Normal Distribution and Uniform Distribution
(1) Let 𝑥1 , 𝑥2 , … , 𝑥𝑛 be i.i.d. random variables, each having the N (2,4)
distribution. If,
𝑃(2𝑥1 − 3𝑥2 + 6𝑥3 > 17) = 1 − (𝛽),
Then the value of 𝛽 {IIT JAM MS-2023}
(2) Let X and Y be two i.i.d. random variables having U (0,1) distribution.
Then 𝑃(𝑥 2 < 𝑌 < 𝑋)….
{IIT JAM MS-2022}
(3) Let X be random variable having the probability density function,
𝑎𝑥 2 + 𝑏, 0≤𝑥≤3
𝑓(𝑓) = {
0, 𝑂𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
2
Where a and b are real constant, and 𝑃(𝑋 ≥ 2) = .
3
Then find E(X). {IIT JAM MS-2022}
(4) Let {𝑋𝑛 }𝑛≥1 be a sequence of independent and identically
distributed random variables with pdf,
1, 𝑖𝑓 0 < 𝑥 < 1
𝑓(𝑥) = {
0, 𝑂𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Then, The Value of the limit
𝑛
1 1
lim (− ∑ ln 𝑋𝑖 ≤ 1 + )
𝑛→∞ 𝑛 √𝑛
𝑖=1
1
(A) (B) Φ(1) (C) 0 (D) Φ(2)
2
{IIT JAM MS-2021}
(5) Let X be a U(0,1) random variable and let 𝑌 = 𝑋 2 . If 𝜌 is the
correlation coefficient between the random variables X and Y, then
48𝜌2 is equal to {IIT JAM MS-2021}
(A) 48 (B) 45 (C) 35 (D) 30
(6) Let {𝑋𝑛 }𝑛≥1 be a sequence of i.i.d. N (0,1) random variables. Then-
∑𝑛 4
𝑖=1 𝑋𝑖 −3𝑛
lim 𝑃 ( ≤ √6) {IIT JAM MS-2021}
𝑛→∞ √32𝑛
Is equal to
1
(A) 0 (B) Φ(1) (C) √2 (D)
2
|𝑋|
(7) Let X and Y be independent N(0,1) random variables and 𝑍 = .
|𝑌|
Then, which of the following expectations is finite?
1 1
(A)𝐸 ( ) (B) 𝐸(𝑍√𝑍) (C) 𝐸(𝑍) (D) 𝐸 ( )
𝑍 √ 𝑍 √𝑍
{IIT JAM MS-2021}
(8) Let 𝑋1 , 𝑋2 , … , 𝑋10 be a random sample from N(1,2) distribution. If
1 1 10
𝑋̅ = ∑10 ̅ 2
𝑖=1 𝑋𝑖 and 𝑆 = ∑𝑖=1(𝑋𝑖 − 𝑋 )
2
10 9
Then 𝑉𝑎𝑟(𝑆 2 ) equals- {IIT JAM MS-2020}
2 4 11 8
(A) (B) (C) (D)
5 9 9 9
(9) Let {𝑋𝑛 }𝑛≥1 be a sequence of i.i.d. random variables such that
𝐸(𝑋𝑖 ) = 1 and 𝑉𝑎𝑟(𝑋𝑖 ) = 1, 𝑖 = 1,2,3, … Then the approximate
1
distribution of ∑𝑛𝑖=1(𝑋2𝑖 − 𝑋2𝑖−1 ), for large n, is
√𝑛
(A) N(0,1) (B) N(0,2) (C) N(0,0.5) (D) N(0.0.25)
{IIT JAM MS-2020}
(10) Let 𝑍1 and 𝑍2 be i.i.d. N(0,1) random variables. If 𝑌 = 𝑍12 + 𝑍22 , Then
𝑃(𝑃 > 4) equals-
1
(A) 𝑒 −2 (B) 1 − 𝑒 −2 (C) 𝑒 −2 (D) 𝑒 −4
2
{IIT JAM MS-2020}
(11) Let 𝑋1 , 𝑋2 and 𝑋3 be independent random variables such that
𝑋1 ~𝑁(47,10), 𝑋2 ~𝑁(55,15) and 𝑋3 ~𝑁(60,14). Then 𝑃(𝑋1 + 𝑋2 ≥ 2𝑋3 )
equals…
{IIT JAM MS-2020}
