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

Question 1

Source: Properties of Conditional Expectation MSQ

Let X, Y, Z be random variables for which the relevant expectations exist.
Which of the following statements is/are true?
(A) E(k | X) = k, k is a constant
(B) E(aX + bY | Z) = aE(X | Z) + bE(Y | Z)
(C) X⊥
⊥ Y ⇒ E(X | Y ) = E(X)
(D) E[g(X) | X] = g(X)
Correct Answer:
(A),(B),(C),(D)

Question 2

Source: Conditional Expectation Identities MSQ

Let X, Y, Z be random variables and let g be a measurable function.
Which of the following statements is/are true?
(A) E[Y g(X) | X] = g(X) E(Y | X)
(B) E[Y | X, g(X)] = E(Y | X)
(C) E[E(X | Y, Z) | Y ] = E(X | Y )
(D) Cov(X, E(Y | X)) = Cov(X, Y )
Correct Answer:
(A),(B),(C),(D)

Question 3

Source: Law of Iterated Expectation MSQ

Let X and Y be random variables such that E(|X|) < ∞.
Which of the following statements is/are true?
(A) E[E(X | Y )] = E(X)
(B) E[E(X | Y ) − X] = 0
(C) X⊥ ⊥ Y ⇒ E(X | Y ) = E(X)
(D) E E(X | Y )2 ≤ E(X 2 )
 

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

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

Question 4
Source: Regression Curves MSQ
Let X and Y be random variables.
Which of the following statements is/are true?
(A) y 7→ E(X | Y = y) is called the regression curve of X on Y
(B) x 7→ E(Y | X = x) is called the regression curve of Y on X
(C) E(X | Y = y) = a + by ⇒ the regression of X on Y is linear
(D) E(Y | X = x) = a + bx ⇒ the regression of Y on X is linear
Correct Answer:
(A),(B),(C),(D)

Question 5

Source: True Statements on Conditional Expectation MSQ

Let X, Y, Z be random variables.
Which of the following statements is/are true?
(A) E(X | Y ) is a function of Y
(B) E(X | X) = X
(C) E[E(X | Y, Z) | Y ] = E(X | Y )
(D) E(X | Y ) is necessarily independent of Y
Correct Answer:
(A),(B),(C)

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

Question 6

Source: Random Sum of Bernoulli Variables MSQ

Let X1 , X2 , . . . be i.i.d. Bernoulli(1/2) random variables.
Let

N ∼ Poisson(4),

independent of {Xi }.
Define

N
X
SN = Xi .
i=1

Which of the following statements is/are true?

(A) E(SN ) = 2
(B) Var(SN ) = 2
(C) P (SN = 0) = e−2
(D) Var(SN ) = E(N ) Var(X1 ) + Var(N )E(X1 )2
Correct Answer:
(A),(B),(C),(D)

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

Question 7

Source: Random Sum of Exponential Variables MSQ

Let

X1 , X2 , . . .

be i.i.d. random variables with density

f (x) = e−x , x > 0.

Let

N ∼ Binomial(10, 1/2),

independent of {Xi }.
Define

N
X
SN = Xi .
i=1

Which of the following statements is/are true?

(A) E(SN ) = 5
15
(B) Var(SN ) =
2
2 65
(C) E(SN ) =
2
(D) Var(SN ) = E(N ) + Var(N )
Correct Answer:
(A),(B),(D)

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

Question 8

Source: Geometric Number of Normal Summands MSQ

Let

iid
Xi ∼ N (2, 9).

Let
 n−1
3 1
P (N = n) = , n ≥ 1,
4 4
and assume N is independent of {Xi }.
Define

N
X
SN = Xi .
i=1

Which of the following statements is/are true?

(A) E(N ) = 4
(B) E(SN ) = 8
(C) Var(SN ) = 180
(D) Var(SN ) = 9E(N ) + 4 Var(N )
Correct Answer:
(A),(B),(D)

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

Question 9

Source: Poisson Number of Uniform Summands MSQ

Let

iid
Xi ∼ U (0, 2),

and

N ∼ Poisson(3),

independent of {Xi }.
Define

N
X
SN = Xi .
i=1

Which of the following statements is/are true?

