Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 1

Source: A Joint Density on an Ordered Region MSQ

Let (X, Y, Z, U ) be a random vector with joint density

e−u , 0 < x < y < z < u < ∞,
f (x, y, z, u) =
0, otherwise.

Which of the following statements is/are true?

(A) f is a valid joint density
(B) P (X < Y < Z < U ) = 1
(C) P (X ≤ Z) = 1
(D) X, Y, Z, U are independent
Correct Answer:
(A),(B),(C)

Question 2

Source: Distribution of the Largest Order Statistic MSQ

Let (X, Y, Z, U ) have joint density

e−u , 0 < x < y < z < u < ∞,
f (x, y, z, u) =
0, otherwise.

Which of the following statements is/are true?

u3 −u
(A) fU (u) = e , u>0
6
(B) U ∼ Γ(4, 1)
(C) E(U ) = 4
(D) Var(U ) = 4
Correct Answer:
(A),(B),(C),(D)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 3

Source: Conditional Distributions Given U = u MSQ

Let (X, Y, Z, U ) have joint density

e−u , 0 < x < y < z < u < ∞,
f (x, y, z, u) =
0, otherwise.

For a fixed u > 0, which of the following statements is/are true?

(A) X/U ∼ Beta(1, 4)
(B) Y /U ∼ Beta(2, 3)
(C) Z/U ∼ Beta(3, 2)
(D) E(X | U = u) = u/4
Correct Answer:
(D)

Question 4

Source: Exchangeability and Ordering Probabilities MSQ

Let (X, Y, Z, U ) have joint density

24
f (x, y, z, u) = , x, y, z, u > 0.
(1 + x + y + z + u)5
Which of the following statements is/are true?
1
(A) P (X > Y > Z > U ) =
24
1
(B) P (X < Y < Z < U ) =
24
(C) P (X = Y ) = 0
(D) X, Y, Z, U are exchangeable
Correct Answer:
(A),(B),(C),(D)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 5

Source: Probabilities Involving the Sum MSQ

Let (X, Y, Z, U ) have joint density

24
f (x, y, z, u) = , x, y, z, u > 0.
(1 + x + y + z + u)5
Define

S = X + Y + Z + U.

Which of the following statements is/are true?

1
(A) P (S ≥ 1) =
16
15
(B) P (S < 1) =
16
(C) P (S = 1) = 0
(D) P (S > 0) = 1
Correct Answer:
(C),(D)

Question 6

Source: Symmetry of Exchangeable Random Variables MSQ

Let (X, Y, Z) have joint density

g(x)g(y)g(z), x > 0, y > 0, z > 0,
f (x, y, z) =
0, otherwise,

where g is a probability density function.

Which of the following statements is/are true?
1
(A) P (X > Y > Z) =
6
1
(B) P (X < Y < Z) =
6
1
(C) P (X > Y > Z) + P (X < Y < Z) =
3
(D) P (X = Y ) = 0
Correct Answer:
(A),(B),(C),(D)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 7

Source: Maximum and Minimum Probabilities MSQ

Let (X, Y, Z) have joint density

g(x)g(y)g(z), x > 0, y > 0, z > 0,
f (x, y, z) =
0, otherwise,

where g is a probability density function.

Which of the following statements is/are true?
1
(A) P (X = max(X, Y, Z)) =
3
1
(B) P (X = min(X, Y, Z)) =
3
1
(C) P (X > Y ) =
2
(D) P (X > Y > Z) = P (X < Y < Z)
Correct Answer:
(A),(B),(C),(D)

Question 8

Source: Indicator Functions and Conditional Expectations MSQ

Let X and Y be independent and identically distributed continuous random variables
with common distribution function F .
Which of the following statements is/are true?
(A) E[I(X > Y ) | Y ] = 1 − F (Y )
(B) E[I(X < Y ) | Y ] = F (Y )
1
(C) P (X > Y ) =
2
(D) P (X > Y ) + P (X < Y ) = 1
Correct Answer:
(A),(B),(C),(D)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 9

Source: Positive Dependence MSQ

Suppose a bivariate density f satisfies

f (x1 , y1 )f (x2 , y2 ) ≤ f (x1 , y2 )f (x2 , y1 ),

whenever

x1 ≤ x2 , y1 ≤ y2 .

Let F be the joint distribution function and F1 , F2 the marginal distribution functions.
Which of the following statements is/are true?
(A) F (a, b) ≤ F1 (a)F2 (b)
(B) P (X ≤ a, Y ≤ b) ≤ P (X ≤ a)P (Y ≤ b)
(C) The variables need not be independent
(D) The inequality suggests positive dependence
Correct Answer:
(C),(D)

Question 10

Source: Order Statistics Given the Maximum MSQ

Let (X, Y, Z, U ) have joint density

e−u , 0 < x < y < z < u < ∞,
f (x, y, z, u) =
0, otherwise.

For a fixed u > 0, which of the following statements is/are true?

1
(A) E(X/U ) =
5
2
(B) E(Y /U ) =
5
3
(C) E(Z/U ) =
5
4
(D) E(U − X | U = u) = u
5
Correct Answer:
none

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 11

Source: Arrival Times of Two Independent Buses MSQ

Let X and Y be independent random variables with densities

1
fX (x) = , 0 ≤ x ≤ a,
a
and

1
fY (y) = , 0 ≤ y ≤ b,
b
where a, b > 0.
Which of the following statements is/are true?
1
(A) If a = b, then P (X < Y ) = 2
(B) P (X = Y ) = 0
(C) P (X < Y ) + P (Y < X) = 1
(D) If a = b, then P (X < Y ) = P (Y < X)
Correct Answer:
(A),(B),(C),(D)

Question 12

Source: Battery Lifetime Comparison MSQ

Let X and Y be independent random variables with densities

3
fX (x) = 3λx2 e−λx , x > 0,

and

3
fY (y) = 3µy 2 e−µy , y > 0,

where λ, µ > 0.
Which of the following statements is/are true?
(A) X 3 ∼ Exp(λ)
(B) Y 3 ∼ Exp(µ)
1
(C) If λ = µ, then P (X > Y ) = 2
(D) P (X = Y ) = 0
Correct Answer:
(A),(B),(C),(D)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 13

Source: Survival Function Method MSQ

Let X have density

3
fX (x) = 3λx2 e−λx , x > 0.

Which of the following statements is/are true?

3
(A) P (X > x) = e−λx
3
(B) FX (x) = 1 − e−λx
(C) X 3 has an exponential distribution
(D) P (X > 0) = 1
Correct Answer:
(A),(B),(C),(D)

Question 14

Source: Characterization of Independence MSQ

Let (X, Y ) have joint density

f (x, y) = k f1 (x)f2 (y),

where k > 0 and f1 , f2 are nonnegative functions.

Which of the following statements is/are true?
(A) X and Y are independent
(B) k=1
(C) f (x, y) = fX (x)fY (y)
(D) P (X ≤ x, Y ≤ y) = FX (x)FY (y)
Correct Answer:
(A),(B),(C),(D)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 15

Source: Support-Based Independence MSQ

Let

A = {x : fX (x) > 0}, B = {y : fY (y) > 0}.

Suppose X and Y are independent.

Which of the following statements is/are true?
(A) {f (x, y) > 0} = A × B
(B) If fX (x) = 0, then f (x, y) = 0 for all y
(C) If fY (y) = 0, then f (x, y) = 0 for all x
(D) f (x, y) = fX (x)fY (y)
Correct Answer:
(A),(B),(C),(D)

Question 16

Source: Characteristic Function of a Power MSQ

Let ϕX (t) be the characteristic function of a random variable X.
Which of the following statements is/are true?
(A) The characteristic function of X 8 is real-valued
(B) The characteristic function of X 8 is an even function
(C) X 8 ≥ 0 almost surely
(D) ϕX 8 (0) = 1
Correct Answer:
(C),(D)

Question 17

Source: Symmetry of a Distribution MSQ

Let W be a random variable having a symmetric distribution about 0.
Which of the following statements is/are true?
d
(A) W = −W
(B) P (W ≤ t) = 1 − P (W ≥ −t)
(C) If E(W ) exists, then E(W ) = 0
(D) The characteristic function of W is real and even
Correct Answer:
(A),(B),(C),(D)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 18

Source: Functions of Random Variables MSQ

Let (X, Y ) have joint density

1 − x3 y
f (x, y) = , |x| < 1, |y| < 1.
4
Which of the following statements is/are true?
d
(A) X=Y
d
(B) X −Y =Y −X
(C) X − Y has a symmetric distribution about 0
(D) E(X − Y ) = 0
Correct Answer:
(A),(B),(C),(D)

Question 19

Source: Symmetry and Expectations MSQ

Let Z have a distribution symmetric about 0. Assume the relevant expectations exist.
Which of the following statements is/are true?
(A) E(Z) = 0
(B) E(Z 3 ) = 0
(C) E(Z 2k+1 ) = 0 for every integer k ≥ 0
(D) E(Z 2 ) ≥ 0
Correct Answer:
(A),(B),(C),(D)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 20

Source: Distribution of the Sum in a Bivariate Negative Binomial Model MSQ

Let (X, Y ) have joint pmf

(x + y + k − 1)! x y
P (X = x, Y = y) = p p (1 − p1 − p2 )k ,
x! y! (k − 1)! 1 2
where

x, y = 0, 1, 2, . . . , k ≥ 1, p1 , p2 > 0, p1 + p2 < 1.

Define

U = X + Y.

Which of the following statements is/are true?

(A) U has a negative binomial distribution
(B) P (U = u) = u+k−1


u (p1 + p2 )u (1 − p1 − p2 )k
k(p1 + p2 )
(C) E(U ) =
1 − p 1 − p2
k(p1 + p2 )
(D) Var(U ) =
(1 − p1 − p2 )2
Correct Answer:
(A),(B),(C),(D)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 21

Source: Conditional Distribution Given the Sum MSQ

Let (X, Y ) have joint pmf

(x + y + k − 1)! x y
P (X = x, Y = y) = p p (1 − p1 − p2 )k ,
x! y! (k − 1)! 1 2
where

x, y = 0, 1, 2, . . . , k ≥ 1, p1 , p2 > 0, p1 + p2 < 1.

Define

U = X + Y.

Which of the following statements

 is/are true?
(A) X | U = u ∼ Binomial u, p1p+p 1
2
 
p2
(B) Y | U = u ∼ Binomial u, p1 +p2
p1
(C) E(X | U = u) = u
p1 + p 2
p1 p2
(D) Var(X | U = u) = u
(p1 + p2 )2
Correct Answer:
(A),(B),(C),(D)

Question 22

Source: Marginal Distributions on a Triangular Region MSQ

Let (X1 , X2 ) have joint density

2, 0 ≤ x ≤ x ≤ 1,
1 2
fX1 ,X2 (x1 , x2 ) =
0, otherwise.

Which of the following statements is/are true?

(A) P (X1 < X2 ) = 1
(B) fX2 (x) = 2x, 0 < x < 1
(C) fX1 (x) = 2(1 − x), 0 < x < 1
(D) X1 and X2 are independent
Correct Answer:
(A),(B),(C)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 23

Source: Distribution of Y = X1 + X2 MSQ

Let (X1 , X2 ) have joint density

2, 0 ≤ x ≤ x ≤ 1,
1 2
fX1 ,X2 (x1 , x2 ) =
0, otherwise.

Define

Y = X1 + X2 .

Which of the following statements is/are true?

y2
(A) P (Y ≤ y) = , 0≤y≤1
2
(B) fY (y) = y, 0 < y < 1
(C) fY (y) = 2 − y, 1 < y < 2
(D) P (Y ≤ 2) = 1
Correct Answer:
(A),(B),(C),(D)

Question 24

Source: Expectation and Covariance on a Triangular Region MSQ

Let (X1 , X2 ) have joint density

2, 0 ≤ x ≤ x ≤ 1,
1 2
fX1 ,X2 (x1 , x2 ) =
0, otherwise.

Which of the following statements is/are true?

1
(A) E(X1 ) =
3
2
(B) E(X2 ) =
3
1
(C) E(X1 X2 ) =
4
1
(D) Cov(X1 , X2 ) =
36
Correct Answer:
(A),(B),(C),(D)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 25

Source: Conditional Density on a Triangle MSQ

Let (X1 , X2 ) have joint density

2, 0 ≤ x1 ≤ x2 ≤ 1,
fX1 ,X2 (x1 , x2 ) =
0, otherwise.

For 0 < x < 1, consider the conditional distribution of X1 given X2 = x.

Which of the following statements is/are true?
1
(A) fX1 |X2 (t|x) =
, 0<t<x
x
(B) X1 |X2 = x ∼ U (0, x)
x
(C) E(X1 |X2 = x) =
2
x2
(D) Var(X1 |X2 = x) =
12
Correct Answer:
(A),(B),(C),(D)

Question 26

Source: Conditional Expectation and Regression MSQ

Let (X1 , X2 ) have joint density

2, 0 ≤ x ≤ x ≤ 1,
1 2
fX1 ,X2 (x1 , x2 ) =
0, otherwise.

Which of the following statements is/are true?

X2
(A) E(X1 |X2 ) =
2
(B) E[E(X1 |X2 )] = E(X1 )
1
(C) E(X1 ) =
3
2
(D) E(X2 ) =
3
Correct Answer:
(A),(B),(C),(D)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 27

Source: Negative Binomial Conditional Moments MSQ

Let (X, Y ) have joint pmf

(x + y + k − 1)! x y
P (X = x, Y = y) = p p (1 − p1 − p2 )k .
x! y! (k − 1)! 1 2
Define

U = X + Y.

Which of the following statements is/are true?

p1
(A) E(X|U ) = U
p1 + p2
p2
(B) E(Y |U ) = U
p1 + p2
(C) E(X|U ) + E(Y |U ) = U
(D) E(X + Y |U ) = U
Correct Answer:
(A),(B),(C),(D)

Question 28

Source: Inverse Transformation MSQ

Let (X1 , X2 ) be a random vector with joint density

e−x1 , 0 ≤ x ≤ x < ∞,
2 1
fX1 ,X2 (x1 , x2 ) =
0, otherwise.

Define

Y1 = X1 + X2 , Y2 = X1 − X2 .

Which of the following statements is/are true?

