Below are 68 practice questions on Probability, sorted Easy → Hard. Tap “Show answer & explanation” under any question to check yourself. Want the full theory first? Read the Probability notes.
Venn diagram of the universal set U with events A and B, showing the intersection (A and B), the parts unique to each event, and the complement region outside both.
Easy - 20 questions
Q1.
Probability of an event ranges from:
A -1 to 1
B 0 to 1
C 0 to 100
D 1 to infinity
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Answer: B. 0 to 1
Why: Probability is always between 0 (impossible) and 1 (certain), inclusive.
Q2.
Probability of a certain event is:
A 0
B 0.5
C 1
D Undefined
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Answer: C. 1
Why: A certain event always occurs, so P(certain) = 1.
Q3.
Probability of an impossible event is:
A 0
B 0.5
C 1
D Undefined
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Answer: A. 0
Why: An impossible event never occurs, so P(impossible) = 0.
Q4.
A coin is tossed. P(head) =
A 0
B 1/4
C 1/2
D 1
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Answer: C. 1/2
Why: 2 equally likely outcomes (H,T). P(H) = 1/2.
Q5.
A die is rolled. P(getting 6) =
A 1/2
B 1/4
C 1/6
D 1/3
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Answer: C. 1/6
Why: 6 equally likely outcomes (1-6). P(6) = 1/6.
Q6.
P(A) + P(A') =
A 0
B 0.5
C 1
D 2
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Answer: C. 1
Why: P(A) + P(complement of A) = 1 (one of them must always occur).
Q7.
A bag has 3 red, 4 blue balls. P(red) =
A 3/7
B 4/7
C 3/4
D 1/2
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Answer: A. 3/7
Why: Total = 7. P(red) = 3/7.
Q8.
P(drawing a king from a deck of 52 cards) =
A 1/52
B 4/52 = 1/13
C 1/4
D 2/52
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Answer: B. 4/52 = 1/13
Why: 4 kings in 52 cards. P(king) = 4/52 = 1/13.
Q9.
Two dice are rolled. Total outcomes =
A 6
B 12
C 36
D 48
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Answer: C. 36
Why: 6 outcomes per die × 6 outcomes per die = 36 total outcomes.
Q10.
If P(A) = 0.4, then P(A') =
A 0.4
B 0.5
C 0.6
D 1
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Answer: C. 0.6
Why: P(A') = 1 - P(A) = 1 - 0.4 = 0.6.
Q11.
P(even number on a die) =
A 1/2
B 1/3
C 1/6
D 2/3
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Answer: A. 1/2
Why: Even numbers on a die: 2, 4, 6 (three of six). P(even) = 3/6 = 1/2.
Q12.
Two events that cannot occur simultaneously are:
A Independent events
B Equally likely events
C Mutually exclusive events
D Complementary events
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Answer: C. Mutually exclusive events
Why: Mutually exclusive (disjoint) events cannot both happen at the same time. P(A ∩ B) = 0.
Random variable X has E[X] = 3 and E[X²] = 13. Variance of X =
A 4
B 10
C 9
D 16
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Answer: A. 4
Why: Variance formula: Var(X) = E[X²] − (E[X])². Substituting: Var(X) = 13 − 3² = 13 − 9 = 4. Standard deviation SD = √4 = 2. This is the shortcut form avoiding direct computation of Σ(xᵢ−μ)²p(xᵢ).
Q44.
For jointly distributed random variables X,Y: Cov(X,Y) = 0 implies:
A X and Y are independent
B X and Y are uncorrelated
C X and Y are negatively correlated
D X = Y
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Answer: B. X and Y are uncorrelated
Why: Cov(X,Y) = 0 means uncorrelated but not necessarily independent (unless jointly normal). Independence implies Cov=0 but not vice versa.
Q45.
Negative Binomial distribution gives probability of:
A Exactly k failures before r-th success
B Exactly k successes in n trials
C Time between events
D First success on trial k
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Answer: A. Exactly k failures before r-th success
Why: Negative Binomial: number of failures before r-th success (or k-th success on specified trial), generalizing geometric distribution.
Q46.
The characteristic function of a distribution is related to the MGF by substituting:
A t with -t, simply flipping the sign of the parameter
B t with it (imaginary unit)
C t with 1/t, inverting the parameter inside the MGF
D t with t², squaring the parameter before substitution
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Answer: B. t with it (imaginary unit)
Why: MGF: M(t) = E[e<sup>tX</sup>]. Characteristic function: φ(t) = E[e<sup>itX</sup>], where i = √(−1). This substitutes t → it. Unlike MGF, φ(t) always exists for all distributions since |e<sup>itX</sup>| = 1. Answer: t replaced by it.
