  2 X 1  3 X 2 and
Y2  X1  2 X 2 where X1, X2 are independent random variables. Further Var (Y1) = 72 and Var
2 
(Y2) = 25, than what is Var  X 1  4 X 2  equal to ?
3 
(a) 10 (b) 22 (c) 60 (d) 68
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96. Suppose a random variable X has mean 12 and the bounded give by Chebychev’s inequality for
3
the probability Prob  2  X  22   , then E(X2) is equal to
4
(a) 17 (b) 37 (c) 112 (d) 169
97. If {Xn : n 1} is a sequence of independent and identically distributed random variables with
X 2  X 22  X 32  ...  X n2  5n d
E  X 1   1, E  X 14    and 1   N  0,1 , then V(X1) equals
12n
(a) 4 (b) 5 (c) 12 (d) 12
Let (X, Y) follow Bivariate normal distribution with joint p.d.f
 8 
f  x, y   k exp  
 27
 x  4  2

2
 2  x  7  y  5   4  y  5  ,  x, y    2 

98. What are the value of V(X) and V(Y) respectively ?
(a) 9/4 and 9/16 (b) 9/16 and 9/32 (c) 9/4 and 9/32 (d) 9/16 and 9/16
99. What are the approximate value of k ?
(a) 0.31/ (b) 0.41/ (c) 0.51/ (d) 0.61/
100. What are the line of regression of Y on X ?
(a) Y = 6.75X– 0.25 (b) Y = 0.25X– 6.75
(c) Y = 6.25X + 0.45 (d) Y = 6.25X + 6.75
101. Consider a random sample of size 4 from a population having density function
2 x , 0  x  1
f  x  
 0 , otherwise
1 
If the four ordered observations are x1  x2  x3  x4 , then the P   x3  is
2 
15 243 1 247
(a) (b) (c) (d)
16 256 2 256
Consider the following for the next three (03) items that follows:
6 1  x  y  , x  0, y  0, x  y  1
Let the joint pdf of X and Y be f  x, y   
 0 , otherwise
102. What is the value of E (XY) ?
(a) 10 (b) 20 (c) 1/10 (d) 1/20

103. What is the value of Cov(X,Y)?

(a) 1/40 (b) 1/80 (c) –1/40 (d) –1/80
104. What is the equation of line of regression of X and Y?
(a) X = (3–Y)/15 (b) X = (1–Y)/3 (c) X = (5–3Y)/15 (d) X = (1–Y)/ 5

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Consider the following for the next two (02) items that follows:
8 xy ,0  x  y  1
Let the density function of X and Y be f  x, y   
 0 , otherwise
105. What is E[Y|X= x] equal to ?
1  1  x3  2  1  x3  2  1  x3   1  x3 
(a)   (b)   (c)   (d)  2 
5  1  x2  5  1  x2  5  1  x2  1 x 
106. If X is a random variable with characteristic function
1  t , t 1
 t   
 0 , otherwise
Then obtained the corresponding probability density function
(i) Let the joint probability density function of X and Y be

f  x, y   C , exp   4 x 2  9 y 2  xy  
Where C is constant. Find E(X), V(X), E(Y), V(Y) and the correlation coefficient between
X and Y.
(ii) If X1, X2,…., X6 are independent random variables such that
1  6 
P  X 1  1  P  X 1  1  , i  1, 2,..., 6, then obtain the value of P   X i  4 
2  i 1 
107. Let X and Y be independent random variables with exponential distribution having respectively
1 1
mean and , 1  0,  2  0 . Find [max (X, Y)]__________
1 2
108. Let X be a random variable with probabilities as given below :
i 1 2i
value 2 2 ...  1 ...
i!
2 i
1 1 1
probability   ...   ...
2 2 2
What is E(X) equal to
(a) 1 (b) e–1 (c) e–1 (d) 1– e–1
109. X has a Binomial distribution with parameters n and p. If the skewness and kurtosis of X are
given by 1 = 1/6 and 2 = –1/12, then what are the value of n and p respectively
(a) 9 and 2/3 (b) 18 and 1/3 (c) 18 and 2/3 (d) 9 and 1/3
110. Le X have a continuous distribution function F. Consider the following statements:
Statement I: Y = – log F(X) is exponentially distributed
Statement II: F(X) is uniformly distributed
Which one of the following is correct in respect of the above statements ?