Y1 +Y2
(A) X1 = 2
Y1 −Y2
(B) X2 = 2
(C) The transformation from (X1 , X2 ) to (Y1 , Y2 ) is one-to-one.
(D) The absolute value of the Jacobian determinant of the inverse transformation equals 12 .
Correct Answer:
(A),(B),(C),(D)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 29

Source: Joint Density of the Transformed Random Vector MSQ

Let (X1 , X2 ) be a random vector with joint density

e−x1 , 0 ≤ x ≤ x < ∞,
2 1
fX1 ,X2 (x1 , x2 ) =
0, otherwise.

Define

Y1 = X1 + X2 , Y2 = X1 − X2 .

Which of the following statements is/are true?

(A) fY1 ,Y2 (y1 , y2 ) = 12 e−(y1 +y2 )/2
(B) 0 ≤ y2 ≤ y1 < ∞
(C) fY1 ,Y2 (y1 , y2 ) = 0 outside the support.
R ∞ R y1
(D) 0 0
fY1 ,Y2 (y1 , y2 ) dy2 dy1 = 1
Correct Answer:
(A),(B),(C),(D)

Question 30

Source: Marginal Distributions of the Transformed Variables MSQ

Let (X1 , X2 ) be a random vector with joint density

e−x1 , 0 ≤ x ≤ x < ∞,
2 1
fX1 ,X2 (x1 , x2 ) =
0, otherwise.

Define

Y1 = X1 + X2 , Y2 = X1 − X2 .

Which of the following statements is/are true?

(A) fY1 (y) = y2 e−y/2 , y>0
(B) Y1 ∼ Γ(2, 2)
 
(C) fY2 (y) = e−y/2 1 − e−y/2 , y>0
(D) Y2 is not exponentially distributed.
Correct Answer:

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 31

Source: Conditional Distribution of Y2 Given Y1 MSQ

Let (X1 , X2 ) be a random vector with joint density

e−x1 , 0 ≤ x ≤ x < ∞,
2 1
fX1 ,X2 (x1 , x2 ) =
0, otherwise.

Define

Y1 = X1 + X2 , Y2 = X1 − X2 .

Which of the following statements is/are true?

1
(A) fY2 |Y1 (y2 |y1 ) = y1 , 0 < y2 < y1
(B) Y2 | Y1 = y1 ∼ U (0, y1 )
y1
(C) E(Y2 | Y1 = y1 ) = 2
y12
(D) Var(Y2 | Y1 = y1 ) = 12

Correct Answer:

Question 32

Source: Regression Function and Iterated Expectation MSQ

Let (X1 , X2 ) be a random vector with joint density

e−x1 , 0 ≤ x ≤ x < ∞,
2 1
fX1 ,X2 (x1 , x2 ) =
0, otherwise.

Define

Y1 = X1 + X2 , Y2 = X1 − X2 .

Which of the following statements is/are true?

Y1
(A) E(Y2 | Y1 ) = 2
(B) E[E(Y2 | Y1 )] = E(Y2 )
(C) E(Y1 ) = 2
(D) E(Y2 ) = 1
Correct Answer:
(B),(D)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 33

Source: Covariance and Correlation of the Transformed Variables MSQ

Let (X1 , X2 ) be a random vector with joint density

e−x1 , 0 ≤ x ≤ x < ∞,
2 1
fX1 ,X2 (x1 , x2 ) =
0, otherwise.

Define

Y1 = X1 + X2 , Y2 = X1 − X2 .

Which of the following statements is/are true?

(A) E(Y1 Y2 ) = 3
(B) Cov(Y1 , Y2 ) = 1
(C) Y1 and Y2 are not independent.
(D) Corr(Y1 , Y2 ) > 0
Correct Answer:
(B),(C),(D)

Question 34
Source: Moment Generating Functions MSQ
Let (X1 , X2 ) be a random vector with joint density

e−x1 , 0 ≤ x ≤ x < ∞,
2 1
fX1 ,X2 (x1 , x2 ) =
0, otherwise.

Define

Y1 = X1 + X2 , Y2 = X1 − X2 .

Let

M (t1 , t2 ) = E et1 Y1 +t2 Y2 .

 

Which of the following statements is/are true?

(A) M (0, 0) = 1
∂M
(B) ∂t1 = E(Y1 )
(0,0)
∂2M
(C) ∂t1 ∂t2 = E(Y1 Y2 )
(0,0)
(D) M (t1 , t2 ) = MY1 (t1 ) MY2 (t2 )
Correct Answer:
(A),(B),(C)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 35

Source: Support of the Transformation MSQ

Let X1 , X2 , X3 be i.i.d. random variables with common density

e−x , x > 0,
f (x) =
0, otherwise.

Define

X1 + X2 X1
Y1 = X1 + X2 + X3 , Y2 = , Y3 = .
X1 + X2 + X3 X1 + X2
Which of the following statements is/are true?
(A) Y1 > 0
(B) 0 < Y2 < 1
(C) 0 < Y3 < 1
(D) The support of (Y1 , Y2 , Y3 ) is (0, ∞) × (0, 1) × (0, 1).
Correct Answer:
(A),(B),(C),(D)

Question 36

Source: Inverse Transformation MSQ

Let X1 , X2 , X3 be i.i.d. random variables with common density

e−x , x > 0,
f (x) =
0, otherwise.

Define

X1 + X2 X1
Y1 = X1 + X2 + X3 , Y2 = , Y3 = .
X1 + X2 + X3 X1 + X2
Which of the following statements is/are true?
(A) X1 = Y1 Y2 Y3
(B) X2 = Y1 Y2 (1 − Y3 )
(C) X3 = Y1 (1 − Y2 )
(D) The transformation (X1 , X2 , X3 ) 7→ (Y1 , Y2 , Y3 ) is one-to-one.
Correct Answer:
(A),(B),(C),(D)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 37

Source: Jacobian and Joint Density MSQ

Let X1 , X2 , X3 be i.i.d. random variables with common density

e−x , x > 0,
f (x) =
0, otherwise.

Define

X1 + X2 X1
Y1 = X1 + X2 + X3 , Y2 = , Y3 = .
X1 + X2 + X3 X1 + X2
Which of the following statements is/are true?
(A) |J| = Y12 Y2
(B) fY1 ,Y2 ,Y3 (y1 , y2 , y3 ) = y12 y2 e−y1
1 2 −y1


(C) fY1 ,Y2 ,Y3 (y1 , y2 , y3 ) = (2y2 ) 2 y1 e
(D) fY1 ,Y2 ,Y3 = fY1 fY2 fY3
Correct Answer:
(A),(B),(C),(D)

Question 38

Source: Marginal Distributions MSQ

Let X1 , X2 , X3 be i.i.d. random variables with common density

e−x , x > 0,
f (x) =
0, otherwise.

Define

X1 + X2 X1
Y1 = X1 + X2 + X3 , Y2 = , Y3 = .
X1 + X2 + X3 X1 + X2
Which of the following statements is/are true?
(A) fY1 (y) = 12 y 2 e−y , y>0
(B) Y1 ∼ Γ(3, 1)
(C) fY2 (y) = 2y, 0<y<1
(D) Y3 ∼ U (0, 1)
Correct Answer:
(A),(B),(C),(D)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 39

Source: Expectations and Variances MSQ

Let X1 , X2 , X3 be i.i.d. random variables with common density

e−x , x > 0,
f (x) =
0, otherwise.

Define

X1 + X2 X1
Y1 = X1 + X2 + X3 , Y2 = , Y3 = .
X1 + X2 + X3 X1 + X2
Which of the following statements is/are true?
(A) E(Y1 ) = 3
(B) Var(Y1 ) = 3
2
(C) E(Y2 ) = 3
1
(D) E(Y3 ) = 2

Correct Answer:
(A),(B),(C),(D)

Question 40

Source: Independence and Conditional Expectations MSQ

Let X1 , X2 , X3 be i.i.d. random variables with common density

e−x , x > 0,
f (x) =
0, otherwise.

Define

X1 + X2 X1
Y1 = X1 + X2 + X3 , Y2 = , Y3 = .
X1 + X2 + X3 X1 + X2
Which of the following statements is/are true?
(A) Y1 , Y2 , Y3 are mutually independent.
(B) E(Y1 | Y2 ) = 3
2
(C) E(Y2 | Y3 ) = 3
(D) E(Y1 Y2 Y3 ) = E(Y1 )E(Y2 )E(Y3 )
Correct Answer:
(A),(B),(C),(D)

20
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 41

Source: Support of the Orthogonal Transformation MSQ

Let X1 , X2 , X3 be independent and identically distributed random variables with common
distribution N (0, 1).
Define

X1 − X2 X1 + X2 − 2X3 X1 + X2 + X3
Y1 = √ , Y2 = √ , Y3 = √ .
2 6 3
Which of the following statements is/are true?
(A) Y1 can take any real value.
(B) Y2 can take any real value.
(C) Y3 can take any real value.
(D) The support of (Y1 , Y2 , Y3 ) is R3 .
Correct Answer:
(A), (B), (C), (D)

Question 42

Source: Inverse Transformation MSQ

Let X1 , X2 , X3 be independent and identically distributed random variables with common
distribution N (0, 1).
Define

X1 − X2 X1 + X2 − 2X3 X1 + X2 + X3
Y1 = √ , Y2 = √ , Y3 = √ .
2 6 3
Which of the following statements is/are true?
Y1 Y2 Y3
(A) X1 = √ + √ + √ .
2 6 3
Y1 Y2 Y3
(B) X2 = − √ + √ + √ .
2 6 3
r
2 Y3
(C) X3 = − Y2 + √ .
3 3
(D) The transformation from (X1 , X2 , X3 ) to (Y1 , Y2 , Y3 ) is one-to-one.
Correct Answer:
(A), (B), (C), (D)

21
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 43

Source: Jacobian of the Transformation MSQ

Let X1 , X2 , X3 be independent and identically distributed random variables with common
distribution N (0, 1).
Define

X1 − X2 X1 + X2 − 2X3 X1 + X2 + X3
Y1 = √ , Y2 = √ , Y3 = √ .
2 6 3
Which of the following statements is/are true?
(A) The Jacobian matrix of the transformation is orthogonal.
∂(y1 , y2 , y3 )
(B) = 1.
∂(x1 , x2 , x3 )
∂(x1 , x2 , x3 )
(C) = 1.
∂(y1 , y2 , y3 )
(D) The transformation preserves volume.
Correct Answer:
(A), (B), (C), (D)

Question 44

Source: Quadratic Form Identity MSQ

Let X1 , X2 , X3 be independent and identically distributed random variables with common
distribution N (0, 1).
Define

X1 − X2 X1 + X2 − 2X3 X1 + X2 + X3
Y1 = √ , Y2 = √ , Y3 = √ .
2 6 3
Which of the following statements is/are true?
(A) X12 + X22 + X32 = Y12 + Y22 + Y32 .
(B) E(Y12 + Y22 + Y32 ) = 3.
(C) Y12 + Y22 + Y32 ∼ χ23 .
(D) The transformation preserves the Euclidean norm.
Correct Answer:
(A), (B), (C), (D)

22
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 45

Source: Joint Density of (Y1 , Y2 , Y3 ) MSQ

Let X1 , X2 , X3 be independent and identically distributed random variables with common
distribution N (0, 1).
Define

X1 − X2 X1 + X2 − 2X3 X1 + X2 + X3
Y1 = √ , Y2 = √ , Y3 = √ .
2 6 3
Which of the following statements is/are true?
(A)  2
y1 + y22 + y32

1
fY1 ,Y2 ,Y3 (y1 , y2 , y3 ) = exp − .
(2π)3/2 2

(B) The joint density factors into the product of the marginal densities.
(C) Y1 , Y2 , Y3 are mutually independent.
(D) Each of Y1 , Y2 , Y3 has the standard normal distribution.
Correct Answer:
(A), (B), (C), (D)

Question 46
Source: Moment Generating Functions MSQ
Let X1 , X2 , X3 be independent and identically distributed random variables with common
distribution N (0, 1).
Define

X1 − X2 X1 + X2 − 2X3 X1 + X2 + X3
Y1 = √ , Y2 = √ , Y3 = √ .
2 6 3
Which of the following statements is/are true?
2
(A) MY1 (t) = et /2
.
2
t /2
(B) MY2 (t) = e .
t2 /2
(C) MY3 (t) = e .
 2
t + t22 + t23

(D) MY1 ,Y2 ,Y3 (t1 , t2 , t3 ) = exp 1 .
2
Correct Answer:
(A), (B), (C), (D)

23
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 47

Source: Expectations and Covariances MSQ

Let X1 , X2 , X3 be independent and identically distributed random variables with common
distribution N (0, 1).
Define

X1 − X2 X1 + X2 − 2X3 X1 + X2 + X3
Y1 = √ , Y2 = √ , Y3 = √ .
2 6 3
Which of the following statements is/are true?
(A) E(Y1 ) = E(Y2 ) = E(Y3 ) = 0.
(B) Var(Y1 ) = Var(Y2 ) = Var(Y3 ) = 1.
(C) Cov(Y1 , Y2 ) = 0.
(D) Cov(Y1 , Y3 ) = 0.
Correct Answer:
(A), (B), (C), (D)

Question 48

Source: Conditional Expectations MSQ

Let X1 , X2 , X3 be independent and identically distributed random variables with common
distribution N (0, 1).
Define

X1 − X2 X1 + X2 − 2X3 X1 + X2 + X3
Y1 = √ , Y2 = √ , Y3 = √ .
2 6 3
Which of the following statements is/are true?
(A) E(Y1 | Y2 ) = 0 almost surely.
(B) E(Y1 | Y2 , Y3 ) = 0 almost surely.
(C) E(Y1 Y2 Y3 ) = 0.
(D) E(Y12 Y22 ) = 1.
Correct Answer:
(A), (B), (C), (D)

24
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 49

Source: Support of the Transformation MSQ

Let X and Y be independent random variables with

X, Y ∼ N (0, σ 2 ).

Define
p X
U1 = X 2 + Y 2, U2 = .
Y
Which of the following statements is/are true?
(A) U1 > 0
(B) −∞ < U2 < ∞
(C) The support of (U1 , U2 ) is (0, ∞) × R.
(D) P (Y = 0) = 0
Correct Answer:
(A),(B),(C),(D)

Question 50

Source: Inverse Transformation MSQ

Let X and Y be independent random variables with

X, Y ∼ N (0, σ 2 ).

