The GATE Grind

GATE Convergence of Random Variables: Laws of Large Numbers and Central Limit Theorem – Previous Year Questions

8 GATE previous year questions on Laws of Large Numbers and Central Limit Theorem (Convergence of Random Variables, Statistics) with answers and explanations, from every paper.

  1. GATE 2021 ST Q29 (1 mark, Numerical answer) – X n are iid Uniform(0,2). Set Z n=−ln[(∏ (i=1)n(2−X i))(1/n)]. Find its almost-sure limit,to two decimals.
  2. GATE 2021 ST Q59 (2 marks, Numerical answer) – X n are iid Exp(rate 1),and X (n)=maxX₁,…,X n. If X (n)−ln n converges in distribution to Z,find the median of Z,to two decimals.
  3. GATE 2022 ST Q31 (1 mark, Numerical answer) – X i are iid with density x(−5/6)e(−x/8)/[√2 Γ(1/6)] on x>0. Let X̄ n be their mean. If √n[X̄ n(3−X̄ n)−20/9]→N(0,σ²) in distribution,find σ² to two…
  4. GATE 2023 ST Q57 (2 marks, Multiple select) – X n are iid with mean zero and variance one. Set Y n=(X₁X₂+X₃X₄+⋯+X (2n−1)X (2n))/n. Which hold?
  5. GATE 2023 ST Q61 (2 marks, Numerical answer) – X n are iid Exp(rate 1). Let Y n= X (2n)−X (2n−1) and Ȳ n=(Y₁+⋯+Y n)/n. If √n[exp(−Ȳ n)−e⁻¹] converges in distribution to N(0,σ²),find σ² to two…
  6. GATE 2024 ST Q43 (2 marks, Multiple choice) – The iid X n have density e(−(x−θ)),x≥θ,zero otherwise,θ>0. I:the sample average converges in probability to (θ+1)/2. II:lim E[min(X₁,…,X n)]=θ. Which…
  7. GATE 2025 ST Q16 (1 mark, Multiple choice) – The X n are iid with density 1/[π(1+x²)] on ℝ. Define Y n=1/2+arctan(X n)/π. Which convergence in probability holds?
  8. GATE 2026 ST Q54 (2 marks, Multiple select) – Independent X (2k−1)~Bin(1,θ),X (2k)~Bin(1,1−θ),0<θ<1. The Y k are iid Poisson(λ),λ>0. Put S 2n= k=1n(X 2k-1-X 2k+1-2), W n= k=1nY k2 and σ…