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

Question 1

Source: Transformation of Independent Exponential Variables MSQ

Let X and Y be independent random variables with

fX (x) = fY (y) = λe−λx , x, y > 0,

where λ > 0.
Define
X +Y
Z= .
2
Which of the following statements is/are true?
(A) fZ (z) = 4λ2 ze−2λz , z>0
(B) 2Z ∼ Γ(2, λ)
(C) Z ∼ Γ(2, 2λ)
1
(D) E(Z) =
λ
1
(E) Var(Z) = 2
2λ
(F) P (Z > z) = e−2λz (1 + 2λz)
 
1 3
(G) P Z< =1−
λ e
 2
λ
(H) MZ (t) =
λ − t/2
3
(I) E(Z 2 ) = 2
2λ
1
(J) Mode(Z) =
2λ
1
(K) P (X < Y ) =
2
2
(L) P (X < 2Y ) =
3
Correct Answer:
(A),(B),(C),(D),(E),(F),(H),(I),(J),(K),(L)

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

Question 2

Source: Distribution of a Difference MSQ

Let (X, Y ) have joint density

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

and f (x, y) = 0 otherwise.

Define
Z = X − Y.

Which of the following statements is/are true?

3
(A) fZ (z) = (1 − z 2 ), 0<z<1
2
1
(B) FZ (z) = (3z − z 3 ), 0<z<1
2
11
(C) P (Z < 1/2) =
16
5
(D) P (Z > 1/2) =
16
3
(E) E(Z) =
8
2 1
(F) E(Z ) =
5
19
(G) Var(Z) =
320
1
(H) P (Z < Y ) =
2
1
(I) P (Z > X/2) =
4
47
(J) P (Z < 1/4) =
128
(K) Mode(Z) = 0
(L) P (Z = 0) = 0
Correct Answer:
(A),(B),(C),(D),(E),(F),(G),(H),(j),(K),(L)

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

Question 3

Source: Distribution of the Euclidean Norm of Three Standard Normals MSQ

Let X, Y, Z be independent random variables with density

1 2
fX (x) = fY (y) = fZ (z) = √ e−x /2 , −∞ < x, y, z < ∞.
2π

Define
p
W = X 2 + Y 2 + Z 2.

Which of the following statements is/are true?

(A) W 2 ∼ χ23
r
2 2 −w2 /2
(B) fW (w) = w e , w>0
π
r Z w
2 2
(C) P (W ≤ w) = r2 e−r /2 dr, w>0
π 0
(D) W ∼ χ3
r
2
(E) E(W ) = 2
π
(F) E(W 2 ) = 3
8
(G) Var(W ) = 3 −
π
(H) Mode(W ) = 1
(I) P (W > 0) = 1
r Z 1
2 2
(J) P (W < 1) = r2 e−r /2
dr
π 0
(K) W 3 ∼ χ3
(L) W 2 and W are independent
(M) P (W ≤ 1) = 2Φ(1) − 1
W2
(N) has mean 1
3
(O) E(W 4 ) = 15
(P) Var(W 2 ) = 6
r Z 1
2 2
(Q) 2 2 2
P (X + Y + Z < 1) = r2 e−r /2
dr
π 0
(R) W has support (0, ∞)
(S) P (W = 0) = 0
r
W 2 2
(T) √ has mean
3 3 π
Correct Answer:
(A),(B),(C),(D),(E),(F),(G),(I), (J),(N),(O),(P),(Q),(R),(S)

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

Question 4

Source: Sum with an Independent Uniform Variable MSQ

Let X and Y be independent random variables, where

fY (y) = 1, 0 < y < 1,

and zero otherwise. Define

Z = X + Y.

Which of the following statements is/are true?

Z 1
(A) FZ (z) = FX (z − y) dy
0
(B) FZ (z) = FX (z) − FX (z − 1)
Z 1
(C) fZ (z) = fX (z − y) dy
0
(D) fZ (z) = FX (z) − FX (z − 1)
et − 1
(E) MZ (t) = MX (t)
t
1
(F) E(Z) = E(X) +
2
1
(G) Var(Z) = Var(X) +
12
(H) Cov(X, Z) = Var(X)
(I) P (Z > X) = 1
(J) P (Z = X) = 0

z, 0 < z < 1,
(K) X ∼ U (0, 1) =⇒ fZ (z) =
2 − z, 1 < z < 2.
1
(L) X ∼ U (0, 1) =⇒ P (Z < 1) =
2
(M) X ∼ U (0, 1) =⇒ E(Z) = 1
1
(N) X ∼ U (0, 1) =⇒ Var(Z) =
6
1
(O) X ∼ U (0, 1) =⇒ P (Z > 3/2) =
8
Correct Answer:
(A),(C),(D),(E),(F),(G),(H),(I),(J), (K),(L),(M),(N),(O)

