Probability Theory & Stochastic Processes - BITS

A.S.
Rao Page 1 of 12

Balaji Institute of Engineering & Science
Probability Theory & Stochastic Processes

Quiz -1 Bits

Branch: II ECE
--------------------------------------------------------------------------------------

1. If the events A and B are mutually exclusive, then P(A or B) is
a) P(A) + P(B) b) P(A) - P(B) c) P(A) P(B) d) P(A) + P(B) P(AB)

2. The probability of drawing a red ace from a pack of 52 cards is
a) 4/52 b) 2/52 c) 1/52 d) 1

3. Two events X and Y are statistically independent then, P(XY) is
a) P(X) + P(Y) b) P(X) P(Y) c) 0 d) 1

4. Three cards are drawn from an ordinary deck of 52 playing cards. The probability that all three
cards are even numbered of black color is --------------------.
a) 0.054 b) 0.0054 c) 0.54 d) 0.000054

5. Each value in the sample space of a phenomenon is called as ---------------.

6. Let x be the outcome from rolling one die and y the outcome from rolling a second die. The joint
probability of the event X3 and Y>3 is ------------------------.

7. The probability of getting three 3s and then 4 or 5 in four rolls of a balanced die is -------------.

8. Two fair dice are thrown simultaneously. Let X and Y are the numbers on the first and second die.
Then P(X=Y) = ----------------.
a) 6/36 b) 8/36 c) 10/36 d) 1/36

9. The probability of drawing a red ball from a bag containing 6 red balls and 3 black balls is -------.
a) 7/9 b) 6/9 c) 10/12 d) 1

10. The probability of drawing an ace or a card of clubs from a pack of 52 cards is -------- .
a) 17/52 b) 16/52 c) 18/52 d) 20/52

11. Two coins are tossed together. The probability of MATCH will be ---------------.
a) 1/4 b) 1/4 c) 0 d) 1

12. If the events A and B are independent, then P(A/B) is
a) P(A) b) P(A/B) c) P(A) P(B) d) P(B)

13. Two dice are thrown. The probability of getting sum equal to 12 is
a) 5/36 b) 5/52 c) 1/36 d) 1

14. If two dice are thrown, what is the probability of not throwing a total of 4?
a) 33/36 b) 4/36 c) 11/36 d) 12/36

15. The value of the probability of an event lies in between ------- and ----------.
a) 0,1 b) -1,0 c) -, + d) -1, +1

16. Probability of an sure/certain event is
a) b) 0 c) - d) 1

17. Probability of an impossible event is
a) b) 0 c) - d) 1

A.S.Rao Page 2 of 12


18. Always, the probability of an event is a non negative quantity. [ True/False ]
19. If the events A and B are mutually exclusive, then P(AB) is
a) P(A) + P(B) b) 0 c) P(A) P(B) d) P(A) + P(B) P(AB)

20. A husband and his wife appear in an interview for two vacancies in the same post. The probability
of husbands selection is 1/7 and that of wifes selection is 1/5. the probability that both of them
will be selected is
a) 3/35 b) 2/35 c) 1/35 d) 1

21. ------ is an experiment whose outcome or result is not unique and therefore cannot be produced
with certainty.
a) random experiment b) deterministic experiment
c) non deterministic experiment d) both a and c

22. If two coins are tossed simultaneously, the probability of getting two heads will be
a) 2/4 b) 1/4 c) 3/4 d) 1

23. Each letter of the word ATTRACT is written on a separate card. The cards are then thoroughly
shuffled, and four of them are drawn in succession. The probability of getting result TACT is ----.

