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GATE 2021 ST – Question 51

Non-parametric Statistics · Empirical Distribution and Goodness of Fit · 2 marks · Multiple choice

X_n are iid with CDF F. For real a<b,F(x)=0 on x≤a,0<F(x)<1 on a<x<b,and F(x)=1 on x≥b. Let S_n be the empirical CDF. Which statement is NOT true?

  1. P(lim sup_x|S_n(x)−F(x)|=0)=1.
  2. For fixed x∈(a,b),√n(S_n(x)−F(x))/√[S_n(x)(1−S_n(x))] converges in distribution to N(0,1).
  3. Cov(S_n(x),S_n(y))=F(x)(1−F(y))/n for all real x,y and n≥2.
  4. If Y_n=sup_x(S_n(x)−F(x))²,then 4nY_n converges in distribution to central χ²₂.

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Show answer and explanation

Correct answer: (C) Cov(S_n(x),S_n(y))=F(x)(1−F(y))/n for all real x,y and n≥2.

Explanation

The general covariance formula is [F(min(x,y))−F(x)F(y)]/n. C’s expression is valid for x≤y,but is asserted for all x,y,and is false when the order reverses. Thus the official answer is **C**. A is Glivenko–Cantelli and B follows from the Bernoulli CLT and Slutsky. D also has a printed issue:the square inside the supremum makes it a two-sided Kolmogorov statistic,whose limit is not χ²₂ even for continuous F. A one-sided unsquared supremum,then squared,would have the claimed χ²₂ scaling under a continuous null. Official grading is retained.

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