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Official PYQ · 2006

GATE CS 2006 Q18 — Probability: Random Variables and Distributions

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We are given a set X={X1,…,Xn}X = \{X_1,\ldots,X_n\} where Xi=2iX_i=2^i.  A sample  S⊆XS\subseteq X is drawn by  selecting each XiX_i  independently with probability Pi=12P_i = \frac{1}{2} . The expected value of the smallest number in sample SS is:

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Answer: D

Let YY be the random variable representing the smallest number in the selected sample SS.

The elements of the set XX are Xi=2iX_i = 2^i for i=1,2,…,ni = 1, 2, \dots, n. That is, X={21,22,…,2n}X = \{2^1, 2^2, \dots, 2^n\}.

Since each element XiX_i is chosen independently with probability Pi=12P_i = \frac{1}{2}:

  • The smallest element in SS is 212^1 if X1∈SX_1 \in S. This occurs with probability: P(Y=21)=12\text{P}(Y = 2^1) = \frac{1}{2}
  • The smallest element in SS is 222^2 if X1∉SX_1 \notin S and X2∈SX_2 \in S. This occurs with probability: P(Y=22)=(1−12)⋅12=(12)2\text{P}(Y = 2^2) = \left(1 - \frac{1}{2}\right) \cdot \frac{1}{2} = \left(\frac{1}{2}\right)^2
  • In general, the smallest element in SS is 2i2^i if X1,X2,…,Xi−1∉SX_1, X_2, \dots, X_{i-1} \notin S and Xi∈SX_i \in S. This occurs with probability: P(Y=2i)=(12)i−1⋅12=(12)i\text{P}(Y = 2^i) = \left(\frac{1}{2}\right)^{i-1} \cdot \frac{1}{2} = \left(\frac{1}{2}\right)^i
  • If the sample SS is empty (which happens when no elements are selected, with probability (12)n\left(\frac{1}{2}\right)^n), the value of the smallest element is 00.

Now, we calculate the expected value of YY:

E[Y]=∑i=1n(2i⋅P(Y=2i))+0⋅P(S=∅)\text{E}[Y] = \sum_{i=1}^{n} \left( 2^i \cdot \text{P}(Y = 2^i) \right) + 0 \cdot \text{P}(S = \emptyset) E[Y]=∑i=1n(2i⋅12i)\text{E}[Y] = \sum_{i=1}^{n} \left( 2^i \cdot \frac{1}{2^i} \right) E[Y]=∑i=1n1=n\text{E}[Y] = \sum_{i=1}^{n} 1 = n

Thus, the expected value of the smallest number in the sample SS is nn.

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