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ASRB Agricultural Research Service Stochastic Processes: practice questions

ASRB Agricultural Research Service (ARS) - Agricultural Statistics scientist · India · Agricultural Scientists Recruitment Board (ICAR)

Original practice questions written to the published syllabus · not past papers
10worked here, free
33written to this exam in this subject
9syllabus units

What this subject covers

Random processes in time: Markov chains and their classification and limits, Poisson and birth-death processes, branching processes and Brownian motion, applied to population growth, epidemics, queues and weather sequences such as wet- and dry-day chains.

In the exams: GATE ST 'Stochastic Processes' (heavy); UPSC ISS Statistics I (present); ISI admission (present); CSIR-NET Unit 4 (present); light in AICE-JRF Ag Stat

Where the 33 questions fall

How our questions for ASRB Agricultural Research Service spread across the units of Stochastic Processes. Difficulty: 5 easy, 24 medium, 4 hard.

Markov-chain models of rainfall and crop sequences9
Queueing models M/M/1 and M/M/c5
Renewal processes (introduction)4
Markov chains: transition matrices and Chapman-Kolmogorov equations3
Pure birth, pure death and birth-death processes3
Branching processes and extinction probability3
Limiting and stationary distributions2
Poisson process and its properties2
Brownian motion and its basic properties2

10 practice questions, worked

Choose an answer, then open the working. Each explanation says why the right answer is right and why the others are not.

1 · Poisson process and its properties · medium

Rain events occur as a Poisson process with rate 2 per week, and amounts per event have mean 5 mm and E(Y²) = 34 mm². What is the variance of total rainfall over 10 weeks?

  1. 100
  2. 180
  3. 500
  4. 680
Answer and working

D. 680

Compound Poisson: Var(S(t)) = λtE(Y²) = 20 × 34 = 680 mm². Using Var(Y) = 9 instead of E(Y²) gives 180; the mean is 100 mm.

Further reading: Karlin and Taylor, A First Course in Stochastic Processes; Ross, Introduction to Probability Models; Medhi, Stochastic Processes

2 · Pure birth, pure death and birth-death processes · medium

A biocontrol agent has per-individual birth rate 0.3 and death rate 0.2 per day (linear birth-death). What is the probability of eventual extinction if 5 individuals are released?

  1. 1.000
  2. 0.667
  3. 0.868
  4. 0.132
Answer and working

D. 0.132

For λ > μ, extinction from i individuals has probability (μ/λ)ⁱ = (2/3)⁵ = 0.132. 0.667 is the risk from a single individual.

Further reading: Karlin and Taylor, A First Course in Stochastic Processes; Ross, Introduction to Probability Models; Medhi, Stochastic Processes

3 · Branching processes and extinction probability · medium

A single introduction has extinction probability 0.5. What is the extinction probability with 10 independent founders?

  1. 0.0010
  2. 0.5000
  3. 0.1000
  4. 0.0500
Answer and working

A. 0.0010

Independent lines must all die out: qᵏ = 0.5¹⁰ = 0.0010.

Further reading: Karlin and Taylor, A First Course in Stochastic Processes; Ross, Introduction to Probability Models; Medhi, Stochastic Processes

4 · Queueing models M/M/1 and M/M/c · medium

In an M/M/1 queue with μ = 6 per hour, the arrival rate rises from 4 to 5.5 per hour. How does the mean time in the system change?

  1. It is unchanged
  2. From 0.5 hour to 2 hours
  3. From 0.5 hour to 0.6 hour
  4. From 2 hours to 0.5 hour
Answer and working

B. From 0.5 hour to 2 hours

W = 1/(μ − λ): 1/2 hour at λ = 4, 1/0.5 = 2 hours at λ = 5.5. Waiting explodes as ρ approaches 1.

Further reading: Karlin and Taylor, A First Course in Stochastic Processes; Ross, Introduction to Probability Models; Medhi, Stochastic Processes

5 · Markov-chain models of rainfall and crop sequences · medium

In a monsoon wet/dry chain, P(wet | dry yesterday) = 0.2 and P(wet | wet yesterday) = 0.6. What is the long-run probability of a wet day?

  1. 0.333
  2. 0.400
  3. 0.600
  4. 0.200
Answer and working

A. 0.333

π(W) = p₀₁/(1 − p₁₁ + p₀₁) = 0.2/0.6 = 0.333. 0.4 averages the two conditional probabilities.

Further reading: Karlin and Taylor, A First Course in Stochastic Processes; Ross, Introduction to Probability Models; Medhi, Stochastic Processes

6 · Markov-chain models of rainfall and crop sequences · easy

In a wet/dry chain with P(wet | wet) = 0.6, what is the mean length of a wet spell?

  1. 0.6 day
  2. 2.5 days
  3. 1.67 days
  4. 1.5 days
Answer and working

B. 2.5 days

Wet-spell length is geometric with mean 1/(1 − p₁₁) = 1/0.4 = 2.5 days. 1/0.6 uses the persistence probability itself.

Further reading: Karlin and Taylor, A First Course in Stochastic Processes; Ross, Introduction to Probability Models; Medhi, Stochastic Processes

7 · Markov-chain models of rainfall and crop sequences · medium

With P(wet | dry) = 0.2, what is the probability that a dry spell, once started, lasts at least 10 days?

  1. 0.0268
  2. 0.107
  3. 2.0
  4. 0.134
Answer and working

D. 0.134

After the first dry day, 9 more dry days are needed: (1 − p₀₁)⁹ = 0.8⁹ = 0.134. 0.8¹⁰ = 0.107 counts one day too many.

Further reading: Karlin and Taylor, A First Course in Stochastic Processes; Ross, Introduction to Probability Models; Medhi, Stochastic Processes

8 · Markov-chain models of rainfall and crop sequences · medium

How can a first-order rainfall chain be tested against a second-order chain?

  1. By a t-test on daily amounts
  2. By Kendall's tau between successive days
  3. By comparing wet-day proportions only
  4. A G² test or AIC on transition counts
Answer and working

D. A G² test or AIC on transition counts

The second-order chain conditions on two previous days; G² compares the nested models with df equal to the extra free probabilities, or AIC/BIC choose between them.

Further reading: Karlin and Taylor, A First Course in Stochastic Processes; Ross, Introduction to Probability Models; Medhi, Stochastic Processes

9 · Renewal processes (introduction) · hard

What does the renewal-reward theorem give?

  1. Long-run reward = E(reward per cycle) × E(cycle length)
  2. Long-run reward per unit time = E(reward per cycle)/E(cycle length)
  3. Reward per cycle is always constant
  4. Mean cycle length = 1/E(reward)
Answer and working

B. Long-run reward per unit time = E(reward per cycle)/E(cycle length)

With iid cycles, total reward up to t divided by t converges almost surely to E(R)/E(X).

Further reading: Karlin and Taylor, A First Course in Stochastic Processes; Ross, Introduction to Probability Models; Medhi, Stochastic Processes

10 · Renewal processes (introduction) · medium

Field surveys estimate infectious periods by measuring animals that are infected on the survey day. What bias results?

  1. Short periods are over-represented
  2. The bias cancels if the survey is large
  3. No bias, since sampling is random
  4. Long periods are over-sampled
Answer and working

D. Long periods are over-sampled

Units sampled at a fixed time are more likely to be in long intervals (the inspection paradox), so naive averages overestimate the mean duration.

Further reading: Karlin and Taylor, A First Course in Stochastic Processes; Ross, Introduction to Probability Models; Medhi, Stochastic Processes

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Stochastic ProcessesThe full study manual, free ASRB Agricultural Research ServiceFormat, sections and how it has changed

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