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

Question 5

Source: Polar Representation of Two Standard Normals MSQ

Let X, Y be independent random variables with density

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

Define  
p
−1 Y
R = X 2 + Y 2, Θ = tan ∈ (0, 2π).
X
Which of the following statements is/are true?
(A) R and Θ are independent
2
(B) fR (r) = re−r /2
, r>0
(C) Θ ∼ U (0, 2π)
 
1
(D) R2 ∼ Exp
2
(E) P (R > 1) = e−1/2
r
π
(F) E(R) =
2
2
(G) E(R ) = 2
π
(H) Var(R) = 2 −
2
1
(I) P (Θ < π) =
2
1
(J) P (X > 0, Y > 0) =
4
(K) P (X 2 + Y 2 < 1) = 1 − e−1/2
(L) P (X 2 + Y 2 > 2) = e−1
(M) Mode(R) = 1
(N) R ∼ χ2
(O) R2 and Θ are independent
Correct Answer:
(A),(B),(C),(D),(E),(F),(G),(H), (I),(J),(K),(L),(M),(N),(O)

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

Question 6

Source: From Polar Coordinates to Cartesian Coordinates MSQ

Let  
1
W ∼ Exp , Θ ∼ U (0, 2π),
2
be independent.
Define
√ √
X= W cos Θ, Y = W sin Θ.

Which of the following statements is/are true?

(A) X, Y are independent
(B) X, Y are identically distributed
1 2
(C) fX (x) = √ e−x /2
2π
(D) X ∼ N (0, 1)
(E) Y ∼ N (0, 1)
(F) E(XY ) = 0
(G) Cov(X, Y ) = 0
(H) X2 + Y 2 = W
1
(I) P (X > 0, Y > 0) =
4
(J) P (X 2 + Y 2 > 2) = e−1
Correct Answer:
(A),(B),(C),(D),(E),(F),(G),(H),(I),(J)

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

Question 7

Source: Radial Transformation MSQ

Let (X, Y ) have joint density

2 +y 2 )
f (x, y) = 4xye−(x , x > 0, y > 0,

and f (x, y) = 0 otherwise.

Define
p
U= X 2 + Y 2.

Which of the following statements is/are true?

(A) X and Y are independent
2
(B) fX (x) = 2xe−x , x>0
−y 2
(C) fY (y) = 2ye , y>0
2
(D) fX|Y (x|y) = 2xe−x , x>0
2
(E) U ∼ Γ(2, 1)
2
(F) fU (u) = 2u3 e−u , u>0
2
(G) P (U > 1) =
e
(H) E(U 2 ) = 2
(I) E(X 2 ) = 1
1
(J) P (X < Y ) =
2
2
(K) P (U < 1) = 1 −
e
(L) Cov(X, Y ) = 0
(M) P (X > 1, Y > 1) = e−2
π
(N) E(XY ) =
4
(O) Mode(U ) = 1
Correct Answer:
(A),(B),(C),(D),(E),(F),(G) (H),(I),(J),(K),(L),(M),(N)

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

Question 8

Source: Product Transformation MSQ

Let
1
fX (x) = √ , |x| < 1,
π 1 − x2
and
2 /2
fY (y) = ye−y , y > 0,

with X and Y independent.

Define
Z = XY.

Which of the following statements is/are true?

(A) E(Z) = 0
(B) E(Z 2 ) = 1
(C) Z is symmetric about 0
1
(D) P (Z > 0) =
2
1
(E) P (Z < 0) =
2
(F) P (Z = 0) = 0
r
2
(G) E(|Z|) =
π
(H) Var(Z) = 1
(I) fZ (z) = fZ (−z)
1
(J) P (|Z| < 1) >
2
Correct Answer:
(A),(B),(C),(D),(E),(F),(G),(H),(I),(J)

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

Question 9

Source: Dirichlet Transformation MSQ

Let (X, Y, Z) ∼ Dir(a, b, c) with density

f (x, y, z) ∝ xa−1 y b−1 z c−1 , x, y, z > 0, x + y + z = 1.

Define
Y
T = , Z = Z.
1−Z
Which of the following statements is/are true?
(A) T ∼ Beta(b, a)
(B) Z ∼ Beta(c, a + b)
(C) T and Z are independent
(D) 1 − Z ∼ Beta(a + b, c)
b
(E) E(T ) =
a+b
c
(F) E(Z) =
a+b+c
(G) E(T Z) = E(T )E(Z)
(H) Cov(T, Z) = 0
(I) P (T < 1/2) = I1/2 (b, a)
X
(J) ∼ Beta(a, b)
X +Y
X
(K) and X + Y are independent
X +Y
(L) X + Y ∼ Beta(a + b, c)
Correct Answer:
(A),(B),(C),(D),(E),(F),(G),(H),(I),(J),(K),(L)

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

Question 10

Source: Sum and Difference Transformation MSQ

Let
f (x, y) = k(x + y), x > 0, y > 0, x + y < 1,

and f (x, y) = 0 otherwise.

