The GATE Grind

GATE 2026 ST – Question 17

Probability · Moments and Inequalities · 1 mark · Multiple choice

X has density 4x²e^(−2x) for x>0 and zero otherwise. If Y=ln X, which holds?

  1. E(Y) is not finite.
  2. E(Y)=ln(3/2)
  3. E(Y)>ln(3/2)
  4. E(Y)<ln(3/2)

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Correct answer: (D) E(Y)<ln(3/2)

Explanation

X is gamma with shape 3,rate 2, so E(X)=3/2. Log is strictly concave and X is nondegenerate; strict Jensen gives E(log X)<log E(X)=ln(3/2). Integrability holds since x²|ln x| is integrable at zero and the exponential dominates at infinity. **D**.

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