Define
p X
U1 = X 2 + Y 2, U2 = .
Y
Which of the following statements is/are true?
(A) x = √u1 u2 2
1+u2

(B) y = √ u1
1+u22

(C) (−x, −y) gives the same values of (U1 , U2 ).

(D) The transformation is two-to-one.
Correct Answer:
(A),(B),(C),(D)

25
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 51

Source: Jacobian and Joint Density MSQ

Let X and Y be independent random variables with

X, Y ∼ N (0, σ 2 ).

Define
p X
U1 = X 2 + Y 2, U2 = .
Y
Which of the following statements is/are true?
u1
(A) |J| = 1+u22
2 2
u1
(B) fU1 ,U2 (u1 , u2 ) = πσ 2 (1+u22 )
e−u1 /(2σ )
(C) u1 and u2 appear as separate factors.
(D) fU1 ,U2 (u1 , u2 ) = 0 outside the support.
Correct Answer:
(A),(B),(C),(D)

Question 52

Source: Marginal Distributions MSQ

Let X and Y be independent random variables with

X, Y ∼ N (0, σ 2 ).

Define
p X
U1 = X 2 + Y 2, U2 = .
Y
Which of the following statements is/are true?
u −u2 /(2σ 2 )
(A) fU1 (u) = σ2 e , u>0
(B) U1 has a Rayleigh distribution.
1
(C) fU2 (u) = π(1+u2 )
(D) U2 has a standard Cauchy distribution.
Correct Answer:
(A),(B),(C),(D)

26
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 53

Source: Independence MSQ

Let X and Y be independent random variables with

X, Y ∼ N (0, σ 2 ).

Define
p X
U1 = X 2 + Y 2, U2 = .
Y
Which of the following statements is/are true?
(A) U1 and U2 are independent.
(B) E(U1 | U2 ) = E(U1 )
(C) P (U1 ≤ t | U2 = u) = P (U1 ≤ t)
(D) fU1 ,U2 = fU1 fU2
Correct Answer:
(A),(B),(C),(D)

Question 54

Source: Moments and Expectations MSQ

Let X and Y be independent random variables with

X, Y ∼ N (0, σ 2 ).

Define
p X
U1 = X 2 + Y 2, U2 = .
Y
Which of the following statements is/are true?
pπ
(A) E(U1 ) = σ 2
(B) E(U12 ) = 2σ 2
4−π 2
(C) Var(U1 ) = 2 σ
(D) E(U2 ) does not exist.
Correct Answer:
(A),(B),(C),(D)

27
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 55

Source: Conditional Expectations MSQ

Let X and Y be independent random variables with

X, Y ∼ N (0, σ 2 ).

Define
p X
U1 = X 2 + Y 2, U2 = .
Y
Which of the following statements is/are true?
pπ
(A) E(U1 | U2 ) = σ 2
(B) E(U12 | U2 ) = 2σ 2

(C) E(U1 U2 ) does not exist.

(D) E(U2 | U1 ) does not exist.
Correct Answer:
(A),(B),(C),(D)

Question 56

Source: Moment Generating Function and Independence MSQ

Let (X, Y ) be a random vector with joint moment generating function

MX,Y (t1 , t2 ) = E et1 X+t2 Y ,

 

defined in a neighbourhood of (0, 0).

Which of the following statements is/are true?
(A) If X and Y are independent, then

MX,Y (t1 , t2 ) = MX (t1 )MY (t2 ).

(B) If

MX,Y (t1 , t2 ) = MX (t1 )MY (t2 )

for all t1 , t2 in a neighbourhood of (0, 0), then X and Y are independent.

(C) If X and Y are independent, then

E(XY ) = E(X)E(Y ).

(D) If

E(XY ) = E(X)E(Y ),

then X and Y are independent.

Correct Answer:
(A),(B),(C)

28
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 57

Source: Moment Generating Function and Independence MSQ

Let (X, Y ) be a random vector with joint moment generating function

MX,Y (t1 , t2 ) = E et1 X+t2 Y ,

 

defined in a neighbourhood of (0, 0).

Which of the following statements is/are true?
(A) If X and Y are independent, then MX,Y (t1 , t2 ) = MX (t1 )MY (t2 ).
(B) If MX,Y (t1 , t2 ) = MX (t1 )MY (t2 ) for all t1 , t2 in a neighbourhood of (0, 0), then X and Y
are independent.
(C) If X and Y are independent, then E(XY ) = E(X)E(Y ).
(D) If E(XY ) = E(X)E(Y ), then X and Y are independent.
Correct Answer:
(A),(B),(C)

Question 58

Source: Uniqueness Property of the Moment Generating Function MSQ

Let X and Y be random variables having moment generating functions MX (t) and MY (t),
both finite in a neighbourhood of 0.
Which of the following statements is/are true?
(A) If MX (t) = MY (t) for all t in a neighbourhood of 0, then X and Y have the same distribu-
tion.
(B) Two distinct distributions may have the same moment generating function in a neighbour-
hood of 0.
(C) Whenever the moment generating function exists in a neighbourhood of 0, it uniquely
determines the distribution.
d
(D) If X = Y , then MX (t) = MY (t) whenever the moment generating functions exist.
Correct Answer:
(A),(C),(D)

29
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 59

Source: Distribution of the Difference of Independent Normal Random Variables MSQ

Let X1 and X2 be independent standard normal random variables.
Define

Y = X1 − X2 .

Which of the following statements is/are true?

2
(A) The moment generating function of Y is MY (t) = et .
(B) Y ∼ N (0, 2).
(C) E(Y ) = 0.
(D) Var(Y ) = 2.
Correct Answer:
(A),(B),(C),(D)

Question 60

Source: Moment Generating Function of a Linear Combination MSQ

Let X1 , . . . , Xn be independent random variables with common moment generating func-
tion MX (t).
Define

Sn = X1 + · · · + Xn .

Which of the following statements is/are true?

n
(A) MSn (t) = MX (t) .
(B) If Xi ∼ N (0, 1), then Sn ∼ N (0, n).
(C) If Xi ∼ Poisson(λ), then Sn ∼ Poisson(nλ).
(D) If Xi ∼ Bernoulli(p), then Sn ∼ Binomial(n, p).
Correct Answer:
(A),(B),(C),(D)

30
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 61

Source: Joint MGF and Mixed Moments MSQ

Let (X, Y ) have joint moment generating function

M (t1 , t2 ) = E et1 X+t2 Y .

 

Assume all required derivatives exist.

Which of the following statements is/are true?
(A) M (0, 0) = 1.
∂M
(B) = E(X).
∂t1 (0,0)
∂M
(C) = E(Y ).
∂t2 (0,0)
∂2M
(D) = E(XY ).
∂t1 ∂t2 (0,0)
Correct Answer:
(A),(B),(C),(D)

Question 62

Source: MGF and Covariance MSQ

Let (X, Y ) have joint moment generating function

M (t1 , t2 ) = E et1 X+t2 Y .

 

Which of the following statements is/are true?

∂M
(A) E(X) = .
∂t1 (0,0)
∂M
(B) E(Y ) = .
∂t2 (0,0)
2
∂ M
(C) E(XY ) = .
∂t1 ∂t2 (0,0)
∂2
(D) Cov(X, Y ) = log M (t1 , t2 ) .
∂t1 ∂t2 (0,0)
Correct Answer:
(A),(B),(C),(D)

31
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 63

Source: Characterization of Independence Using MGF MSQ

Let (X1 , . . . , Xn ) be a random vector with joint moment generating function

M (t1 , . . . , tn ) = E et1 X1 +···+tn Xn .

 

Which of the following statements is/are true?

Qn
(A) If X1 , . . . , Xn are independent, then M (t1 , . . . , tn ) = i=1 MXi (ti ).
Qn
(B) If M (t1 , . . . , tn ) = i=1 MXi (ti ) in a neighbourhood of the origin, then X1 , . . . , Xn are
independent.
(C) Independence implies pairwise uncorrelatedness whenever second moments exist.
(D) Pairwise uncorrelatedness implies independence.
Correct Answer:
(A),(B),(C)

Question 64

Source: Distribution of the Sum of Two Exponential Random Variables MSQ

Let X and Y be independent random variables having common density

e−x , x > 0,
f (x) =
0, x ≤ 0.

Define

U = X + Y.

Which of the following statements is/are true?

(A) U has density fU (u) = ue−u , u > 0.
(B) U ∼ Γ(2, 1).
(C) MU (t) = (1 − t)−2 , for t < 1.
(D) P (U > 2) = 3e−2 .
Correct Answer:
(A), (B), (C), (D)

32
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 65

Source: Distribution of the Difference MSQ

Let X and Y be independent random variables having common density

e−x , x > 0,
f (x) =
0, x ≤ 0.

Define

V = X − Y.

Which of the following statements is/are true?

(A) The support of V is R.
1 −|v|
(B) V has density fV (v) = e , v ∈ R.
2
(C) V is symmetric about zero.
(D) Var(V ) = 1.
Correct Answer:
(A), (B), (C)

Question 66

Source: MGF of the Difference MSQ

Let X and Y be independent random variables having common density

e−x , x > 0,
f (x) =
0, x ≤ 0.

Define

V = X − Y.

Which of the following statements is/are true?

1
(A) MV (t) = , for |t| < 1.
1 − t2
(B) E(V ) = 0.
(C) Var(V ) = 2.
(D) V ∼ N (0, 2).
Correct Answer:
(A), (B), (C)

33
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 67

Source: Joint Transformation MSQ

Let X and Y be independent random variables having common density

e−x , x > 0,
f (x) =
0, x ≤ 0.

Define

U = X + Y, V = X − Y.

Which of the following statements is/are true?

U +V
(A) X= .
2
U −V
(B) Y = .
2
∂(x, y) 1
(C) The Jacobian determinant equals .
∂(u, v) 2
(D) The support of (U, V ) is u > 0 and −u < v < u.
Correct Answer:
(A), (B), (C), (D)

Question 68

Source: Conditional Distribution MSQ

Let X and Y be independent random variables having common density

e−x , x > 0,
f (x) =
0, x ≤ 0.

Define

U = X + Y, V = X − Y.

Which of the following statements is/are true?

(A) V | U = u ∼ U (−u, u).
1
(B) fV |U (v|u) = , for −u < v < u.
2u
(C) E(V | U = u) = 0.
u2
(D) Var(V | U = u) = .
3
Correct Answer:
(A), (B), (C), (D)

34
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 69

Source: Ratio Transformation MSQ

Let X and Y be independent random variables having common density

e−x , x > 0,
f (x) =
0, x ≤ 0.

Define

X
R= .
Y
Which of the following statements is/are true?
(A) The support of R is (0, ∞).
1
(B) fR (r) = , for r > 0.
(1 + r)2
1
(C) P (R < 1) = .
2
(D) E(R) does not exist.
Correct Answer:
(A), (B), (C), (D)

Question 70

Source: Minimum and Maximum MSQ

Let X and Y be independent random variables having common density

e−x , x > 0,
f (x) =
0, x ≤ 0.

Define

M = min(X, Y ), N = max(X, Y ).

Which of the following statements is/are true?

(A) M ∼ Exp(2).
(B) P (M > t) = e−2t , for t > 0.
1
(C) E(M ) = .
2
1
(D) Var(M ) = .
4
Correct Answer:
(A), (B), (C), (D)

35
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 71

Source: Joint Density of Minimum and Maximum MSQ

Let X and Y be independent random variables having common density

e−x , x > 0,
f (x) =
0, x ≤ 0.

Define

M = min(X, Y ), N = max(X, Y ).

Which of the following statements is/are true?

(A) The support of (M, N ) is 0 < m < n < ∞.
(B) fM,N (m, n) = 2e−(m+n) , for 0 < m < n < ∞.
(C) M and N are independent.
3
(D) E(N ) = .
2
Correct Answer:
(A), (B), (D)

36
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 72

Source: Conditional Density Given the Sum MSQ

Let X and Y be independent random variables.
Suppose

X ∼ U (−a, a), a > 0,

and Y is a positive random variable having density function f and distribution function
F.
Define

U = X + Y.

Assume that u0 > a is fixed.

Let

fY |U (y | u0 )

denote the conditional density of Y given U = u0 .

Which of the following statements is/are true?
(A) The support of Y | U = u0 is

u0 − a < y < u0 + a.

(B) For u0 − a < y < u0 + a,

f (y)
fY |U (y | u0 ) = .
F (u0 + a) − F (u0 − a)

(C) The conditional density is proportional to f (y) on its support.

(D) For y ∈
/ (u0 − a, u0 + a),

fY |U (y | u0 ) = 0.

Correct Answer:
(A),(B),(C),(D)

37
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 73

Source: Conditional Distribution when Y ∼ Exp(1) MSQ

Let X and Y be independent random variables.
Suppose

X ∼ U (−a, a), a > 0,

and

Y ∼ Exp(1),

with density

e−y , y > 0,
fY (y) =
0, y ≤ 0.

Define

U = X + Y.

Assume that u0 > a.

Let

fY |U (y | u0 )

denote the conditional density of Y given U = u0 .

Which of the following statements is/are true?
(A)
e−y
fY |U (y | u0 ) = , u0 − a < y < u0 + a.
e−(u0 −a) − e−(u0 +a)
(B) Y | U = u0 is a truncated exponential random variable.
(C) The support of Y | U = u0 is

(u0 − a, u0 + a).

(D) The conditional density integrates to one over its support.

Correct Answer:
(A),(B),(C),(D)

38
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 74

Source: Conditional Probability Given the Sum MSQ

Let X and Y be independent random variables.
Suppose

X ∼ U (−a, a), Y ∼ Exp(1).

Define

U = X + Y.

Assume that u0 > a.

Which of the following statements is/are true?
(A)
e−u0 − e−(u0 +a)
P (Y > u0 | U = u0 ) = .
e−(u0 −a) − e−(u0 +a)
(B)
P (Y < u0 + a | U = u0 ) = 1.

(C)
P (Y < u0 − a | U = u0 ) = 0.

(D) The conditional probability depends on u0 .

Correct Answer:
(A),(B),(C),(D)

Question 75

Source: Conditional Expectation Given the Sum MSQ

Let X and Y be independent random variables.
Suppose

X ∼ U (−a, a), Y ∼ Exp(1).