(A) E(SN ) = 3
(B) Var(SN ) = 5
(C) E(Xi ) = 1
1
(D) Var(Xi ) =
3
Correct Answer:
(A),(C),(D)

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

Question 10

Source: Random Sum with Discrete Summands MSQ

Let

1
P (Xi = 1) = P (Xi = 3) = .
2
Let

N ∼ Poisson(2),

independent of {Xi }.
Define

N
X
SN = Xi .
i=1

Which of the following statements is/are true?

(A) E(Xi ) = 2
(B) Var(Xi ) = 1
(C) E(SN ) = 4
(D) Var(SN ) = 10
Correct Answer:
(A),(B),(C),(D)

Question 11

Source: Conditional Variance Formula MSQ

Let X and Y be random variables with finite second moments.
Which of the following statements is/are true?
(A) Var(X) = E[Var(X | Y )] + Var(E(X | Y ))
(B) E[Var(X | Y )] ≤ Var(X)
(C) Var(E(X | Y )) ≤ Var(X)
(D) If X is independent of Y , then

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

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

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

Question 12

Source: Conditional Covariance Formula MSQ

Let X, Y, T be random variables with finite second moments.
Which of the following statements is/are true?
(A) Cov(X, Y ) = E[Cov(X, Y | T )] + Cov(E(X | T ), E(Y | T ))
(B) If X and Y are conditionally uncorrelated given T , then

Cov(X, Y ) = Cov(E(X | T ), E(Y | T )).

(C) If E(X | T ) and E(Y | T ) are uncorrelated, then

Cov(X, Y ) = E[Cov(X, Y | T )].

(D) P uttingY = X in (A) yields the conditional variance formula.

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

Question 13

Source: Correlation Ratio MSQ

Let

Var(E(Y | X))
ηY2 |X = , Var(Y ) > 0.
Var(Y )
Which of the following statements is/are true?
(A) 0 ≤ ηY |X ≤ 1
(B) ηY |X = 0 ⇐⇒ E(Y | X) = E(Y )
(C) ηY |X = 1 ⇐⇒ Y is a function of X a.s.
Var(E(Y | X))
(D) ηY2 |X =
Var(Y )
Correct Answer:
(A),(B),(C),(D)

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

Question 14

Source: Correlation Coefficient and Correlation Ratio MSQ

Let

Cov(X, Y )
ρXY = , σX , σY > 0.
σX σY
Which of the following statements is/are true?
(A) |ρXY | ≤ ηY |X
(B) |ρXY | ≤ ηX|Y
(C) |ρXY | ≤ min{ηY |X , ηX|Y }
(D) ηY |X = 0 ⇒ ρXY = 0
Correct Answer:
(A),(B),(C),(D)

Question 15

Source: Consequences of the Conditional Variance Formula MSQ

Let X, Y be random variables with finite second moments.
Which of the following statements is/are true?
(A) Var(E(X | Y )) ≤ Var(X)
(B) E[Var(X | Y )] ≤ Var(X)
(C) Var(X) = 0 ⇒ Var(E(X | Y )) = 0
(D) Var(X | Y ) = 0 a.s. ⇒ X = E(X | Y ) a.s.
Correct Answer:
(A),(B),(C),(D)

Question 16

Source: Double Expectation Rule MSQ

Let X and Y be random variables such that E(|X|) < ∞.
Which of the following statements is/are true?
(A) E(X) = E[E(X | Y )]
(B) E[E(X | Y ) − X] = 0
(C) X⊥
⊥ Y ⇒ E(X | Y ) = E(X)
(D) E[E(X | Y )] = E(X | Y )
Correct Answer:
(A),(B),(C)

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

Question 17
Source: Tower Property MSQ
Let X, Y, Z be random variables with finite expectations.
Which of the following statements is/are true?
(A) E[E(X | Y, Z) | Y ] = E(X | Y )
(B) E[E(X | Y )] = E(X)
(C) E[E(X | Y, Z)] = E(X)
(D) E(X | Y, Z) = E(X | Y )
Correct Answer:
(A),(B),(C)

