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State statistical services Probability Theory: practice questions

State statistical services: Statistical Officer / Assistant Statistical Officer (State PSCs and selection boards) · India · State Public Service Commissions and Subordinate Service Selection Boards

Original practice questions written to the published syllabus · not past papers
10worked here, free
40written to this exam in this subject
11syllabus units

What this subject covers

Probability from its axioms to the limit theorems: random variables, expectation, generating functions, inequalities and modes of convergence, ending with the laws of large numbers and the central limit theorem that justify most of applied statistics.

In the exams: AICE-JRF Ag Stat Unit 1 (heavy); GATE ST 'Probability' and limit theorems (heavy); IIT JAM MS (heavy); UPSC ISS Statistics I (heavy); ISI admission (heavy); CSIR-NET Mathematical Sciences Unit 4 (present)

What State statistical services asks from it

ICAR AIEEA-PG Group 07, CUET-PG Statistics, SSC JSO and state statistical services

Classical and conditional probability, addition and multiplication rules, Bayes' theorem, expectation and variance, Chebyshev's inequality and the normal approximation.

Where the 40 questions fall

How our questions for State statistical services spread across the units of Probability Theory. Difficulty: 25 easy, 12 medium, 3 hard.

Conditional probability, independence and Bayes' theorem7
Random variables, distribution functions, mass and density functions5
Expectation, moments and moment-generating, probability-generating and characteristic functions5
Inequalities: Markov, Chebyshev, Jensen and Cauchy-Schwarz5
Central limit theorems (Lindeberg-Levy, Liapounov) and the delta method5
Sample spaces, sigma-fields and the axioms of probability4
Joint, marginal and conditional distributions; conditional expectation4
Weak and strong laws of large numbers2
Functions of random variables and transformations (Jacobian method)1
Modes of convergence and their relations; Slutsky's lemma; Borel-Cantelli lemma1
Elements of measure theory: measurable functions and Lebesgue integral1

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 · Sample spaces, sigma-fields and the axioms of probability · medium

Three pests attack a crop. Each pest is present on a plant with probability 0.4, each pair is present together with probability 0.15, and all three with probability 0.05. What is the probability that at least one pest is present?

  1. 0.7
  2. 0.8
  3. 0.784
  4. 0.75
Answer and working

B. 0.8

Inclusion-exclusion: 3(0.4) − 3(0.15) + 0.05 = 1.2 − 0.45 + 0.05 = 0.8. Dropping the triple term gives 0.75; subtracting it gives 0.7; 0.784 assumes independence, which the given pair probability 0.15 ≠ 0.16 contradicts.

Further reading: Rohatgi and Saleh, An Introduction to Probability and Statistics; Casella and Berger, Statistical Inference

2 · Conditional probability, independence and Bayes' theorem · medium

A test for a seed-borne virus has sensitivity 0.95 and specificity 0.9. The virus is present in 2% of lots. A lot tests positive. What is the probability that it is infected?

  1. 0.162
  2. 0.950
  3. 0.100
  4. 0.019
Answer and working

A. 0.162

Bayes: P(infected | +) = (0.02 × 0.95)/(0.02 × 0.95 + 0.98 × 0.10) = 0.019/0.117 = 0.162. 0.950 is the sensitivity P(+ | infected), the commonest confusion; 0.019 is the joint probability P(infected and +), not the conditional.

Further reading: Rohatgi and Saleh, An Introduction to Probability and Statistics; Casella and Berger, Statistical Inference

3 · Conditional probability, independence and Bayes' theorem · medium

A seed company buys 50%, 30% and 20% of its seed from growers G1, G2 and G3, whose seed fails to germinate with probabilities 0.02, 0.03 and 0.05. A seed fails. What is the probability that it came from G3?

  1. 0.345
  2. 0.010
  3. 0.050
  4. 0.200
Answer and working

A. 0.345

P(failure) = 0.010 + 0.009 + 0.010 = 0.029. Bayes: P(G3 | fail) = 0.2 × 0.05 / 0.029 = 0.345. 0.200 is the prior share, 0.050 is P(fail | G3) and 0.010 is the joint probability.

Further reading: Rohatgi and Saleh, An Introduction to Probability and Statistics; Casella and Berger, Statistical Inference

4 · Random variables, distribution functions, mass and density functions · easy

X is uniform on (0, 0.5), so its density equals 2 on that interval. Which statement is correct?

  1. This is invalid: a uniform density on any interval must equal 1 everywhere on it
  2. This is valid: a density must integrate to 1, and its values are allowed to exceed 1
  3. This is invalid: every density value is a probability and so lies between 0 and 1
  4. This is valid only because the interval (0, 0.5) is open rather than closed
Answer and working

B. This is valid: a density must integrate to 1, and its values are allowed to exceed 1

A pdf must be non-negative and integrate to 1; 2 × 0.5 = 1, so it is a valid density. Density values are not probabilities: P(X = x) = 0 for a continuous variable, and probabilities come from areas.