24. A card is drawn from a deck of 52 cards. What is the probability that 2 of clubs is drawn?

25. A card is drawn from a pack of cards. Find the probability of it being not a spade.

26. A set of events is said to be ------ if one of the events cannot be expected in preference to any
other.
a) equally likely b) mutually exclusive c) mutually exhaustive d) none

27. A set of events is said to be ---- if the occurrence of one of the events excludes the possibility of
the occurrence of any other.
a) equally likely b) mutually exclusive c) mutually exhaustive d) none

28. Two dice are thrown, the probability of getting a sum of 5 is
a) 2/9 b) 3/9 c) 1/9 d) 1

29. A set of events is said to be ----- if the occurrence of an event is not influenced by the occurrence
of any of the rest of the set.
a) dependent b) independent c) equally likely d) mutually exclusive

30. If A be the event and
_
A be the complementary event then P(A)+P(
_
A ) =
a) P(A) b) P(
_
A) c) 1 d) 0

31. A problem is given to three students A, B, C whose probabilities of solving it are , 1/3 and
respectively. What is the probability that the problem will be solved.
a) 1/4 b) 3/4 c) 2/4 d) none
32. A die is tossed. If the number is odd, what is the probability that it is prime?
a) 1 b) 2/3 c) 1/3 d) none

33. If the probability distribution function of a continuous Random Variable is a ramp function, what
will be its density function?

34. If the probability distributed function of a Random Variable X is a step function with magnitude of
1/2 , then its probability density function is
a) step function with magnitude of 1/2 b) impulse function with magnitude of
c) step function with magnitude of 1/4 d) impulse function with magnitude of


35. The minimum value that CDF of a Random Variable can have is ---- and the maximum value is ---.
a) 0, 1 b) -, 0 c) 0, d) -,

36. The value of constant K is ----------------------, so that the following is probability den sity function.
f
x
= K (1-x
2
) for 0<X1
= 0 else where

37. Consider the probability density function.
elsewhere
X for e b f
x a
x
0
.
=
s s =

Its CDF is ----------------------.
38. The area under Joint probability density function is 1. [ True/False ]

39. The marginal density function of a Random Variable X is given by
}

dx y x f
XY
) , ( [ True/False ]

40. A Random Variable X has the density function
. 0
3 3 5 / 1 ) (
where else
X for x f
X
=
s < =

Then P(X+3>4) is
a) 3/4 b) 3/7 c) 3/5 d) none

41. F
XY
(x,) = ------------.
a) F
X
(x) b) 0 c) d) -1

42. The area under Gaussian pdf curve is
a) zero b) 1 c) d) -1

43. The Gaussian pdf -------- shaped curve.
a) rectangular b) triangular c) bell d) square

44. pdf, in terms of CDF is given as
a) derivative of CDF b) integral of CDF c) logarithmic of CDF d) all of the above

45. Let X and Y are two continuous Random Variables, then the joint probability function of X and Y is
defined by -------------------.

46. Random Variable is also referred to as
a) stochastic variable b) variate c) both a and b d) none

47. The basic classification of Random Variables is as follows:
1. Discrete Random Variable and continuous Random Variable
2. Dependent Random Variable and independent Random Variable.
Of these statements,
a) only 1 is correct b) only 2 correct c) both 1 and 2 correct d) none

48. If a Random Variable takes an infinite number of uncountable values, it is called ---- Random
Variable.
a) continuous b) discrete c) both a and b d) none

49. If a Random Variable takes a finite set of values, it is called ------------ Random Variable.
a) dependent b) independent c) continuous d) discrete


50. For a discrete Random Variable, plot of CDF is a
a) impulse form b) sinusoidal form c) staircase form d) none

51. If the probability distribution function of a Random Variable X is unit step function, its pdf is
a) unit impulse function b) power function c) energy function d) none

52. Cumulative distribution function of Random Variable X is defined as F
X
(x) = ---------.
a) P(X=x) b) P(Xx) c) P(Xx) d) none

53. The probability distribution of X is given by

X=x
i
1 2 3 4
P(x
i)
1/4 1/4 1/4

Then F
X
(2)=----------------.
a) 1/4 b) 1/2 c) d) 1

54. F
X
(-) = -------------------.
a) 0 b) 1 c) d) none
55. F
X
() = -------------------.

56. P(x
1
<Xx
2
)= ---------------.
a) F
X
(x
1
) F
X
(x
2
) b) F
X
(x
2
) F
X
(x
1
) c) F
X
(x
2
) d) F
X
(x
1
)
57. The total area under the probability distribution curve of a Random Variable X is