Define
U = X + Y, V = X − Y.

Which of the following statements is/are true?

(A) k=6
(B) fU (u) = 6u2 , 0<u<1
(C) U ∼ Beta(3, 1)
3
(D) fV (v) = (1 − v 2 ), −1 < v < 1
2
1
(E) P (V > 0) =
2
1
(F) P (X < Y ) =
2
1
(G) P (U < 1/2) =
8
3
(H) E(U ) =
4
(I) E(V ) = 0
3
(J) Var(U ) =
80
1
(K) Var(V ) =
5
(L) P (U < |V |) = 0
1
(M) P (|V | < U/2) =
2
(N) P (V = 0) = 0
(O) U and V are independent
Correct Answer:
(C),(E),(F),(G),(H),(I),(J),(K),(L),(M),(N)

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

Question 11

Source: Distribution of X + Y MSQ

Let (X, Y ) have joint density

1
f (x, y) = xe−y , 0 < x < 2, y > 0,
2

and zero otherwise.

Define
U = X + Y.

Which of the following statements is/are true?

1
(A) fU (u) = (u − 1 + e−u ), 0 < u < 2
2
1
(B) fU (u) = (1 + e2 )e−u , u > 2
2
1 + e2
(C) P (U < 2) = 1 −
e2
(D) E(U ) = 2
4
(E) Var(U ) =
3
1 + e2
(F) P (U > 2) =
2e2
16
(G) E(U 2 ) =
3
(H) fU is continuous at u = 2
1
(I) P (U < 1) =
2e
1
(J) P (U > 3) = (1 + e2 )e−3
2
Correct Answer:
(A),(B),(F),(H),(J)

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

Question 12

Source: Distribution of a Ratio MSQ

Let X and Y be independent random variables with densities

fX (x) = λe−λx , x > 0,

and
fY (y) = µe−µy , y > 0,

where λ, µ > 0.
Define
X
Z= .
Y
Which of the following statements is/are true?
λµ
(A) fZ (z) = , z>0
(µ + λz)2
λz
(B) FZ (z) = , z>0
µ + λz
λ
(C) P (Z < 1) =
λ+µ
µ
(D) P (Z > 1) =
λ+µ
λ
(E) P (X < Y ) =
λ+µ
µ
(F) P (X > Y ) =
λ+µ
1
(G) P (Z < µ/λ) =
2
d
(H) Z −1 = Y /X
(I) E(Z) = ∞
µ
(J) P (Z > 2) =
µ + 2λ
µ
(K) Median(Z) =
λ
2λ
(L) P (X < 2Y ) =
2λ + µ
Correct Answer:
(A),(B),(C),(D),(E),(F),(G),(H),(I),(J),(K),(L)

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

Question 13

Source: Gamma–Beta Independence MSQ

Let X, Y be independent random variables with density

f (x) = λe−λx , x > 0.

Define
X
U = X + Y, V = .
X +Y
Which of the following statements is/are true?
(A) U ∼ Γ(2, λ)
(B) V ∼ U (0, 1)
(C) U and V are independent
(D) X = U V, Y = U (1 − V )
1
(E) E(V ) =
2
1
(F) Var(V ) =
12
2
(G) E(U ) =
λ
2
(H) Var(U ) = 2
λ
1
(I) P (V < 1/4) =
4
1
(J) P (X < Y ) =
2
2
(K) P (X < 2Y ) =
3
1
(L) E(XY ) = 2
λ
Correct Answer:
(A),(B),(C),(D),(E),(F),(G),(H),(I),(J),(K),(L)

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

Question 14

Source: Dirichlet Transformation MSQ

Let X, Y, Z be independent random variables with density

f (x) = λe−λx , x > 0.

Define
X X +Y
U = X + Y + Z, V = , W = .
X +Y X +Y +Z
Which of the following statements is/are true?
(A) U ∼ Γ(3, λ)
(B) V ∼ U (0, 1)
(C) W ∼ Beta(2, 1)
(D) U, V, W are mutually independent
1
(E) E(V ) =
2
2
(F) E(W ) =
3
1
(G) Var(V ) =
12
1
(H) Var(W ) =
18
1
(I) P (W < 1/2) =
4
1
(J) P (V < 1/2) =
2
1
(K) P (V < 1/2, W < 1/2) =
8
1
(L) P (X < Y < Z) =
6
X
(M) =VW
U
Y
(N) = (1 − V )W
U
Z
(O) =1−W
U 
X Y Z
(P) , , ∼ Dir(1, 1, 1)
U U U
Correct Answer:
(A),(B),(C),(D),(E),(F),(G),(H),(I),(J),(K),(L),(M),(N),(O),(P)