Define

U = X + Y.

Assume that u0 > a.

Which of the following statements is/are true?
(A) Y | U = u0 is not exponentially distributed on (0, ∞).
(B) E(Y | U = u0 ) exists.
(C) E(Y | U = u0 ) depends on u0 .
(D) The conditional distribution of Y | U = u0 is obtained by truncating the density of Y .
Correct Answer:
(A),(B),(C),(D)

39
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 76

Source: Support and Structure of the Conditional Distribution MSQ

Let X and Y be independent random variables.
Suppose

X ∼ U (−a, a), a > 0,

and Y is a positive random variable having density function f .

Define

U = X + Y.

Assume that u0 > a.

Let

fY |U (y | u0 )

denote the conditional density of Y given U = u0 .

Which of the following statements is/are true?
(A) Knowledge of U = u0 restricts Y to an interval of length 2a.
(B) The support of Y | U = u0 is

(u0 − a, u0 + a).

(C) The conditional density is obtained by renormalizing f over the interval

(u0 − a, u0 + a).

(D) The conditional distribution depends only on the original density f and the interval

(u0 − a, u0 + a).

Correct Answer:
(A),(B),(C),(D)

40
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 77

Source: Product of Two Independent Uniform Random Variables MSQ

Let X and Y be independent random variables having common density

1, 0 ≤ x ≤ 1,
f (x) =
0, otherwise.

Define

U = XY.

Which of the following statements is/are true?

(A) The support of U is (0, 1).
(B) For 0 < u < 1,

FU (u) = u − u log u.

(C) For 0 < u < 1,

fU (u) = − log u.

(D)
1
E(U ) = .
4
Correct Answer:
(A),(B),(C),(D)

41
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 78

Source: Ratio of Two Independent Uniform Random Variables MSQ

Let X and Y be independent random variables having common density

1, 0 ≤ x ≤ 1,
f (x) =
0, otherwise.

Define

X
R= .
Y
Which of the following statements is/are true?
(A) The support of R is (0, ∞).
(B) For 0 < r < 1,

1
fR (r) = .
2
(C) For r > 1,

1
fR (r) = .
2r2
(D)
1
P (R < 1) = .
2
Correct Answer:
(A),(B),(C),(D)

42
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 79

Source: Minimum and Maximum of Two Independent Uniform Random Variables MSQ
Let X and Y be independent random variables having common density

1, 0 ≤ x ≤ 1,
f (x) =
0, otherwise.

Define

M = min(X, Y ), N = max(X, Y ).

Which of the following statements is/are true?

(A) For 0 < m < 1,

FM (m) = 1 − (1 − m)2 .

(B) For 0 < m < 1,

fM (m) = 2(1 − m).

(C) For 0 < n < 1,

FN (n) = n2 .

(D) For 0 < n < 1,

fN (n) = 2n.

Correct Answer:
(A),(B),(C),(D)

43
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 80

Source: Joint Density of the Minimum and Maximum MSQ

Let X and Y be independent random variables having common density

1, 0 ≤ x ≤ 1,
f (x) =
0, otherwise.

Define

M = min(X, Y ), N = max(X, Y ).

Which of the following statements is/are true?

(A) The support of (M, N ) is

0 < m < n < 1.

(B) For 0 < m < n < 1,

fM,N (m, n) = 2.

(C) M and N are independent.

(D)
1
P (M + N < 1) = .
2
Correct Answer:
(A),(B),(D)

44
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 81

Source: Expectations Involving Minimum and Maximum MSQ

Let X and Y be independent random variables having common density

1, 0 ≤ x ≤ 1,
f (x) =
0, otherwise.

Define

M = min(X, Y ), N = max(X, Y ).

Which of the following statements is/are true?

(A)
1
E(M ) = .
3
(B)
2
E(N ) = .
3
(C)
1
E(M N ) = .
4
(D)
E(M ) + E(N ) = 1.

Correct Answer:
(A),(B),(C),(D)

45
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 82

Source: Distribution of the Sum of Three Independent Uniform Random Variables MSQ
Let X1 , X2 , X3 be independent random variables having common density

1, 0 ≤ x ≤ 1,
f (x) =
0, otherwise.

Define

U = X1 + X2 + X3 .

Which of the following statements is/are true?

(A) The support of U is (0, 3).
(B) For 0 < u < 1,

u2
fU (u) = .
2
(C) For 2 < u < 3,

(u − 3)2
fU (u) = .
2
(D)
3
E(U ) = .
2
Correct Answer:
(A),(B),(C),(D)

46
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 83

Source: Irwin–Hall Density MSQ

Let

U = X1 + X2 + X3 ,

where X1 , X2 , X3 are independent U (0, 1) random variables.

Which of the following statements is/are true?
(A) For 1 < u < 2,

3
fU (u) = 3u − u2 − .
2
(B)    
3 3
fU +x = fU −x .
2 2

(C)
1
fU (1) = fU (2) = .
2
(D) The density is continuous on (0, 3).
Correct Answer:
(A),(B),(C),(D)

Question 84

Source: Properties of the Sum of Three Independent Uniform Random Variables MSQ
Let

U = X1 + X2 + X3 ,

where X1 , X2 , X3 are independent U (0, 1) random variables.

Which of the following statements is/are true?
(A)
1
Var(U ) = .
4
(B)
1
P (U < 1) = .
6
(C)
1
P (U > 2) = .
6
3
(D) The distribution of U − 2 is symmetric about 0.
Correct Answer:
(A),(B),(C),(D)

47
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 85

Source: Maximum of Two Independent Geometric Random Variables MSQ

Let X and Y be independent random variables having common probability mass function

P (X = k) = P (Y = k) = π(1 − π)k , k = 0, 1, 2, . . . ,

where 0 < π < 1.

Define

M = max(X, Y ).

Which of the following statements is/are true?

(A) For m = 0, 1, 2, . . .,
2
P (M ≤ m) = 1 − (1 − π)m+1 .


(B) For m = 0, 1, 2, . . .,
2 2
P (M = m) = 1 − (1 − π)m+1 − [1 − (1 − π)m ] .


(C)
P (M = 0) = π 2 .

(D)
2
P (M ≥ m) = 1 − [1 − (1 − π)m ] , m ≥ 1.

Correct Answer:
(A),(C),(D)

48
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 86

Source: Joint Distribution of (M, X) MSQ

Let X and Y be independent random variables having common probability mass function

P (X = k) = P (Y = k) = π(1 − π)k , k = 0, 1, 2, . . . ,

where 0 < π < 1.

Define

M = max(X, Y ).

Which of the following statements is/are true?

(A) For 0 ≤ x < m,

P (M = m, X = x) = π 2 (1 − π)m+x .

(B) For m = 0, 1, 2, . . .,

P (M = m, X = m) = π(1 − π)m [1 − (1 − π)m ] .

(C)
P (M = m, X = x) = 0, x > m.

(D) The support of (M, X) is

{(m, x) : 0 ≤ x ≤ m}.

Correct Answer:
(A),(B),(C),(D)

49
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 87

Source: Marginal Distribution of the Maximum MSQ

Let X and Y be independent random variables having common probability mass function

P (X = k) = P (Y = k) = π(1 − π)k , k = 0, 1, 2, . . . ,

where 0 < π < 1.

Define

M = max(X, Y ).

Which of the following statements is/are true?

(A)
P (M = m) = 2π(1 − π)m − π(2 − π)(1 − π)2m .

(B) M is not geometrically distributed.

(C)
P (M = 0) = π 2 .

(D)
2
P (M ≤ m) = 1 − (1 − π)m+1 .


Correct Answer:
(B),(C),(D)

50
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 88

Source: Conditional Distribution of X Given M = m MSQ

Let X and Y be independent random variables having common probability mass function

P (X = k) = P (Y = k) = π(1 − π)k , k = 0, 1, 2, . . . ,

where 0 < π < 1.

Define

M = max(X, Y ).

Fix m ≥ 0.
Which of the following statements is/are true?
(A)
1 − (1 − π)m
P (X = m | M = m) = .
2 − (2 − π)(1 − π)m

(B)
P (X = x | M = m) > 0, 0 ≤ x < m.

(C)
P (X > x | M = m) = 0, x > m.

(D) The support of X | M = m is

{0, 1, . . . , m}.

Correct Answer:
(B),(C),(D)

51
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 89

Source: Mixed Moments and Dependence MSQ

Let X and Y be independent random variables having common probability mass function

P (X = k) = P (Y = k) = π(1 − π)k , k = 0, 1, 2, . . . ,

where 0 < π < 1.

Define

M = max(X, Y ).

Which of the following statements is/are true?

(A) M and X are independent.
(B)
P (X = m | M = m) > P (X = m).

(C) Knowledge of M changes the distribution of X.

(D) M is a function of (X, Y ).
Correct Answer:
(B),(C),(D)

52
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 90

Source: Mixed Discrete-Continuous Random Variable MSQ

Let X be a random variable with probability mass function

λk e−λ
P (X = k) = , k = 0, 1, 2, . . . ,
k!
where λ > 0.
Let Z be an independent random variable having density

1, 0 ≤ z ≤ 1,
fZ (z) =
0, otherwise.

Define

Y = X + Z.

Which of the following statements is/are true?

(A) Y is a continuous random variable.
(B) Y has no point masses.
(C) The support of Y is

[0, ∞).

(D)
P (Y = n) = 0, n = 0, 1, 2, . . . .

Correct Answer:
(A),(B),(C),(D)

53
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 91

Source: Density of Y = X + Z MSQ

Let X and Z be independent random variables such that

λk e−λ
P (X = k) = , k = 0, 1, 2, . . . ,
k!
and

1, 0 ≤ z ≤ 1,
fZ (z) =
0, otherwise.

Define

Y = X + Z.

Which of the following statements is/are true?

(A) For y ≥ 0,
∞
X λk e−λ
fY (y) = 1(k,k+1) (y).
k!
k=0

(B) fY (y) is piecewise constant.

(C) fY (y) has jump discontinuities at integers.
(D) Y is absolutely continuous.
Correct Answer:
(A),(B),(C),(D)

54
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 92

Source: Moments of Y = X + Z MSQ

Let X ∼ Poisson(λ),

λk e−λ
P (X = k) = , k = 0, 1, 2, . . . ,
k!
and let Z ∼ U (0, 1) be independent of X.
Define

Y = X + Z.

Which of the following statements is/are true?

(A)
1
E(Y ) = λ + .
2
(B)
1
Var(Y ) = λ + .
12
(C)
MY (t) = MX (t)MZ (t).

(D)
et − 1
MZ (t) = .
t
Correct Answer:
(A),(B),(C),(D)

Question 93

Source: Continuity of the Sum of Independent Random Variables MSQ

Let X and Y be independent random variables.
Assume that at least one of X and Y is a continuous random variable.
Define

S = X + Y.

Which of the following statements is/are true?

(A) For every s ∈ R,

P (S = s) = 0.

(B) S is a continuous random variable.

(C) S can have a probability mass function.
(D) If X is continuous and Y is discrete, then S is still continuous.
Correct Answer:
(A),(B),(D)

55
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 94

Source: Sum of a Continuous and a Discrete Random Variable MSQ

Let X and Y be independent random variables.
Suppose that X has density fX and Y is integer-valued with

P (Y = k) = pk , k ∈ Z.

Define

S = X + Y.

Which of the following statements is/are true?

(A) The distribution function of S is
∞
X
FS (s) = pk FX (s − k).
k=−∞

(B) S has density

∞
X
fS (s) = pk fX (s − k).
k=−∞

(C) P (S = s) = 0 for every real number s.

(D) S is discrete.
Correct Answer:
(A),(B),(C)

Question 95

Source: When Independence is Removed MSQ

Let X and Y be random variables such that X is continuous.
Which of the following statements is/are true?
(A) If X and Y are independent, then X + Y is continuous.
(B) If Y = −X, then X + Y is degenerate.
(C) Without independence, X + Y need not be continuous.
(D) There exist dependent continuous random variables X and Y such that P (X + Y = 0) = 1.
Correct Answer:
(A),(B),(C),(D)

56
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 96

Source: Probability Generating Function of a Sum MSQ

Let X and Y be independent nonnegative integer-valued random variables.
Let

PX (t) = E(tX ), PY (t) = E(tY ),

and

P (t) = E(tX+Y )

denote the corresponding probability generating functions.

Which of the following statements is/are true?
(A)
P (t) = PX (t)PY (t).

(B)
P (1) = 1.

(C)
P ′ (1) = E(X + Y ).

(D) The identity P (t) = PX (t)PY (t) may fail if X and Y are not independent.
Correct Answer:
(A),(B),(C),(D)

57
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 97

Source: PGF and Moments MSQ

Let X and Y be independent nonnegative integer-valued random variables with probability
generating functions

PX (t) = E(tX ), PY (t) = E(tY ).

Define

S = X + Y.

Which of the following statements is/are true?

(A)
E(S) = PS′ (1).

(B)
′
E(X) + E(Y ) = PX (1) + PY′ (1).

(C)
PS (t) = PX (t)PY (t).

(D)
PS′′ (1) = E[S(S − 1)].

Correct Answer:
(A),(B),(C),(D)

58
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 98

Source: Poisson Random Variables and PGFs MSQ

Let X ∼ Poisson(λ) and

Y ∼ Poisson(µ)

be independent random variables.

Define

S = X + Y.

Which of the following statements is/are true?

(A)
PX (t) = exp{λ(t − 1)}.

(B)
PY (t) = exp{µ(t − 1)}.

(C)
PS (t) = exp{(λ + µ)(t − 1)}.

(D)
S ∼ Poisson(λ + µ).

Correct Answer:
(A),(B),(C),(D)

59
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 99

Source: Binomial Random Variables and PGFs MSQ

Let

X ∼ Bin(n, p), Y ∼ Bin(m, p),

be independent random variables.

Which of the following statements is/are true?
(A)
PX (t) = (1 − p + pt)n .

(B)
PY (t) = (1 − p + pt)m .

(C)
PX+Y (t) = (1 − p + pt)m+n .

(D)
X + Y ∼ Bin(m + n, p).

Correct Answer:
(A),(B),(C),(D)

Question 100

Source: Characterization Through Probability Generating Functions MSQ

Let X and Y be nonnegative integer-valued random variables.
Let

PX (t) = E(tX ), PY (t) = E(tY ).