58. The cumulative distribution function of variable is
a) decreasing function b) non decreasing function c) both a and b d) none

59. F
X
(x
1
) ------------------- F
X
(x
2
), if x
1
<x
2

a) b) c) = d) none

60. Probability density function is the -------- of CDF.
a) derivative b) integral c) double derivative d) none

61. For discrete Random Variable, plot of pdf is a
a) sinusoidal form b) staircase waveform c) impulse train d) none

62. pdf of a Random Variable X is --------------- for all X.
a) non negative b) negative c) 0 d) none

63. F
XY
(-, )=--------------.

64. The conditional pdf f(x/y)=--------------
a)
) (
) , (
,
y f
y x f
Y
Y X
b)
) (
) , (
,
x f
y x f
X
Y X
c) f(x,y) d) none

65. Gaussian density function is also called
a) Normal density function b) Rice density function c) Rayleigh density function d) none

66. Gaussian distribution is a ------------- distribution.
a) discrete b) continuous c) constant d) none


67. For a standardized normal Random Variable, mean and variance are respectively------------.
a) 0 and 1 b) 1 and 0 c) 0 and 0 d) 1 and 1

68. If P(X=x
i
)=1/P for i=1, 2, 3,.P, then the Random Variable X is said to have----- probability
distribution.
a) Uniform b) Non uniform c) Normal d) none

69. Complementary error function is also referred to as co-error function. This statement is
a) true b) false c) data insufficient d) none
70. The joint distribution function F
X,Y
(x,y) is a --------------- function of X and Y.
a) decreasing b) non decreasing c) increasing d) none

71. A Random Variable X has the following probability distribution

X=x
i
0 1 2 3 4
P(x
i)
0 K 2K 2K 3K

Then the value of K is
a) 1/7 b) 1/8 c) 1/6 d) none

72. The probability function of a Random Variable X is given by
f(x) = 2K for X=1
= 3K for X=2
= 3K for X=3
= 0 otherwise where K is a constant, then P(1X2) is
a) 6/8 b) 5/8 c) 1 d) none

73. The joint probability function of two discrete Random Variables X and Y is given by
f(x,y) = C(2x+y) for 0x2 and 0y3
= 0 otherwise
Then X and Y are
a) independent b) not independent c) none

74. If pdf of X is f(x) and pdf of Y is f(y), then the pdf of X+Y is
a) f(X) + f(Y) b) f(X)/f(Y) c) f(X).f(Y) d) f(X)*f(Y)

75. Mathematical of classical or priori probability definition fails when
a) the outcome are not equally likely b) number of outcomes is infinite
c) both a and b d) none

76. Which of the following is the parameter of the normal distribution.
a) mean b) standard deviation c) both a and b d) none

77. The joint density function of two continuous Random Variables is
f(x, y) = Cxy; 0<x<2, 1<y<3
= 0; otherwise
Then the value of C is
a) 1/8 b) 2/8 c) 8 d) 4

78. Given the Random Variable X with density function
f(x) = 2x, 0<x<1
= 0, otherwise
Then the pdf of Y=8X
3
is
a) (1/6)y
-1/3
; 0<y< b) (1/6) y
-1/3
; 0<y<8 c) (1/6) y
-1/3
; 0<y<1 d) none


79. Which of the following is the example of probability density function?
a) Gaussian probability density b) Rayleigh probability density
c) both a and b d) none

80. The joint density function of two continuous Random Variables X and Y is given by
< < < < =

y x e y x f
y x
, ;
4
1
) , (
Then X and Y are ------- Random Variables.
a) statistically dependent b) statistically independent c) none

81. The value of b so that the function is a valid density function.
otherwise
b x e x f
x
; 0
0 ;
4
1
) (
3
=
s s =

a) 0.58 b) 0.855 c) 1 d) none

82. A Random Variable Uniformly distributed over (-a, a) has a pdf given by
a) 1/4a b) 1/3a c) 1/2a d) 1/a

83. If two Gaussian Random Variables are added then the resulting variable is
a) Gaussian b) Rayleigh c) rectangular d) none