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

Question 15

Source: Distribution of a Ratio MSQ

Let X1 , X2 be independent random variables with density

a
f (x) = , x > a > 0.
x2

Define
X1
Y = .
X2
Which of the following statements is/are true?
1
(A) fY (y) = , 0<y<1
2
1
(B) fY (y) = 2 , y > 1
2y
1
(C) P (Y < 1) =
2
1
(D) P (Y > 2) =
4
3
(E) P (1/2 < Y < 2) =
4
1
(F) P (Y < 1/2) =
4
1
(G) P (Y > 1) =
2
d
(H) Y −1 = Y
(I) E(Y ) = ∞
1
(J) P (Y > y) = , y>1
2y
Correct Answer:
(A),(B),(C),(D),,(F),(G),(H),(I),(J)

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

Question 16

Source: Minimum and Maximum MSQ

Let
f (x, y) = ye−xy , x > 0, 0 < y < 1.

Define
U = min(X, Y ), V = max(X, Y ).

Which of the following statements is/are true?

(A) P (U > 1) = 0
2
(B) fU (u) = e−u (2 + u2 ) − e−u (u2 + u + 1), 0<u<1
(C) P (U < 1) = 1
(D) P (V < 1) = 1 − e−1
(E) P (V > 1) = e−1
(F) P (U < V ) = 1
(G) P (U = V ) = 0
(H) P (X < Y ) = 1 − e−1
(I) P (Y < X) = e−1
e−2
(J) P (V > 2) =
2
Correct Answer: (A),(C),(F),(G)

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

Question 17

Source: Sum and Ratio Transformation MSQ

Let
f (x, y) = 2e−(x+y) , 0 < y < x < ∞.

Define
X
S = X + Y, T = .
Y
Which of the following statements is/are true?
(A) fS (s) = se−s , s>0
(B) S ∼ Γ(2, 1)
2
(C) fT (t) = , t>1
(1 + t)2
2
(D) P (T > 2) =
3
1
(E) P (T < 2) =
3
2
(F) P (X > 2Y ) =
3
1
(G) P (X < 2Y ) =
3
(H) P (T > 1) = 1
(I) E(T ) = ∞
(J) Median(T ) = 3
Correct Answer:
(A),(B),(C),(D),(E),(F),(G),(H),(I),(J)

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

Question 18

Source: Dependent Variables with Independent Squares MSQ

Let (X, Y ) have joint density

1 + xy
f (x, y) = , −1 < x < 1, −1 < y < 1,
4

and f (x, y) = 0 otherwise.

Which of the following statements is/are true?
1
(A) fX (x) = , −1 < x < 1
2
1
(B) fY (y) = , −1 < y < 1
2
(C) X ∼ U (−1, 1)
(D) Y ∼ U (−1, 1)
(E) X and Y are independent
(F) E(X) = E(Y ) = 0
1
(G) E(XY ) =
9
1
(H) Cov(X, Y ) =
9
(I) X 2 and Y 2 are independent
√ √
(J) P (X 2 ≤ a, Y 2 ≤ b) = a b, 0 < a, b < 1
5
(K) P (XY > 0) =
9
4
(L) P (XY < 0) =
9
Correct Answer:
(A),(B),(C),(D),(F),(G),(H),(I),(J)

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

Question 19

Source: Functions May Be Independent MSQ

Let (X, Y ) have joint density

1 + xy
f (x, y) = , −1 < x < 1, −1 < y < 1.
4

Define
U = X 2, V = Y 2.

Which of the following

  statements is/are true?
1
(A) U ∼ Beta ,1
2
 
1
(B) V ∼ Beta ,1
2
1
(C) fU (u) = √ , 0<u<1
2 u
1
(D) fV (v) = √ , 0<v<1
2 v
(E) U and V are independent
1
(F) P (U < 1/4) =
2
1
(G) P (V < 1/9) =
3
1
(H) P (U < 1/4, V < 1/9) =
6
1
(I) E(U ) = E(V ) =
3
4
(J) Var(U ) =
45
1
(K) E(U V ) =
9
(L) Cov(U, V ) = 0
Correct Answer:
(A),(B),(C),(D),(E),(F),(G),(H),(I),(J),(K),(L)

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

Question 20

Source: Constructing Joint Distribution Functions MSQ

Let F be a cumulative distribution function on R. Define

G1 (x, y) = F (x) + F (y),

G2 (x, y) = max{F (x), F (y)},

G3 (x, y) = F (x)F (y),

and

G4 (x, y) = min{F (x), F (y)}.

Which of the following statements is/are true?