Question 18

Source: Covariance and Conditional Mean MSQ

Let X and Y have finite second moments.
Which of the following statements is/are true?
(A) Cov(X, E(Y | X)) = Cov(X, Y )
(B) Cov(Y, E(X | Y )) = Cov(X, Y )
(C) X⊥
⊥ Y ⇒ Cov(X, E(Y | X)) = 0
(D) Cov(X, E(Y | X)) = Cov(E(X | Y ), Y )
Correct Answer:
(A),(B),(C),(D)

Question 19

Source: Conditional Expectation Identities MSQ

Let X, Y, Z be random variables.
Which of the following statements is/are true?
(A) E[E(X | Y, Z) | Y ] = E(X | Y )
(B) E[E(X | Y ) | Y ] = E(X | Y )
(C) E[E(X | Y )] = E(X)
(D) E(X | Y, Z) = E(X)
Correct Answer:
(A),(B),(C)

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

Question 20

Source: True or False: Conditional Expectation MSQ

Let X, Y, Z be random variables with finite expectations.
Which of the following statements is/are true?
(A) E(X) = E[E(X | Y )]
(B) E[E(X | Y, Z) | Y ] = E(X | Y )
(C) Cov(X, Y ) = Cov(X, E(Y | X))
(D) E(X | Y ) = X
Correct Answer:
(A),(B),(C)

Question 21

Source: Conditional Expectation from a Joint PMF MSQ

Let (X, Y ) have joint pmf

Y =1 Y =2 Y =3
1 1
X=1 9 9 0
1 1
X=2 3 0 6
1 1 1
X=3 9 18 9

Which of the following statements is/are true?

(A) E(X | Y = 1) = 2
5
(B) E(X | Y = 2) =
3
12
(C) E(X | Y = 3) =
5
(D) E(X | Y = 2) = 2
Correct Answer:
(A),(B),(C)

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

Question 22

Source: Conditional PMF MSQ

For the joint pmf in the previous question, which of the following are true?
1
(A) P (X = 1 | Y = 1) =
5
3
(B) P (X = 2 | Y = 1) =
5
1
(C) P (X = 3 | Y = 1) =
5
1
(D) P (X = 2 | Y = 2) =
3
Correct Answer:
(A),(B),(C)

Question 23

Source: Conditional Distribution of Lifetime MSQ

Let X be a nonnegative continuous random variable with cdf F and pdf f .
Fix θ > 0.
Which of the following statements is/are true?
(A) P (X > θ) = 1 − F (θ)
f (t)
(B) fX|X>θ (t) = , t>θ
1 − F (θ)
Z ∞
1
(C) E(X | X > θ) = tf (t) dt
1 − F (θ) θ
(D) P (X ≤ θ | X > θ) = 1
Correct Answer:
(A),(B),(C)

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

Question 24

Source: Conditional Mean Given Survival MSQ

Let X have pdf f and cdf F .
Fix θ > 0.
WhichZ of the following expressions are equal to E(X | X > θ)?
∞
tf (t) dt
θ
(A)
1 − F (θ)
E[X I(X > θ)]
(B)
P (X > θ)
Z ∞
(C) t fX|X>θ (t) dt
θ
Z θ
tf (t) dt
0
(D)
F (θ)
Correct Answer:
(A),(B),(C)

Question 25

Source: Conditional Expectation for a Discrete Pair MSQ

Let (X, Y ) have joint pmf

Y =1 Y =2 Y =3
1 1
X=1 9 9 0
1 1
X=2 3 0 6
1 1 1
X=3 9 18 9

with all other probabilities equal to 0.

Which of the following statements is/are true?
(A) E(X | Y = 1) < E(X | Y = 3)
(B) E(X | Y = 2) < E(X | Y = 1)
12
(C) E(X | Y = 3) =
5
5
(D) E(X | Y = 1) =
3
Correct Answer:
(A),(B),(C)

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

Question 26

Source: Conditional Variance MSQ

Let (X, Y ) have joint density

f (x, y) = 24xy, x > 0, y > 0, x + y ≤ 1,

and f (x, y) = 0 elsewhere.

