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GATE 2022 ST – Question 49

Probability · Random Variables and Transforms · 2 marks · Multiple select

For a>0,suppose P(aX/(2π)∈ℤ)=1. Let φ_X(t) be its characteristic function. Which hold?

  1. φ_X(a)=1
  2. φ_X is periodic with period a.
  3. |φ_X(t)|<1 for every t≠a.
  4. ∫₀^(2π)e^(−itn)φ_X(t)dt=πP(X=2πn/a) for n∈ℤ.

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Show answer and explanation

Correct answer: (A) φ_X(a)=1; (B) φ_X is periodic with period a.

Explanation

Write X=2πK/a for an integer K. Then e^(iaX)=1 almost surely,so φ(a)=1 and φ(t+a)=φ(t). C fails at t=0 (and every integer multiple of a). D uses incompatible inversion frequency,interval and normalization;the correct formula is P(X=2πn/a)=(1/a)∫₀^a e^(−i2πnt/a)φ_X(t)dt. **A,B**.

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