Skip to content
Q42Section ST (Statistics (Q11–Q65))42 of 65

Weighted normal sum and probit moment

Let X1,X2,…,XnX_1,X_2,…,X_n be independent and identically distributed random variables having N(μ,σ2)N(\mu, \sigma^2) distribution, where μ∈R\mu \in \mathbb{R} and σ>0\sigma > 0. Consider the following statements: (I) If 5σ(2n+1)∑i=1ni(Xi−μ)\frac{\sqrt{5}}{\sigma(2n+1)} \sum_{i=1}^{n} i (X_i - \mu) has N(0,1)N(0,1) distribution, then n=2n = 2. (II) E((−log⁡e(Φ(X1−μσ)))3)=6E\left(\left(-\log_e\left(\Phi\left(\frac{X_1 - \mu}{\sigma}\right)\right)\right)^3\right) = 6, where Φ(⋅)\Phi(\cdot) denotes the cumulative distribution function of N(0,1)N(0,1) random variable. Which of the above statements is/are true?

Options

Pick an option to check your answer. In a mock test a wrong answer here costs 2/3 mark.