(A) G1 is a joint c.d.f.
(B) G2 is a joint c.d.f.
(C) G3 is a joint c.d.f.
(D) G4 is a joint c.d.f.
(E) G3 ⇒ X, Y independent
(F) G4 ⇒ P (X = Y ) = 1
(G) G4 (x, y) = F (min{x, y})
(H) min{F (x), F (y)} = F (min{x, y})
(I) G3 (x, y) ≤ G4 (x, y)
(J) G3 (x, y) ≥ G4 (x, y)
(K) G1 (−∞, ∞) = 1
(L) G2 (−∞, ∞) = 1
(M) G4 (−∞, ∞) = 0
(N) F continuous, G4 ⇒ P (X < Y ) = 0
(O) F continuous, G3 ⇒ P (X = Y ) = 0
Correct Answer:
(C),(D),(E),(F),(G),(H),(I),(K),(L),(M),(N),(O)

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

Question 21

Source: Joint p.m.f. Table MSQ

Let (X, Y ) have joint p.m.f.

y1 y2 y3 y4 P (X = x)
x1 2a 2a 2a 10a 16a
x2 2a 2a a 11a 16a
x3 8a 8a 9a 39a 64a
P (Y = y) 12a 12a 12a 60a 1

Which of the following statements is/are true?

1
(A) a=
96
2
(B) P (X = x3 ) =
3
5
(C) P (Y = y4 ) =
8
(D) X and Y are independent
(E) P (X = x1 , Y = y1 ) = P (X = x1 )P (Y = y1 )
(F) P (X = x2 , Y = y3 ) = P (X = x2 )P (Y = y3 )
13
(G) P (X = x3 | Y = y4 ) =
20
39
(H) P (Y = y4 | X = x3 ) =
64
Correct Answer:
(A),(B),(C),(E),(G),(H)

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

Question 22

Source: Independence of X and XY MSQ

Let
1
P (X = ±1) = P (Y = ±1) = ,
2
with X, Y independent, and define
Z = XY.

Which of the following statements is/are true?

1
(A) P (Z = 1) =
2
1
(B) P (Z = −1) =
2
(C) X, Z independent
(D) Y, Z independent
1
(E) P (X = 1, Z = 1) =
4
1
(F) P (X = 1|Z = 1) =
2
(G) E(Z) = 0
(H) E(XZ) = 0
Correct Answer:
(A),(B),(C),(D),(E),(F),(G),(H)

Question 23

Source: A Family of Densities MSQ

Suppose
f (x, y) = k(y − x)β , 0 ≤ x ≤ y ≤ 1.

Which of the following statements is/are true?

(A) β > −1
(B) k = (β + 1)(β + 2)
(C) fX (x) = (β + 2)(1 − x)β+1
(D) fY (y) = (β + 2)y β+1
(E) X, Y independent
(F) P (X < Y ) = 1
(G) P (X = Y ) = 0
β+2
(H) E(Y ) =
β+3
Correct Answer:
(A),(B),(C),(D),(F),(G),(H)

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

Question 24

Source: Distribution of X + Y MSQ

Let
f (x, y) = 1, 0 < x < 1, 0 < y < 1, x + y < 1,

and define Z = X + Y .
Which of the following statements is/are true?
(A) fZ (z) = 2z, 0 < z < 1
(B) Z ∼ Beta(2, 1)
2
(C) E(Z) =
3
1
(D) Var(Z) =
18
1
(E) P (Z < 1/2) =
4
3
(F) P (Z > 1/2) =
4
(G) P (Z = 1) = 0
1
(H) P (X < Y ) =
2
Correct Answer:
(A),(B),(C),(D),(E),(F),(G),(H)

Question 25

Source: Joint Distribution of X and X + Y MSQ

Let
f (x, y) = 2e−(x+y) , 0 < x < y < ∞.

Define
U = X, V = X + Y.

Which of the following statements is/are true?

(A) fU (u) = 2e−2u
(B) fV (v) = 2ve−v , v > 0
(C) V ∼ Γ(2, 1)
(D) fU,V (u, v) = 2e−v , 0 < u < v/2
(E) U, V independent
(F) P (U < V /2) = 1
1
(G) E(U ) =
2
(H) E(V ) = 2
Correct Answer:
(A),(C),(D),(F),(G),(H)

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

Question 26

Source: Conditional Density and Transformations MSQ

Let
fX,Y |Z (x, y|z) = z + (1 − z)(x + y), 0 < x, y < 1,

for 0 ≤ z ≤ 2, and
1
fZ (z) = , 0 ≤ z ≤ 2.
2
Which of the following statements is/are true?
d
(A) X=Y
(B) X, Y are independent
(C) X, Z are independent
1
(D) fX (x) =
2
1
(E) E(X) =
2
1
(F) E(XY ) =
4
(G) Cov(X, Y ) = 0
(H) X + Y ∼ Γ(2, 1)
1
(I) P (X < Y ) =
2
(J) P (X = Y ) = 0
4−z
(K) E(X | Z = z) =
6
4−z
(L) E(X + Y | Z = z) =
3
Correct Answer:
(A),(B),(E),(F),(G),(I),(J)

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

Question 27

Source: Uniform Distribution on a Square MSQ

Let (X, Y ) have joint density
1
f (x, y) = ,
2
inside the square with vertices

(a, a), (−a, a), (a, −a), (−a, −a),

and f (x, y) = 0 otherwise.

