Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
Scribd Logo
Upload

Welcome to Scribd!

  • 93 views

    (20/05) Mscfe 620 Discrete-Time Stochastic Processes (C20-S1) Module 2: Stochastic Processes Practice Quiz M2 (Ungraded)

    Uploaded by

    Vishak H Pillai
    This document summarizes the results of an ungraded practice quiz on discrete-time stochastic processes. The quiz contained 5 multiple choice questions testing concepts about stochastic processes, filtrations, and sample paths. The document reviews the answers submitted and indicates which were correct or incorrect.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    (20/05) Mscfe 620 Discrete-Time Stochastic Processes (C20-S1) Module 2: Stochastic Processes Practice Quiz M2 (Ungraded)

    Uploaded by

    Vishak H Pillai
    93 views6 pages
    This document summarizes the results of an ungraded practice quiz on discrete-time stochastic processes. The quiz contained 5 multiple choice questions testing concepts about stochastic processes, filtrations, and sample paths. The document reviews the answers submitted and indicates which were correct or incorrect.

    Original Title

    Practice_Quiz_M2__Ungraded__1.pdf

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    This document summarizes the results of an ungraded practice quiz on discrete-time stochastic processes. The quiz contained 5 multiple choice questions testing concepts about stochastic processes, filtrations, and sample paths. The document reviews the answers submitted and indicates which were correct or incorrect.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    93 views6 pages

    (20/05) Mscfe 620 Discrete-Time Stochastic Processes (C20-S1) Module 2: Stochastic Processes Practice Quiz M2 (Ungraded)

    Uploaded by

    Vishak H Pillai
    This document summarizes the results of an ungraded practice quiz on discrete-time stochastic processes. The quiz contained 5 multiple choice questions testing concepts about stochastic processes, filtrations, and sample paths. The document reviews the answers submitted and indicates which were correct or incorrect.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 6

    5/14/2020 Practice Quiz M2 (Ungraded)

    My courses ▶ (20/05) MScFE 620 Discrete-time Stochastic Processes (C20-S1)


    ▶ Module 2: Stochastic Processes ▶ Practice Quiz M2 (Ungraded)

    Started on Thursday, 14 May 2020, 7:31 PM


    State Finished
    Completed on Thursday, 14 May 2020, 8:17 PM
    Time taken 45 mins 35 secs

    https://masters.wqu.org/mod/quiz/review.php?attempt=203575&cmid=40453 1/6
    5/14/2020 Practice Quiz M2 (Ungraded)

    Question 1

    Complete

    Not graded

    Let Ω ,
    = {a, b, c, d} F = 2
    Ω
    , F0 ,
    = {∅, Ω} F1 = σ({{a, b} , {c, d}}) ,
    F2 = F and X = {X0 , X1 , X2 } , τ , be de ned as

    Then Xτ (c) is

    Select one:
    3
    0

    2
    1

    Your answer is correct.

    https://masters.wqu.org/mod/quiz/review.php?attempt=203575&cmid=40453 2/6
    5/14/2020 Practice Quiz M2 (Ungraded)

    Question 2

    Complete

    Not graded

    Let Ω = {0, 1, 2, 3} , F = σ ({{0, 1} , {2, 3}}) and X = {X0 , X1 , X2 , X3 } be


    de ned by Xt (ω) := ω sin(πt) for ω ∈ Ω and t = 0, 1, 2, 3 . Consider the
    following statements:

    i. X0 is a random variable
    ii. X is a stochastic process
    iii. X1 + X2 is a random variable

    Which of these statements are true?

    Select one:
    i. and ii.
    None of them
    All of them
    iii only

    Your answer is incorrect.

    https://masters.wqu.org/mod/quiz/review.php?attempt=203575&cmid=40453 3/6
    5/14/2020 Practice Quiz M2 (Ungraded)

    Question 3

    Complete

    Not graded

    Let Ω = {a, b, c, d} F = 2 , Ω
    and de ne the following subsets of F :

    , , 
    1 1 1
    F0 = {∅, Ω} F1 = {{a, b} , {c, d}} F2 = {{a} , {b} , {c, d}}

    F0
    2
    ,
    = {∅, Ω} F1
    2
    = σ({{a, b} , {c, d}}) F2 , 2
    = σ({{a} , {b} , {c, d}})

    F0
    3
    ,
    = {∅, Ω} F1
    3
    = σ({{a, b} , {c, d}}) F2 , 3
    = σ({{a, c} , {b} , {d}})

    Which of these are ltrations?

    Select one:
    None of them
    2 2 2
    {F0 , F1 , F2 }

    and {F0
    2 2 2 3 3 3
    {F0 , F1, F2 } , F1 , F2 }

    All of them

    Your answer is correct.

    https://masters.wqu.org/mod/quiz/review.php?attempt=203575&cmid=40453 4/6
    5/14/2020 Practice Quiz M2 (Ungraded)

    Question 4

    Complete

    Not graded

    Let Ω , , F0 , ,
    Ω
    = {a, b, c, d} F = 2 = {∅, Ω} F1 = σ({{a, c} , {b, d}})

    F2 = F and X = {X0 , X1 , X2 } , τ , be de ned as

    Then Xτ (b) is

    Select one:
    5
    3
    0

    Your answer is incorrect.

    https://masters.wqu.org/mod/quiz/review.php?attempt=203575&cmid=40453 5/6
    5/14/2020 Practice Quiz M2 (Ungraded)

    Question 5

    Complete

    Not graded

    Let (Ω, F ) ,
    = (R, B(R)) X = {Xt : 0 ≤ t ≤ 5} be de ned as follows:

    Xt (ω) := t ω
    2
    , 

    and Y = {Yt : 0 ≤ t ≤ 5} by

    Yt (ω) := I [t,∞] (ω) .

    i. X has continuous sample paths.


    ii. Y has continuous sample paths.
    iii. Y has right continuous sample paths.

    Which statements are true?

    Select one:
    All of them.
    Only i. and iii.

    Only i. 
    None of the statements

    Your answer is correct.

    ◄ Notes 6 M2
    Jump to...

    Live Session M2 ►

    https://masters.wqu.org/mod/quiz/review.php?attempt=203575&cmid=40453 6/6

    You might also like