Which of the following statements is/are true?
(A) fX (x) = 12x(1 − x)2 , 0<x<1
2y
(B) fY |X (y | x) = , 0<y <1−x
(1 − x)2
2(1 − x)
(C) E(Y | X = x) =
3
2 (1 − x)2
(D) E(Y | X = x) =
2
(1 − x)2
(E) Var(Y | X = x) =
18
(x − 1)2
(F) Var(Y | X = x) =
18
Correct Answer:
(A),(B),(C),(D),(E),(F)

Question 27

Source: Conditional Moments MSQ

Let (X, Y ) have joint density

f (x, y) = 24xy, x > 0, y > 0, x + y ≤ 1.

Which of the following statements is/are true?

2
(A) E(Y | X = x) = (1 − x)
3
1
(B) E(Y 2 | X = x) = (1 − x)2
2
4
(C) E(Y | X = x)2 = (1 − x)2
9
1
(D) E(Y 2 | X = x) − E(Y | X = x)2 = (1 − x)2
18
Correct Answer:
(A),(B),(C),(D)

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

Question 28

Source: Computing Conditional Quantities MSQ

Let (X, Y ) have joint density

f (x, y) = 24xy, x > 0, y > 0, x + y ≤ 1.

Which of the following statements is/are true?

2
(A) E(Y | X = 0) =
3
1
(B) E(Y | X = 12 ) =
3
1
(C) Var(Y | X = 0) =
18
1
(D) Var(Y | X = 12 ) =
72
Correct Answer:
(A),(B),(C),(D)

Question 29

Source: Conditional Mean and Variance MSQ

Let (X, Y ) have joint density

f (x, y) = 21x2 y 3 , 0 < x < y < 1,

and f (x, y) = 0 elsewhere.

Which of the following statements is/are true?
(A) fY (y) = 21y 6 , 0<y<1
3x2
(B) fX|Y (x | y) = 3 , 0<x<y
y
3y
(C) E(X | Y = y) =
4
3y 2
(D) E(X 2 | Y = y) =
5
3 2
(E) Var(X | Y = y) = y
80
Correct Answer:
(B),(C),(D),(E)

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

Question 30

Source: Conditional Moments MSQ

Let (X, Y ) have joint density

f (x, y) = 21x2 y 3 , 0 < x < y < 1.

Which of the following statements is/are true?

3
(A) E(X | Y = y) = y
4
3
(B) E(X 2 | Y = y) = y 2
5
9 2
(C) E(X | Y = y)2 = y
16
3 9
(D) Var(X | Y = y) = y 2 − y 2
5 16
Correct Answer:
(A),(B),(C),(D)

Question 31

Source: Conditional Expectation for a Family of Densities MSQ

Let

f (x, y) = n(n − 1)(y − x)n−2 , 0 ≤ x ≤ y ≤ 1,

where n ≥ 2, and f (x, y) = 0 elsewhere.

Which of the following statements is/are true?
(A) fX (x) = n(1 − x) n−1 , 0≤x≤1
(n − 1)(y − x)n−2
(B) fY |X (y | x) = , x≤y≤1
(1 − x)n−1
n−1+x
(C) E(Y | X = x) =
n
1
(D) E(X) =
n+1
n
(E) E(Y ) =
n+1
Correct Answer:
(A),(B),(C),(D),(E)

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

Question 32

Source: Consequences of the Conditional Mean Formula MSQ

Under the assumptions

f (x, y) = n(n − 1)(y − x)n−2 , 0 ≤ x ≤ y ≤ 1,

which of the following statements is/are true?

n−1
(A) E(Y | X = 0) =
n
(B) E(Y | X = 1) = 1
1−x
(C) E(Y | X = x) − x =
n
(D) E(Y ) = E[E(Y | X)]
Correct Answer:
(A),(B),(D)

Question 33

Source: Conditional Distributions and Moments MSQ

Let (X, Y ) have joint density

f (x, y) = 21x2 y 3 , 0 < x < y < 1.

Which of the following statements is/are true?