84. Many of the naturally occurring experiments are characterized by ------ distribution.
a) Poisson b) Binomial c) Gaussian d) none

85. The Rayleigh distribution is based on two independent
a) Poisson variables b) exponential variables c) Gaussian variables d) none

86. The maximum value of Gaussian distribution is
a)
t o 2
1
b)
E o
1
c)
ot 2
1
d) none

87. The expectation of a Random Variable is equal to its
a) variance b) standard deviation c) mean d) none

88. K be a constant then E[K] =
a) K b) 0 c) 1 d) none

89. K be a constant then Variance(K) is
a) 0 b) 1 c) 2 d) none

90. The pdf of Gaussian distribution with mean=0, variance=1
a)
2
2
1
x
e
t
b)
2
2
2
1
x
e
t
c)
2
2
2
1
x
e
t o
d) none

91. Let X be a uniformly distributed Random Variable defined 4x8, then its pdf is
a) 1/2 b) 1/(b-a) c) d) none

92. X and Y are two Random Variables, then V(X+Y) is
a) V(X)+V(Y) b) V(X)-V(Y) c) 1 d) none

93. If X is a Random Variable and a be a constant then V(aX) is
a) V(X) b) a
2
V(X) c) V(X) d) none



94. If X and Y are two independent Random Variables and
2
x
o =4,
2
y
o =9, then V(4X+2Y) is
a) 100 b) 0 c) 120 d) none

95. Expectation of the number on a die, when a die is thrown
a) 2/7 b) 7 c) 1 d) 7/2

96. If two dice are rolled, then what is the expectation of the product of the numbers on the dice.
a) 49/4 b) 7/2 c) 7 d) none

97. Moments generating function of a Random Variable is used to generate moments about ----- of the
Random Variable.
a) origin b) mean c) variance d) none
98. The second moment of a Random Variable about its mean gives ---- of the Random Variable.
a) 0 b) 1 c) variance d) none

99. The second moment of Random Variable about origin gives
a) mean b) variance c) mean square value d) none

100. The variance is always
a) positive b) negative c) both a and b d) none
101. If X is Gaussian Random Variable with mean zero then pdf is
a)
2
) (
2
1
o
t o
m x
e
b)
)
2
(
2
2
2
1
o
t o
x
e
c)
)
2
(
2
2
1
x
e
t o
d) none

102. If X and Y are orthogonal then
a) E[XY]=0 b) V(X)=0 c) V(Y)=0 d) none

103. If X and Y are independent then conditional densities are equal to
a) marginal density b) joint density c) 0 d) none
104. If X and Y are independent then E[y/X=x] is
a) E[Y] b) E[X] c) E[XY] d) none
105. The Gaussian distribution is symmetric about its
a) variance b) mean c) standard deviation d) none
106. If the pdf of a Random Variable X is f(x)=e
-x
, x0
=0 otherwise.
Then E[X] is
a) 0 b) -1 c) 1 d) none

107. If X and Y are independent Random Variables and E[X]=7/12, E[Y]=7/12 then E[XY] is
a) 0 b) 1 c) -1 d) 49/144
108. If X and Y are two independent Random Variables and V(X)=4, V(Y)=9 then V(2X+3Y) is
a) 13 b) 97 c) 35 d) 0
109. If X is a Random Variable, a being a constant then V(X+a) is
a) V(X) b) V(X) + V(a) c) V(X) - V(a) d) none
110. If X is Random Variable, a being a constant then E[X+a] is
a) E[X] b) E(X)+E[a] c) E(X)+a d) none
111. If X and Y are two independent Random Variables and E[X]=2, E[Y]=3, V(X)=1 and V(Y)=4 then
E[X+Y] and V(X+Y) is
a) 2,1 b) 3,4 c) 1,1 d) 5,5



