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Statistical Computing · Quiz 1 · May 2023

Statistical Computing · Quiz 1 · May 2023

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Questions and published explanations below are available without starting a test. Some questions may not have a published solution yet.

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Question 157 MSQ · 3.0 marks

Consider an Accept-Reject method to draw samples from Beta(3, 4) distribution. Which among the following can act as a proposal distribution? Select all that apply:
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Normal(0, 4)
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Uniform(0, 1/2)
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Bernoulli{0, 1}
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F(2, 2)
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Beta(0.5, 0.5)

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Question 158 MSQ · 3.0 marks

Source diagram or notation
6406531933103.Source diagram or notation
6406531933104.Source diagram or notation
6406531933105.Source diagram or notation
6406531933106.Source diagram or notation

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Question 159 MCQ · 2.0 marks

Source diagram or notation
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The method need not produce samples from F.
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On average, the method will generate the samples fast.
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On average, the method will generate the samples low.
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There will not be any effect on the sample generation.

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Question 160 MCQ · 2.0 marks

The mixed congruential method is used to generate pseudorandom draw of size 1000 from U(0, 1). The histogram for the 1000 generated pseudorandom numbers is as follows:
Source diagram or notation
By visualizing the plotted histogram, do the pseudorandom draws appear to be i.i.d U(0, 1) distributed?
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Yes
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No
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Insufficient information

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Question 161 MCQ · 2.0 marks

Source diagram or notation
6406531933126.
Box-Muller
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Accept reject with exponential(1) proposal
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Inverse transform
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All of these

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Question 162 NAT · 3.0 marks

To generate pseudorandom draws using the multiplicative congruential method, we have set seed = 5, a = 7 and m = 4. After how many steps, will the deterministic sequence follows?

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Question 163 NAT · 3.0 marks

Use the following information and answer the given subquestions.
Source diagram or notationSource diagram or notation

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Question 164 MCQ · 2.0 marks

Use the following information and answer the given subquestions.
Source diagram or notation
An analyst advised to change the proposal distribution to Beta(2, 1). Shall we act upon his/her advice?
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Yes, because it will increase the efficiency.
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No, because it will reduce the efficiency.
6406531933110.
Insufficient information to determine.

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Question 165 MCQ · 4.0 marks

Use the following information and answer the given subquestions.
Source diagram or notation
Select the correct statements from the following:
6406531933111.Source diagram or notation
6406531933112.Source diagram or notation
6406531933113.Source diagram or notation
6406531933114.Source diagram or notation

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Question 166 NAT · 3.0 marks

Use the following information and answer the given subquestions.
Source diagram or notation
Find the probability of acceptance for the accept-reject if α = 3. Enter the answer correct to three decimal places. Note: e = 2.723

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Question 167 MCQ · 4.0 marks

Use the following information and answer the given subquestions.
Source diagram or notation
Complete the function (1), in the given code snippet.
6406531933116.Source diagram or notation
6406531933117.Source diagram or notation
6406531933118.Source diagram or notation
6406531933119.Source diagram or notation
Source diagram or notation
6406531933120.Source diagram or notation

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Question 168 MCQ · 4.0 marks

Use the following information and answer the given subquestions.
Source diagram or notation
Which of the following is/are true about the given code snippet?
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Both Inverse Transform and Accept-Reject algorithms are implemented.
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Only one of Inverse Transform and Accept-Reject algorithms are implemented.
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The given implemented Accept-Reject is correct as the support of function g is the same as that of function f.
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The given implemented Accept-Reject is incorrect for the given function f and g.
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The given implemented Inverse Transform algorithm is correct as the cumulative distribution function of f is invertible.       **Advanced Algorithms** **Section Id :** 64065339133 **Section Number :** 9 **Section type :** Online **Mandatory or Optional :** Mandatory **Number of Questions :** 12

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