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GATE Bayesian Inference: practice questions

GATE - Statistics (ST) · India · IITs and IISc on rotation (2026: IIT Guwahati)

Original practice questions written to the published syllabus · not past papers
10worked here, free
71written to this exam in this subject
11syllabus units

What this subject covers

Inference through prior and posterior: conjugate analysis, prior choice, credible intervals, Bayes factors and decision theory, hierarchical models, and computation by Markov-chain Monte Carlo, with agricultural uses in variety trials, genomic prediction and small-area estimation.

In the exams: Not an explicit unit in AICE-JRF Ag Stat; PhD course in most programmes; GATE ST Bayes' theorem (light); UPSC ISS decision theory (present)

What GATE asks from it

GATE Statistics (ST)

Posterior distributions from conjugate priors, posterior means and modes, Bayes estimators under squared and absolute error, and Bayes' theorem computations.

Where the 71 questions fall

How our questions for GATE spread across the units of Bayesian Inference. Difficulty: 19 easy, 39 medium, 13 hard.

Conjugate families9
Posterior summaries and credible intervals8
Markov chain Monte Carlo: Gibbs sampling and Metropolis-Hastings8
Bayes' theorem for parameters: prior, likelihood and posterior7
Non-informative and weakly informative priors7
Convergence diagnostics7
Posterior predictive checks and model comparison (DIC, WAIC)7
Bayesian hypothesis testing and Bayes factors6
Empirical Bayes5
Hierarchical (multilevel) models4
Decision theory: loss functions and Bayes risk3

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 · Non-informative and weakly informative priors · easy

A uniform prior is placed on a germination probability p. Which statement is correct?

  1. It is improper, because p has no upper bound
  2. It is Jeffreys' prior for the binomial model
  3. It is not uniform on the log-odds scale
  4. It is uniform on every transformation of p
Answer and working

C. It is not uniform on the log-odds scale

Flatness depends on the parameterisation; transforming p changes the density by the Jacobian. The uniform on (0, 1) is proper, and Jeffreys' prior is beta(1/2, 1/2), not uniform.

Further reading: Gelman et al., Bayesian Data Analysis; Berger, Statistical Decision Theory and Bayesian Analysis; Robert, The Bayesian Choice

2 · Non-informative and weakly informative priors · hard

No infected plants are found among 10 tested. With Jeffreys' beta(1/2, 1/2) prior, what is the posterior mean infection rate?

  1. 0.0455
  2. 0.0500
  3. 0.0833
  4. 0.0000
Answer and working

A. 0.0455

The posterior is beta(0.5, 10.5), mean 0.5/11 = 0.0455. The MLE is 0; a uniform prior gives beta(1, 11), mean 1/12.

Further reading: Gelman et al., Bayesian Data Analysis; Berger, Statistical Decision Theory and Bayesian Analysis; Robert, The Bayesian Choice

3 · Non-informative and weakly informative priors · medium

Experts give a median and a 90% range for the yield response to a new practice. What does experience with elicited priors suggest?

  1. Elicited priors need no sensitivity analysis once fitted
  2. Experts tend to be under-confident, so elicited priors are narrowed
  3. Experts tend to be over-confident, so elicited priors are widened
  4. The expert median should replace the data in the analysis
Answer and working

C. Experts tend to be over-confident, so elicited priors are widened

Studies of elicitation show over-confidence: stated ranges are too narrow. Widening the prior and reporting sensitivity to it are standard practice.

Further reading: Gelman et al., Bayesian Data Analysis; Berger, Statistical Decision Theory and Bayesian Analysis; Robert, The Bayesian Choice

4 · Decision theory: loss functions and Bayes risk · medium

Before a further season of variety trials, an analyst computes the expected value of sample information (EVSI). How is it used?

  1. Reject the variety if EVSI is below zero
  2. Use EVSI as the prior mean for yield
  3. Release the variety if EVSI is positive
  4. Run them only if EVSI exceeds their cost
Answer and working

D. Run them only if EVSI exceeds their cost

EVSI is the expected improvement in the decision's value from the extra data; it is never negative. Comparing it with the trial cost decides whether the information is worth buying.

