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Previous year question hub

Brownian Motion - Stochastic Processes - Statistics Previous Year Questions

Practice Brownian Motion - Stochastic Processes - Statistics previous year questions organised from real papers, with year-wise coverage and clear topic navigation.

6Papers
6Years
6Questions
1Topics

Brownian Motion question pattern

Every graph below is calculated only from this selection.

Questions by year

Year-wise coverage for Brownian Motion. Each bar uses a separate theme-derived color.

Difficulty distribution

How the classified questions are distributed by difficulty.

Medium 4 66.7%
Easy 2 33.3%

Question type distribution

MCQ, numerical, multiple-select and other formats found in these papers.

Numerical Answer Type (NAT) 4 66.7%
MCQ 2 33.3%

Subject weightage

Top subjects by unique question coverage.

Statistics
6 Qs

Most asked topics

Top topics across the included previous year papers.

Stochastic Processes
6 Qs

Subtopic coverage

Top subtopics inside this exact selection.

Brownian Motion
6 Qs

Paper coverage

Question coverage for the most populated papers. Every active PYP paper remains listed below.

Statistics (ST) 2026
1 Qs
Statistics (ST) 2025
1 Qs
Statistics (ST) 2024
1 Qs
Statistics (ST) 2023
1 Qs
Statistics (ST) 2022
1 Qs
Statistics (ST) 2021
1 Qs

Included previous year papers

Newest papers appear first. Sort by year, question coverage or name.

PaperYear / sessionQuestions in this viewOpen
Statistics (ST) 202620261View paper
Statistics (ST) 202520251View paper
Statistics (ST) 202420241View paper
Statistics (ST) 202320231View paper
Statistics (ST) 202220221View paper
Statistics (ST) 202120211View paper

All Brownian Motion previous year questions

Practice every matching question in batches of 20, with every available option.

1
2021 · Statistics · Stochastic Processes · Brownian Motion
Statistics (ST) 2021
Let \( \{W(t)\}_{t \geq 0} \) be a standard Brownian motion. Then the variance of \( W(1)W(2) \) equals
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2
2022 · Statistics · Stochastic Processes · Brownian Motion
Statistics (ST) 2022
Let \(\{B(t)\}_{t \geq 0}\) be a standard Brownian motion and let \(\Phi(\cdot)\) be the cumulative distribution function of the standard normal distribution. If
\(P\left( (B(2) + 2B(3)) > 1 \right) = 1 - \Phi\left(\frac{1}{\sqrt{\alpha}}\right)\), \(\alpha > 0\),
then the value of \(\alpha\) (in integer) is equal to ______
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3
2023 · Statistics · Stochastic Processes · Brownian Motion
Statistics (ST) 2023
Let \( \{W_t\}_{t \geq 0} \) be a standard Brownian motion. Then \( E(W_4^2 | W_2 = 2) \) (in integer) equals ______________
Open complete paper
4
2024 · Statistics · Stochastic Processes · Brownian Motion
Statistics (ST) 2024
Let \( \{W(t)\}_{t \geq 0} \) be a standard Brownian motion. Which one of the following statements is NOT true?
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5
2025 · Statistics · Stochastic Processes · Brownian Motion
Statistics (ST) 2025
Let \( \{W(t): t \geq 0\} \) be a standard Brownian motion. Then \( E\left( (W(2)+W(3))^2 \right) \) equals ______________ (answer in integer).
Open complete paper
6
2026 · Statistics · Stochastic Processes · Brownian Motion
Statistics (ST) 2026
Let {W(t) : t ≥ 0} be a standard Brownian motion, with W(0) = 0. Define
Z₁ = W(1) + W(2) and Z₂ = W(2) + W(3).
Let ρ be the correlation coefficient between Z₁ and Z₂. Then the value of 10ρ is __________ (round off to two decimal places).
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