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    Page 1 of Muhammad Imdadullah 03017454791, Pakistan ,: Mimdadasad@bzu - Edu.pk

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    This document contains 17 multiple choice questions regarding statistics and testing of hypotheses. The questions cover topics such as properties of estimators like unbiasedness, consistency, efficiency, and sufficiency. Other questions address likelihood functions, Cramer-Rao inequality, generalized likelihood ratio tests, and Wald's equation. The answers to each question are provided at the end.

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    Page 1 of Muhammad Imdadullah 03017454791, Pakistan ,: Mimdadasad@bzu - Edu.pk

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    zubairulhassan
    89 views4 pages
    This document contains 17 multiple choice questions regarding statistics and testing of hypotheses. The questions cover topics such as properties of estimators like unbiasedness, consistency, efficiency, and sufficiency. Other questions address likelihood functions, Cramer-Rao inequality, generalized likelihood ratio tests, and Wald's equation. The answers to each question are provided at the end.

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    Hypothesis 3

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    This document contains 17 multiple choice questions regarding statistics and testing of hypotheses. The questions cover topics such as properties of estimators like unbiasedness, consistency, efficiency, and sufficiency. Other questions address likelihood functions, Cramer-Rao inequality, generalized likelihood ratio tests, and Wald's equation. The answers to each question are provided at the end.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    89 views4 pages

    Page 1 of Muhammad Imdadullah 03017454791, Pakistan ,: Mimdadasad@bzu - Edu.pk

    Uploaded by

    zubairulhassan
    This document contains 17 multiple choice questions regarding statistics and testing of hypotheses. The questions cover topics such as properties of estimators like unbiasedness, consistency, efficiency, and sufficiency. Other questions address likelihood functions, Cramer-Rao inequality, generalized likelihood ratio tests, and Wald's equation. The answers to each question are provided at the end.

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    You are on page 1of 4

    Statistics MCQs on Testing of Hypothesis

    Q1: If V ar() 0 as n 0, then is said to be


    A) Unbiased
    B) Sucient

    om
    C) Ecient
    D) Consistent
    Q2: If E() = , then is said to be
    A) Unbiased
    B) Sucient

    e.c
    C) Ecient
    D) Consistent
    Q3: If V ar(T2 ) < V ar(T1 ), then T2 is
    A) Unbiased
    B) Ecient
    C) Sucient
    D) Consistent tur
    Q4: If f (x1 , x2 , , xn ; ) = g(; )h(x1 , x2 , , xn ), then is
    A) Unbiased
    B) Ecient
    fea
    C) Sucient
    D) Consistent
    Q5: Which of the following assumptions are required to show the
    consistency, unbiasedness and eciency of the OLS estimator?
    /it

    (a) E(t ) = 0
    (b) V ar(t ) = 2
    (c) Cov(t , tj ) = 0; t 6= t j
    p:/

    (d) t N (0, 2 )
    A) (ii) and (iv) only
    B) (i) and (iii) only
    C) (i), (ii) and (iii) only
    D) (i), (ii), (iii) and (iv) only
    htt

    Q6: For a biased estimator of , which one is correct


    Page 1 of 4
    Muhammad Imdadullah
    03017454791, Pakistan

    http://itfeature.com, mimdadasad@bzu.edu.pk
    Statistics MCQs on Testing of Hypothesis

    A) M SE() = SD() + Bias


    B) M SE() = V ar() + Bias2
    C) M SE() = V ar() + Bias

    om
    D) M SE() = SD() + Bias2
    Q7: A test is said to be most powerful test of size , if
    A) Among all other test of size or greater it has the largest
    B) Among all other test of size or less it has the largest power
    C) Among all other test size a or greater it has the larger 1-

    e.c
    D) Among all other test of size or greater it has the smallest
    power
    Q8: In statistical inference, the best asymptotically normal estimator
    is denote by
    A) BAN
    B) CANE
    C) BANE
    D) A) and B)
    E) None of these
    tur
    Q9: If the conditional distribution of X1 , X2 , , Xn given S = s,
    fea
    does not depend on , for any value of S = s, the statistics
    S = s(X1 , X2 , , Xn ) is called
    A) Unbiased
    B) Consistent
    C) Sucient
    D) Ecient
    /it

