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32 questions match · page 1 of 2

CSIR NET June 2025 · Part B (3 Marks)Probability, Statistics & Linear Programming#the-two-cells-proportional-to-theta-pool-into-a-single-exponent

Consider a discrete random variable X with the probability mass function P(X=0)=θ/3,P(X=1)=1−θ/2,P(X=2)=θ/6P(X = 0) = \theta/3, P(X = 1) = 1 - \theta/2, P(X = 2) = \theta/6, where θ∈(0,1)\theta \in (0, 1) is an unknown parameter. In a random sample of size 90 from this distribution, the observed counts for X = 0, 1 and 2 are 20, 60 and 10, respectively. Then, the maximum likelihood estimate of θ\theta is

Single choice · Estimation

CSIR NET December 2025 · Part B (3 Marks)Probability, Statistics & Linear Programming#compare-all-four-likelihoods-a-tie-among-distractors-is-not-the-max

Let X be a Binomial(n, p) random variable, where n ∈ {5, 6} and p ∈ {1/4, 3/4}. If X = 3 is observed, then the maximum likelihood estimate of (n, p) is

Single choice · Estimation

CSIR NET December 2025 · Part B (3 Marks)Probability, Statistics & Linear Programming#find-a-pivotal-quantity-first-x-over-theta-has-a-theta-free-density-he

Let X be a single sample from an absolutely continuous distribution with probability density function f(x∣θ)=(2/θ2)(θ−x)\theta) = (2/\theta^{2})(\theta-x) if 0<x<θ0 < x < \theta, and 0 otherwise, where θ>0\theta > 0 is unknown. Which of the following intervals is a 95% confidence interval for θ\theta?

Single choice · Estimation

CSIR NET June 2025 · Part C (4.75 Marks)Probability, Statistics & Linear Programming#the-expected-range-is-short-by-n-minus-1-over-n-plus-1-and-must-be-inf

Let X1,X2,…,Xn(n≥3)X_{1}, X_{2}, \dots, X_{n} (n \ge 3) be a random sample from the uniform distribution on the interval (θ1−θ2,θ1+θ2)(\theta_{1} - \theta_{2}, \theta_{1} + \theta_{2}), where θ1∈R\theta_{1} \in \mathbb{R} and θ2>0\theta_{2} > 0 are unknown parameters. Let X(j)X_{(j)} be the jᵗʰ order statistic, j = 1, 2, …, n, and let Xˉ=(1/n)∑i{\bar{X}} = (1/n)\sum_{i}₌1nXi_{1}^{n} X_{i}. Here, (X(1),X(n))(X_{(1)}, X_{(n)}) is a complete and sufficient statistic for (θ1,θ2)(\theta_{1}, \theta_{2}). Then, which of the following statements are true?

Multi-select · full marks only for the exact set · Estimation

CSIR NET June 2025 · Part C (4.75 Marks)Probability, Statistics & Linear Programming#location-and-scale-are-the-same-theta-so-the-variance-is-2-theta-squar

Let X1,X2,…,Xn(n≥2)X_{1}, X_{2}, \dots, X_{n} (n \ge 2) be a random sample from a continuous distribution with the probability density function f(x|θ)=\theta) = (1/2θ)e−∣x−θ∣/θ(1/2\theta)e^{-|x-\theta|/\theta}, x∈Rx \in \mathbb{R}, where θ(>0)\theta (> 0) is an unknown parameter. Let Un=(1/n)∑iU_{n} = (1/n)\sum_{i}₌1nXi,Vn=(1/n)∑i_{1}^{n} X_{i}, V_{n} = (1/n)\sum_{i}₌1nXi2_{1}^{n} X_{i}^{2}, and Sn2=(1/(n−1))∑iS_{n}^{2} = (1/(n-1))\sum_{i}₌1n(Xi−Un)2_{1}^{n}(X_{i} - U_{n})^{2}. Then, which of the following statements are true?

Multi-select · full marks only for the exact set · Estimation

CSIR NET December 2025 · Part C (4.75 Marks)Probability, Statistics & Linear Programming#check-what-each-piece-actually-converges-to-before-trusting-the-ratio

Let X1,X2,…,Xn(n≥2)X_{1}, X_{2}, \dots, X_{n} (n\ge2) be a random sample from an Exponential distribution with the probability density function f(x∣μ,σ)=(1/σ)exp⁡((μ−x)/σ)\mu,\sigma) = (1/\sigma)\exp((\mu-x)/\sigma) if x>μ,0x>\mu, 0 otherwise, where parameters μ\mu and σ\sigma are unknown and positive. Let Xˉn,Sn2{\bar{X}}_{n}, S_{n}^{2} and X1:nX_{1}:_{n} denote the sample mean, the sample variance and the sample smallest order statistic, respectively, and let θ=σ/μ\theta = \sigma/\mu. Then which of the following statements are true?

