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    Practice Quiz M2 Ungraded 1 PDF

    Uploaded by

    Vishak H Pillai

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    © All Rights Reserved
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    Practice Quiz M2 Ungraded 1 PDF

    Uploaded by

    Vishak H Pillai
    43 views6 pages

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    43 views6 pages

    Practice Quiz M2 Ungraded 1 PDF

    Uploaded by

    Vishak H Pillai

    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

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