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GATE 2026 ST – Question 23

Non-parametric Statistics · Empirical Distribution and Goodness of Fit · 1 mark · Multiple select

For an iid sample X₁,…,X_n,n≥2, let Z_n(x) be the proportion of observations ≤x. Which hold?

  1. E[Z_n(x)]=F_X(x)
  2. Var[Z_n(x)]=F_X(x)(1−F_X(x))/n²
  3. Cov(Z_n(x),Z_n(y))=0 for every x≠y
  4. Z_n(x) consistently estimates F_X(x)

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Show answer and explanation

Correct answer: (A) E[Z_n(x)]=F_X(x); (D) Z_n(x) consistently estimates F_X(x)

Explanation

Z_n is the average of iid Bernoulli indicators with success probability F_X(x), so it is unbiased and has variance F_X(x)(1−F_X(x))/n, not n². The law of large numbers gives consistency. The covariance is [F_X(min(x,y))−F_X(x)F_X(y)]/n, generally nonzero. **A,D**.

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