Multi-select · full marks only for the exact set · Estimation

CSIR NET December 2025 · Part C (4.75 Marks)Probability, Statistics & Linear Programming#both-support-constraints-are-lower-bounds-on-theta-so-the-mle-is-their

Let X1,X2,…,Xn(n≥2)X_{1}, X_{2}, \dots, X_{n} (n\ge2) be a random sample from Uniform[−3θ/2,θ/2][-3\theta/2, \theta/2] distribution, where θ>0\theta>0 is an unknown parameter. Let Xˉ,X(1){\bar{X}}, X_{(1)} and X(n)X_{(n)} denote respectively the mean, the smallest order statistic and the largest order statistic of the sample. Then which of the following statements are true?

Multi-select · full marks only for the exact set · Estimation

CSIR NET December 2025 · Part C (4.75 Marks)Probability, Statistics & Linear Programming#check-the-actual-alpha-and-alpha-squared-coefficients-arithmetic-not-j

Let X1,X2,…,Xn(n>5)X_{1},X_{2},\dots,X_{n} (n>5) be independent random variables such that Xt=α+α2t+εtX_{t}=\alpha+\alpha^{2}t+\varepsilon_{t}, for t=1,…,n, where ε1,ε2,…,εn\varepsilon_{1},\varepsilon_{2},\dots,\varepsilon_{n} are independent and identically distributed N(0,σ2)N(0,\sigma^{2}) random variables. Here α∈R\alpha\in\mathbb{R} and σ>0\sigma>0 are unknown parameters. Which of the following statements are true?

Multi-select · full marks only for the exact set · Estimation

CSIR NET December 2024 · Part B (3 Marks)Probability, Statistics & Linear Programming#the-components-do-not-overlap-so-y-is-observed

Let X and Y be independent random variables such that X follows U(0, 1) distribution and Y follows Bernoulli distribution with success probability p ∈ (0, 1). Define Z = X + Y. Let z1=0.5,z2=1.2,z3=1.3,z4=0.9,z5=0.1,z6=0.7z_{1} = 0.5, z_{2} = 1.2, z_{3} = 1.3, z_{4} = 0.9, z_{5} = 0.1, z_{6} = 0.7 be the observed values from the distribution of Z. Then the maximum likelihood estimate of p equals

Single choice · Estimation

CSIR NET December 2024 · Part B (3 Marks)Probability, Statistics & Linear Programming#only-one-side-of-the-interval-can-fail

Suppose that the probability density function of the random variable X is f(x)=2(θ−x)/θ2f(x) = 2(\theta - x)/\theta^{2} if 0≤x≤θ0 \le x \le \theta, and 0 otherwise, where θ>0\theta > 0 is an unknown parameter. Based on a single observation X, the confidence coefficient of the confidence interval [(2/5)X, (5/2)X] for θ\theta is

Single choice · Estimation

CSIR NET December 2024 · Part B (3 Marks)Probability, Statistics & Linear Programming#the-prior-adds-one-to-the-exponent

Let X1,X2,…,XnX_{1}, X_{2}, \dots, X_{n} be a random sample from distribution Poisson(θ),θ>0(\theta), \theta > 0. Let π(θ)=e(−θ),θ>0\pi(\theta) = e^(-\theta), \theta > 0, be the prior distribution of θ\theta. Under the squared error loss function, which of the following is the Bayes estimator of e(−2θ)e^(-2\theta)?

Single choice · Estimation

CSIR NET December 2024 · Part B (3 Marks)Probability, Statistics & Linear Programming#the-parameter-moves-both-endpoints

Let X1,X2,…,Xn(n≥2)X_{1}, X_{2}, \dots, X_{n} (n \ge 2) be a random sample from Uniform(θ,1−θ)(\theta, 1 - \theta) distribution, where −∞<θ<1/2-\infty < \theta < 1/2. The maximum likelihood estimator of θ\theta is

Single choice · Estimation

CSIR NET June 2024 · Part B (3 Marks)Probability, Statistics & Linear Programming#parameter-free-category-carries-no-information

