What is a random variable?

A. A variable whose value is determined by chance

B. A variable whose value is determined by a fixed formula

C. A variable whose value is constant over time

D. A variable whose value is unknown

What is the expected value of a discrete random variable X with probability mass function p(x)?

A. ∫p(x)dx

B. ∑xp(x)

C. ∫xp(x)dx

D. None of the above

What is the variance of a discrete random variable X with probability mass function p(x) and expected
value μ?

A. ∫p(x)dx

B. ∑(x-μ)^2p(x)

C. ∫(x-μ)^2p(x)dx

D. None of the above

Which of the following statements about independent random variables is true?

A. The expected value of the product of two independent random variables is the product of their
expected values

B. The variance of the sum of two independent random variables is the sum of their variances

C. The covariance of two independent random variables is always zero

D. Both A and B

Which of the following probability distributions is continuous?

A. Binomial distribution

B. Poisson distribution
C. Exponential distribution

D. Geometric distribution

What is the probability density function of a continuous random variable X?

A. A function that gives the probability of each possible value of X

B. A function that gives the cumulative probability of X

C. A function that gives the rate of change of the cumulative distribution function of X

D. None of the above

What is the expected value of a continuous random variable X with probability density function f(x)?

A. ∫f(x)dx

B. ∫xf(x)dx

C. ∫x^2f(x)dx

D. None of the above

What is the variance of a continuous random variable X with probability density function f(x) and
expected value μ?

A. ∫f(x)dx

B. ∫(x-μ)^2f(x)dx

C. ∫(x-μ)^2f(x)dx

D. None of the above

Which of the following is an example of a bivariate continuous random variable?

A. Height and weight of a person

B. Number of successes in a series of independent trials

C. Waiting time until the occurrence of an event

D. None of the above

What is the correlation coefficient of two random variables X and Y with covariance cov(X,Y) and
standard deviations σ_X and σ_Y, respectively?

A. cov(X,Y)/(σ_X σ_Y)

B. cov(X,Y)/(σ_X + σ_Y)

C. σ_X σ_Y/cov(X,Y)

D. None of the above

Answers: