**1. Understand the given random variable and transformation:**
We are given that \(X \sim U[1, 3]\), meaning \(X\) is uniformly distributed on the interval \([1, 3]\) with probability density function \(f_X(x) = \frac{1}{3 - 1} = \frac{1}{2}\) for \(1 \le x \le 3\). We define the linear transformation:
\[Y = 2X + 4\]
**2. Determine the support and distribution of \(Y\):**
A non-degenerate linear transformation \(Y = aX + b\) (with \(a > 0\)) of a continuous uniform random variable on \([u, v]\) is also uniformly distributed on the transformed interval \([au + b, av + b]\).
Substituting \(u = 1, v = 3\) and \(a = 2, b = 4\):
- Lower endpoint: \(y_{\min} = 2(1) + 4 = 6\)
- Upper endpoint: \(y_{\max} = 2(3) + 4 = 10\)
**3. Verify using the PDF transformation method:**
Since \(x = \frac{y - 4}{2}\), the Jacobian is \(\left|\frac{dx}{dy}\right| = \frac{1}{2}\). Thus, for \(y \in [6, 10]\):
\[f_Y(y) = f_X\left(\frac{y-4}{2}\right) \cdot \frac{1}{2} = \frac{1}{2} \cdot \frac{1}{2} = \frac{1}{4} = \frac{1}{10 - 6}\]
This confirms that \(Y \sim U[6, 10]\).
**Answer: A — U[6, 10].**
A: **Correct:** Mapping the endpoints \(x = 1\) and \(x = 3\) through \(Y = 2X + 4\) gives \(Y \sim U[6, 10]\).
B: **Incorrect:** A linear transformation of a uniform random variable remains uniformly distributed, not Normal.
C: **Incorrect:** Transforming \([1, 3]\) by \(2X + 4\) shifts and scales the interval to \([6, 10]\); it does not stay on \([1, 3]\).
D: **Incorrect:** Multiplying \(X \in [1, 3]\) by \(2\) gives \([2, 6]\), and adding \(4\) shifts it to \([6, 10]\), not \([5, 7]\).
**1. Recall the second-derivative test for convexity:**
A twice-differentiable function \(h(x)\) on an open interval \((0, \infty)\) is convex if and only if its second derivative satisfies \(h''(x) \ge 0\) for all \(x \in (0, \infty)\).
**2. Check the convexity of \(f(x) = x \ln x\) on \((0, \infty)\):**
Using the product rule to differentiate \(f(x) = x \ln x\):
\[f'(x) = 1 \cdot \ln x + x \cdot \frac{1}{x} = \ln x + 1\]
Differentiating a second time:
\[f''(x) = \frac{1}{x}\]
Since \(x > 0\) on \((0, \infty)\), we have \(f''(x) = \frac{1}{x} > 0\) everywhere on \((0, \infty)\). Thus, \(f(x)\) is strictly convex.
**3. Check the convexity of \(g(x) = x^2 - \ln x\) on \((0, \infty)\):**
Differentiating \(g(x) = x^2 - \ln x\) twice:
\[g'(x) = 2x - \frac{1}{x}\]
\[g''(x) = 2 + \frac{1}{x^2}\]
For all \(x > 0\), both \(2 > 0\) and \(\frac{1}{x^2} > 0\), so \(g''(x) > 0\) on \((0, \infty)\). (Equivalently, \(x^2\) is convex and \(-\ln x\) is convex on \((0, \infty)\), and the sum of two convex functions is convex.) Thus, both \(f\) and \(g\) are convex.
**Answer: A — Both f and g are convex.**
A: **Correct:** For all \(x > 0\), \(f''(x) = \frac{1}{x} > 0\) and \(g''(x) = 2 + \frac{1}{x^2} > 0\), so both functions are convex on \((0, \infty)\).
B: **Incorrect:** Not only \(f\), but also \(g(x) = x^2 - \ln x\) is convex because \(g''(x) = 2 + 1/x^2 > 0\) for all \(x > 0\).
C: **Incorrect:** Not only \(g\), but also \(f(x) = x \ln x\) is convex because \(f''(x) = 1/x > 0\) for all \(x > 0\).
D: **Incorrect:** Both functions have strictly positive second derivatives on \((0, \infty)\) and are therefore convex.