112. If f(x) = e
-x
for x0
= 0 for x<0. Then E[e
2x/3
) is
a) 0 b) 1 c) -1 d) 3
113. If f(x) = 8/x
3
for x>2, then E(x/3) is
a) 0 b) 2 c) 4/3 d) none

114. Let X be a continuous Random Variable with pdf f(x), the transformation y=g(x) is said to
monotonic decreasing if
a) g(x
1
) < g(x
2
) for x
1
<x
2
b) g(x
1
) > g(x
2
) for x
1
<x
2
c) g(x
1
) >g(x
2
) for x
1
>x
2
d) none

115. If X be a continuous Random Variable with pdf f(x), and y=g(x) then f(y) is
a) f(x) b) f(y) (dy/dx) c) f(x)|dx/dy| d) none
116. The standard deviation of a Random Variable X is
a) ) (x V b) ) (x V + c) ) (x V d) none

117. The maximum magnitude of characteristic function is
a) 0 b) 1 c) -1 d) none

118. If f(x) is a pdf of Gaussian Random Variable, then the maximum value of f(x) occurs at x=
a) mean b) 0 c) 1 d)
2

119. The moments determined about the mean value are called as -----------.

120. If X be the outcome from rolling one die and Y be the outcome from rolling a second die, then
E[X/Y] is -----------------------.

121. If the two Random Variables are independent i.e., E[XY]=E[X] E[Y]; then, the Random Variables
are --------------------------.

122. If K is any constant, then E[KX) is
a) E[X] b) K E[X] c) K
2
E[X] d) none

123. If X and Y are any two Random Variables, then E[2X+3Y] is
a) 2 E[x] + 3 E[Y] b) 6[E[x] + 3 E[Y]] c) 6E[XY] d) none

124. If X and Y are independent Random Variables, then E[6XY] is
a) 6 E[X] b) 6 E[Y] c) 6 E[X] E[Y] d) none

125. If X is a Random Variable, then E[3X+6] is
a) 3 E[X] b) 6 E[X] c) 3 E[X] + 6 d) none

126. If pdf f(x) of a Random Variable is an even function thatis f(-x) = f(x) then E[X] is
a) 0 b) 1 c) 2 d) none

127. If the pdf f(x) of a Random Variable X is symmetrical about the point b that is f(b-x)=f(b+x), then
E[X] is
a) 1 b) 0 c) 2 d) b

128. The variance is also called as ------------ of the Random Variable X.
a) first central moment b) second central moment c) third central moment d) none

129. Mean or the expectation of a Random Variable X is also called as ----- about origin.
a) first moment b) second moment c) third moment d) none

130. The variance or dispersion of a Random Variable X is given by
2
=-----.
a) E[X
2
] (E[X])
2
b) E[X
2
] E[X] c) E[X]
2
-E[X
2
] d) none


131. Which of the following is used as measure of the spread of a Random Variable about its mean?
a) moment generating function b) characteristic function
c) standard deviation d) none

132. If X is a Random Variable then Var(-2X) is
a) -2 Var(X) b) 2 Var(X) c) 4 Var(X) d) none

133. In the expansion of moments generating function the coefficient of t
2
/2! Is equal to
a) mean b) variance c) mean square value d) none

134. Characteristic function of a Random Variable is
X
(t), if t=0 then
X
(t) is
a) 0 b) -1 c) 1 d) none

135. If a Random Variable X is such that
E [ (X+1)
2
] = 4, E [ (X-1)
2
] = 2. then E[X] is
a) b) 2 c) d) 4
136. Consider the following statements.
1. Characteristic function always exists even though the moment generating function doesnot
exist.
2. Moment generating function always exists even though the characteristic function doesnot exist.
Of these statements
a) only 2 is correct b) only 1 is correct c) both are correct d) none
137. Two independent Random Variables are ---- Random Variables.
a) correlated b) uncorrelated c) none
138. Which one of the following statement is correct.
a) density of sum of two Random Variables is equal to the convolution of individual densities of the
Random Variables.
b) density of sum of two Random Variables is equal to the sum of individual densities of the
Random Variables
c) density of sum of two Random Variables is equal to the product of individual densities of the
Random Variables.
d) none
139. A Random Variable X has the density function.
f(x) = x
2
for -1<x<1
= 0; elsewhere. Then, E[X
2
] is
a) 1/3 b) 3 c) 2/3 d) none
140. Mean of the uniform distribution
f(x) = 1/(b-a) for axb
= 0; elsewhere . is -------
a) a+b b) (a+b)/2 c) (a+b)/3 d) (a
2
+ab+b
2
)/3
141. Which of the following distributions are/is discrete distributions
a) Binomial