Q47.
For n large, Poisson(lambda) can approximate Binomial B(n,p) when:
A p is large, close to one, regardless of how large n is
B n is large and p is small with np = lambda
C n equals lambda precisely, while p remains otherwise unconstrained
D p equals 1 over n, with a loose requirement on the size of n
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Answer: B. n is large and p is small with np = lambda
Why: Poisson approximation: as n→∞ and p→0 with np = λ fixed, Binomial(n,p) → Poisson(λ). Rule of thumb: n ≥ 20 and p ≤ 0.05. Models rare events (defects, accidents). P(X=k) = e<sup>−λ</sup>λᵏ/k! replaces C(n,k)pᵏ(1−p)<sup>n−k</sup>.
Q48.
E[aX + bY] =
A aE[X] + bE[Y] (linearity of expectation)
B a × b × E[X] × E[Y], treating expectation as multiplicative
C E[X] + E[Y], dropping the constants a and b entirely
D a × E[X] × b × E[Y], multiplying all four quantities together
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Answer: A. aE[X] + bE[Y] (linearity of expectation)
Why: Linearity of expectation: E[aX + bY] = aE[X] + bE[Y]. Proof: E[aX+bY] = Σ(ax+by)·P = aΣxP + bΣyP = aE[X]+bE[Y]. Crucially, this holds regardless of whether X and Y are independent or correlated.
Q49.
The strong law of large numbers states:
A Sample mean converges in probability to population mean
B Sample mean converges almost surely to population mean
C Sample variance is generally assumed correct without further checking
D This applies mainly to normal distributions specifically
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Answer: B. Sample mean converges almost surely to population mean
Why: Strong LLN: sample mean converges almost surely (with probability 1) to expected value. Stronger than weak LLN (convergence in probability).
Q50.
If X ~ N(μ,σ²), the standard normal variable Z =
A X - μ
B (X - μ)/σ
C (X - μ)/σ²
D σX + μ
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Answer: B. (X - μ)/σ
Why: Standardisation: Z = (X−μ)/σ. If X ~ N(μ,σ²), then E[Z] = (E[X]−μ)/σ = 0 and Var(Z) = σ²/σ² = 1, giving Z ~ N(0,1). Used to find probabilities via Z-tables for any normal distribution.
Q51.
Var(X + Y) when X and Y are not independent:
A Var(X) + Var(Y), the independent-case formula
B Var(X) + Var(Y) + 2Cov(X,Y)
C Var(X) × Var(Y), an incorrect multiplicative form
D Cov(X,Y) alone, without the individual variance terms
The probability that at least one event occurs: P(A ∪ B) = 1 - P(A' ∩ B') by:
A Bayes theorem, which relates conditional probabilities
B De Morgan law and complement rule
C The multiplication rule for independent events
D The total probability theorem across partitions
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Answer: B. De Morgan law and complement rule
Why: De Morgan's law: (A ∪ B)' = A' ∩ B'. Apply complement rule: P(A ∪ B) = 1 − P((A ∪ B)') = 1 − P(A' ∩ B'). If A,B independent: P(A' ∩ B') = P(A')P(B') = (1−P(A))(1−P(B)).
Q53.
In a Markov chain, the transition probability P(i,j) represents:
A P(Xn = j), the marginal probability of being in state j at time n
B P(Xn+1 = j | Xn = i) - depends only on current state
C P(Xn+1 = j | all past), conditioning on the entire observed history
D P(Xi = i) × P(Xj = j), the product of two unrelated marginal probabilities
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Answer: B. P(Xn+1 = j | Xn = i) - depends only on current state
Why: Markov property (memorylessness): P(Xₙ₊₁=j | Xₙ=i, Xₙ₋₁=iₙ₋₁, …) = P(Xₙ₊₁=j | Xₙ=i) = P(i,j). Only the current state i matters; the full history is irrelevant. The matrix of all P(i,j) is the transition matrix.
Q54.
The expectation E[X²] is also called:
A Variance
B Second raw moment
C Mean square
D Both B and C
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Answer: D. Both B and C
Why: E[Xᵏ] = k-th raw moment (moment about zero/origin). So E[X²] = second raw moment. It is also called mean square (average of squared values). Note: Var(X) = E[X²] − (E[X])² ≠ E[X²] unless E[X]=0. Answer: both B (second raw moment) and C (mean square).
Q55.
