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...