b) Poisson c) Normal d) both a and b

142. Which one of the following distribution is continuous distribution
a) Binomial

b) Poisson c) Normal d) both a and b

143. Mean and variance of the binomial distribution are
a) np, nq b) np, npq c) nq, npq d) none

144. Mean and variance of Poisson distribution are
a) equal b) unequal c) none


145. The r
th
moment of a continuous Random Variable X about the mean m is
a)
}

dx x f m x
r
) ( ) ( b)
}

dx x f m x ) ( ) (
c)
}

dx x f m x
r
) ( ) ( d)
}

dx m x
r
) (

146. The Random Variable X follows Poisson distribution such that 2P(X=0)=P(X=1), then the mean of
distribution is
a) 4

b) 2 c) 2 d) 2
1/4

147. The Random Variable X has a Poisson distribution. If P(X=1)=2 and P(X=2)=4 then the standard
deviation of X is
a) e
-1
b) e
-2
c) e
-4
d) e
-16

148. A Random Variable X with no moment generating function existing will have its characteristic
function-------.
a) non existing b) existing c) none

149. Two Random Variables X and Y with identical moment generating functions are ---- distributed.
a) identically b) differently c) none

150. Let
X
(t) is a characteristic function of Random Variable X, if Y=aX+b then
Y
(t) is
a) e
ibt
.
X
(at) b) e
ibt
.
X
(bt) c)
X
(t) d) none

151. If
X
(t) is a characteristic function then |
X
(t) | is
a) 1 b) c) equal to 1 d) none

152. If X is a Random Variable with moment generating function M
X
(t), then the moment generating
function of Y=3X+2 is
a) e
3t
M
X
(2t) b) e
2t
M
X
(3t) c) e
3t
M
X
(t) d) e
2t
M
X
(t)

153. If X and Y are two independent Random Variables with moment generating functions M
X
(t) and
M
Y
(t). then M
X+Y
(t) is
a) M
X
(t) + M
Y
(t)

b) M
X
(t) . M
Y
(t) c) 0 d) none
154. If X is a Random Variable and its MGF is M
X
(t)=1/(1-t), then 1
st
moment (m
1
) is
a) 1 b) 2 c) -1 d) none
155. A fair die is tossed 30 times. A toss is called a success if face 1 or 2 appears. Then the mean for
the number of successes is
a) 30 b) 20 c) 90 d) 10

156. Which of the following theorem states that the probability density of a sum of N independent
Random Variables tends to approach a normal density as the number N increases
a) Bayes theorem b) Central limit theorem c) Channel capacity theorem d) none

157. Pick the odd man out
a) stochastic variable b) stochastic function c) Random Variable d) random experiment

a) binomial distribution b) normal distribution c) uniform distribution d) Rayleigh distribution

159. Which of the following is incorrect?
a) P(S)=1 b) P(A)=P(A

)-1 c) 0P(A)1
d) if A and B are mutually exclusive, then P(A+B)=P(A)+P(B)


a) expectation b) variance c) standard deviation d) Chebycheffs inequality

161. Which of the following is correct?
a) unit of variance is same as that of the Random Variable
b) the probability that a continuous Random Variable takes on a particular value is zero
c) mutually exclusive events are also statistically independent
d) the classical approach for probability theory does not explain the situation when the number of
outcomes of an experiment is small.