3
(A) E(X | Y = 12 ) =
8
3
(B) E(X 2 | Y = 12 ) =
20
3
(C) Var(X | Y = 12 ) =
320
3
(D) Var(X | Y = 1) =
80
Correct Answer:
(A),(B),(C),(D)

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

Question 34

Source: Conditional Moments for a Triangular Density MSQ

Let (X, Y ) have joint density

f (x, y) = 8xy, 0 < x < y < 1,

and f (x, y) = 0 elsewhere.

Which of the following statements is/are true?
(A) fX (x) = 8x(1 − x2 ), 0≤x≤1
(B) fY (y) = 4y 3 , 0≤y≤1
2y
(C) fY |X (y | x) = , x≤y≤1
1 − x2
(D) X and Y are independent
Correct Answer: (B),(C)

Question 35

Source: Conditional Expectation of Y given X = x MSQ

Let (X, Y ) have joint density

f (x, y) = 8xy, 0 < x < y < 1.

Which of the following statements is/are true?

2 1 + x + x2
(A) E(Y | X = x) =
3 1+x
2
(B) E(Y | X = 0) =
3
(C) E(Y | X = 1) = 1
1+x
(D) E(Y | X = x) =
2
Correct Answer:
(A),(B),(C)

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

Question 36

Source: Conditional Second Moment MSQ

Let (X, Y ) have joint density

f (x, y) = 8xy, 0 < x < y < 1.

Which of the following statements is/are true?

1 + x2
(A) E(Y 2 | X = x) =
2
2 1
(B) E(Y | X = 0) =
2
(C) E(Y 2 | X = 1) = 1
2
(D) E(Y 2 | X = x) = (E(Y | X = x))
Correct Answer:
(A),(B),(C)

Question 37

Source: Conditional Variance MSQ

Let (X, Y ) have joint density

f (x, y) = 8xy, 0 < x < y < 1.

Which of the following statements is/are true?

(x − 1)2 (x2 + 4x + 1)
(A) Var(Y | X = x) =
18(1 + x)2
1
(B) Var(Y | X = 0) =
18
(C) Var(Y | X = 1) = 0
(D) Var(Y | X = x) > 0, 0<x<1
Correct Answer:
(A),(B),(C),(D)

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

Question 38

Source: Conditional Expectation of XY MSQ

Let (X, Y ) have joint density

f (x, y) = 8xy, 0 < x < y < 1.

Which of the following statements is/are true?

(A) E(XY | X = x) = x E(Y | X = x)
2x(1 + x + x2 )
(B) E(XY | X = x) =
3(1 + x)
(C) E(XY | X = 1) = 1
(D) E(XY | X = 0) = 0
Correct Answer:
(A),(B),(C),(D)

Question 39

Source: A Mixed Discrete-Continuous Model MSQ

Let X have density

2x
fX (x) = , 0 < x < a,
a2
and let Y be a discrete random variable with

1 a
P (Y = y | X = x) = , x < ay < x + ,
10 10
for y = 0, 1, . . . , 9.
Which of the following statements is/are true?
2y + 1
(A) P (Y = y) =
100
123
(B) E(Y ) =
20
17
(C) P (Y = 8 | Y > 7) =
36
19
(D) P (Y = 9 | Y > 7) =
36
Correct Answer:
(A),(B),(C),(D)

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

Question 40

Source: Three Coins Tossed: Marginal Distributions MSQ

Three fair coins are tossed independently.
Let

X = number of heads on the first two tosses,

Y = number of tails on the last two tosses,

and

Z = number of heads on the last two tosses.

Which of the following statements is/are true?

1
(A) P (X = 1) =
2
1
(B) P (Y = 1) =
2
1
(C) P (Z = 1) =
2
(D) E(X) = E(Y ) = E(Z) = 1
Correct Answer:
(A),(B),(C),(D)

Question 41

Source: Three Coins Tossed: Conditional Distribution of Y MSQ

Three fair coins are tossed independently.
Let

X = number of heads on the first two tosses,

Y = number of tails on the last two tosses.

Which of the following statements is/are true?

