Topic:- STATS MPHIL S2
- A fraction non-conforming control chart with n=400 has the following parameters; UCL=0.0809, CL=0.05, LCL=0.0191. The corresponding parameters for an equivalent control chart based on the number non conforming are [Question ID = 4266]
- (5.92, 32.08) [Option ID - 17058]
- (6.92, 33.08) [Option ID - 17059]
- (7.92, 34.08) [Option ID - 17060]
- (8.92, 35.08) [Option ID - 17061]
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- (6.92, 33.08) [Option ID - 17059]
- In an abridged life table, functions are computed for [Question ID = 4267]
- Each year of age [Option ID - 17062]
- Age intervals greater than one year [Option ID - 17063]
- From birth till the death of last member of the group [Option ID - 17064]
- None of these [Option ID - 17065]
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- Age intervals greater than one year [Option ID - 17063]
- Suppose that a parallel system with identical components has an overall reliability of 0.98. If each component has reliability of 0.25, then the minimum number of components in the system will be [Question ID = 4268]
- 12 [Option ID - 17066]
- 13 [Option ID - 17067]
- 14 [Option ID - 17068]
- 15 [Option ID - 17069]
- 14 [Option ID - 17068]
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- The reliability of a series system decreases with [Question ID = 4269]
- A decrease in the number of its components [Option ID - 17070]
- An increase in the number of its components [Option ID - 17071]
- Same number of its components [Option ID - 17072]
- None of these [Option ID - 17073]
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- An increase in the number of its components [Option ID - 17071]
- If a manufacturing process produces a large number of non-conforming units, then the process capability is [Question ID = 4270]
- Less than one [Option ID - 17074]
- Greater than one [Option ID - 17075]
- Equal to one [Option ID - 17076]
- Equal to zero [Option ID - 17077]
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- Octal equivalent of binary number 1100000 is: [Question ID = 4271]
- 192 [Option ID - 17078]
- 300 [Option ID - 17079]
- 071 [Option ID - 17080]
- 301 [Option ID - 17081]
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- 300 [Option ID - 17079]
- Converted value of (53)8 to Base 10 is: [Question ID = 4272]
- 43 [Option ID - 17082]
- 63 [Option ID - 17083]
- 64 [Option ID - 17084]
- 42 [Option ID - 17085]
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- 43 [Option ID - 17082]
- Researches that are being conducted to study the Novle Coronavirus will be termed as: [Question ID = 4273]
- action research [Option ID - 17086]
- applied research [Option ID - 17087]
- longitudinal research [Option ID - 17088]
- empirical research [Option ID - 17089]
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- action research [Option ID - 17086]
- Ex post facto research refers to : [Question ID = 4274]
- descriptive research [Option ID - 17090]
- fundamental research [Option ID - 17091]
- analytical research [Option ID - 17092]
- empirical research [Option ID - 17093]
- descriptive research [Option ID - 17090]
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- The applied research uses the principles of: [Question ID = 4275]
- Action research [Option ID - 17094]
- Fundamental research [Option ID - 17095]
- Philosophical research [Option ID - 17096]
- Historical research [Option ID - 17097]
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- Fundamental research [Option ID - 17095]
- Regarding earthquake as a rare phenomenon with the occurrence rate of 2 per week, the probability that at least 3 earthquakes occur during the next 2 weeks is www.FirstRanker.com [Question ID = 4276]
- The number of marriages that remain intact when there are a total of m deaths among the N married couples are [Question ID = 4277]
- ((2N-m) (2N-m+2) )/ (2N-1) [Option ID - 17102]
- ((2N-m) (2N-m-1))/ (2N-1) [Option ID - 17103]
- (2(2N-m) (2N-m-1))/ (2N-1) [Option ID - 17104]
- ((2N-m) (2N-m-1))/(2 (2N-1)) [Option ID - 17105]
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- ((2N-m) (2N-m-1))/(2 (2N-1)) [Option ID - 17105]
- The expected sum obtained when 10 independent rolls of a fair dice are made is [Question ID = 4278]
- 20 [Option ID - 17106]
- 30 [Option ID - 17107]
- 35 [Option ID - 17108]
- 45 [Option ID - 17109]
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- 35 [Option ID - 17108]
- Ten hunters randomly fire at a swarm of birds flying overhead. Assume that each hunter acts independently and that each hunter hits the target with probability p. The expected number of birds that escape unhurt when a flock of size 10 flies overhead is [Question ID = 4279]
- 100(1-p/10) [Option ID - 17110]
- [10-(p/10)]¹° [Option ID - 17111]
- 10(1-p/10)¹°° [Option ID - 17112]
- 10(1-p/10)¹° [Option ID - 17113]
- 10(1-p/10)¹° [Option ID - 17113]
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- Given the fundamental matrix M = and the submatrix R of the one-step transition probability matrix, which represents transitions from the transient states to the absorbing states such that R = determine the absorption probability a? where a? for i = 2,3,4 and j = 4,5. [Question ID = 4280]
- 5/8 [Option ID - 17114]
- 1/4 [Option ID - 17115]
- 3/4 [Option ID - 17116]
- 15/16 [Option ID - 17117]
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- 3/4 [Option ID - 17116]
- In estimating simultaneous equation models by indirect least squares method, which of the following is true? [Question ID = 4281]
- GLS is applied to the reduced form equation [Option ID - 17118]
- GLS is applied to the structural equation [Option ID - 17119]
- OLS is applied to the reduced form equation [Option ID - 17120]
- OLS is applied to the structural equation [Option ID - 17121]
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- OLS is applied to the reduced form equation [Option ID - 17120]
- Which of the following step / assumption in regression modeling impacts the trade-off between under-fitting and over fitting or the presence of heteroscedasticity in a linear regression model?