Further reading: Gelman et al., Bayesian Data Analysis; Berger, Statistical Decision Theory and Bayesian Analysis; Robert, The Bayesian Choice

5 · Convergence diagnostics · easy

What does the Gelman-Rubin R̂ compare?

  1. Between-chain and within-chain variance
  2. Autocorrelation at lags 1 and 2
  3. Prior and posterior variance
  4. Early and late halves of one chain's mean
Answer and working

A. Between-chain and within-chain variance

R̂ near 1 means the chains, started from dispersed values, agree. Comparing early and late segments of one chain is Geweke's diagnostic.

Further reading: Gelman et al., Bayesian Data Analysis; Berger, Statistical Decision Theory and Bayesian Analysis; Robert, The Bayesian Choice

6 · Convergence diagnostics · medium

Why are several chains started from dispersed values instead of one long chain?

  1. A single chain cannot have a stationary distribution
  2. Disagreement between chains exposes problems
  3. Dispersed starts remove the need for burn-in
  4. Several chains always converge faster than one
Answer and working

B. Disagreement between chains exposes problems

If chains from different regions have not mixed, their summaries differ, which R̂ and trace plots expose; one chain stuck in one mode can look perfectly stable.

Further reading: Gelman et al., Bayesian Data Analysis; Berger, Statistical Decision Theory and Bayesian Analysis; Robert, The Bayesian Choice

7 · Convergence diagnostics · medium

What does Geweke's diagnostic test?

  1. Independence of the prior and the likelihood
  2. Normality of the posterior distribution
  3. Equality of means in an early and a late segment of one chain
  4. Equality of variances between several chains
Answer and working

C. Equality of means in an early and a late segment of one chain

Geweke compares the mean of, say, the first 10% and the last 50% of a chain with a z-score adjusted for autocorrelation; a large |z| suggests the chain had not settled.

Further reading: Gelman et al., Bayesian Data Analysis; Berger, Statistical Decision Theory and Bayesian Analysis; Robert, The Bayesian Choice

8 · Convergence diagnostics · medium

An HMC sampler reports many divergent transitions. What should be done?

  1. Increase the burn-in and keep the model unchanged
  2. Investigate and reparameterise, since parts of the posterior are not explored reliably
  3. Thin the chain to remove the divergent draws
  4. Ignore them if R̂ is below 1.1
Answer and working

B. Investigate and reparameterise, since parts of the posterior are not explored reliably

Divergences indicate regions of high curvature where the sampler fails, which biases estimates; reparameterisation or a smaller step size is needed. R̂ may still look fine.

Further reading: Gelman et al., Bayesian Data Analysis; Berger, Statistical Decision Theory and Bayesian Analysis; Robert, The Bayesian Choice

9 · Posterior predictive checks and model comparison (DIC, WAIC) · medium

A model has log pointwise predictive density lppd = −120 and p_WAIC = 6. What is WAIC on the deviance scale?

  1. 252
  2. 240
  3. 126
  4. 228
Answer and working

A. 252

WAIC = −2(lppd − p_WAIC) = −2(−126) = 252. Omitting the penalty gives 240; adding it with the wrong sign gives 228.

Further reading: Gelman et al., Bayesian Data Analysis; Berger, Statistical Decision Theory and Bayesian Analysis; Robert, The Bayesian Choice

10 · Empirical Bayes · medium

Among many fields, 40 had exactly one pest colony and 20 had exactly two. Using Robbins' estimator E(θ | x) = (x + 1)f(x + 1)/f(x), what is the empirical Bayes estimate of the colony rate for a field with one colony?

  1. 0.5
  2. 2.0
  3. 1.0
  4. 1.5
Answer and working

C. 1.0

(1 + 1) × 20/40 = 1.0, using observed frequencies in place of the marginal probabilities. No prior form is assumed.

Further reading: Gelman et al., Bayesian Data Analysis; Berger, Statistical Decision Theory and Bayesian Analysis; Robert, The Bayesian Choice

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Bayesian InferenceThe full study manual, free GATEFormat, sections and how it has changed

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Bayesian Inference for other exams

IIT JAM · IndiaICAR AICE-JRF/SRF · IndiaCSIR-UGC NET · IndiaCUET-PG · IndiaIndian Statistical Institute admission tests · IndiaASRB NET · IndiaASRB Agricultural Research Service · India

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