Let's think about how you would compromise either file type. Unless there is password protection and an encrypted...
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file, anyone with access to the server where the files are stored (data at rest, not data in motion – since you are using SSL to protect the communications pipe) could edit the file and change the data. That person could even mess with the metadata in either PDF or a Word file, which would leave no trace of the edits.
As mentioned above, the only real difference in the process you described is that the students need to actually hand-write the answers on the PDF, which inherently adds a level of verification to the authenticity of the information. But if the students were to print out the Word file and hand-write it, and then scan it back in, the processes are roughly the same.
Ultimately, I think some measure of encryption and digital signature would be required whenever a file is submitted in order to feel good about the security of the documents and the integrity of the tests.
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