The GATE Grind

GATE 2020 ST – Question 62

Probability · Moments and Inequalities · 2 marks · Numerical answer

Joint CDF is0 if x<0 or y<0; $(1-e^{-x})/4$ if x≥0 and0≤y<1; and1−e^(−x) if x≥0,y≥1. Find16Var(X)+32Var(Y).

Practise this question in The GATE Grind →

Show answer and explanation

Correct answer: 22 to 22

Explanation

The X marginal is standard exponential, with variance1. The Y CDF jumps by1/4 at0 and by3/4 at1, so Y is Bernoulli(3/4) and its variance is(3/4)(1/4)=3/16. Therefore16(1)+32(3/16)=16+6=22.

More Moments and Inequalities questions

All Moments and Inequalities questions →