Assignment - Week 2 - Final
Assignment - Week 2 - Final
Week-2 Assignment
Total points: 15
Topics covered:
Review of Probability Theory
Linear Regression
Instructions
Each question is a 1-point multiple choice question (MCQ) with only one correct
answer unless specified otherwise. In case no option matches your (numeric)
answer, select the closest approximation of the same.
Multiple select questions (MSQ) are 2-point questions with one or more than one
answers correct
2. In the matrix notation for multiple linear regression, what does the term X represent in
𝐲 = 𝐗𝛉 + 𝛆?
a) The response variable
b) The design matrix
c) The error term
d) The parameter vector
Answer: b) The design matrix
4. According to the Maximum Likelihood Estimation (MLE) approach for solving linear
regression using the statistical approach, what objective function is minimized?
a) min ∑(yi - ŷi)2
b) min ∑|yi - ŷi|
c) min E[e]
d) min ∑ei
Answer: a) min ∑(yi - ŷi)2
5. What is the area under the curve for a probability density function (pdf) of a continuous
random variable?
a) 0
b) 1
c) ∞
d) -1
Answer: b) 1
6. What is the mean of a uniformly distributed random variable defined over the interval [x 1,
x2]?
a) (x1 + x2) / 2
b) (x1 - x2) / 2
c) (x2 - x1) / 2
d) x1 + x2
Answer: a) (x1 + x2) / 2
8. According to the Central Limit Theorem, what is the limiting distribution of the normalized
sum of a large number of independent random variables?
a) Uniform distribution
b) Exponential distribution
c) Normal distribution
d) Poisson distribution
Answer: c) Normal distribution
9. [MSQ] Which of the following conditions are true for a positive semi-definite covariance
matrix?
a) All the eigenvalues are non-negative
b) It is a symmetric matrix
c) It must be an orthogonal matrix
d) None of the above is correct
Answer: a) All the eigenvalues are non-negative and b) It is a symmetric matrix
10. What is the purpose of linear regression?
a) To classify data points into different categories
b) To learn the relationship between dependent and independent variables
c) To cluster data points into different groups
d) To reduce the dimensionality of the data
Answer: b) To learn the relationship between dependent and independent variables
12. In linear regression, what does the term 𝜀 represent in the equation: y = 𝜃0 + 𝜃1 𝑥 + 𝜀 ?
a) Response variable
b) Independent variable
c) Residual/Error
d) Parameter to be learned
Answer: c) Residual/Error
13. What is the purpose of the test data or hold-out set in linear regression?
a) To train the model
b) To evaluate the performance of the trained model
c) To select the best features
d) To normalize the data
Answer: b) To evaluate the performance of the trained model
14. Which assumption in linear regression states that the independent variables should not
be highly correlated with each other?
a) Normality
b) Independence
c) Homoscedasticity
d) No multi-collinearity
Answer: d) No multi-collinearity