Probability-Kolmogorov's Inequalities (ISS Statistics Paper I (New 2016 MCQ Pattern)): Questions 4 - 5 of 5

Get 1 year subscription: Access detailed explanations (illustrated with images and videos) to 404 questions. Access all new questions we will add tracking exam-pattern and syllabus changes. View Sample Explanation or View Features.

Rs. 300.00 or

Question number: 4

» Probability » Kolmogorov's Inequalities

MCQ▾

Question

Which of the following statement is correct?

Choices

Choice (4) Response

a.

Kolmogorov’s Inequality is a special case of Martingale Maximal Inequality.

b.

Kolmogorov’s Inequality is a special case of Chebyshev’s Inequality.

c.

All of the above

d.

None of the above

Question number: 5

» Probability » Kolmogorov's Inequalities

MCQ▾

Question

For an infinite sequence (Xk)k , for every c>0, where , X1,X2,:ΩR be independent random variables on a common probability space (Ω,F,P), with expected value E[Xk]=0 and variance Var[Xk]<+ for k=1, 2 . and Sk=X1+X2+ which of the following inequality holds?

Choices

Choice (4) Response

a.

P(Supk Sk c)1ck=1VarXk

b.

P(Infk Sk c)1c2k=1VarXk

c.

P(Supk Sk c)1c2k=1VarXk

d.

P(Supk Sk c)1c2k=1VarXk2

Sign In