1
(A) P (Y = 2 | X = 1) =
4
1
(B) P (Y = 1 | X = 1) =
2
1
(C) P (Y = 0 | X = 1) =
4
(D) E(Y | X = 1) = 1
Correct Answer:
(A),(B),(C),(D)

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

Question 42

Source: Three Coins Tossed: Conditional Distribution of Z MSQ

Three fair coins are tossed independently.
Let

X = number of heads on the first two tosses,

and

Z = number of heads on the last two tosses.

Which of the following statements is/are true?

1
(A) P (Z = 2 | X = 1) =
4
1
(B) P (Z = 1 | X = 1) =
2
1
(C) P (Z = 0 | X = 1) =
4
(D) E(Z | X = 1) = 1
Correct Answer:
(A),(B),(C),(D)

Question 43

Source: Three Coins Tossed: Moments and Covariance MSQ

Three fair coins are tossed independently.
Let

X = number of heads on the first two tosses,

and

Y = number of tails on the last two tosses.

Which of the following statements is/are true?

(A) E(X) = 1
(B) E(Y ) = 1
3
(C) E(XY ) =
4
1
(D) Cov(X, Y ) = −
4
Correct Answer:
(A),(B),(C),(D)

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

Question 44

Source: Three Coins Tossed: Variance and Correlation MSQ

Three fair coins are tossed independently.
Let

X = number of heads on the first two tosses,

and

Y = number of tails on the last two tosses.

Which of the following statements is/are true?

3
(A) E(X 2 ) =
2
1
(B) Var(X) =
2
1
(C) Var(Y ) =
2
1
(D) Corr(X, Y ) = −
2
Correct Answer:
(A),(B),(C),(D)

Question 45

Source: Joint Distribution of Two Counts MSQ

A fair die is thrown 3 times.
Let

X = number of occurrences of the face 6,

and

Y = number of occurrences of an odd number.

Which of the following

 statements is/are true?

1
(A) X ∼ Binomial 3,
6
 3
5
(B) P (X = 0) =
6
 
1
(C) Y ∼ Binomial 3,
2
3
(D) P (Y = 2) =
8
Correct Answer:
(A),(B),(C),(D)

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

Question 46

Source: Joint PMF of (X, Y ) MSQ

A fair die is thrown 3 times.
Let

X = number of occurrences of the face 6,

and

Y = number of occurrences of an odd number.

Which of the following statements is/are true?

1
(A) P (X = 3, Y = 0) =
216
1
(B) P (X = 0, Y = 3) =
8
1
(C) P (X = 2, Y = 0) =
36
1
(D) P (X = 1, Y = 0) =
18
Correct Answer:
(A),(B),(C),(D)

Question 47

Source: Impossible Events MSQ

A fair die is thrown 3 times.
Let

X = number of occurrences of the face 6,

and

Y = number of occurrences of an odd number.

Which of the following statements is/are true?

(A) P (X = 3, Y = 1) = 0
(B) P (X = 2, Y = 2) = 0
(C) P (X = 1, Y = 3) = 0
1
(D) P (X = 0, Y = 0) =
27
Correct Answer:
(A),(B),(C),(D)

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

Question 48

Source: Conditional Probability MSQ

A fair die is thrown 3 times.
Let

X = number of occurrences of the face 6,

and

Y = number of occurrences of an odd number.

Which of the following statements is/are true?

36
(A) P (Y = 1 | X = 0) =
125
54
(B) P (Y = 2 | X = 0) =
125
27
(C) P (Y = 3 | X = 0) =
125
8
(D) P (Y = 0 | X = 0) =
125
Correct Answer:
(A),(B),(C),(D)

Question 49

Source: Expectation and Correlation MSQ

A fair die is thrown 3 times.
Let

X = number of occurrences of the face 6,

and

Y = number of occurrences of an odd number.

Which of the following statements is/are true?

