For two independent random variables X & Y, Var (x ± y)=___________?

Related Mcqs:

1. Let X1,X2,……,Xn be a random sample from a density,,,, f(x ι θ) where θ is a value of the random variable Θwith known density gΘ(θ) Then the estimator ∏(θ) with…/ respect to the prior gΘ(θ) is define as_________________E[∏(θ)ιX1,X2,…..,Xn] is called?

   A. Posterior Bay’s estimator
   B. Minimax estimator
   C. Bay’s estimator
   D. Sufficient estimator

2. Let X1,X2,……,Xn be a random sample from a density,,,, f(x ι θ) where θ is a value of the random variable Θwith known density gΘ(θ) Then the estimator ∏(θ) with…/ respect to the prior gΘ(θ) is define as______________E[∏(θ)ιX1,X2,…..,Xn] is called?

   A. Posterior Bay’s estimator
   B. Minimax estimator
   C. Bay’s estimator
   D. Sufficient estimator

3. Let Z1,Z2,….Zn be independent and identically distributedrandom variable, satisfying E[ι Zt ι]<∞. Let N be an integer valued random variable whose value n depends only on the values of the first n Z¡'s. Suppose E(N)< ∞, then E(Z1,Z2,….Zn)=E(N)E(Z) is called ?

   A. Independence Equation
   B. Sequential Probability Likelihood Equation
   C. Neyman Pearson Lemma
   D. Wald’s Equation

4. If a & b are constants, then Var (a + bX) equal to_________________?

   A. Var(bX) + a
   B. b2 Var(X)
   C. b Var(x)
   D. None of these

5. Var (kY)= ____________?

   A. k Var (Y)
   B. k2 Var(Y)
   C. Var(Y)
   D. k2

6. The variance of randomvariable of x then var(x) = E[x-E[x]2 = E[________]?

   A. (X – A)2
   B. E(x)
   C. (x – u)2
   D. (x – 4)2

7. If a and b are two constants, then Var(a+bX) is_______________?

   A. a±bVar(X)
   B. Var(a)±Var(X)
   C. ±bVar(X)
   D. b2Var(X)
   E. (a±b)Var(X)

8. Var(2X+3) is________________?

   A. 5 Var(X)
   B. 4 Var(X)
   C. 4 Var(X)+3
   D. 5 Var(X)+3

9. if Var(θˆ)→0 as n → 0, then θˆ is said to be______________?

   A. Sufficient
   B. Efficient
   C. Unbiased
   D. Consistent

10. if Var(T2)_______________?

    A. Efficient
    B. Sufficient
    C. Unbiased
    D. Consistent