Which of the following statements is/are true?

(A) If X and Y are independent, then

PX+Y (t) = PX (t)PY (t).

(B) The coefficient of tn in PX (t) equals P (X = n).

(C) A probability generating function uniquely determines the distribution of a nonnegative
integer-valued random variable.
(D) Two distinct distributions cannot have the same probability generating function.
Correct Answer:
(A),(B),(C),(D)

60
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 101

Source: Distribution Function of X/Y MSQ

Let X and Y be independent random variables.
Suppose X has density

e−x , x > 0,
fX (x) =
0, x ≤ 0,

and Y has an arbitrary density g.

Let

X
R= .
Y
Assume that the distribution function

M (t) = P (Y ≤ t)

exists.
Which of the following statements is/are true?
(A) For every real number t,
 
X
P ≤ t = 1 − M (−t).
Y

(B) The distribution function of R depends only on the distribution of Y .

(C) The distribution function of R does not depend on the density g explicitly.
(D) R and Y need not be independent.
Correct Answer:
(D)

61
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 102

Source: A Distributional Identity MSQ

Let X and Y be independent random variables.
Suppose X has density

e−x , x > 0,
fX (x) =
0, x ≤ 0,

and Y has distribution function M .

Define

X
R= .
Y
Which of the following statements is/are true?
(A) The distribution function of R is

FR (t) = 1 − M (−t).

(B) If Y is symmetric about 0, then

FR (t) = M (t).

(C) If Y is symmetric about 0, then R and Y have the same distribution.

(D) The law of R is completely determined by the law of Y .
Correct Answer:

62
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 103

Source: Consequences of Symmetry MSQ

Let X and Y be independent random variables.
Suppose X has density

e−x , x > 0,
fX (x) =
0, x ≤ 0,

and suppose Y is symmetric about 0.

Define

X
R= .
Y
Which of the following statements is/are true?
d
(A) R=Y.
(B) P (R ≤ t) = P (Y ≤ t) for every t.
(C) R is symmetric about 0.
(D) If E(Y ) exists, then E(R) = 0.
Correct Answer:
(C)

63
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 104

Source: A Special Case: Standard Normal Y MSQ

Let X and Y be independent random variables.
Suppose

e−x , x > 0,
fX (x) =
0, x ≤ 0,

and

Y ∼ N (0, 1).

Define

X
R= .
Y
Which of the following statements is/are true?
(A) R ∼ N (0, 1).
(B) R has a symmetric distribution.
(C) P (R > 0) = 12 .
(D) E(R) = 0, whenever the expectation exists.
Correct Answer:
(B),(C)

64
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 105

Source: Transformation of a Joint Density MSQ

Let X, Y, Z have joint density

6(1 + x + y + z)−4 , x > 0, y > 0, z > 0,
f (x, y, z) =
0, otherwise.

Define

U = X + Y + Z.

Which of the following statements is/are true?

(A) The support of U is (0, ∞).
(B) For fixed u > 0, the section

x+y+z =u

is a triangle.
(C) The area of the triangle

x + y + z = u, x, y, z > 0,

is
√
3 2
u .
2
(D) The density of U is obtained by integrating the joint density over the plane x + y + z = u.
Correct Answer:
(A),(B),(C),(D)

65
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 106

Source: Density of U = X + Y + Z MSQ

Let X, Y, Z have joint density

6(1 + x + y + z)−4 , x > 0, y > 0, z > 0,
f (x, y, z) =
0, otherwise.

Define

U = X + Y + Z.

Which of the following statements is/are true?

(A) For u > 0,

3u2
fU (u) = .
(1 + u)4

(B)
∞
3u2
Z
du = 1.
0 (1 + u)4

(C) U is absolutely continuous.

(D) fU (u) = 0 for u ≤ 0.
Correct Answer:
(A),(B),(C),(D)

Question 107

Source: Distribution Function of U MSQ

Let U = X + Y + Z, where (X, Y, Z) has density

f (x, y, z) = 6(1 + x + y + z)−4 , x, y, z > 0.

Which of the following statements is/are true?

(A)
FU (u) = 0, u ≤ 0.

(B) For u > 0,

3 3 1
FU (u) = 1 − + 2
− .
1 + u (1 + u) (1 + u)3

(C)
lim FU (u) = 1.
u→∞

(D) U has a proper distribution function.

Correct Answer:
(A),(B),(C),(D)

66
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 108

Source: Moment Generating Function of U = X + Y + Z MSQ

Let X, Y, Z have joint density

6(1 + x + y + z)−4 , x > 0, y > 0, z > 0,
fX,Y,Z (x, y, z) =
0, otherwise.

Define

U = X + Y + Z.

Suppose MU (t) = E(etU ) exists.

Which of the following statements is/are true?
(A)
MU (0) = 1.

(B)
MU′ (0) = E(U ).

(C) The moment generating function does not exist for every t > 0.
(D) The existence of MU (t) near 0 implies uniqueness of the distribution of U .
Correct Answer:
(A),(C),(D)

67
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 109

Source: Tail Behaviour of U MSQ

Let

U = X + Y + Z,

where (X, Y, Z) has density

fX,Y,Z (x, y, z) = 6(1 + x + y + z)−4 , x, y, z > 0.

The density of U is

3u2
fU (u) = , u > 0.
(1 + u)4
Which of the following statements is/are true?
(A)
3
fU (u) ∼ , u → ∞.
u2
(B)
3
P (U > u) ∼ , u → ∞.
u
(C) E(U ) = ∞.
(D) Var(U ) exists.
Correct Answer:
(A),(B),(C)

68
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 110

Source: Conditional Distribution Given the Sum MSQ

Let X, Y, Z have joint density

fX,Y,Z (x, y, z) = 6(1 + x + y + z)−4 , x, y, z > 0.

Define

U = X + Y + Z.

Fix u > 0.
Which of the following statements is/are true?
(A) The conditional distribution of (X, Y, Z) | U = u is supported on

x + y + z = u, x, y, z > 0.

(B) The conditional density depends on u only through the support.

(C) Given U = u, the points (X, Y, Z) are uniformly distributed over the simplex

x + y + z = u, x, y, z > 0.

(D)
E(X | U = u) = E(Y | U = u) = E(Z | U = u).

Correct Answer:
(A),(B),(C),(D)

69
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 111

Source: Conditional Expectations Given the Sum MSQ

Let X, Y, Z have joint density

fX,Y,Z (x, y, z) = 6(1 + x + y + z)−4 , x, y, z > 0.

Define

U = X + Y + Z.

Which of the following statements is/are true?

(A)
u
E(X | U = u) = .
3
(B)
u
E(Y | U = u) = .
3
(C)
u
E(Z | U = u) = .
3
(D)
2u
E(X + Y | U = u) = .
3
Correct Answer:
(A),(B),(C),(D)

70
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 112

Source: Probability Generating Functions of Integer-Valued Random Variables MSQ

Let X and Y be independent nonnegative integer-valued random variables.
Let

PX (t) = E(tX ), PY (t) = E(tY ),

be their probability generating functions.

Which of the following statements is/are true?
(A)
PX (1) = 1.

(B)
PX (0) = P (X = 0).

(C)
′
PX (1) = E(X).

(D)
′′
PX (1) = E[X(X − 1)].

Correct Answer:
(A),(B),(C),(D)

Question 113

Source: Higher-Order Properties of PGFs MSQ

Let X be a nonnegative integer-valued random variable with probability generating func-
tion

PX (t) = E(tX ).

Which of the following statements is/are true?

(A)
′′ ′
E(X 2 ) = PX (1) + PX (1).

(B)
′′ ′ ′

2
Var(X) = PX (1) + PX (1) − PX (1) .

(C) The coefficients of the power-series expansion of PX (t) are probabilities.

(D) A probability generating function uniquely determines the distribution.
Correct Answer:
(A),(B),(C),(D)

71
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 114

Source: PGF Characterization of Poisson Distribution MSQ

Let X be a nonnegative integer-valued random variable with probability generating func-
tion

PX (t) = exp{λ(t − 1)}, λ > 0.

Which of the following statements is/are true?

(A)
λk
P (X = k) = e−λ , k = 0, 1, 2, . . . .
k!
(B)
E(X) = λ.

(C)
Var(X) = λ.

(D) X follows a Poisson distribution with parameter λ.

Correct Answer:
(A),(B),(C),(D)

Question 115

Source: Support of the Product Random Variable MSQ

Let X and Y be independent random variables having common density
 √
λ 2π x−1 e− 21 (log x)2 , x > 0,
f (x) =
0, x ≤ 0,

where λ > 0 is a normalizing constant.

Define

Z = XY.

Which of the following statements is/are true?

(A) Z > 0 almost surely.
(B) The support of Z is (0, ∞).
(C) P (Z = 1) = 0.
(D) log Z takes values in R.
Correct Answer:
(A),(B),(C),(D)

72
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 116

Source: Logarithmic Transformation MSQ

Let X and Y be independent random variables with common density
 1
 √ x−1 e− 12 (log x)2 , x > 0,
f (x) = 2π
0, x ≤ 0.


Define

U = log X, V = log Y.

Which of the following statements is/are true?

(A) U ∼ N (0, 1).
(B) V ∼ N (0, 1).
(C) U and V are independent.
(D) log(XY ) = U + V .
Correct Answer:
(A),(B),(C),(D)

Question 117

Source: Distribution of log Z MSQ

Let X and Y be independent random variables with common density
 1
 √ x−1 e− 12 (log x)2 , x > 0,
f (x) = 2π
0, x ≤ 0.


Define

Z = XY.

Which of the following statements is/are true?

(A)
log Z = log X + log Y.

(B)
log Z ∼ N (0, 2).

(C)
E(log Z) = 0.

(D)
Var(log Z) = 2.

Correct Answer:
(A),(B),(C),(D)

73
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 118

Source: Distribution of the Product MSQ

Let X and Y be independent random variables with common density
 1
 √ x−1 e− 12 (log x)2 , x > 0,
f (x) = 2π
0, x ≤ 0.


Define

Z = XY.

Which of the following statements is/are true?

(A) Z has a lognormal distribution.
(B)
log Z ∼ N (0, 2).

(C) The density of Z is

1 1 2
fZ (z) = √ e−(log z) /4 , z > 0.
2 πz

(D) Z is absolutely continuous.

Correct Answer:
(A),(B),(C),(D)

74
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 119

Source: Moments of the Product MSQ

Let X and Y be independent random variables with common density
 1
 √ x−1 e− 12 (log x)2 , x > 0,
f (x) = 2π
0, x ≤ 0.


Define

Z = XY.

Which of the following statements is/are true?

(A)
E(Z) = e.

(B)
E(Z 2 ) = e4 .

(C)
Var(Z) = e4 − e2 .

(D)
E(log Z) = 0.

Correct Answer:
(A),(B),(C),(D)

75
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 120

Source: Moment Generating Function of log Z MSQ

Let X and Y be independent random variables with common density
 1
 √ x−1 e− 12 (log x)2 , x > 0,
f (x) = 2π
0, x ≤ 0.


Define

W = log(XY ).

Which of the following statements is/are true?

(A)
W ∼ N (0, 2).

(B)
2
MW (t) = et .

(C)
E(W ) = 0.

(D)
Var(W ) = 2.

Correct Answer:
(A),(B),(C),(D)

76
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 121

Source: Conditional Distribution MSQ

Let X and Y be independent random variables with common density
 1
 √ x−1 e− 12 (log x)2 , x > 0,
f (x) = 2π
0, x ≤ 0.


Define

Z = XY.

Which of the following statements is/are true?

(A) Z is independent of X.
(B) Z is independent of Y .
(C) Z/X = Y .
(D) Given X = x,

Z = xY.

Correct Answer:
(C),(D)

77
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 122

Source: Distribution Function of the Product MSQ

Let X and Y be independent random variables with common density
 1
 √ x−1 e− 12 (log x)2 , x > 0,
f (x) = 2π
0, x ≤ 0.


Define

Z = XY.

Which of the following statements is/are true?

(A)
1
P (Z ≤ 1) = .
2
(B)
1
P (Z > 1) = .
2
(C)
log Z

has a symmetric distribution about 0.

(D) The median of Z equals 1.
Correct Answer:
(A),(B),(C),(D)

78
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 123

Source: Support of the Product Random Variable MSQ

Let X and Y be independent random variables having common density
 √
λ 2π x−1 e− 21 (log x)2 , x > 0,
f (x) =
0, x ≤ 0,

where λ > 0 is a normalizing constant.

Define

Z = XY.

Which of the following statements is/are true?

(A) Z > 0 almost surely.
(B) The support of Z is (0, ∞).
(C) P (Z = 1) = 0.
(D) log Z takes values in R.
Correct Answer:
(A),(B),(C),(D)

Question 124

Source: Logarithmic Transformation MSQ

Let X and Y be independent random variables with common density
 1
 √ x−1 e− 12 (log x)2 , x > 0,
f (x) = 2π
0, x ≤ 0.


Define

U = log X, V = log Y.

Which of the following statements is/are true?

(A) U ∼ N (0, 1).
(B) V ∼ N (0, 1).
(C) U and V are independent.
(D) log(XY ) = U + V .
Correct Answer:
(A),(B),(C),(D)

79
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 125

Source: Distribution of log Z MSQ

Let X and Y be independent random variables with common density
 1
 √ x−1 e− 12 (log x)2 , x > 0,
f (x) = 2π
0, x ≤ 0.


Define

Z = XY.

Which of the following statements is/are true?

(A)
log Z = log X + log Y.

(B)
log Z ∼ N (0, 2).

(C)
E(log Z) = 0.

(D)
Var(log Z) = 2.

Correct Answer:
(A),(B),(C),(D)

80
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 126

Source: Distribution of the Product MSQ

Let X and Y be independent random variables with common density
 1
 √ x−1 e− 12 (log x)2 , x > 0,
f (x) = 2π
0, x ≤ 0.


Define

Z = XY.

Which of the following statements is/are true?

(A) Z has a lognormal distribution.
(B)
log Z ∼ N (0, 2).

(C) The density of Z is

1 1 2
fZ (z) = √ e−(log z) /4 , z > 0.
2 πz

(D) Z is absolutely continuous.