Consider a distribution with probability mass function f(x | θ)=(1−θ)/2\theta) = (1 - \theta)/2 if x = 0; 1/2 if x=1;θ/2x = 1; \theta/2 if x = 2; and 0 otherwise, where θ∈(0,1)\theta \in (0, 1) is an unknown parameter. In a random sample of size 100 from the above distribution, the observed counts of 0, 1 and 2 are 20, 30 and 50 respectively. Then, the maximum likelihood estimate of θ\theta based on the observed data is

Single choice · Estimation

CSIR NET June 2024 · Part B (3 Marks)Probability, Statistics & Linear Programming#conjugate-prior-posterior-mean

Let X1,…,X10X_{1}, \dots, X_{10} be a random sample from a distribution with the probability density function f(x|θ)=θx(θ−1)\theta) = \theta{}x^(\theta-1) if 0 < x < 1, and 0 otherwise, where θ>0\theta > 0 is an unknown parameter. The prior distribution of θ\theta is given by π(θ)=θe(−θ)\pi(\theta) = \theta{}e^(-\theta) if θ>0\theta > 0, and 0 otherwise. The Bayes estimator of θ\theta under squared error loss is

Single choice · Estimation

CSIR NET December 2024 · Part C (4.75 Marks)Probability, Statistics & Linear Programming#the-parameter-space-is-open-so-the-extremes-have-no-mle

Let X1,X2,…,X10X_{1}, X_{2}, \dots, X_{10} be a random sample of size 10 from a Bernoulli distribution with success probability 1/(1+eθ)1/(1 + e^\theta), where θ∈R\theta \in \mathbb{R} is an unknown parameter. If M=∑(i=1..10)XiM = \sum(i=1..10)X_{i}, then which of the following statements are true?

Multi-select · full marks only for the exact set · Estimation

CSIR NET December 2024 · Part C (4.75 Marks)Probability, Statistics & Linear Programming#the-maximum-tracks-the-upper-endpoint

Let X1,X2,…,XnX_{1}, X_{2}, \dots, X_{n} be a random sample of size n from U(θ,θ+1)U(\theta, \theta + 1) distribution, where θ∈R\theta \in \mathbb{R} is an unknown parameter. If Tn=max⁡T_{n} = \max{X1,X2,…,XnX_{1}, X_{2}, \dots, X_{n}}, n = 1, 2, …, then which of the following statements are true?

Multi-select · full marks only for the exact set · Estimation

CSIR NET December 2024 · Part C (4.75 Marks)Probability, Statistics & Linear Programming#the-sample-is-of-systems-not-components

Consider a manufacturing unit producing three-component series systems, where component's lifetimes are independent and identically distributed random variables with hazard function h(x)=λh(x) = \lambda if x > 0, and 0 otherwise. Here, λ>0\lambda > 0 is an unknown parameter. Let X1,X2,X3X_{1}, X_{2}, X_{3} be a random sample of size 3 on lifetimes of systems produced by the manufacturing unit. Let θ=Pλ(X1>1/2)\theta = P_\lambda(X_{1} > 1/2). If θ\thetâ is the maximum likelihood estimate of θ\theta based on the realization x1=1/2,x2=1/6,x3=1/3x_{1} = 1/2, x_{2} = 1/6, x_{3} = 1/3 of the random sample, then which of the following statements are true?

Multi-select · full marks only for the exact set · Estimation

CSIR NET December 2024 · Part C (4.75 Marks)Probability, Statistics & Linear Programming#injective-functions-inherit-sufficiency

Let X, Y, Z be independent and identically distributed (i.i.d.) random variables, each following Bernoulli(θ),0<θ<1(\theta), 0 < \theta < 1. Then, which of the following statements are true?

Multi-select · full marks only for the exact set · Estimation

CSIR NET December 2024 · Part C (4.75 Marks)Probability, Statistics & Linear Programming#the-minimum-of-n-exponentials-has-rate-n

Let X1,X2,…,XnX_{1}, X_{2}, \dots, X_{n} be a random sample from an exponential distribution with probability density function f(x|θ)=e(−(x−θ))\theta) = e^(-(x-\theta)) if x≥θx \ge \theta, and 0 otherwise, where θ∈R\theta \in \mathbb{R} is an unknown parameter. If X(1)=min⁡X_{(1)} = \min{X1,X2,…,XnX_{1}, X_{2}, \dots, X_{n}}, then which of the following statements are true?