- As a consequence of error-learning models [Option ID - 17122]
- Use of data manipulation techniques like data smoothing, interpolation, extrapolation, imputation etc. [Option ID - 17123]
- Incorrect specification of the functional form of the model [Option ID - 17124]
- Incorrect transformation of variables [Option ID - 17125]
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- Use of data manipulation techniques like data smoothing, interpolation, extrapolation, imputation etc. [Option ID - 17123]
- While fitting a linear regression model with intercept, using ordinary least squares estimation, the value of Durbin- Watson d statistic came out to be 0. What does it signify? [Question ID = 4283]
- Autocorrelation is not present in the disturbances [Option ID - 17126]
- Autocorrelation is not present in the independent variables [Option ID - 17127]
- Heteroscedasticity is not present in the model [Option ID - 17128]
- Evidence of positive autocorrelation of order 1 in the disturbances [Option ID - 17129]
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- Evidence of positive autocorrelation of order 1 in the disturbances [Option ID - 17129]
- Consider the following linear regression model, Y? = ß0 + ß1X1? + ß2X2? + ß3X3? + e? To test the presence of multicollinearity, we calculate pair-wise correlation coefficients between X1, X2, and X3. Then, high pair-wise correlation coefficients can be treated as [Question ID = 4284]
- A necessary condition but not a sufficient condition for high multicollinearity [Option ID - 17130]
- Both a necessary and a sufficient condition for high multicollinearity [Option ID - 17131]
- Neither necessary nor sufficient for presence of high multicollinearity [Option ID - 17132]
- A sufficient condition but not a necessary condition for high multicollinearity [Option ID - 17133]
- A sufficient condition but not a necessary condition for high multicollinearity [Option ID - 17133]
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- Which one of the following critical classical assumptions of least squares estimation of linear regression models does the Koyck transformation (for distributed lag models) not satisfy? [Question ID = 4285]
- The values of the explanatory variables are non-stochastic [Option ID - 17134]
- The regression model is correctly specified [Option ID - 17135]
- There is no perfect linear relationship between the explanatory variables [Option ID - 17136]
- The number of observations must be greater than the number of explanatory variables [Option ID - 17137]
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- The values of the explanatory variables are non-stochastic [Option ID - 17134]
- Which of the following relation among modes of convergence is true? [Question ID = 4286]
- X? ? X p
?
X? ? X a.s. [Option ID - 17138] - X? ? X p
?
X? ? X d [Option ID - 17139] - X? ? X p
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X? ? X d [Option ID - 17140] - X? ? X p
?
X? ? X d [Option ID - 17141]
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- X? ? X p
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?