    Q10: A set of jointly sucient statistics is dened to be minimal


    sucient if and only if
    A) It is a function of every other set of sucient statistics
    B) It is not a function of every other set of sucient statistics
    p:/

    C) It is a function of some other set of sucient statistics


    D) It is a function of any sucient statistics in the set
    Q11: If X1 , X2 , , Xn is the joint density of n random variables, say,
    f (X1 , X2 , , Xn ; ) which is considered to be a function of .
    Then L(; X1 , X2 , , Xn ) is called
    htt

    A) Maximum Likelihood function

    Page 2 of 4
    Muhammad Imdadullah
    03017454791, Pakistan

    http://itfeature.com, mimdadasad@bzu.edu.pk
    Statistics MCQs on Testing of Hypothesis

    B) Likelihood Function
    C) Log Function
    D) Marginal Function

    om
    Q12: For two estimators T1 = t1 (X1 , X2 , , Xn ) and
    T2 = t2 (X1 , X2 , , Xn ) then estimator t1 is dened to be
    Rt1 () Rt2 () for all in
    A) Admissible Estimator
    B) Sucient Estimator

    e.c
    C) Consistent Estimator
    D) Minimax Estimator
    Q13: Let X1 , X2 , , Xn be a random sample from the density f (x; ),
    where may be vector. If the conditional distribution of
    X1 , X2 , , Xn given S = s does not depend on for any value
    of s of S, then statistic is called.
    A) Minimax Statistics
    B) Ecient
    C) Sucient Statistic
    tur
    D) Minimal Sucient Statistic
    fea
    [ 0 ()]2
    Q14: V ar (T ) 2 , where T = t(X1 , X2 , , Xn ) is an
    nE[ logf ((X;) ]
    unbiased estimator of (). Then above inequality is called
    A) Cauchy Schawarz Inequality
    B) Bool's Inequality
    C) Chebyshev's Inequality
    /it

    D) Cramer Rao Inequality


    Q15: Let X1 , X2 , , Xn be a random sample from a density f (x|),
    where is a value of the random variable with known density
    g (). Then the estimator () with respect to the prior g () is
    p:/

    dened as E[ ()|X1 , X2 , , Xn ] is called


    A) Minimax Estimator
    B) Posterior Bay's Estimator
    C) Bay's Estimator
    D) Sucient Estimator
    htt

    Q16: Let L(; X1 , X2 , , Xn ) be the likelihood function for a sample


    X1 , X2 , , Xn having joint density f (x1 , x2 , , xn ; ) where ?
    Page 3 of 4
    Muhammad Imdadullah
    03017454791, Pakistan

    http://itfeature.com, mimdadasad@bzu.edu.pk
    Statistics MCQs on Testing of Hypothesis

    belong to parameter space. Then a test dened as = n =


    Sup0 L(;x1 ,x2 , ,xn )
    (x1 , x2 , , xn ) = Sup L(;x1 ,x2 , ,xn )
    A) Generalized Likelihood Ratio test

    om
    B) Most Powerful Uniformly Test
    C) Monotone Likelihood Ratio Test
    D) Unbiased Test
    Q17: Let Z1 , Z2 , , Zn be independently and identically distributed
    random variables, satisfying E[|Zt |] < . Let N be an integer

    e.c
    valued random variable whose value n depends only on the values
    of the rst n Zi 's. Suppose E(N ) < , then E(Z1 +Z2 + +Zn ) =
    E(N )E(Zi ) is called
    A) Independence Equation
    B) Neyman Pearson Lemma
    C) Sequential Probability Likelihood Equation
    D) Wald's Equation
    Answers
    tur
    1) D 2) A 3) B 4) C 5) C
    6) B 7) B 8) D 9) C 10)A
    fea
    11)B 12)A 13)D 14)D 15)C
    16)A 17)D
    /it
    p:/
    htt

    Page 4 of 4
    Muhammad Imdadullah
    03017454791, Pakistan

    http://itfeature.com, mimdadasad@bzu.edu.pk

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