ISS Statistics Paper I (New 2016 MCQ Pattern): Questions 200 - 205 of 404

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Question number: 200

» Probability » Probability Distributions » Poisson

MCQ▾

Question

The telegraph function has autocorrelation function of:

Choices

Choice (4) Response

a.

st

b.

1

c.

RX(τ)=e2c τ

d.

RX(τ)=e2c τ

Question number: 201

» Probability » Distribution Functions and Properties

MCQ▾

Question

Consider the following Markov chain with state space {a, b, c}:

P=(1/21/41/41/31/31/3100)

What is the probability that the chain in state b when it is already in state b.

Choices

Choice (4) Response

a.

0.5

b.

0.0

c.

0.33

d.

0.2

Question number: 202

» Probability » Distribution Functions and Properties

MCQ▾

Question

A process is Martingale if and only if:

Choices

Choice (4) Response

a.

For all n, E [| Xn| ] < ∞

b.

(Xn) is adapted to (Fn) where Fn is a filtration

c.

For all n, E (Xn + 1| X0, X1, …, Xn) =Xn

d.

All a. , b. and c. are correct

Question number: 203

» Probability » Distribution Functions and Properties

MCQ▾

Question

In a wide-sense stationary process the mean function is:

Choices

Choice (4) Response

a.

mX(t)=ct

b.

mX(t)=ct

c.

mX(t)=ct2

d.

mX(t)=c

Question number: 204

» Probability » Distribution Functions and Properties

MCQ▾

Question

In a wide-sense stationary process the autocorrelation RX (t, s) is a function is:

Choices

Choice (4) Response

a.

t

b.

Autocorrelation does not depend on s or t

c.

s

d.

st

Question number: 205

» Probability » Distribution Functions and Properties

MCQ▾

Question

In an Irreducible Markov chain:

Choices

Choice (4) Response

a.

You can move from one state to another only in 1 direction

b.

You can only move between 1 of two states

c.

All the states can communicate with each other

d.

There is at least one state when you can go with 0 probability.

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