Which of the following statements is/are true?
1
(A) a= √
2
(B) X ∼ U (−a, a)
(C) Y ∼ U (−a, a)
(D) X, Y are independent
(E) E(X) = E(Y ) = 0
1
(F) Var(X) = Var(Y ) =
6
1
(G) P (X > 0, Y > 0) =
4
1
(H) P (X < Y ) =
2
Correct Answer:
(A),(B),(C),(D),(E),(F),(G),(H)

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

Question 28

Source: Ratio of Two Order Statistics MSQ

Let X1 , X2 be i.i.d. random variables with density

f (x) = 2x, 0 < x < 1.

Which of
 the following
 statements is/are true?
X1 1 1
(A) P ≤ =
X2 2 8
1
(B) P (X1 < X2 ) =
2
7
(C) P (X1 < 2X2 ) =
8
(D) P (X1 < 2X2 | X1 < X2 ) = 1
1
(E) P (X1 < X2 , X1 < 2X2 ) =
2
3
(F) P (X1 > X2 , X1 < 2X2 ) =
8
1
(G) P (X1 > 2X2 ) =
  8
X1 1
(H) P >2 =
X2 8
Correct Answer:
(A),(B),(C),(D),(E),(F),(G),(H)

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

Question 29

Source: Marginal Distribution from a Joint c.d.f. MSQ

Suppose 


0, x < 0 or y < 0,


1
sin x + sin y − sin(x + y) , 0 ≤ x, y < π2 ,



2


F (x, y) = 12 (1 − cos y + sin y), x ≥ π2 , 0 ≤ y < π2 ,


1
0 ≤ x < π2 , y ≥ π2 ,

2 (1 − cos x + sin x),





x, y ≥ π2 ,

1,

Which of the following statements is/are true?

(A) FX (x) = 0, x < 0
1 π
(B) FX (x) = (1 − cos x + sin x), 0≤x<
2 2
π
(C) FX (x) = 1, x ≥
2
d
(D) X=Y
1 π
(E) fX (x) =(sin x + cos x), 0<x<
2 2
(F) E(X) = E(Y )
1
(G) P (X < π/4) =
2
(H) P (X > π/2) = 0
Correct Answer:
(A),(B),(C),(D),(E),(F),(g),(H)

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

Question 30

Source: Indicator Variables MSQ

Suppose
1 1 1
P (A) = , P (B|A) = , P (A|B) = .
4 2 4
Define
X = 1A , Y = 1B .

Which of the following statements is/are true?

1
(A) P (B) =
2
(B) X, Y are independent
1
(C) E(X) =
4
1
(D) E(Y ) =
2
1
(E) E(XY ) =
8
(F) Cov(X, Y ) = 0
1
(G) P (X 2 + Y 2 = 1) =
2
(H) XY = X 2 Y 2
Correct Answer:
(A),(B),(C),(D),(E),(F),(G),(H)

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

Question 31

Source: Product and Maximum MSQ

Let
f (x, y) = xe−x(1+y) , x > 0, y > 0.

Define
Z = XY, W = max(X, Y ).

Which of the following statements is/are true?

(A) fZ (z) = e−z , z>0
(B) Z ∼ Exp(1)
(C) P (Z > 1) = e−1
(D) FW (w) = (1 − e−w )2 + w(1 − e−w )e−w
(E) P (W < 1) = e−1
(F) P (W > 1) = 1 − e−1
1
(G) P (X < Y ) =
2
1
(H) P (X > Y ) =
2
Correct Answer:
(A),(B),(C)

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

Question 32

Source: Transformation to Squares MSQ

Let
f (x, y) = 4xy, 0 < x, y < 1.

Define
U = X 2, V = Y 2.

Which of the following statements is/are true?

(A) U ∼ U (0, 1)
(B) V ∼ U (0, 1)
(C) U, V are independent
π
(D) P (U + V < 1) =
4
1
(E) E(U ) =
2
1
(F) Var(U ) =
12
1
(G) P (U < V ) =
2
(H) P (U = V ) = 0
Correct Answer:
(A),(B),(C),(E),(F),(G),(H)

Question 33

Source: Three-Dimensional Density MSQ

Let
f (x, y, z) = 12x2 yz, 0 < x, y, z < 1.

Which of the following statements is/are true?