If X₁,...,Xₙ are iid with mean μ and variance σ², the central limit theorem says X̄ has approx distribution:
A N(μ, σ²)
B N(μ, σ²/n)
C N(0,1)
D N(nμ, nσ²)
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Answer: B. N(μ, σ²/n)
Why: CLT: X̄ = (X₁+…+Xₙ)/n. E[X̄] = μ, Var(X̄) = σ²/n. For large n, X̄ ~ N(μ, σ²/n) regardless of original distribution. Standardised: Z = (X̄−μ)/(σ/√n) ~ N(0,1). Typically n ≥ 30 suffices.
Q56.
In hypothesis testing, type I error is:
A Failing to reject false null hypothesis
B Rejecting true null hypothesis
C Accepting true null hypothesis
D Rejecting false null hypothesis
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Answer: B. Rejecting true null hypothesis
Why: Type I error (alpha): reject a true null hypothesis (false positive). Type II error (beta): fail to reject a false null hypothesis.
Q57.
The convolution of two independent distributions gives:
A Product of their PDFs
B Distribution of their sum
C Distribution of their difference only
D Their joint distribution
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Answer: B. Distribution of their sum
Why: Convolution: if X, Y independent with PDFs f and g, the PDF of Z=X+Y is h(z) = ∫f(x)g(z−x)dx = (f*g)(z). Example: sum of two independent normals is normal. MGF approach: M<sub>X+Y</sub>(t) = M<sub>X</sub>(t)·M<sub>Y</sub>(t). Answer: distribution of their sum.
Q58.
For a discrete random variable X: sum of all p(x) over all x must equal:
A 0
B μ
C 1
D n
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Answer: C. 1
Why: Kolmogorov axioms: for any event A, P(A) ≥ 0; P(S) = 1. For a discrete RV, {X=x} are mutually exclusive events partitioning S, so Σₓ P(X=x) = P(S) = 1. This is the normalisation condition for any valid PMF.
Q59.
Exponential distribution is the only continuous distribution with the memoryless property. P(X > s + t | X > s) =
A P(X > s), reusing the original condition as the answer
B P(X > t) - independent of past waiting time
C P(X > s+t), the unconditional probability of exceeding s+t
D e<sup>-lambda</sup>, a constant with no dependence on s or t at all
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Answer: B. P(X > t) - independent of past waiting time
Why: Memoryless: P(X > s+t | X > s) = P(X > t). Past waiting time is irrelevant. Only exponential has this property among continuous distributions.
Q60.
A fair die is rolled once. The probability of getting an even number is:
A 1/2
B 1/3
C 1/6
D 2/3
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Answer: A. 1/2
Why: Even outcomes are 2, 4, 6 - three of six equally likely results, so the probability is 3/6 = 1/2.
Q61.
When two fair dice are thrown, the probability that the sum is 8 is:
A 1/6
B 5/36
C 1/9
D 6/36
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Answer: B. 5/36
Why: Favourable pairs: (2,6),(3,5),(4,4),(5,3),(6,2) - 5 out of 36.
Q62.
The probability of getting at least one head in three tosses of a fair coin is:
A 1/8
B 3/8
C 7/8
D 1/2
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Answer: C. 7/8
Why: P(no head) = 1/8, so P(at least one) = 1 − 1/8 = 7/8.
Q63.
A bag has 4 red and 6 black balls. Two are drawn without replacement. The probability both are red is:
A 2/15
B 1/5
C 2/9
D 4/25
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Answer: A. 2/15
Why: C(4,2)/C(10,2) = 6/45 = 2/15.
Q64.
Box 1 has 2 white and 3 black balls; Box 2 has 4 white and 1 black. A box is chosen at random and a white ball is drawn. The probability it came from Box 1 is:
A 1/3
B 2/3
C 2/5
D 1/2
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Answer: A. 1/3
Why: By Bayes: (1/2·2/5)/(1/2·2/5 + 1/2·4/5) = (2/5)/(6/5) = 1/3.
Q65.
A card is drawn from a standard 52-card deck. The probability it is a king or a heart is:
A 4/13
B 1/4
C 17/52
D 13/52
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Answer: A. 4/13
Why: P = 4/52 + 13/52 − 1/52 = 16/52 = 4/13.
Q66.
If P(A ∩ B) = 0.2 and P(B) = 0.5, then P(A | B) equals:
A 0.2
B 0.4
C 0.5
D 0.8
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Answer: B. 0.4
Why: P(A|B) = P(A ∩ B)/P(B) = 0.2/0.5 = 0.4.
Q67.
Three fair coins are tossed. The probability of exactly two heads is:
A 1/4
B 3/8
C 1/2
D 1/8
Show answer & explanation
Answer: B. 3/8
Why: C(3,2)/2³ = 3/8.
Q68.
In 5 independent trials with success probability 1/2, the probability of exactly 3 successes is: