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GATE 2021 ST – Question 11

Probability · Moments and Inequalities · 1 mark · Multiple choice

X is a nonconstant positive random variable with E X=9. Which holds?

  1. E[1/(X+1)]>0.1 and P(X≥10)≤0.9
  2. E[1/(X+1)]<0.1 and P(X≥10)≤0.9
  3. E[1/(X+1)]>0.1 and P(X≥10)>0.9
  4. E[1/(X+1)]<0.1 and P(X≥10)>0.9

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Correct answer: (A) E[1/(X+1)]>0.1 and P(X≥10)≤0.9

Explanation

The function 1/(x+1) is strictly convex for positive x. Strict Jensen gives E[1/(X+1)]>1/(E X+1)=.1 because X is nonconstant. Markov’s inequality gives P(X≥10)≤E X/10=.9. **A**.

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