1
(A) E(X) =
2
3
(B) E(Y ) =
2
13
(C) P (X + Y ≥ 2) =
18
1
(D) Corr(X, Y ) = − √
5
Correct Answer:
(A),(B),(D)

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

Question 50

Source: Conditional Independence without Independence MSQ

Let (X, Y, Z) be discrete random variables with joint pmf

P (X = x, Y = y, Z = z) = p3 q z−3 ,

for

x = 1, 2, . . . , y − 1, y = 2, 3, . . . , z − 1, z = 3, 4, . . . ,

where 0 < p < 1, q = 1 − p.

Which of the following statements is/are true?
(A) fX,Y (x, y) = p2 q y−2 , 1≤x≤y−1
(B) fX (x) = pq x−1 , x = 1, 2, . . .
2 y−2
(C) fY (y) = (y − 1)p q , y = 2, 3, . . .
3 z−3
(D) fY,Z (y, z) = (y − 1)p q
Correct Answer:
(A),(B),(C),(D)

Question 51

Source: Dependence Structure MSQ

Let (X, Y, Z) have the joint pmf

P (X = x, Y = y, Z = z) = p3 q z−3 ,

with support

1 ≤ x ≤ y − 1, 2 ≤ y ≤ z − 1.

Which of the following statements is/are true?

(A) X and Y are dependent
(B) Y and Z are dependent
(C) X and Z are dependent
(D) fX,Z (x, z) ̸= fX (x)fZ (z)
Correct Answer:
(A),(B),(C),(D)

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

Question 52

Source: Conditional Distribution MSQ

Let (X, Y, Z) have the joint pmf

P (X = x, Y = y, Z = z) = p3 q z−3 ,

with support

1 ≤ x ≤ y − 1, 2 ≤ y ≤ z − 1.

Which of the following statements is/are true?

1
(A) P (X = x | Y = y) = , x = 1, . . . , y − 1
y−1
(B) P (Z = z | Y = y) = pq z−y−1 , z ≥y+1
(C) P (X = x, Z = z | Y = y) = P (X = x | Y = y) P (Z = z | Y = y)
(D) X and Z are conditionally independent given Y
Correct Answer:
(A),(B),(C),(D)

Question 53

Source: Conditional Expectation MSQ

Let (X, Y, Z) have the joint pmf

P (X = x, Y = y, Z = z) = p3 q z−3 ,

with support

1 ≤ x ≤ y − 1, 2 ≤ y ≤ z − 1.

Which of the following statements is/are true?

1
(A) E(Z | X, Y ) = Y +
p
(B) E(Z | X, Y ) = E(Z | Y )
1
(C) E(Z | Y = y) = y +
p
(D) E(Z | X, Y ) does not depend on X
Correct Answer:
(A),(B),(C),(D)

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

Question 54

Source: Conditional Independence versus Independence MSQ

Let (X, Y, Z) have the joint pmf

P (X = x, Y = y, Z = z) = p3 q z−3 ,

with support

1 ≤ x ≤ y − 1, 2 ≤ y ≤ z − 1.

Which of the following statements is/are true?

(A) X and Z are conditionally independent given Y
(B) X and Z are independent
(C) Conditional independence does not imply independence
(D) There exist dependent random variables that become independent
after conditioning on a third variable
Correct Answer:
(A),(C),(D)

Question 55

Source: Conditional Expectation from a Joint Density MSQ

Let (X, Y ) have joint density

−y− x
f (x, y) = y −1 e y , x > 0, y > 0.

Which of the following statements is/are true?

(A) fY (y) = e−y , y>0
1 −x/y
(B) fX|Y (x | y) = e , x>0
y
(C) E(X | Y = y) = y
(D) E(X) = 1
Correct Answer:
(A),(B),(C),(D)

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

Question 56

Source: Variance Decomposition Formula MSQ

Let X and Y be random variables with finite second moments.
Which of the following statements is/are true?
E (Y − E(X | Y ))2 ≥ E (Y − E(Y | Y ))2
   
(A)
(B) E (Y − E(X | Y ))2 ≥ E (Y − E(Y | X))2
   

(C) E (Y − g(Y ))2 ≥ E (Y − E(Y | X))2

   

(D) E(Y 2 ) = E E(Y 2 | X)

 