Correct Answer:
(A),(B),(C),(D)

81
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 127

Source: Moments of the Product MSQ

Let X and Y be independent random variables with common density
 1
 √ x−1 e− 12 (log x)2 , x > 0,
f (x) = 2π
0, x ≤ 0.


Define

Z = XY.

Which of the following statements is/are true?

(A)
E(Z) = e.

(B)
E(Z 2 ) = e4 .

(C)
Var(Z) = e4 − e2 .

(D)
E(log Z) = 0.

Correct Answer:
(A),(B),(C),(D)

82
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 128

Source: Moment Generating Function of log Z MSQ

Let X and Y be independent random variables with common density
 1
 √ x−1 e− 12 (log x)2 , x > 0,
f (x) = 2π
0, x ≤ 0.


Define

W = log(XY ).

Which of the following statements is/are true?

(A)
W ∼ N (0, 2).

(B)
2
MW (t) = et .

(C)
E(W ) = 0.

(D)
Var(W ) = 2.

Correct Answer:
(A),(B),(C),(D)

83
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 129

Source: Conditional Distribution MSQ

Let X and Y be independent random variables with common density
 1
 √ x−1 e− 12 (log x)2 , x > 0,
f (x) = 2π
0, x ≤ 0.


Define

Z = XY.

Which of the following statements is/are true?

(A) Z is independent of X.
(B) Z is independent of Y .
(C) Z/X = Y .
(D) Given X = x,

Z = xY.

Correct Answer:
(C),(D)

84
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 130

Source: Distribution Function of the Product MSQ

Let X and Y be independent random variables with common density
 1
 √ x−1 e− 12 (log x)2 , x > 0,
f (x) = 2π
0, x ≤ 0.


Define

Z = XY.

Which of the following statements is/are true?

(A)
1
P (Z ≤ 1) = .
2
(B)
1
P (Z > 1) = .
2
(C)
log Z

has a symmetric distribution about 0.

(D) The median of Z equals 1.
Correct Answer:
(A),(B),(C),(D)

85
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 131

Source: Transformation to Polar-Type Coordinates MSQ

Let X and Y be independent random variables having common density

1 2
f (x) = √ e−x /2 , −∞ < x < ∞.
2π
Define
 
p
−1 Y
U = X 2 + Y 2, V = tan ,
X
where

π π
− <V ≤ .
2 2
Which of the following statements is/are true?
(A) U ≥ 0.
(B)
X = U cos V, Y = U sin V.

(C) The Jacobian determinant of the transformation equals u.

(D) The support of (U, V ) is

π π
u > 0, − <v≤ .
2 2
Correct Answer:
(A),(c)

Question 132

Source: Joint Density of (U, V ) MSQ

Let X and Y be independent standard normal random variables.
Define
 
p
−1 Y
U = X 2 + Y 2, V = tan .
X
Which of the following statements is/are true?
(A) The joint density is proportional to

2
u e−u /2
.

(B) The density does not depend on v.

(C) U and V are independent.
(D) The marginal density of V is uniform on its support.
Correct Answer:
(A),(B),(C),(D)

86
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 133
√
Source: Distribution of U = X2 + Y 2 MSQ
Let X and Y be independent standard normal random variables.
Define
p
U= X 2 + Y 2.

Which of the following statements is/are true?

(A)
2
fU (u) = ue−u /2
, u > 0.

(B) U has Rayleigh distribution.

(C)
2
P (U ≤ u) = 1 − e−u /2
, u > 0.

(D)
U 2 ∼ χ22 .

Correct Answer:
(A),(B),(C),(D)

Question 134

Source: Transformation Involving Sum and Squared Difference MSQ

Let X and Y be independent standard normal random variables.
Define

(X − Y )2
U = X + Y, V = .
2
Which of the following statements is/are true?
(A) U ∼ N (0, 2).
(B) V ∼ χ21 .
(C)
U
√ ∼ N (0, 1).
2
(D)
 2
X −Y
V = √ .
2
Correct Answer:
(A),(b)(C),(D)

87
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 135

Source: Independence After Orthogonal Transformation MSQ

Let X and Y be independent standard normal random variables.
Define

X +Y X −Y
A= √ , B= √ .
2 2
Which of the following statements is/are true?
(A) A ∼ N (0, 1).
(B) B ∼ N (0, 1).
(C) A and B are independent.
(D)
√
U= 2 A.

Correct Answer:
(A),(B),(C),(D)

Question 136

Source: Counterexample Involving Moment Generating Functions MSQ

Let X be a non-degenerate random variable with moment generating function MX (t).
Define

Y = X.

Which of the following statements is/are true?

(A)
MX+Y (t) = MX (2t).

(B) In general,

MX+Y (t) ̸= MX (t)MY (t).

(C) X and Y are not independent.

(D) Factorization of the MGF of a sum does not imply independence unless the factorization
comes from the joint MGF.
Correct Answer:
(A),(B),(C),(D)

88
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 137

Source: Maximum and Minimum of a Uniform Sample MSQ

Let

X1 , X2 , . . . , Xn

be independent random variables having common density

 1 , a < x < b,


f (x) = b − a
0, otherwise.
Define

X(1) = min(X1 , . . . , Xn ), X(n) = max(X1 , . . . , Xn ).

Which of the following statements is/are true?

(A)
a < X(1) < X(n) < b.

(B) The support of (X(1) , X(n) ) is

a < x < y < b.

(C)  n
t−a
P (X(n) ≤ t) = , a < t < b.
b−a

(D)  n
b−t
P (X(1) > t) = , a < t < b.
b−a

Correct Answer:
(A),(B),(C),(D)

89
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 138

Source: Joint Density of Minimum and Maximum MSQ

Let

X1 , . . . , Xn

be independent U (a, b) random variables.

Let

X(1) = min(X1 , . . . , Xn ), X(n) = max(X1 , . . . , Xn ).

Which of the following statements is/are true?

(A) The joint density is

n(n − 1)
fX(1) ,X(n) (x, y) = (y − x)n−2 ,
(b − a)n
for a < x < y < b.
(B) The density is zero outside

a < x < y < b.

(C) X(1) and X(n) are independent.

(D) The joint density integrates to 1.
Correct Answer:
(A),(B),(D)

90
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 139

Source: Marginal Density of the Maximum Order Statistic MSQ

Let

X1 , X2 , . . . , Xn

be independent random variables having common density

 1 , a < x < b,


f (x) = b − a
0, otherwise.
Define

X(n) = max(X1 , . . . , Xn ).

Which of the following statements is/are true?

(A)  n
x−a
FX(n) (x) = , a < x < b.
b−a

(B)
n(x − a)n−1
fX(n) (x) = , a < x < b.
(b − a)n

(C)
P (X(n) ≤ a) = 0.

(D)
P (X(n) < b) = 1.

Correct Answer:
(A),(B),(C),(D)

91
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 140

Source: Marginal Density of the Minimum Order Statistic MSQ

Let

X1 , X2 , . . . , Xn

be independent random variables having common density

 1 , a < x < b,


f (x) = b − a
0, otherwise.
Define

X(1) = min(X1 , . . . , Xn ).

Which of the following statements is/are true?

(A)  n
b−x
P (X(1) > x) = , a < x < b.
b−a

(B)  n
b−x
FX(1) (x) = 1 − , a < x < b.
b−a

(C)
n(b − x)n−1
fX(1) (x) = , a < x < b.
(b − a)n

(D)
P (X(1) ≥ b) = 0.

Correct Answer:
(A),(B),(C),(D)

92
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 141

Source: Expectation of Extreme Order Statistics MSQ

Let

X1 , X2 , . . . , Xn

be independent U (a, b) random variables.

Let

X(1) = min(X1 , . . . , Xn ), X(n) = max(X1 , . . . , Xn ).

Which of the following statements is/are true?

(A)
n
E(X(n) ) = a + (b − a).
n+1
(B)
1
E(X(1) ) = a + (b − a).
n+1
(C)
E(X(n) ) + E(X(1) ) = a + b.

(D)
n−1
E(X(n) − X(1) ) = (b − a).
n+1
Correct Answer:
(A),(B),(C),(D)

93
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 142

Source: Maximum of Two Independent Poisson Random Variables MSQ

Let X1 and X2 be independent random variables having common probability mass function

λx
P (Xi = x) = e−λ , x = 0, 1, 2, . . . ,
x!
where λ > 0.
Define

X(2) = max(X1 , X2 ).

Which of the following statements is/are true?

(A)
2
P (X(2) ≤ k) = [P (X1 ≤ k)] .

(B)
P (X(2) = k) = P (X1 ≤ k)2 − P (X1 ≤ k − 1)2 .

(C)
P (X(2) = 0) = e−2λ .

(D) X(2) is not Poisson distributed.

Correct Answer:
(A),(B),(C),(D)

Question 143

Source: Distributional Properties of the Poisson Maximum MSQ

Let X1 and X2 be independent Poisson random variables with common parameter λ > 0.
Define

M = max(X1 , X2 ).

Which of the following statements is/are true?

(A)
P (M = 0) = e−2λ .

(B)
2
P (M ≤ 1) = e−λ (1 + λ) .


(C)
P (M ≥ 1) = 1 − e−2λ .

(D) M takes values in {0, 1, 2, . . .}.

Correct Answer:
(A),(B),(C),(D)

94
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 144

Source: Binomial Splitting Construction MSQ

Let X be a random variable having probability mass function
 
n k
P (X = k) = p (1 − p)n−k , k = 0, 1, . . . , n,
k
where 0 < p < 1.
Conditional on X = k, let

Y | X = k ∼ Binomial(k, α), 0 < α < 1.

Define

U = X + Y, W = X − Y.

Which of the following statements is/are true?

(A)
0≤Y ≤X almost surely.

(B)
W =X −Y ≥0 almost surely.

(C)
X ≤ U ≤ 2X almost surely.

(D)
U − W = 2Y.

Correct Answer:
(A),(B),(C),(D)

95
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 145

Source: Moments of U = X + Y and W = X − Y MSQ

Let

X ∼ Binomial(n, p),

and conditionally on X = k,

Y | X = k ∼ Binomial(k, α), 0 < α < 1.

Define

U = X + Y, W = X − Y.

Which of the following statements is/are true?

(A)
E(Y ) = αnp.

(B)
E(U ) = (1 + α)np.

(C)
E(W ) = (1 − α)np.

(D)
E(U ) + E(W ) = 2np.

Correct Answer:
(A),(B),(C),(D)

96
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 146

Source: Support of (U, W ) MSQ

Let X be a random variable with probability mass function
 
n k
P (X = k) = p (1 − p)n−k , k = 0, 1, . . . , n,
k
where 0 < p < 1.
Conditional on X = k, let

Y |X = k ∼ Binomial(k, α), 0 < α < 1.

Define

U = X + Y, W = X − Y.

Which of the following statements is/are true?

(A) U ≥ W.
(B) U − W is always an even integer.
(C) U + W is always an even integer.
(D) 0 ≤ W ≤ U ≤ 2n.
Correct Answer:
(A),(B),(C),(D)

Question 147

Source: Inverse Transformation MSQ

Let

U = X + Y, W = X − Y.

Which of the following statements is/are true?

(A)
U +W
X= .
2
(B)
U −W
Y = .
2
(C) The transformation (X, Y ) 7→ (U, W ) is one-to-one.
(D) Not every pair (u, w) ∈ Z2 corresponds to a valid pair (x, y).
Correct Answer:
(A),(B),(C),(D)

97
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 148

Source: Conditional Distribution of Y Given X = k MSQ

Let

Y |X = k ∼ Binomial(k, α), 0 < α < 1.

Which of the following statements is/are true?

(A)  
k j
P (Y = j|X = k) = α (1 − α)k−j , j = 0, 1, . . . , k.
j

(B)
E(Y |X = k) = kα.

(C)
Var(Y |X = k) = kα(1 − α).

(D)
P (Y > k|X = k) = 0.

Correct Answer:
(A),(B),(C),(D)

Question 149

Source: Distribution of Y MSQ

Let

X ∼ Binomial(n, p),

and conditional on X = k,

Y |X = k ∼ Binomial(k, α).

Which of the following statements is/are true?

(A) Y ∼ Binomial(n, pα).
(B)
E(Y ) = npα.

(C)
Var(Y ) = npα(1 − pα).

(D) Y is supported on {0, 1, . . . , n}.

Correct Answer:
(A),(B),(C),(D)

98
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 150
Source: Covariance Structure MSQ
Let

X ∼ Binomial(n, p),

and

Y |X = k ∼ Binomial(k, α).

Which of the following statements is/are true?

(A)
Cov(X, Y ) = α Var(X).

(B)
Cov(X, Y ) = αnp(1 − p).

(C) X and Y are independent.

(D) X and Y are positively correlated.
Correct Answer:
(A),(B),(D)

Question 151

Source: Conditional Expectations Involving U and W MSQ

Let

U = X + Y, W = X − Y.

Which of the following statements is/are true?

(A)
E(U |X) = (1 + α)X.

(B)
E(W |X) = (1 − α)X.

(C)
E(U ) = (1 + α)np.

(D)
E(W ) = (1 − α)np.

Correct Answer:
(A),(B),(C),(D)

99
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 152

Source: Joint Probability Generating Function MSQ

Let

X ∼ Binomial(n, p), 0 < p < 1,

and conditional on X = k,

Y |X = k ∼ Binomial(k, α), 0 < α < 1.

Define

GX,Y (s, t) = E sX tY .
 

Which of the following statements is/are true?

(A)
n
GX,Y (s, t) = (1 − p + p s(1 − α + αt)) .

(B)
GX,Y (1, 1) = 1.

(C)
∂GX,Y
(1, 1) = E(Y ).
∂t
(D)
∂GX,Y
(1, 1) = E(X).
∂s
Correct Answer:
(A),(B),(C),(D)

100
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 153

Source: Distribution of X − Y MSQ

Let

X ∼ Binomial(n, p),

and conditional on X = k,

Y |X = k ∼ Binomial(k, α).

Define

W = X − Y.

Which of the following statements is/are true?

(A) Conditional on X = k,

W |X = k ∼ Binomial(k, 1 − α).

(B)
E(W |X = k) = k(1 − α).

(C)
Var(W |X = k) = kα(1 − α).

(D) W is supported on {0, 1, . . . , n}.

Correct Answer:
(A),(B),(C),(D)

101
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 154

Source: Joint Distribution of (Y, W ) MSQ

Let

W = X − Y.