**1. Define a Hermitian matrix:**
A square complex matrix \(M\) is called Hermitian (or self-adjoint) if it equals its own conjugate transpose:
\[M^* = M\]
Recall the properties of the conjugate transpose: \((X + Y)^* = X^* + Y^*\), \((XY)^* = Y^* X^*\), and \((X^*)^* = X\). Note also that \(M\) must be a square matrix for \(M^* = M\) to even be defined.
**2. Check each candidate matrix:**
- **Option A:** \(M = A^* + A\), where \(A\) is a complex square matrix. Taking the conjugate transpose:
\[M^* = (A^* + A)^* = (A^*)^* + A^* = A + A^* = M\]
Thus, \(A^* + A\) is always Hermitian.
- **Option B:** \(M = A^* - A\), where \(A\) is a complex square matrix. Taking the conjugate transpose:
\[M^* = (A^* - A)^* = A - A^* = -(A^* - A) = -M\]
This is skew-Hermitian, not Hermitian (unless \(A = A^*\)).
- **Option C:** \(M = A^* A\), where \(A\) is any complex \(m \times n\) matrix. First, \(A^*\) is \(n \times m\) and \(A\) is \(m \times n\), so \(A^* A\) is an \(n \times n\) square matrix. Taking its conjugate transpose:
\[M^* = (A^* A)^* = A^* (A^*)^* = A^* A = M\]
Thus, \(A^* A\) is always Hermitian!
- **Option D:** \(A^* + A\) where \(A\) is a non-square \(m \times n\) matrix (\(m \neq n\)). Since \(A^*\) has size \(n \times m\) and \(A\) has size \(m \times n\), their sum \(A^* + A\) is not even defined.
**Answer: A, C — A^* + A (for square A) and A^* A (for any m x n complex matrix A).**
A: **Correct:** For any square matrix \(A\), \((A^* + A)^* = (A^*)^* + A^* = A + A^* = A^* + A\), so it is Hermitian.
B: **Incorrect:** Since \((A^* - A)^* = A - A^* = -(A^* - A)\), this matrix is skew-Hermitian rather than Hermitian.
C: **Correct:** For any \(m \times n\) matrix \(A\), \(A^* A\) is an \(n \times n\) square matrix satisfying \((A^* A)^* = A^* (A^*)^* = A^* A\).
D: **Incorrect:** When \(m \neq n\), \(A^*\) is \(n \times m\) and \(A\) is \(m \times n\), so the matrix addition \(A^* + A\) is undefined.
**1. Analyze each statement about convex sets and convex functions:**
- **Statement A:** The convex hull of a set \(S\), denoted \(\text{conv}(S)\), is the smallest convex set containing \(S\). If \(S\) is already convex, it contains all convex combinations of its points, so \(\text{conv}(S) = S\). Conversely, if \(\text{conv}(S) = S\), then \(S\) equals a convex set and is therefore convex. Thus, Statement A is **true**.
- **Statement B:** Suppose \(S \subseteq \mathbb{R}\) is a non-empty convex set with a finite number of elements. If \(S\) contained two distinct real numbers \(a < b\), then by convexity \(S\) would have to contain the entire continuous interval \([a, b]\), which has infinitely many points. Therefore, a finite non-empty convex subset of \(\mathbb{R}\) can only contain a single point (at most—and hence exactly—one element). Thus, Statement B is **true**.
- **Statement C:** If \(f\) is a convex function, then \(-f\) is a *concave* function, not convex (unless \(f\) is affine). For example, \(f(x) = x^2\) is convex, while \(-f(x) = -x^2\) is strictly concave. Thus, Statement C is **false**.
- **Statement D:** A function \(f\) is convex *if and only if* its epigraph \(\text{epi}(f) = \{(x, t) : t \ge f(x)\}\) is a convex set. For a non-convex function (like \(f(x) = -x^2\)), the epigraph is not convex. Thus, Statement D is **false**.
**Answer: A, B — A set S is convex iff convex-hull(S) = S, and any finite non-empty convex set in R has exactly one element.**
A: **Correct:** A set contains all convex combinations of its elements if and only if it equals its own convex hull.
B: **Correct:** Any convex set containing two distinct points must contain the infinite line segment between them; hence a finite non-empty convex set in \(\mathbb{R}\) has exactly one element.
C: **Incorrect:** Negating a convex function reverses Jensen's inequality, making \(-f\) concave rather than convex (unless \(f\) is linear/affine).
D: **Incorrect:** The epigraph of \(f\) is a convex set if and only if \(f\) is a convex function, not for an arbitrary function.
