1. If the function f(x) = 4x represents a probability density function, then which of the following could be the domain of f?

A 0<x< B C D E
2 2

0<x< 2 0.5 < x < 0.5 0 < x < 0.25 1 < x < 1

2. If a random variable X has probability density function 1 kx e 0<x< f ( x) = k 0 otherwise then k is equal to: A (1 e1)1 B e1 C 1 + e1 D 1 e1 E 1 3. If the F-ratio is statistically significant then .... A all the t-ratios will be statistically significant B some of the t-ratios will be statistically significant C generally all the t-ratios will be statistically significant D the multiple regression model should not be used to predict a value for Y E none of the above 4. for the sample (1,2),(1,3),(3,3),(5,6),(7,10) calculate the covariance A B C D E 0.324 8.1 0.95 3.4 none of the above

5. Of the following assumptions, which one(s) is (are) necessary to guarantee unbiasedness of the OLS estimator in a multiple linear regression context? (a) Linearity of the model in the parameters (b) Zero conditional mean of the error term (c) Absence of multicollinearity (d) Homoskedasticity of the error term (e) Random sampling (f) All of the above except e) (g) All of the above except d) 6 In a multiple linear regression model, if we know that E[uijxi] = 0 we also know that: (a) E[ui] = 0 (b) Var(ui) = 0

(c) Var(ui) = (d) Var(ui) = (e) Both a) and b) above (f) Both a) and c) above (g) Both a) and d) above 7 If a Durbin Watson statistic takes a value close to zero, what will be the value of the first order autocorrelation coefficient? a) close to zero b) close to plus one c) Close to minus one d) Close to either minus one or plus one 8 If the residuals from a regression estimated using a small sample of data are not normally distributed, which one of the following consequences may arise? a) The coefficient estimates will be unbiased but inconsistent b) The coefficient estimates will be biased but consistent c) The coefficient estimates will be biased and inconsistent d) Test statistics concerning the parameters will not follow their assumed distributions 9 Under the null hypothesis of a Bera-Jarque test, the distribution has

a) Zero skewness and zero kurtosis b) Zero skewness and a kurtosis of three c) Skewness of one and zero kurtosis d) Skewness of one and kurtosis of three. 10 Which one of the following would be a plausible response to a finding of residual non-normality? a) Use a logarithmic functional form instead of a linear one b)Add lags of the variables on the right hand side of the regression model c) Estimate the model in first differenced form d) Remove any large outliers from the data.

11 A parsimonious model is one that a) Includes too many variables b) Includes as few variables as possible to explain the data c) Is a well-specified model d) Is a mis-specified model

12 The point at which the vertical axis is cut by the regression line: a) is a constant; b) only exists for a positive correlation c) is the confidence interval d) is the standard error. 13 If the points fit the regression line well: a) the confidence interval of the slope of the regression line will be narrow b) the confidence interval of the intercept will be narrow c) the correlation coefficient will be numerically high d) all of these are true. 14 Two Stage sampling design is more efficient than single stage sampling if the correct between units in the first stage is: a) negative b) positive c) zero d) none of the above 15 The magnitude of the standard error of an estimate is an index of its:

a) accuracy b) precision c) efficiency d) all the above 16 Least square estimator under linear set up are a) unbiased b) UMVUE's c) BLUE's

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d) all the above Let X be a random sample of size one from a normal population with mean 0 and Then the sufficient statistic for

variance a) |X| b) X c)

d) none of the above 18 The maximum like hood estimators are necessarily a) unbiased b) sufficient c) most efficient d) unique 18 Neyman pearson lemma provides:

a) an unbiased test b) a most power test c) an admissible test d) minimax test

19

A test based on a test statisc is classified

a) randomised test b) Non- randomised test c) Sequential test D) Bayes test

20 If the binomial frequencies 35 and 9 are expected to occurs in the ratio 3:1 the value of Chi-square is approximately equal to a) 0.48 b)5.10 c)1.45 d) none of the above

21

Mcnemare test is a test of

a) change b) independence c) association of attributes d) none of the above 22 Friedman's-F is distributed as: a) Snedecor's F b) student's t c) Chi-square d) none of the above 23 Rank correlation was given by:

a) A.M. Mood b)M.G. Kendall c) L.E. Moses D) C.E Spearman 24 Regression equation is also named as

a) prediction equation b)estimating equation c)line of average relationship d)all the above 25 If the correlation between the variable X and Y is 0.5, then the correlation between the variable 2x-4 and 3-2y is: a) 1 b) 0.5 c)-0.5 d) 0 26 A potential parameter of a mode which is unknown and estimated is termed as

a) fixed parameter b) free parameter

c)constrained parameter d) noise parameter 27 The relation between the mean and variance of Chi-square with n d.f. is

a) mean=2 variance b) 2 mean=variance c) mean-variance d) None of the above 28 The distribution for which the moment generating function does not exist but moments exits is : a) Pereto distribution b) t-distribution c)F distribution d) all the above 29 The variable y=-2 log x, where x is distribution as U(0,1), follows: a) F-distribution b)t-distribution c) Chi-square distribution d) exponential distribution 30 How many types of optimum allocation are in common use? a) one b) two c) three d) four