X? ? X d [Option ID - 17140]
- X? ? X p
- The necessary and sufficient condition for WLLN to hold for the arbitrary sequence of random variables {X?} is [Question ID = 4287]
- Variance should exist. [Option ID - 17142]
- lim n?8 B? = 0 where, B? = Var(X1 + X2 + ... + X?) [Option ID - 17143]
- E(|X1|1+d) exists for some d > 0 [Option ID - 17144]
- E(X?) should exist [Option ID - 17145]
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- E(|X1|1+d) exists for some d > 0 [Option ID - 17144]
- Which of the following statement is correct about the sequence of i.i.d. Cauchy variates having p.d.f. f(x) = 1/(p(1+x²)) -8 < x < 8 [Question ID = 4288]
- WLLN does not hold but CLT holds [Option ID - 17146]
- CLT does not hold but WLLN holds [Option ID - 17147]
- Both WLLN and CLT do not hold [Option ID - 17148]
- Both WLLN and CLT hold [Option ID - 17149]
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- Both WLLN and CLT do not hold [Option ID - 17148]
- Let {X?, k = 1,2,..., n} be pairwise independent random variables taking two values k and -k with equal probabilities. Choose the correct statement [Question ID = 4289]
- WLLN does not hold for the sequence {X?} [Option ID - 17150]
- WLLN holds for the sequence {X?} [Option ID - 17151]
- WLLN holds if K=1 [Option ID - 17152]
- WLLN can not be examined [Option ID - 17153]
- WLLN does not hold for the sequence {X?} [Option ID - 17150]
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- Let f(x,y)=(x+y),0 < x < 8,0 < y < 8. The value of P[X < Y|X < 2Y] is [Question ID = 4290]
- 3/4 [Option ID - 17154]
- 1/4 [Option ID - 17155]
- 1/3 [Option ID - 17156]
- 1 [Option ID - 17157]
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- 3/4 [Option ID - 17154]
- Which of the following is NOT true? [Question ID = 4291]
- If X and Y are random variables then which of the following is true? [Question ID = 4291]
- Covariance matrix of X and Y is a square matrix [Option ID - 17159]
- Covariance matrix of X and Y is the transpose of covariance matrix of Y and X [Option ID - 17161]
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- Covariance matrix of X and Y is a square matrix [Option ID - 17160]
- If X ~ N?(µ, S), then (X - µ)?S?¹(X - µ) follows [Question ID = 4292]
- Wishart distribution [Option ID - 17162]
- ?² distribution [Option ID - 17163]
- Hotelling's T² distribution [Option ID - 17164]
- None of these [Option ID - 17165]
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- ?² distribution [Option ID - 17163]
- If X ~ N2(0, S), where S = For what value of ?, X1 + X2 and X1 - X2 are independent? [Question ID = 4293]
- 1 [Option ID - 17166]
- 2 [Option ID - 17167]
- 0 [Option ID - 17168]
- -1 [Option ID - 17169]
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- 0 [Option ID - 17168]
- Which of the following technique helps to assign objects to one of the groups among a number of groups? [Question ID = 4294]
- Discriminant analysis [Option ID - 17170]
- Principal component analysis [Option ID - 17171]
- Factor analysis [Option ID - 17172]
- None of these [Option ID - 17173]
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- Discriminant analysis [Option ID - 17170]
- If Y ~ N(µ, S) with µ = and S = then the joint distribution of y1, y2, and (y2 + y3) is
-
- N3 [Option ID - 17174]
- N3 [Option ID - 17175]
- N3 [Option ID - 17176]
- None of these [Option ID - 17177]
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- N3 [Option ID - 17176]
- Let X1, X2, ...., X? be a random sample from a distribution with finite mean µ. Consider an estimator T = (1/n)?X?² for estimating µ². Which of the following statement is true? [Question ID = 4296]
- T is unbiased and consistent [Option ID - 17178]
- T is neither unbiased nor consistent [Option ID - 17179]
- T is biased but consistent [Option ID - 17180]
- T is unbiased but not consistent [Option ID - 17181]
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- T is biased but consistent [Option ID - 17180]
- Let X1, X2, ......., X? be a random sample from U(-?,?) distribution. Maximum likelihood estimator of ? is [Question ID = 4297]
- X(?), the nth order statistic [Option ID - 17182]
- X¯ [Option ID - 17183]
- X(1), the first order statistic [Option ID - 17184]
- -X(1) [Option ID - 17185]
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- -X(1) [Option ID - 17185]
- Let X1, X2, ..., X? be i.i.d N(µ, s²), both µ and s² unknown. Which of the following is a minimal sufficient statistic for (µ, s²)? [Question ID = 4298]
- (X¯, s²), where s² = (1/(n-1))?(X? - X¯)² www.FirstRanker.com
- (?X?, ?X?²) [Option ID - 17187]
- (?X?, ?(X? - X¯)²) [Option ID - 17188]
- All of these [Option ID - 17189]
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- All of these [Option ID - 17189]
- Which of the following tests can be considered as a non-parametric equivalent of one-way repeated measures ANOVA? [Question ID = 4299]
- Kruskal-Wallis test [Option ID - 17190]
- Mann-Whitney U test [Option ID - 17191]
- Friedman test [Option ID - 17192]
- Kolmogorov-Smirnov test [Option ID - 17193]
- Friedman test [Option ID - 17192]
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- Consider a random sample of size 3 from an exponential distribution with mean ?. Let the critical region for testing H0: ? = 2 against H1: ? = 1 be defined as, W = {X: X1 + X2 + X3 = 9.5}. Then, the size of the critical region and the power of the test will be, respectively? [Question ID = 4300]
- P[Y = 9.5], P[Y = 19]; where Y~?²(6) [Option ID - 17194]
- P[Y = 9.5], P[Y = 19]; where Y~?²(3) [Option ID - 1
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