Further reading: Rohatgi and Saleh, An Introduction to Probability and Statistics; Casella and Berger, Statistical Inference

5 · Functions of random variables and transformations (Jacobian method) · easy

X has density f_X, and Y = 3X + 2. What is the density of Y?

  1. f_Y(y) = 3 f_X((y − 2)/3)
  2. f_Y(y) = f_X(3y + 2)
  3. f_Y(y) = (1/3) f_X((y − 2)/3)
  4. f_Y(y) = (1/3) f_X(3y + 2)
Answer and working

C. f_Y(y) = (1/3) f_X((y − 2)/3)

Inverse x = (y − 2)/3, |dx/dy| = 1/3, so f_Y(y) = f_X((y − 2)/3)/3. Multiplying by 3 instead of dividing gives a function that integrates to 9, not 1.

Further reading: Rohatgi and Saleh, An Introduction to Probability and Statistics; Casella and Berger, Statistical Inference

6 · Inequalities: Markov, Chebyshev, Jensen and Cauchy-Schwarz · easy

Yield loss X per plot is non-negative with mean 5 kg. Nothing else is known. What is the best upper bound on P(X ≥ 20) that holds for every such distribution?

  1. 0.75
  2. 0.25
  3. 0.05
  4. 0.0625
Answer and working

B. 0.25

Markov's inequality: P(X ≥ 20) ≤ E(X)/20 = 5/20 = 0.25, and it is attained by a two-point distribution on 0 and 20. 0.0625 would need a variance (Chebyshev); 0.75 is the complementary lower bound P(X < 20) ≥ 0.75.

Further reading: Rohatgi and Saleh, An Introduction to Probability and Statistics; Casella and Berger, Statistical Inference

7 · Inequalities: Markov, Chebyshev, Jensen and Cauchy-Schwarz · medium

Plant height has mean 50 cm and standard deviation 4 cm; the distribution is unknown. What does Chebyshev's inequality give as an upper bound for P(|X − 50| ≥ 10)?

  1. 0.40
  2. 0.84
  3. 0.0124
  4. 0.16
Answer and working

D. 0.16

P(|X − μ| ≥ c) ≤ σ²/c² = 16/100 = 0.16. 0.40 uses σ/c without squaring; 0.84 is the lower bound for the complement; 0.0124 is the exact value only if X were normal.

Further reading: Rohatgi and Saleh, An Introduction to Probability and Statistics; Casella and Berger, Statistical Inference

8 · Inequalities: Markov, Chebyshev, Jensen and Cauchy-Schwarz · hard

A germination rate p is to be estimated by the sample proportion, within ±0.05 with probability at least 0.95. Using Chebyshev's inequality and the bound p(1 − p) ≤ 1/4, how many seeds are needed?

  1. 2000
  2. 385
  3. 100
  4. 8000
Answer and working

A. 2000

P(|p̂ − p| ≥ ε) ≤ p(1 − p)/(nε²) ≤ 1/(4nε²). Setting 1/(4n × 0.0025) ≤ 0.05 gives n ≥ 1/(4 × 0.0025 × 0.05) = 2000. The normal approximation gives 1.96² × 0.25/0.0025 ≈ 385; 8000 forgets the bound p(1 − p) ≤ 1/4 and uses p(1 − p) = 1.

Further reading: Rohatgi and Saleh, An Introduction to Probability and Statistics; Casella and Berger, Statistical Inference

9 · Weak and strong laws of large numbers · medium

Chebyshev's form of the weak law of large numbers requires the variables X₁, X₂, ... to be:

  1. Identically distributed, with any form of dependence
  2. Uncorrelated, with variances bounded by a common constant
  3. Normally distributed with a common variance
  4. Independent and identically distributed with finite mean
Answer and working

B. Uncorrelated, with variances bounded by a common constant

Var(X̄ₙ) = (1/n²)ΣVar(Xᵢ) ≤ C/n → 0 when the Xᵢ are uncorrelated with bounded variances, and Chebyshev's inequality finishes the proof. Identical distributions are not needed; dependence of any form can destroy the result.

Further reading: Rohatgi and Saleh, An Introduction to Probability and Statistics; Casella and Berger, Statistical Inference

10 · Central limit theorems (Lindeberg-Levy, Liapounov) and the delta method · easy

Plot yields have mean 40 kg and standard deviation 8 kg. For the mean of 64 independent plots, what does the central limit theorem give for P(X̄ > 42)?

  1. 0.0228
  2. 0.0455
  3. 0.4013
  4. 0.9772
Answer and working

A. 0.0228

SE = 8/√64 = 1, so z = (42 − 40)/1 = 2 and P(Z > 2) = 0.0228. Using σ = 8 instead of the standard error gives z = 0.25 and 0.4013; 0.0455 is a two-sided probability.

Further reading: Rohatgi and Saleh, An Introduction to Probability and Statistics; Casella and Berger, Statistical Inference

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