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

Question 57

Source: Three Consecutive Zeros MSQ

Independent Bernoulli trials are performed with

1
P (0) = P (1) = .
2
Let N denote the number of generated digits required to obtain three consecutive zeros
for the first time.
Which of the following statements is/are true?
(A) E(N ) < ∞
(B) E(N ) = 14
(C) E(N ) = 8
1
(D) P (N = 3) =
8
Correct Answer:
(A),(B),(D)

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

Question 58

Source: Conditional Expectation on a Curved Region MSQ

Let (X, Y ) have joint density

f (x, y) = 6, x2 ≤ y ≤ x, 0 < x < 1,

and f (x, y) = 0 elsewhere.

Which of the following statements is/are true?
(A) fX (x) = 6x(1 − x), 0<x<1
1
(B) fY |X (y | x) = , x2 ≤ y ≤ x
x − x2
a + a2
(C) E(Y | X = a) =
2
2
(D) E(Y ) =
5
Correct Answer:
(A),(B),(C),(D)

Question 59

Source: Consequences of Conditional Expectation MSQ

Let (X, Y ) have joint density

f (x, y) = 6, x2 ≤ y ≤ x, 0 < x < 1.

Which of the following statements is/are true?

3
(A) E(Y | X = 12 ) =
8
1 2
(B) E(Y | X = 3 ) =
9
(C) E(Y | X = a) ≥ a2
(D) E(Y | X = a) ≤ a
Correct Answer:
(A),(B),(C),(D)

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

Question 60

Source: Conditional Expectation and Correlation MSQ

Let (X, Y ) have joint density



e−y (1 − e−x ), 0 < x < y, 0 < y < ∞,


f (x, y) = e−x (1 − e−y ), 0 < y < x, 0 < x < ∞,




0, otherwise.


Which of the following statements is/are true?

(A) fX (x) = e−x , x>0
(B) fY (y) = e−y , y>0
(C) X and Y have the same marginal distributions
(D) E(X) = E(Y ) = 1
Correct Answer:
(A),(B),(C),(D)

Question 61

Source: Conditional Density MSQ

Let (X, Y ) have joint density

e−y (1 − e−x ), 0 < x < y,
f (x, y) =
e−x (1 − e−y ), 0 < y < x.

Which of the following statements is/are true?

(A) fY |X (y | x) = 1 − e−y , 0<y<x
−(y−x)
(B) fY |X (y | x) = e (1 − e−x ), y>x
f (x, y)
(C) fY |X (y | x) =
fX (x)
Z ∞
(D) fY |X (y | x) dy = 1
0
Correct Answer:
(A),(B),(C),(D)

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

Question 62

Source: Conditional Expectation MSQ

Let (X, Y ) have joint density

e−y (1 − e−x ), 0 < x < y,
f (x, y) =
e−x (1 − e−y ), 0 < y < x.

Which of the following statements is/are true?

1
(A) E(Y | X = x) = x + e−x −
2
1
(B) E(Y | X = 0) =
2
1
(C) E(Y | X = 1) = + e−1
2
(D) E(Y | X = x) > x for all x > 0
Correct Answer:
(A),(B),(C)

Question 63

Source: Probability Calculation MSQ

Let (X, Y ) have joint density

e−y (1 − e−x ), 0 < x < y,
f (x, y) =
e−x (1 − e−y ), 0 < y < x.

Which of the following statements is/are true?

(A) P (X ≤ 2, Y ≤ 2) = (1 − e−2 )2
(B) P (X > 2, Y > 2) = e−4
(C) P (X ≤ 2) = 1 − e−2
(D) P (Y ≤ 2) = 1 − e−2
Correct Answer:
(A),(C),(D)

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

Question 64

Source: Covariance and Correlation MSQ

Let (X, Y ) have joint density

e−y (1 − e−x ), 0 < x < y,
f (x, y) =
e−x (1 − e−y ), 0 < y < x.

Which of the following statements is/are true?

5
(A) E(XY ) =
3
2
(B) Cov(X, Y ) =
3
2
(C) Corr(X, Y ) =
3
(D) X and Y are independent
Correct Answer:
(A),(B),(C)

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