Statistics MCQs on Testing of Hypothesis

Q1: If V ar() 0 as n 0, then is said to be

A) Unbiased
B) Sucient

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C) Ecient
D) Consistent
Q2: If E() = , then is said to be
A) Unbiased
B) Sucient

e.c
C) Ecient
D) Consistent
Q3: If V ar(T2 ) < V ar(T1 ), then T2 is
A) Unbiased
B) Ecient
C) Sucient
D) Consistent tur
Q4: If f (x1 , x2 , , xn ; ) = g(; )h(x1 , x2 , , xn ), then is
A) Unbiased
B) Ecient
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C) Sucient
D) Consistent
Q5: Which of the following assumptions are required to show the
consistency, unbiasedness and eciency of the OLS estimator?
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(a) E(t ) = 0
(b) V ar(t ) = 2
(c) Cov(t , tj ) = 0; t 6= t j
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(d) t N (0, 2 )
A) (ii) and (iv) only
B) (i) and (iii) only
C) (i), (ii) and (iii) only
D) (i), (ii), (iii) and (iv) only
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Q6: For a biased estimator of , which one is correct

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 Statistics MCQs on Testing of Hypothesis

A) M SE() = SD() + Bias

B) M SE() = V ar() + Bias2
C) M SE() = V ar() + Bias

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D) M SE() = SD() + Bias2
Q7: A test is said to be most powerful test of size , if
A) Among all other test of size or greater it has the largest
B) Among all other test of size or less it has the largest power
C) Among all other test size a or greater it has the larger 1-

e.c
D) Among all other test of size or greater it has the smallest
power
Q8: In statistical inference, the best asymptotically normal estimator
is denote by
A) BAN
B) CANE
C) BANE
D) A) and B)
E) None of these
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Q9: If the conditional distribution of X1 , X2 , , Xn given S = s,
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does not depend on , for any value of S = s, the statistics
S = s(X1 , X2 , , Xn ) is called
A) Unbiased
B) Consistent
C) Sucient
D) Ecient
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Q10: A set of jointly sucient statistics is dened to be minimal

sucient if and only if
A) It is a function of every other set of sucient statistics
B) It is not a function of every other set of sucient statistics
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C) It is a function of some other set of sucient statistics

D) It is a function of any sucient statistics in the set
Q11: If X1 , X2 , , Xn is the joint density of n random variables, say,
f (X1 , X2 , , Xn ; ) which is considered to be a function of .
Then L(; X1 , X2 , , Xn ) is called
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A) Maximum Likelihood function

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Muhammad Imdadullah
03017454791, Pakistan

http://itfeature.com, mimdadasad@bzu.edu.pk
 Statistics MCQs on Testing of Hypothesis

B) Likelihood Function
C) Log Function
D) Marginal Function

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Q12: For two estimators T1 = t1 (X1 , X2 , , Xn ) and
T2 = t2 (X1 , X2 , , Xn ) then estimator t1 is dened to be
Rt1 () Rt2 () for all in
A) Admissible Estimator
B) Sucient Estimator

e.c
C) Consistent Estimator
D) Minimax Estimator
Q13: Let X1 , X2 , , Xn be a random sample from the density f (x; ),
where may be vector. If the conditional distribution of
X1 , X2 , , Xn given S = s does not depend on for any value
of s of S, then statistic is called.
A) Minimax Statistics
B) Ecient
C) Sucient Statistic
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D) Minimal Sucient Statistic
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[ 0 ()]2
Q14: V ar (T ) 2 , where T = t(X1 , X2 , , Xn ) is an
nE[ logf ((X;) ]
unbiased estimator of (). Then above inequality is called
A) Cauchy Schawarz Inequality
B) Bool's Inequality
C) Chebyshev's Inequality
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D) Cramer Rao Inequality

Q15: Let X1 , X2 , , Xn be a random sample from a density f (x|),
where is a value of the random variable with known density
g (). Then the estimator () with respect to the prior g () is
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dened as E[ ()|X1 , X2 , , Xn ] is called

A) Minimax Estimator
B) Posterior Bay's Estimator
C) Bay's Estimator
D) Sucient Estimator
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Q16: Let L(; X1 , X2 , , Xn ) be the likelihood function for a sample

X1 , X2 , , Xn having joint density f (x1 , x2 , , xn ; ) where ?
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Muhammad Imdadullah
03017454791, Pakistan

http://itfeature.com, mimdadasad@bzu.edu.pk
 Statistics MCQs on Testing of Hypothesis

belong to parameter space. Then a test dened as = n =

Sup0 L(;x1 ,x2 , ,xn )
(x1 , x2 , , xn ) = Sup L(;x1 ,x2 , ,xn )
A) Generalized Likelihood Ratio test

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B) Most Powerful Uniformly Test
C) Monotone Likelihood Ratio Test
D) Unbiased Test
Q17: Let Z1 , Z2 , , Zn be independently and identically distributed
random variables, satisfying E[|Zt |] < . Let N be an integer

e.c
valued random variable whose value n depends only on the values
of the rst n Zi 's. Suppose E(N ) < , then E(Z1 +Z2 + +Zn ) =
E(N )E(Zi ) is called
A) Independence Equation
B) Neyman Pearson Lemma
C) Sequential Probability Likelihood Equation
D) Wald's Equation
Answers
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1) D 2) A 3) B 4) C 5) C
6) B 7) B 8) D 9) C 10)A
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11)B 12)A 13)D 14)D 15)C
16)A 17)D
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Muhammad Imdadullah
03017454791, Pakistan

http://itfeature.com, mimdadasad@bzu.edu.pk