Under the model

X ∼ Binomial(n, p), Y |X = k ∼ Binomial(k, α),

which of the following statements is/are true?

(A)
Y + W = X.

(B)
P (Y = y, W = w) = 0

unless y + w ≤ n.
(C)
Y ≥ 0, W ≥ 0.

(D) The support is

{(y, w) : y, w ≥ 0, y + w ≤ n}.

Correct Answer:
(A),(B),(C),(D)

102
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 155

Source: Multinomial Representation MSQ

Let

X ∼ Binomial(n, p),

and conditional on X,

Y |X ∼ Binomial(X, α).

Define

W = X − Y.

Which of the following statements is/are true?

(A) Each trial can result in
Y -success, W -success, or neither.
(B)
(Y, W, n − X)

has a multinomial distribution.

(C) The cell probabilities are

pα, p(1 − α), 1 − p.

(D)
Y + W + (n − X) = n.

Correct Answer:
(A),(B),(C),(D)

103
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 156

Source: Distribution of Y + W MSQ

Let

Y |X = k ∼ Binomial(k, α),

and

W = X − Y.

Which of the following statements is/are true?

(A)
Y + W = X.

(B)
Y + W ∼ Binomial(n, p).

(C)
E(Y + W ) = np.

(D)
Var(Y + W ) = np(1 − p).

Correct Answer:
(A),(B),(C),(D)

104
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 157

Source: Covariance of Y and W MSQ

Let

X ∼ Binomial(n, p),

and conditional on X,

Y |X ∼ Binomial(X, α).

Define

W = X − Y.

Which of the following statements is/are true?

(A)
Cov(Y, W ) = − npα(1 − α).

(B) Conditional on X,

Cov(Y, W |X) = − Xα(1 − α).

(C) Y and W are independent.

(D) Y and W cannot be negatively correlated.
Correct Answer:
(B)

105
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 158

Source: Marginal Distribution of Y MSQ

Let

X ∼ Binomial(n, p),

and conditional on X = k,

Y |X = k ∼ Binomial(k, α).

Which of the following statements is/are true?

(A)
Y ∼ Binomial(n, pα).

(B)  
n
P (Y = r) = (pα)r (1 − pα)n−r .
r

(C)
E(Y ) = npα.

(D)
Var(Y ) = npα(1 − pα).

Correct Answer:
(A),(B),(C),(D)

106
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 159

Source: Moment Generating Function of Y MSQ

Let

X ∼ Binomial(n, p),

and conditional on X,

Y |X ∼ Binomial(X, α).

Which of the following statements is/are true?

(A)
MY (t) = (1 − pα + pαet )n .

(B)
MY (0) = 1.

(C)
MY′ (0) = npα.

(D) Y is binomially distributed.

Correct Answer:
(A),(B),(C),(D)

107
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 160
Source: Covariance Representation MSQ
Let X and Y be random variables such that

P (X = x1 ) = p1 , P (X = x2 ) = 1 − p1 ,

where 0 < p1 < 1 and x1 ̸= x2 .

Also,

P (Y = y1 ) = p2 , P (Y = y2 ) = 1 − p2 ,

where 0 < p2 < 1 and y1 ̸= y2 .

Let

q = P (X = x1 , Y = y1 ).

Which of the following statements is/are true?

(A) The joint distribution of (X, Y ) is completely determined by q.
(B) P (X = x1 , Y = y2 ) = p1 − q.
(C) P (X = x2 , Y = y1 ) = p2 − q.
(D) P (X = x2 , Y = y2 ) = 1 − p1 − p2 + q.
Correct Answer:
(A), (B), (C), (D)

108
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 161

Source: Covariance and Independence MSQ

Let X and Y be random variables such that

P (X = x1 ) = p1 , P (X = x2 ) = 1 − p1 ,

where 0 < p1 < 1 and x1 ̸= x2 .

Also,

P (Y = y1 ) = p2 , P (Y = y2 ) = 1 − p2 ,

where 0 < p2 < 1 and y1 ̸= y2 .

Let

q = P (X = x1 , Y = y1 ).

Which of the following statements is/are true?

(A) Cov(X, Y ) = (x1 − x2 )(y1 − y2 )(q − p1 p2 ).
(B) Cov(X, Y ) = 0 if and only if q = p1 p2 .
(C) q = p1 p2 implies that X and Y are independent.
(D) For two-point random variables, Cov(X, Y ) = 0 implies independence.
Correct Answer:
(A), (B), (C), (D)

Question 162

Source: Correlation and Independence MSQ

Let X and Y be random variables such that

P (X = x1 ) = p1 , P (X = x2 ) = 1 − p1 ,

where 0 < p1 < 1 and x1 ̸= x2 .

Also,

P (Y = y1 ) = p2 , P (Y = y2 ) = 1 − p2 ,

where 0 < p2 < 1 and y1 ̸= y2 .

Which of the following statements is/are true?
(A) If X and Y are independent, then ρXY = 0.
(B) If ρXY = 0, then X and Y are independent.
(C) For two-point random variables, ρXY = 0 if and only if X and Y are independent.
(D) The statement in (C) need not hold for general random variables.
Correct Answer:
(A), (B), (C), (D)

109
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 163

Source: Bernoulli Coding MSQ

Let X and Y be random variables such that

P (X = x1 ) = p1 , P (X = x2 ) = 1 − p1 ,

where 0 < p1 < 1 and x1 ̸= x2 .

Also,

P (Y = y1 ) = p2 , P (Y = y2 ) = 1 − p2 ,

where 0 < p2 < 1 and y1 ̸= y2 .

Define

1, X = x1 ,
U=
0, X = x2 ,

and

1, Y = y1 ,
V =
0, Y = y2 .

Which of the following statements is/are true?

(A) U ∼ Bernoulli(p1 ).
(B) V ∼ Bernoulli(p2 ).
(C) X = x2 + (x1 − x2 )U .
(D) Y = y2 + (y1 − y2 )V .
Correct Answer:
(A), (B), (C), (D)

110
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 164

Source: Bounds on the Correlation Coefficient MSQ

Let X and Y be random variables having finite nonzero variances.
Let

ρ = Corr(X, Y ).

Which of the following statements is/are true?

(A) −1 ≤ ρ ≤ 1.
(B) ρ = 1 if and only if Y = aX + b almost surely for some a > 0.
(C) ρ = −1 if and only if Y = aX + b almost surely for some a < 0.
(D) ρ = 0 always implies independence.
Correct Answer:
(A), (B), (C)

Question 165

Source: A Counterexample to the Converse MSQ

Let X be a random variable having the standard normal distribution, that is,

1 2
fX (x) = √ e−x /2 , −∞ < x < ∞.
2π
Define

Y = X 2.

Which of the following statements is/are true?

(A) X and Y are dependent.
(B) E(XY ) = 0.
(C) Cov(X, Y ) = 0.
(D) Zero covariance does not always imply independence.
Correct Answer:
(A), (B), (C), (D)

111
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 166

Source: Equivalent Characterizations in the Two-Point Case MSQ

Let X and Y be random variables such that

P (X = x1 ) = p1 , P (X = x2 ) = 1 − p1 ,

where 0 < p1 < 1 and x1 ̸= x2 .

Also,

P (Y = y1 ) = p2 , P (Y = y2 ) = 1 − p2 ,

where 0 < p2 < 1 and y1 ̸= y2 .

Which of the following statements is/are true?
(A) X and Y are independent.
(B) Cov(X, Y ) = 0.
(C) Corr(X, Y ) = 0.
(D) P (X = xi , Y = yj ) = P (X = xi )P (Y = yj ) for all i, j ∈ {1, 2}.
Correct Answer:
(A), (B), (C), (D)

Question 167

Source: A Basic Inequality Involving Correlation MSQ

Let X and Y be random variables such that

E(X) = E(Y ) = 0, Var(X) = Var(Y ) = 1,

and

Corr(X, Y ) = ρ.

Which of the following statements is/are true?

(A) E(XY ) = ρ.
(B) E[(X − Y )2 ] = 2(1 − ρ).
(C) E[(X + Y )2 ] = 2(1 + ρ).
(D) −1 ≤ ρ ≤ 1.
Correct Answer:
(A), (B), (C), (D)

112
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 168

Source: Maximum and Correlation MSQ

Let X and Y be random variables such that

E(X) = E(Y ) = 0, Var(X) = Var(Y ) = 1,

and

Corr(X, Y ) = ρ.

Define

M = max(X 2 , Y 2 ).

Which of the following statements is/are true?

(A) M ≥ X 2.
(B) M ≥ Y 2.
(C) E(M ) ≥ 1.
(D) E(M ) ≤ 2.
Correct Answer:
(A), (B), (C), (D)

Question 169

Source: Deriving the Bound for E[max(X 2 , Y 2 )] MSQ

Let X and Y be random variables such that

E(X) = E(Y ) = 0, Var(X) = Var(Y ) = 1,

and

Corr(X, Y ) = ρ.

Which of the following statements is/are true?

X 2 + Y 2 + |X 2 − Y 2 |
(A) max(X 2 , Y 2 ) = .
2
(B) |X 2 − Y 2 | = |X − Y ||X + Y |.
p
(C) E|X 2 − Y 2 | ≤ E[(X − Y )2 ] E[(X + Y )2 ].
p
(D) E|X 2 − Y 2 | ≤ 2 1 − ρ2 .
Correct Answer:
(A), (B), (C), (D)

113
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 170

Source: The Inequality for E[max(X 2 , Y 2 )] MSQ

Let X and Y be random variables such that

E(X) = E(Y ) = 0, Var(X) = Var(Y ) = 1,

and

Corr(X, Y ) = ρ.

Which of the following statements is/are true?

1
(A) E[max(X 2 , Y 2 )] = 1 + E|X 2 − Y 2 |.
2
p
(B) E[max(X 2 , Y 2 )] ≤ 1 + 1 − ρ2 .
(C) E[max(X 2 , Y 2 )] ≥ 1.
(D) The upper bound depends only on ρ.
Correct Answer:
(A), (B), (C), (D)

Question 171

Source: Orthogonal Transformation of Independent Normal Variables MSQ

Let X1 and X2 be independent random variables with densities
"  #
1 x − µi 2

1
fi (x) = √ exp − , −∞ < x < ∞,
σi 2π 2 σi

for i = 1, 2, where σ1 > 0 and σ2 > 0.

Define

Z = X1 cos θ + X2 sin θ,

and

W = X2 cos θ − X1 sin θ.

Which of the following statements is/are true?

(A) E(Z) = µ1 cos θ + µ2 sin θ.
(B) E(W ) = µ2 cos θ − µ1 sin θ.
(C) (Z, W ) has a bivariate normal distribution.
(D) The transformation from (X1 , X2 ) to (Z, W ) is one-to-one.
Correct Answer:
(A), (B), (C), (D)

114
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 172

Source: Variances of Z and W MSQ

Let X1 and X2 be independent random variables such that

X1 ∼ N (µ1 , σ12 ), X2 ∼ N (µ2 , σ22 ),

where σ1 > 0 and σ2 > 0.

Define

Z = X1 cos θ + X2 sin θ,

and

W = X2 cos θ − X1 sin θ.

Which of the following statements is/are true?

(A) Var(Z) = σ12 cos2 θ + σ22 sin2 θ.
(B) Var(W ) = σ12 sin2 θ + σ22 cos2 θ.
(C) If σ1 = σ2 , then Var(Z) = Var(W ).
(D) Both variances are nonnegative.
Correct Answer:
(A), (B), (C), (D)

115
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 173

Source: Covariance Between Z and W MSQ

Let X1 and X2 be independent random variables such that

X1 ∼ N (µ1 , σ12 ), X2 ∼ N (µ2 , σ22 ),

where σ1 > 0 and σ2 > 0.

Define

Z = X1 cos θ + X2 sin θ,

and

W = X2 cos θ − X1 sin θ.

Which of the following statements is/are true?

(A) Cov(Z, W ) = (σ22 − σ12 ) sin θ cos θ.
σ22 −σ12
(B) Cov(Z, W ) = 2 sin(2θ).
(C) If σ1 = σ2 , then Cov(Z, W ) = 0.
(D) If σ1 = σ2 , then Z and W are independent.
Correct Answer:
(A), (B), (C), (D)

116
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 174

Source: Correlation Coefficient and Its Bound MSQ

Let X1 and X2 be independent random variables such that

X1 ∼ N (µ1 , σ12 ), X2 ∼ N (µ2 , σ22 ),

where σ1 > 0 and σ2 > 0.

Define

Z = X1 cos θ + X2 sin θ,

and

W = X2 cos θ − X1 sin θ.

Let

ρZW = Corr(Z, W ).

Which of the following statements is/are true?

(σ 2 − σ12 ) sin θ cos θ
(A) ρZW = p2 .
Var(Z) Var(W )
2
(B) 0 ≤ ρZW ≤ 1.
 2 2
2 σ1 − σ22
(C) ρZW ≤ .
σ12 + σ22
(D) If σ1 = σ2 , then ρZW = 0 and Z, W are independent.
Correct Answer:
(A), (B), (C), (D)

117
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 175

Source: Joint Density of the Rotated Random Vector MSQ

Let X1 and X2 be independent random variables having densities
"  #
1 x − µi 2

1
fi (x) = √ exp − , −∞ < x < ∞,
σi 2π 2 σi

for i = 1, 2, where σ1 > 0 and σ2 > 0.

Define

Z = X1 cos θ + X2 sin θ,

and

W = X2 cos θ − X1 sin θ.

Which of the following statements is/are true?

(A) The transformation from (X1 , X2 ) to (Z, W ) is linear.
(B) The Jacobian determinant of the transformation has absolute value 1.
(C) The joint density of (Z, W ) exists.
(D) (Z, W ) is jointly normal.
Correct Answer:
(A), (B), (C), (D)

118
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 176

Source: Special Case: Equal Variances MSQ

Let X1 and X2 be independent random variables such that

X1 ∼ N (µ1 , σ 2 ), X2 ∼ N (µ2 , σ 2 ),

where σ > 0.
Define

Z = X1 cos θ + X2 sin θ,

and

W = X2 cos θ − X1 sin θ.

Which of the following statements is/are true?