(A) X, Y, Z are independent
(B) fX (x) = 3x2
(C) fY (y) = 2y
(D) fZ (z) = 2z
2
(E) P (X ≤ Y ) =
5
4
(F) P (X < Y < Z) =
35
3
(G) P (X < Y ) =
5
(H) fX,Y |Z=z0 (x, y) = 6x2 y
Correct Answer:
(A),(B),(C),(D),(E),(F),(H)

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

Question 34

Source: Ordered Triple MSQ

Let
f (x, y, z) = 8xyz, 0 < x, y, z < 1.

Which of the following statements is/are true?

(A) X, Y, Z are independent
(B) fX (x) = 2x
1
(C) P (X < Y < Z) =
6
1
(D) P (X < Y ) =
2
1
(E) P (X < Z) =
2
1
(F) P (Y < Z) =
2
1
(G) P (X < Y < Z) + P (Z < Y < X) =
3
(H) P (X = Y ) = 0
Correct Answer:
(A),(B),(C),(D),(E),(F),(G),(H)

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

Question 35

Source: Distribution of the Maximum MSQ

Let X, Y, Z be i.i.d. random variables with density

f (x) = 5x4 , 0 < x < 1,

and define
W = max(X, Y, Z).

Which of the following statements is/are true?

(A) FW (w) = w15 , 0<w<1
(B) fW (w) = 15w14 , 0<w<1
(C) W ∼ Beta(15, 1)
15
(D) E(W ) =
16
15
(E) Var(W ) =
4352
(F) P (W < 1/2) = 2−15
(G) P (W > 1/2) = 1 − 2−15
1
(H) P (W = X) =
3
1
(I) P (W = X, Y < Z) =
6
1
(J) P (min(X, Y, Z) > 1/2) =
512
Correct Answer:
(A),(B),(C),(D),(E),(F),(G),(H),(I)

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

Question 36

Source: Joint Density of (X, X + Y ) MSQ

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

Define
U = X, V = X + Y.

Which of the following statements is/are true?

(A) g(u, v) = e−v , 0<u<v
(B) U ∼ Exp(1)
(C) V ∼ Γ(2, 1)
(D) fV (v) = ve−v , v>0
(E) U, V are independent
(F) U |V = v ∼ U (0, v)
(G) E(V ) = 2
1
(H) P (U < V /2) =
2
(I) P (U < V ) = 1
1
(J) P (U > V /2) =
2
Correct Answer:
(A),(B),(C),(D),(F),(G),(H),(I),(J)

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

Question 37

Source: Linear Forms of Independent Bernoulli Variables MSQ

Let X1 , X2 , X3 , X4 , X5 be independent Bernoulli random variables with

1
P (Xi = 1) = P (Xi = 0) = , i = 1, . . . , 5.
2

Which of the following statements is/are true?

3
(A) P (X1 + 2X2 + X3 > 2) =
8
3
(B) P (X1 − X2 + 2X3 > 1) =
8
5
(C) P (X1 + X2 + X3 + X4 + X5 = 2) =
16
1
(D) P (X1 + 2X2 + 3X3 + 4X4 + 5X5 ≤ 5) =
4
1
(E) P (X1 = X2 = X3 = X4 = X5 ) =
16
3
(F) P (X1 + X2 = X3 + X4 ) =
8
1
(G) P (X1 + X2 + X3 > X4 + X5 ) =
2
5
(H) P (X1 + X2 + X3 = X4 + X5 ) =
16
1
(I) P (X1 + 2X2 = X3 + 2X4 ) =
4
1
(J) P (X1 + X2 + X3 + X4 + X5 is even) =
2
5
(K) P (X1 X2 = X3 X4 ) =
8
31
(L) P (max Xi = 1) =
i 32
Correct Answer:
(A),(B),(C),(E),(F),(G),(I),(J),(K),(L)

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

Question 38

Source: Functions of Binomial Random Variables MSQ

Let X1 , X2 be i.i.d. random variables with p.m.f.
   4
4 1
P (Xi = k) = , k = 0, 1, 2, 3, 4.
k 2

Define
A = X1 + X2 , B = X1 .

Which of the following statements is/are true?

47
(A) P (A > 4, B > 2) =
256
9
(B) P (A = 4, B = 2) =
64
15
(C) P (A > B) =
16
1
(D) P (A = 8) =
256
3
(E) P (B = 2 | A = 4) =
8
1
(F) P (B = 4 | A = 4) =
70
35
(G) P (A = 4) =
128
93
(H) P (A > 4) =
256
(I) E(A | B = 3) = 5
(J) A and B are independent
(K) Cov(A, B) = 1
93
(L) P (B > A/2) =
256
Correct Answer:
(B),(C),(D),(F),(G),(H),(I),(K),(L)

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

Question 39

Source: Functions of Geometric Random Variables MSQ

Let X1 , X2 be i.i.d. geometric random variables with p.m.f.

P (Xi = k) = 2−k , k = 1, 2, . . . .

Define
A = X1 + X2 , B = X1 .

Which of the following statements is/are true?

