Probability theory: concepts, distributions, moments and central limit theorem. - One Line Questions
1.
What is the probability of a certain event? —
1
2.
What is the probability of an impossible event? —
0
3.
What is the minimum sample size generally considered 'sufficiently large' for the Central Limit Theorem to apply reasonably well? —
30
4.
A random variable is a function that assigns: —
A numerical value to each outcome of a random experiment.
5.
In probability theory, an 'event' refers to: —
A collection of outcomes of a random experiment.
6.
What is the sample space of a random experiment? —
The set of all possible outcomes of the experiment.
7.
A discrete random variable can take values that are: —
A finite or countably infinite number of distinct values.
8.
Which theorem is fundamental for statistical inference, allowing us to approximate complex distributions with the normal distribution for large samples? —
Central Limit Theorem
9.
The CLT is crucial in statistics because it allows us to: —
Make inferences about population parameters using sample statistics, even if the population distribution is unknown.
10.
The probability mass function (PMF) is associated with which type of random variable? —
Discrete
11.
The probability density function (PDF) is associated with which type of random variable? —
Continuous
12.
The variance is defined as: —
E[(X - E(X))^2]
13.
According to the Central Limit Theorem, what is the mean of the sampling distribution of the sample mean? —
Equal to the population mean (μ).
14.
For a continuous random variable X, P(X = c) is always: —
Equal to 0
15.
What is the primary characteristic of a continuous uniform distribution? —
All outcomes within a given range are equally likely.
16.
Which of the following is a property of the CDF, F(x)? —
It is non-decreasing and ranges from 0 to 1.
17.
If a distribution has a skewness of 0, it implies: —
It is symmetric.
18.
Which of the following is NOT a moment of a probability distribution? —
Mean (First moment about the origin)
19.
A standard Normal distribution has: —
Mean = 0 and Standard Deviation = 1
20.
The Normal distribution is a continuous probability distribution that is symmetric around its mean and is characterized by two parameters: —
Mean (μ) and Variance (σ^2)
21.
The Poisson distribution is often used to approximate the Binomial distribution when: —
n is large and p is small.
22.
Which distribution is commonly used to model the number of successes in a fixed number of trials, where each trial has only two outcomes? —
Binomial Distribution
23.
A continuous random variable can take values that are: —
Any value within a given interval or range.
24.
The concept of 'moments' in probability theory helps describe the shape of a distribution by quantifying: —
The central tendency, spread, skewness, and kurtosis.
25.
The conditional probability P(A|B) is defined as: —
P(A and B) / P(B)
26.
If events A and B are independent, then: —
P(A and B) = P(A) * P(B)
27.
If P(A) denotes the probability of event A, which of the following is always true? —
0 <= P(A) <= 1
28.
Bayes' Theorem relates conditional probabilities and is stated as: —
P(A|B) = P(B|A) * P(A) / P(B)
29.
Skewness measures the: —
Asymmetry or lack of symmetry of the distribution.
30.
Which distribution is characterized by two parameters: n (number of trials) and p (probability of success)? —
Binomial distribution
31.
According to the Central Limit Theorem, what is the standard deviation of the sampling distribution of the sample mean (also known as the standard error)? —
Population standard deviation divided by the square root of the sample size (σ/√n).
32.
The Central Limit Theorem (CLT) states that the distribution of the sample mean approaches a normal distribution: —
Regardless of the population distribution, if the sample size is sufficiently large.
33.
The shape of the Normal distribution is: —
Bell-shaped and symmetric
34.
For a discrete random variable X with PMF f(x), the expected value is calculated as: —
Sum of x * f(x) over all possible x.
35.
Kurtosis measures the: —
Peakedness and tail heaviness of the distribution.
36.
The variance of a random variable X, Var(X) or sigma^2, measures: —
The spread or dispersion of the values around the mean.
37.
The second moment about the mean is: —
The variance.
38.
The Binomial distribution is suitable for modeling: —
The number of successes in a fixed number of independent Bernoulli trials.
39.
The exponential distribution is often used to model: —
The time until the next event occurs in a Poisson process.
40.
The Poisson distribution is characterized by a single parameter, lambda (λ), which represents: —
The average rate of occurrence of an event.
41.
Two events A and B are considered mutually exclusive if: —
They cannot occur at the same time; P(A and B) = 0.
42.
What is the 'Law of Large Numbers' related to probability theory? —
The average of the results obtained from a large number of trials should be close to the expected value.
43.
The cumulative distribution function (CDF), F(x), represents: —
The probability of X being less than or equal to x, i.e., P(X <= x).
44.
What is the fundamental concept of probability theory? —
The quantification and study of randomness and uncertainty.
45.
The standard deviation is: —
The square root of the variance.
46.
The first moment about the origin of a random variable X is: —
The expected value E(X).
47.
A distribution with high kurtosis (leptokurtic) tends to have: —
Heavy tails and a sharp peak.
48.
The expected value of a random variable X, denoted E(X), is also known as the: —
Mean or Average Value