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(a) Both statement I and statement II are true and statement II is the correct explanation for
statement I
(b) Both statement I and statement II are true but statement II is not the correct explanation for
statement I
(c) Statement I is true but statement II is false
(d) Statement I is false but statement II is true
111. A random variable X has the following probability function:
Value of X  x 2 1 0 1 2 3
f  x 0.15 k 0.25 2k 0.35 k
(i) Find the value of k
(ii) Obtained the distribution function F(x) and draw its graph
112. Consider the following statements:
(1) (X, Y) possesses a bivariate normal distribution iff every linear combination of X and Y is
a normal variate
(2) The marginal of X and Y are normal then it always implies that (X, Y) is bivariate normal
Which of the above statements is/are correct ?
(a) 1 only (b) 2 only (c) Both 1 and 2 (d) Neither 1 nor 2
113. If (X, Y)~ BVN(0, 0, 1, 1, ) then what is the value of E[(max(X, Y)] ?

(a)  (b)

(c)  1    (d)
1  
 
1
114. Let random variables X and Y have joint p.d.f f  x, y    x  y  ; 0  x  1, 0  y  2. What is
3
the value of E(XY) ?
(a) 2/3 (b) 5/3 (c) 2/9 (d) 5/9

115. What is the value of Y 2  ?

 X  0.5 
(a) 0.5 (b) 0.525 (c) 0.6 (d) 0.625

116. 
Let the joint probability density function of X and Y be f  x, y   C .exp   x 2  4 y 2  xy  
where C is a constant
(a) E(X) and V(X)
(b) E(Y) and V(Y)
(c) Correlation between X and Y
Also identify the distributions of X and Y
117. Let X1, X2, X3 be three independent random variables with common pdf
 2e  2 x ,x0
f  x  
 0 , otherwise
Let Y = min (X1, X2, X3). Find mgf of Y. Using mgf, find E(Y) and E (Y2)______

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118. Let X ~ N 2  ,   with probability distribution function (pdf) f  x   Ce Q / 2

, where
Q  3 x 2  2 y 2  2 xy  32 x  4 y  92 obtain  and .______
119. Let X~ uniform U(0, 2),  > 0 distribution. Define Y = max (X, 2–X). Find E(Y)___
120. Let X and Y be iid random variables with P  X  k   2 k , k  1, 2,3,... . Find P(X>Y)_____
121. For a geometric distribution p  x   2 x ; x  1, 2, 3,..., show that Chebyshev’s inequality gives
1 15
P  X  2  2  while the actual probability is _____
2 16
X  1

122. Let X ~ N p  ,   and X    where X(1) is a q×1 and X(2) is a (p – q) ×1 vector of

 X  2 
 
random variables, obtain the marginal density of X(2) and the conditional expectation of X(1),
given X  2  X  2 ____________
123. Let X follow a geometric distribution with probability function
k
 a 1   1 
P X  k       , k  0,1,.... and a is a positive integer  2.
 a  a
(i) Computer the value of P  X  E  x   a  a  1  .
(ii) What is the upper bounded for the above probability ?
124. Let X1, X2,…….Xn be a random sample of X following U(0, ). Show that joint likeli8hood has
a monotone likelihood ratio in nth order statistic of the sample.____
125. The joint density of X, Y is f  x, y   e  y , 0  x  y   . Find the marginal distributions of X,
Y and the conditional distribution of Y given X.______
126. Consider two independent and identically distributed uniform U(0, 1) random variables. Derive
X
the distribution of U  . Comment on E(U)._______
Y
127. Show that for Cauchy distribution with location parameter  and scale parameter , having pdf
1
fX  x    x  
  x   2 
 1  
    
 
The three quartiles of the distribution are given by Q1    , Q2     .
128. An ecologist wishes to mark of a circular sampling region having radius 10 mts. However , due
to reasons of topogrphay etc, radius of actual region marked is a random variable R with
probability density function
3  2
 1  10  r   ,9  r  11
fR  r    4
 0, ,otherwise
What is the expected area of the resulting circular region ?
129. Consider the random variables X with probability density function (pdf)

f X  x   1 , x  ,   0,   0
x
Verify that f X  x  is a pdf. Show that the distribution is positively skewed.

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130. Define the moment generating function (mgf) of a random variable. Obtain the mgf of
n
X   X i where Xi follows Poisson distribution with parameter  i  i  1, 2,...., n  . Assume
i 1
Xi’s are independent.
131. If the random variables X has the probability density function
 1  x /
 e , x  0,   0
f X  x   
 0 , otherwise

1/ 2
 2X 
Obtain the distribution of the random variable     .
  
132. If the random variable X follows normal distribution N(, 1) then find the expectation of
   X 
Y , where  and  denote the cumulative distribution function and probability
 X 
density function respectively of N(0, 1), the standard normal distribution
133. Let X1, X2, X3 and X4 be independent and identically distributed random variables each having
probability density function
2
3 1  x  ,0  x 1
f  x  
 0 , otherwise
Find the cumulative distribution function and probability density function of
Y = min (X1, X2, X3 , X4).

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MathStats by: Dr. Santosh Sir IIT-JAM, GATE, NET STATISTICS & MATHEMATICS 20

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