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GATE 2020 ST – Question 53

Joint Distributions · Joint and Conditional Distributions · 2 marks · Numerical answer

For y>0, X|Y=y has density y exp(−yx),x>0. Y has density y exp(−y),y>0. Find E[Y|X=1] (one decimal).

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Correct answer: 1.5 to 1.5

Explanation

The joint density is y²exp[−(x+1)y]. At x=1, the conditional density in y is proportional to y²e^(−2y), a gamma distribution of shape3 and rate2. Its mean is3/2=1.5.

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