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

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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.

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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.

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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.

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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.

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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
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Live Session M2 ►

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