162. The first moment of a Random Variable X about its mean is
a) zero b) mean c) mean square value d) variance

163. For m
X
=0, the variance is same as -------- of the Random Variable.
a) zero b) mean c) mean square value d) variance

164. The joint CDF of two independent Random Variables X and Y can be expressed as f
XY
(x, y)=
a) f
X
(x).f
Y
(y) b) f
X
(x)+f
Y
(y) c) f
X
(x)-f
Y
(y) d) none

165. Characteristic function is used to find moments about ---- of a Random Variable.
a) mean b) origin c) none

166. If
X
() is the characteristic function of the Random Variable X, then
X
()|
=0
is

167. Moment generating function of a Random Variable is used to generate moments about ---- of the
Random Variable.
a) origin b) mean c) both a and b d) none

168. If X and Y are independent then moments generating function of (X+Y) is
a) M
X
(t).M
Y
(t) b) M
X
(t)+M
Y
(t) c) M
X
(t)/M
Y
(t) d) none

169. If X and Y are independent then the characteristic function of (X+Y) is
a)
X
(t)+
Y
(t) b)
X
(t)/
Y
(t) c)
X
(t).
Y
(t) d) none

170. The MGF of X is M
X
(t) and MGF of Y is M
Y
(t), if X and Y are identical then
a) M
X
(t)=M
Y
(t) b) M
X
(t)M
Y
(t) c) M
X
(t).M
Y
(t) d) none

171. Characteristic function is defined as
X
()= -----
a) E[e
jx
] b) E[e
-jx
] c) E[e
jx
] d) none

172. Moment generating function of a standardized normal variable is
a)
2 / t
e b)
2
t
e c)
2 /
2
t
e d)
t
e

173. If X and Y are two independent variables i.e., E[XY] = E[X].E[Y] and hence
XY
is
a) 0 b) c) 1 d) none
174. If X and Y two Random Variables and X=Y then the correlation coefficient is
a) 0 b) c) 1 d) none

175. If X and Y are two independent Gaussian variables, with means m
x
=2, m
y
=2,
2
x
o =4,
2
y
o =9 then
mean and variance of X+Y is
a) 2, 2 b) 0, 1 c) 5, 13 d) none

176. if X and Y are independent the COV(x, y) is
a) 1 b) 2 c) 1/2 d) 0


177. if X and Y are independent then correlation coefficient is
a) -1 b) 1 c) 1/2 d) 0
178. Correlation coefficient is always lies between
a) 0 and 1 b) 0 and 2 c) -1 to 1 d) none
179. If X and Y are two independent Random Variables, and a and b are constants then V(aX+bY) is
a) a
2
V(X) + b
2
V(Y) + 2ab CoV(XY) b) a
2
V(X) + b
2
V(Y) - 2ab CoV(XY)
c) V(X) + V(Y) + 2ab CoV(XY) d) a
2
V(X) + b
2
V(Y)
180. The correlation coefficient of two Random Variables X and Y is while their standard deviations
are 2 and 4 then the covariance of X and Y is
a) 2 b) 8 c) 4 d) none
181. Cov(4X, 3Y) is
a) 4 Cov(X,Y b) 7 Cov(X, Y) c) 12 Cov(X, Y) d) none
182. The correlation coefficient of two Random Variables X and Y is -1/4 while their variances are 3 and
5 the
XY
is
a) 1 b) 0 c)
4
15
d) -
4
15

183. If X and Y are two Random Variables, a and b are constants then CoV(aX, bY) is
a) CoV(X, Y) b) a
2
b
2
CoV(XY) c) (a/b) CoV(X, Y) d) ab CoV(X,Y)

0 1 2 3 4 5 6 7 8 9
0 a b b b a b
1 b b a c a d b T b
2 c d b a b c b
3 c b b b a T F
4 a b c a c a a D
5 c a b b a b b b b A
6 a c a a a a b a a A
7 b b b a d c c a b C
8 b b c a c c a c a A
9 b c a b a d a a c C
10 a b a a a b c d b A
11 c d d b c b b a
12 b a c c a d b A
13 a c c a c b b a c A
14 b d c a b a c c b A
15 a a b b a d b d a B
16 d b a c a b b a a C
17 a a c a c c d d c D
18 c c d d

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