Multi-select · full marks only for the exact set · Estimation

CSIR NET December 2024 · Part C (4.75 Marks)Probability, Statistics & Linear Programming#the-maximum-estimates-the-other-endpoint

Let X1,X2,…,XnX_{1}, X_{2}, \dots, X_{n} be a random sample of size n from U(θ,θ+1)U(\theta, \theta + 1) distribution, where θ∈R\theta \in \mathbb{R} is the unknown parameter. If Tn=min⁡T_{n} = \min{X1,X2,…,XnX_{1}, X_{2}, \dots, X_{n}}, n = 1, 2, …, then which of the following statements are true?

Multi-select · full marks only for the exact set · Estimation

CSIR NET December 2024 · Part C (4.75 Marks)Probability, Statistics & Linear Programming#the-expression-simplifies-to-twice-the-usual

Let X1,X2,…,XnX_{1}, X_{2}, \dots, X_{n} be a random sample from N(θ,1)N(\theta, 1) distribution, where θ∈R\theta \in \mathbb{R} is unknown. Let δn\delta_{n} be the Bayes estimator of θ\theta, under the squared error loss function L(θ,a)=(a−θ)2,a,θ∈RL(\theta, a) = (a - \theta)^{2}, a, \theta \in \mathbb{R} and the prior distribution N(1, 2). If (1/n)[(2n+1)δn−1−2nθ](1/\sqrt{n})[(2n + 1)\delta_{n} - 1 - 2n\theta] converges in distribution to a random variable Z, as n→∞n \to \infty, then which of the following statements are true?

Multi-select · full marks only for the exact set · Estimation

CSIR NET December 2024 · Part C (4.75 Marks)Probability, Statistics & Linear Programming#overlapping-index-ranges-are-not-independent

Let X1,X2,…,X13X_{1}, X_{2}, \dots, X_{13} be independent and identically distributed (i.i.d.) Poisson(θ)(\theta) random variables, where θ>0\theta > 0. Then, which of the following statements are true?

Multi-select · full marks only for the exact set · Estimation

CSIR NET June 2024 · Part C (4.75 Marks)Probability, Statistics & Linear Programming#two-lower-bounds-mean-take-the-max

Let X1,…,Xn(n≥2)X_{1}, \dots, X_{n} (n \ge 2) be a random sample from aU(−θ,2θ)a U(-\theta, 2\theta) distribution, where θ>0\theta > 0 is an unknown parameter. Let Xˉ=(1/n)∑i{\bar{X}} = (1/n)\sum_{i}₌1nXi,X(1)=min⁡_{1}^{n}X_{i}, X_{(1)} = \min{X1,…,XnX_{1}, \dots, X_{n}} and X(n)=max⁡X_{(n)} = \max{X1,…,XnX_{1}, \dots, X_{n}}. Which of the following statements are true?

Multi-select · full marks only for the exact set · Estimation

CSIR NET June 2024 · Part C (4.75 Marks)Probability, Statistics & Linear Programming#a-tight-prior-wins-a-flat-prior-yields

Let Y1,…,Yn(n≥2)Y_{1}, \dots, Y_{n} (n \ge 2) be independent observations; YiY_{i} ~ N(βxi,σ2),i=1,…,nN(\beta{}x_{i}, \sigma^{2}), i = 1, \dots, n; where x1,…,xnx_{1}, \dots, x_{n} and σ2(>0)\sigma^{2}(> 0) are known constants and β∈R\beta \in \mathbb{R} is an unknown parameter. Consider N(β0,τ2)N(\beta_{0}, \tau^{2}) prior for the parameter β\beta, where β0\beta_{0} and τ2(>0)\tau^{2}(> 0) are known constants, and N(μ,λ2)N(\mu, \lambda^{2}) denotes a normal distribution with mean μ\mu and variance λ2\lambda^{2}. Suppose ȳ =(1/n)∑i= (1/n)\sum_{i}₌1nyi_{1}^{n}y_{i} and xˉ=(1/n)∑i{\bar{x}} = (1/n)\sum_{i}₌1nxi_{1}^{n}x_{i} are observed sample means. Under squared error loss function, which of the following statements are true?

Multi-select · full marks only for the exact set · Estimation

CSIR NET June 2024 · Part C (4.75 Marks)Probability, Statistics & Linear Programming#basu-makes-the-ratio-independent

Let X1,…,XnX_{1}, \dots, X_{n} be independent and identically distributed U(0,θ),θ>0U(0, \theta), \theta > 0 random variables. Define X(n)=max⁡X_{(n)} = \max{X1,…,XnX_{1}, \dots, X_{n}} and X(1)=min⁡X_{(1)} = \min{X1,…,XnX_{1}, \dots, X_{n}}. Which of the following statements are true?

Multi-select · full marks only for the exact set · Estimation

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