CH5019 Mathematical Foundations of Data Science Test 8 Questions

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CH5019 Mathematical Foundations of Data Science

Test 8 Questions

Question 1
You have samples of a random variable X. You also know that the distribution of X has
the property P(-4<=x<=-1)=0.994. Assuming a continuous Random Variable, which of
the following model pdfs are relatively best in explaining the distribution with respect to
the range [-7,8]

Options:
Option 1) f(x) = 1/3 for x in [-4,-1]
Option 2) f(x) = 1/11 for x in [-4,7]
Option 3) f(x) = 1/13 for x in [-6,7]
Option 4) f(x) = 1/5 for x in [-6,-1]

Answer:
f(x) = 1/3 for x in [-4,-1]

The concept we test:


Students should find the integral value of each option and return the option which
produces the integral the closest to c.

Question 2
The first quartile is defined as the point in a distribution at which 25% of the data is
below this point. Similarly, the second and third quartiles correspond to points at 50%
and 75% of the data. You are given a PDF f(X) ~ N(9,9) where N(a,b) is a Normal
distribution with mean a and standard deviation b. Find the first quartile of this
distribution

Options:
Option1) 3.93
Option 2) 2.93
Option 3) -0.07
Option 4) 1.93

Answer:
2.93
The concept we test:
Students should standardize the given normal distribution and then find the 25th
percentile of standard normal distribution.

Question 3 (repeated twice with different variants)


Given a set of independent observations of a random process:
[0.49 0.32 0.22 1.31 0.28]
You are required to model the pdf of this data in the form:
f(x) = a1*x^2 + a2*x + a3, x lies in [0,2].
Here, a1, a2 and a3 are the parameters of the pdf to be determined. Using the method of
moments, determine the values of a1, a2 and a3.

Options:
Option1) a1: 0.3136, a2: -1.3412, a3: 1.4231
Option 2) a1: 1.9058, a2: -0.1881, a3: -1.853
Option 3) a1: -1.2137, a2: -0.7876, a3: 2.9059
Option 4) a1: 1.284, a2: -2.4174, a3: 1.2054

Answer:
a1: 0.3136, a2: -1.3412, a3: 1.4231

The concept we test:


Students should be able to formulate the equations of MoM and estimate the coefficients.

Question 4
Following shows data sampled from a process that follows an exponential probability
distribution function given by:f(x)=λ exp(-λx) if x belongs to Rx; else f(x)=0 0.968 5.198
1.097 2.018 3.043
Find the MLE estimate for λ :-

Options:
Option 1) 2.423
Option 2) 1.557
Option 3) 2.465
Option 4) 0.406
Answer:
0.406

The concept we test:


MLE estimation

Question 5
The following samples were generated from a distribution of Pareto random variables
where the Cumulative density function is given by:F(x)=1-x^-β if x>1, F(x)=0 otherwise
1.008 1.088 1.067 1.123 1.083
Find the estimate for β using the Method of Moments (By equating the first order
moments)

Options:
Option 1) 14.557
Option 2) 1.074
Option 3) 0.001
Option 4) 0.931

Answer:
14.557
The concept we test:
CDF to PDF conversion, MoM Estimation

The PDF is given by:-

The mean from distribution :-

Hence
Xbar=
𝞫hat=0.406

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