DUET MPhil PhD in Statistics Question Paper with Answer Keys 2019-20

Delhi University Entrance Test (DUET) 2019-20 MPhil PhD in Statistics Question Paper with answers DUET MPhil PhD in Statistics Question Paper 2019-20 with solution you can download it in FREE, if DUET MPhil PhD in Statistics Question Paper 2019-20 in text or pdf for DUET MPhil PhD in Statistics Question Paper 2019-20 Answer Keys you can download DUET 2019-20 page also just Go to menu bar, Click on File->then Save.

## DUET MPhil PhD in Statistics Question Paper with Answer Keys 2019-20

Delhi University Entrance Test (DUET) 2019-20 MPhil PhD in Statistics Question Paper with Answer Keys Free Download PDF is available in www.oldquestionpapers.net which has been provided by many students this DUET 2019 paper is available for all the students in FREE and also DUET MPhil PhD in Statistics Question Paper 2019-20 fully solved DUET with answer keys and solution.

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#### EXAMPLE QUESTIONS

Q1. Which of the following is a point of PG(3, 2)?

• 1. (0, 2, 0)
• 2. (0, 1, 1, 1)
• 3. (0, 0, 0, 0)
• 4. (1, 0, 1)

Q2. Suppose a cricket ball manufacturing company formed lots of 500 balls. To check the quality of the lots, the buyer draws 20 balls from each lot and accepts the lot if the sample contains at the most 1 defective ball. If the quality of submitted lot is 0.03, the AOQ for this plan under corrective sampling is

• 1. 0.015
• 2. 0.035
• 3. 0.025
• 4. 0.045

Q3. In time series analysis, the Box–Jenkins method is based on fitting which of the following models:

• 1. autoregressive moving average (ARMA)
• 2. autoregressive integrated moving average (ARIMA)
• 3. none of these
• 4. both autoregressive moving average (ARMA) and autoregressive integrated moving average (ARIMA)

Q4. The number of points in a 3-dimensional subspace of PG (4, 2) is:

• 1. 15
• 2. 31
• 3. 13
• 4. 21

Q5. Which one of the following statements regarding Brownian motion is false?

• 1. Brownian sample functions are of bounded variation with increasing variance.
• 2. Brownian motion satisfies time reversal property.
• 3. Brownian motion is continuous analogue of discrete random walk.
• 4. Finite dimensional distributions of Brownian motion are tractable.