(A) Var(Z) = σ 2 .
(B) Var(W ) = σ 2 .
(C) Cov(Z, W ) = 0.
(D) Z and W are independent.
Correct Answer:
(A), (B), (C), (D)

Question 177

Source: Standard Normal Rotation MSQ

Let X1 and X2 be independent random variables having common density

1 2
f (x) = √ e−x /2 , −∞ < x < ∞.
2π
Define

Z = X1 cos θ + X2 sin θ,

and

W = X2 cos θ − X1 sin θ.

Which of the following statements is/are true?

(A) Z ∼ N (0, 1).
(B) W ∼ N (0, 1).
(C) Z 2 + W 2 = X12 + X22 .
(D) The distribution of (Z, W ) is the same as the distribution of (X1 , X2 ).
Correct Answer:
(A), (B), (C), (D)

119
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 178

Source: Moment Generating Function of (Z, W ) MSQ

Let X1 and X2 be independent random variables having common density

1 2
f (x) = √ e−x /2 , −∞ < x < ∞.
2π
Define

Z = X1 cos θ + X2 sin θ,

and

W = X2 cos θ − X1 sin θ.

Let

MZ,W (t1 , t2 ) = E et1 Z+t2 W .

 

Which of the following statements is/are true?

(A) MZ,W (0, 0) = 1.
 2 2
t +t
(B) MZ,W (t1 , t2 ) = exp 1 2 2 .
2
(C) MZ (t) = et /2
.
2
t /2
(D) MW (t) = e .
Correct Answer:
(A), (B), (C), (D)

Question 179

Source: Distribution of the Radius MSQ

Let X1 and X2 be independent random variables having common density

1 2
f (x) = √ e−x /2 , −∞ < x < ∞.
2π
Define
q
R = X12 + X22 .

Which of the following statements is/are true?

(A) R2 = X12 + X22 .
(B) R2 ∼ χ22 .
2
(C) fR (r) = re−r /2
, r > 0.
2
(D) P (R ≤ r) = 1 − e−r /2
, r > 0.
Correct Answer:
(A), (B), (C), (D)

120
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 180

Source: Orthogonality and Norm Preservation MSQ

Let X1 and X2 be real-valued random variables.
Define
!
cos θ sin θ
A= ,
− sin θ cos θ
and
! !
Z X1
=A .
W X2

Which of the following statements is/are true?

(A) A⊤ A = I.
(B) det(A) = 1.
(C) Z 2 + W 2 = X12 + X22 .
(D) The transformation preserves Euclidean distance.
Correct Answer:
(A), (B), (C), (D)

Question 181

Source: Equality Case in the Correlation Bound MSQ

Let X and Y be random variables having finite nonzero variances.
Let

ρ = Corr(X, Y ).

Which of the following statements is/are true?

(A) ρ = 1 if and only if Y = aX + b almost surely for some a > 0.
(B) ρ = −1 if and only if Y = aX + b almost surely for some a < 0.
(C) |ρ| = 1 if and only if Y is an affine function of X almost surely.
(D) If Y = aX + b almost surely, then |ρ| = 1.
Correct Answer:
(A), (B), (C), (D)

121
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 182

Source: A Sharp Upper Bound for E[max(X 2 , Y 2 )] MSQ

Let X and Y be random variables such that

E(X) = E(Y ) = 0, Var(X) = Var(Y ) = 1,

and

Corr(X, Y ) = ρ.

Which of the following statements is/are true?

1
(A) E[max(X 2 , Y 2 )] = 1 + E|X 2 − Y 2 |.
2
p
2 2
(B) E[max(X , Y )] ≤ 1 + 1 − ρ2 .
(C) The upper bound depends only on ρ.
(D) For ρ = ±1, E[max(X 2 , Y 2 )] = 1.
Correct Answer:
(A), (B), (C), (D)

Question 183

Source: Conditional Expectation in the Bivariate Normal Model MSQ

Let (X, Y ) have a bivariate normal distribution with

E(X) = µX , E(Y ) = µY ,

2
Var(X) = σX , Var(Y ) = σY2 ,

and

Corr(X, Y ) = ρ, |ρ| < 1.

Which of the following statements is/are true?

(A)
σY
E(Y | X = x) = µY + ρ (x − µX ).
σX
(B) E(Y | X = x) is a linear function of x.
(C)
E(Y ) = E[E(Y | X)].

(D) If ρ = 0, then

E(Y | X = x) = µY .

Correct Answer:
(A),(B),(C),(D)

122
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 184

Source: Conditional Variance in the Bivariate Normal Model MSQ

Let (X, Y ) be bivariate normal with parameters

2
Var(X) = σX , Var(Y ) = σY2 ,

and

Corr(X, Y ) = ρ.

Which of the following statements is/are true?

(A)
Var(Y | X = x) = σY2 (1 − ρ2 ).

(B) The conditional variance does not depend on x.

(C)
Var(Y | X = x) ≤ σY2 .

(D) If |ρ| = 1, then the conditional variance equals 0.

Correct Answer:
(A),(B),(C),(D)

Question 185

Source: Conditional Distribution MSQ

2 , σ 2 , and correlation
Let (X, Y ) be bivariate normal with means µX , µY , variances σX Y
coefficient ρ.
Which of the following statements is/are true?
(A) Y | X = x is normally distributed.
(B)
σY
E(Y | X = x) = µY + ρ (x − µX ).
σX
(C)
Var(Y | X = x) = σY2 (1 − ρ2 ).

(D) The conditional distribution depends on x only through the conditional mean.
Correct Answer:
(A),(B),(C),(D)

123
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 186
Source: Regression Function MSQ
Let (X, Y ) be bivariate normal.
Define

m(x) = E(Y | X = x).

Which of the following statements is/are true?

(A) m(x) is linear.
(B) The slope of m(x) equals

σY
ρ .
σX
(C) If ρ = 0, then m(x) is constant.
(D) If |ρ| = 1, then Y is an affine function of X almost surely.
Correct Answer:
(A),(B),(C),(D)

Question 187

Source: Law of Total Variance MSQ

Let X and Y be random variables such that all required moments exist.
Which of the following statements is/are true?
(A)
Var(Y ) = E[Var(Y | X)] + Var(E[Y | X]).

(B)
Var(Y ) ≥ E[Var(Y | X)].

(C)
Var(Y ) ≥ Var(E[Y | X]).

(D)
E[Var(Y | X)] ≤ Var(Y ).

Correct Answer:
(A),(B),(C),(D)

124
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 188

Source: Orthogonality Property of Conditional Expectation MSQ

Let X and Y be square-integrable random variables.
Which of the following statements is/are true?
(A)
E[(Y − E(Y | X))g(X)] = 0

for every square-integrable function g.

(B)
E[Y − E(Y | X) | X] = 0.

(C)
E(Y ) = E[E(Y | X)].

(D) E(Y | X) minimizes

E[(Y − h(X))2 ]

over all measurable functions h.

Correct Answer:
(A),(B),(C),(D)

Question 189

Source: Projection Interpretation of Conditional Expectation MSQ

Let X and Y be square-integrable random variables.
Which of the following statements is/are true?
(A) E(Y | X) is a function of X.
(B) Y − E(Y | X) is orthogonal to every square-integrable function of X.
(C) E(Y | X) is the L2 -projection of Y onto the space generated by X.
(D)
E[(Y − E(Y | X))2 ] ≤ E[(Y − h(X))2 ]

for every measurable function h.

Correct Answer:
(A),(B),(C),(D)

125
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 190

Source: Conditional Expectation and Independence MSQ

Let X and Y be random variables.
Which of the following statements is/are true?
(A) If X and Y are independent, then

E(Y | X) = E(Y ).

(B) If

E(Y | X) = E(Y )

almost surely, then X and Y are independent.

(C) Independence implies

E[g(Y ) | X] = E[g(Y )]

whenever the expectation exists.

(D) If X and Y are independent and E(Y 2 ) < ∞, then

Var(Y | X) = Var(Y ).

Correct Answer:
(A),(C),(D)

126
Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 192

Source: Bounds on a Common Correlation Coefficient MSQ

Let

(X1 , X2 , . . . , Xn )

be random variables such that

E(Xi ) = µi , 0 < Var(Xi ) < ∞, i = 1, . . . , n,

and

Corr(Xi , Xj ) = ρ, i ̸= j.

Which of the following statements is/are true?

(A) ρ ≤ 1.
1
(B) ρ≥− .
n−1
1
(C) − ≤ ρ ≤ 1.
n−1
(D) For n = 2, −1 ≤ ρ ≤ 1.
Correct Answer:
(A), (B), (C), (D)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 193

Source: Variance of the Sum MSQ

Let

(X1 , X2 , . . . , Xn )

be random variables such that

E(Xi ) = µ, Var(Xi ) = σ 2 > 0, i = 1, . . . , n,

and

Corr(Xi , Xj ) = ρ, i ̸= j.

Define

Sn = X1 + X2 + · · · + Xn .

Which of the following statements is/are true?

(A) E(Sn ) = nµ.
(B) Var(Sn ) = nσ 2 + n(n − 1)ρσ 2 .
 
(C) Var(Sn ) = nσ 2 1 + (n − 1)ρ .
1
(D) Var(Sn ) ≥ 0 implies ρ ≥ − .
n−1
Correct Answer:
(A), (B), (C), (D)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 194

Source: Extremal Cases of the Common Correlation Model MSQ

Let

(X1 , X2 , . . . , Xn )

be random variables such that

0 < Var(Xi ) < ∞, i = 1, . . . , n,

and

Corr(Xi , Xj ) = ρ, i ̸= j.

Which of the following statements is/are true?

(A) If ρ = 1, then all variables are perfectly positively correlated.
1
(B) If ρ = − , then 1 + (n − 1)ρ = 0.
n−1
1
(C) If ρ = − , then the correlation matrix is singular.
n−1
(D) If ρ = 1, then the correlation matrix has rank one.
Correct Answer:
(A), (B), (C), (D)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 195

Source: Covariance Between Xk and Sn MSQ

Let

X1 , X2 , . . . , Xm+n

be independent and identically distributed random variables such that

E(Xi ) = µ, Var(Xi ) = σ 2 < ∞, i = 1, 2, . . . , m + n.

Define
n
X
Sn = Xj .
j=1

Fix

k ∈ {1, 2, . . . , m + n}.

Which of the following statements is/are true?

(A) If k ≤ n, then Cov(Xk , Sn ) = Var(Xk ).
(B) If k > n, then Cov(Xk , Sn ) = 0.
(C) If k ≤ n, then Cov(Xk , Sn ) = σ 2 .
(D) If k > n, then Xk and Sn are independent.
Correct Answer:
(A), (B), (C), (D)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 196

Source: Correlation Between Xk and Sn MSQ

Let

X1 , X2 , . . . , Xm+n

be independent and identically distributed random variables such that

E(Xi ) = µ, Var(Xi ) = σ 2 > 0, i = 1, 2, . . . , m + n.

Define
n
X
Sn = Xj .
j=1

Assume that

k ∈ {1, 2, . . . , n}.

Which of the following statements is/are true?

(A) Var(Sn ) = nσ 2 .
1
(B) Corr(Xk , Sn ) = √ .
n
1
(C) Corr(Xk , Sn )2 = .
n
(D) The correlation does not depend on the distribution of the Xi .
Correct Answer:
(A), (B), (C), (D)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 197

Source: The Case k > n MSQ

Let

X1 , X2 , . . . , Xm+n

be independent and identically distributed random variables such that

E(Xi2 ) < ∞, i = 1, 2, . . . , m + n.

Define
n
X
Sn = Xj .
j=1

Assume that

k ∈ {n + 1, n + 2, . . . , m + n}.

Which of the following statements is/are true?

(A) Xk is independent of Sn .
(B) Cov(Xk , Sn ) = 0.
(C) Corr(Xk , Sn ) = 0 whenever Var(Xk ) > 0.
(D) The joint moment generating function factorizes whenever it exists.
Correct Answer:
(A), (B), (C), (D)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 198

Source: Unified Formula for the Correlation MSQ

Let

X1 , X2 , . . . , Xm+n

be independent and identically distributed random variables such that

E(Xi ) = µ, 0 < Var(Xi ) = σ 2 < ∞, i = 1, 2, . . . , m + n.

Define
n
X
Sn = Xj .
j=1

Fix

k ∈ {1, 2, . . . , m + n}.

Which of the following statements is/are true?

1
(A) If k ≤ n, then Corr(Xk , Sn ) = √ .
n
(B) If k > n, then Corr(Xk , Sn ) = 0.
(C) The correlation depends only on whether Xk appears in the sum Sn .
(D) The correlation is distribution-free among i.i.d. random variables with finite positive vari-
ance.
Correct Answer:
(A), (B), (C), (D)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 199

Source: Conditional Probability Using Symmetry and Order Statistics MSQ

Let X1 , X2 , . . . , Xn be independent and identically distributed random variables having a
continuous distribution function F .
Assume that the distribution is symmetric about θ, that is,

F (θ + t) = 1 − F (θ − t), t ∈ R.

Let

X(1) < X(2) < · · · < X(n)

denote the order statistics.

Assume that n = 2m + 1 is odd.
Which of the following statements is/are true?
(A)

1
P X(m+1) > θ = .
2
(B)

1
P X(m+1) < θ = .
2
(C)
  1
P X(m+1) > θ X(1) +X(n) = 2θ = .
2
(D)
2m+1    2m+1

X 2m + 1 1
P X(m+1) > θ = .
j=m+1
j 2

Correct Answer:
(A), (B), (D)

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Harsh Jaiswal Target: IIT JAM, GATE, NET, ISI, CMI, ISS

Question 200

Source: Conditional Mean of an Order Statistic Under Symmetry MSQ

Let X1 , X2 , . . . , Xn be independent and identically distributed random variables having a
continuous distribution function F .
Assume that the distribution is symmetric about θ, that is,

F (θ + t) = 1 − F (θ − t), t ∈ R.

Let

X(1) < X(2) < · · · < X(n)

denote the order statistics.

Assume that n = 2m + 1 is odd.
Which of the following statements is/are true?
(A)
 
E X(m+1) = θ.

(B)
 
E X(m+1) − θ = 0.

(C) h i
E X(m+1) X(1) + X(n) = 2θ = θ.

(D) For every r = 1, . . . , n,

E[X(r) ] + E[X(n−r+1) ] = 2θ.

Correct Answer:
(A), (B), (D)

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