3
(A) P (A = 4) =
16
11
(B) P (A > 4) =
16
1
(C) P (B = 2, A = 5) =
16
1
(D) P (B = 2 | A = 5) =
4
1
(E) P (B = 2 | A = 5) =
3
1
(F) P (B > A/2) =
2
(G) P (A > B) = 1
1
(H) P (A = 2B) =
6
(I) E(A | B = 3) = 5
1
(J) P (B = 1 | A = 4) =
3
4
(K) P (B = 1 | A > 2) =
7
(L) A and B are independent
Correct Answer:
(A),(D),(G),(I),(J)

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

Question 40

Source: Functions of Heavy-Tailed Random Variables MSQ

Let X1 , X2 , X3 , X4 be i.i.d. random variables with p.m.f.

1
P (Xi = x) = , x = 1, 2, . . . .
x(x + 1)

Define
A = min(X1 , X2 , X3 , X4 ),

B = max(X1 , X2 , X3 , X4 ),

C = X1 + X2 + X3 ,

and
D = X 3 + X4 .

Which of the following statements is/are true?

1
(A) P (A ≥ k) = , k≥1
k4
1 1
(B) P (A = k) = 4 −
k (k + 1)4
 4
1
(C) P (B ≤ k) = 1 −
k+1
 4
k
(D) P (B ≤ k) =
k+1
15
(E) P (A = 1) =
16
1
(F) P (B = 1) =
16
∞
X 1
(G) P (A = B) =
k 4 (k + 1)4
k=1
(H) P (A = B) = P (X1 = X2 = X3 = X4 )
1
(I) P (C = 3) =
8
1
(J) P (D = 2) =
4
1
(K) P (C = D) =
8
(L) P (C > D) ̸= P (D > C)
(M) P (C = D) + P (C > D) + P (C < D) = 1
(N) C and D are independent
1
(O) P (C = 3, D = 2) =
16
Correct Answer:
(A),(B),(C),(D),(E),(F),(G),(H),(I),(J),(L),(M),(O)

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

Question 41

Source: Order Statistics and Sums MSQ

Let X1 , X2 , X3 , X4 be i.i.d. random variables with p.m.f.

1
P (Xi = x) = , x = 1, 2, . . . .
x(x + 1)

Define
A = min(X1 , X2 ), B = X 1 + X2 .

Which of the following statements is/are true?

1
(A) P (A ≥ k) =
k2
1 1
(B) P (A = k) = 2 −
k (k + 1)2
1
(C) P (B = 2) =
4
1
(D) P (B = 3) =
6
1
(E) P (A = 1, B = 2) =
4
(F) P (A = 1 | B = 2) = 1
(G) P (A = 1 | B = 3) = 1
(H) P (A = B) = 0
(I) A ≤ B/2
(J) P (A > B/2) = 0
Correct Answer:
(A),(B),(C),(D),(E),(F),(G),(H),(I),(J)

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

Question 42

Source: Shared Components MSQ

Let X1 , X2 , X3 , X4 be i.i.d. random variables with p.m.f.

1
P (Xi = x) = , x = 1, 2, . . . .
x(x + 1)

Define
E = X1 + X 2 , F = X2 + X3 .

Which of the following statements is/are true?

1
(A) P (E = 2) =
4
1
(B) P (F = 2) =
4
1
(C) P (E = 2, F = 2) =
8
1
(D) P (E = 2 | F = 2) =
2
(E) P (E = F ) = P (X1 = X3 )
∞
X 1
(F) P (E = F ) =
k 2 (k + 1)2
k=1
(G) P (E > F ) = P (E < F )
(H) P (E > F ) + P (E < F ) + P (E = F ) = 1
(I) E, F are independent
1
(J) P (E > F ) =
2
Correct Answer:
(A),(B),(C),(D),(E),(F),(G),(H)

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

Question 43
Source: Min-Max Comparisons MSQ
Let X1 , X2 , X3 , X4 be i.i.d. random variables with p.m.f.

1
P (Xi = x) = , x = 1, 2, . . . .
x(x + 1)

Define

M = max(X1 , X2 ), N = min(X3 , X4 ).

Which of the following statements is/are true?

1
(A) P (N ≥ k) =
k2
 2
k
(B) P (M ≤ k) =
k+1
1
(C) P (M = 1) =
4
3
(D) P (N = 1) =
4
(E) P (M < N ) = P (X1 < X3 , X1 < X4 , X2 < X3 , X2 < X4 )
∞  2  
X k 1 1
(F) P (M = N ) = −
k+1 k2 (k + 1)2
k=1
(G) P (M < N ) + P (M = N ) + P (M > N ) = 1
(H) P (M > N ) = P (N < M )
(I) M, N are independent
3
(J) P (M = 1, N = 1) =
16
Correct Answer:
(A),(B),(C),(D),(E),(G),(H),(I),(J)

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