The number of automobiles sold weekly at a certain dealership is a random variable with expected
value
. Using Markov's inequality, find the tightest upper bound to the probability that the next
week's sales is at least
. Enter your answer correct to one decimal place. Note that an upper
bound of
is valid but not tight.
Published solution
**1. State Markov's inequality:**
For any non-negative random variable \(X \ge 0\) and any threshold \(a > 0\), Markov's inequality provides the upper bound:
\[P(X \ge a) \le \frac{E[X]}{a}\]
**2. Identify the given values:**
- \(X\) is the number of automobiles sold weekly (so \(X \ge 0\)).
- Expected value \(E[X] = 16\).
- Threshold \(a = 20\).
**3. Compute the upper bound:**
Substituting \(E[X] = 16\) and \(a = 20\) into Markov's inequality:
\[P(X \ge 20) \le \frac{16}{20} = \frac{4}{5} = 0.8\]
**Answer: 0.8.**
. Your answer should be an integer.
**Note:** I is the identity matrix.
Published solution
**1. Recall how shifting a matrix by \(cI\) affects its eigenvalues:**
If \(\lambda\) is an eigenvalue of a square matrix \(A\) with eigenvector \(v\) (so \(Av = \lambda v\)), then for the shifted matrix \(B = A - 3I\):
\[(A - 3I)v = Av - 3Iv = \lambda v - 3v = (\lambda - 3)v\]
Thus, each eigenvalue \(\lambda_i\) of \(A\) shifts to \(\lambda_i - 3\) for \(A - 3I\).
**2. Compute the eigenvalues of \(B = A - 3I\):**
We are given that the eigenvalues of \(A\) are \(\lambda_1 = 1\), \(\lambda_2 = 3\), and \(\lambda_3 = 7\).
Subtracting \(3\) from each eigenvalue gives the eigenvalues of \(B\):
- \(\mu_1 = 1 - 3 = -2\)
- \(\mu_2 = 3 - 3 = 0\)
- \(\mu_3 = 7 - 3 = 4\)
**3. Sum the eigenvalues of \(B\):**
\[\mu_1 + \mu_2 + \mu_3 = (-2) + 0 + 4 = 2\]
**Answer: 2.**
be an exponentially distributed random variable with mean
. Find the value of
for which
. Enter your answer correct to two decimal places.
Published solution
**1. Determine the rate parameter \(\lambda\) of the Exponential distribution:**
For an exponentially distributed random variable \(X \sim \text{Exponential}(\lambda)\), the mean is \(E[X] = \frac{1}{\lambda}\).
We are given that the mean is \(\frac{1}{2}\), so:
\[\frac{1}{\lambda} = \frac{1}{2} \implies \lambda = 2\]
**2. Set up the tail probability equation:**
For \(c > 0\), the survival probability is \(P(X > c) = e^{-\lambda c} = e^{-2c}\).
We are given that \(P(X > c) = 0.25 = \frac{1}{4}\):
\[e^{-2c} = \frac{1}{4} \implies e^{2c} = 4\]
**3. Solve for \(c\):**
Taking the natural logarithm on both sides:
\[2c = \ln(4) = 2\ln(2) \implies c = \ln(2) \approx 0.6931\]
Rounding to two decimal places gives \(0.69\).
**Answer: 0.69.**
. Enter your answer correct to two decimal places.
Published solution
**1. Understand the given joint density function:**
We are given the joint PDF of \(X\) and \(Y\):
\[f(x, y) = \begin{cases} 2e^{-x}e^{-2y}, & x > 0,\; y > 0 \\ 0, & \text{otherwise} \end{cases}\]
Notice that \(f(x, y) = (e^{-x})(2e^{-2y})\), which means \(X \sim \text{Exponential}(1)\) and \(Y \sim \text{Exponential}(2)\) are independent random variables.
**2. Set up the double integral for \(P(X < Y)\):**
To find \(P(X < Y)\), we integrate \(x\) from \(0\) to \(y\), and \(y\) from \(0\) to \(\infty\):
\[P(X < Y) = \int_{0}^{\infty} \left( \int_{0}^{y} e^{-x}\,dx \right) 2e^{-2y}\,dy\]
**3. Evaluate the inner and outer integrals:**
First, evaluate the inner integral with respect to \(x\):
\[\int_{0}^{y} e^{-x}\,dx = \left[-e^{-x}\right]_{0}^{y} = 1 - e^{-y}\]
Now substitute this into the outer integral:
\[P(X < Y) = \int_{0}^{\infty} 2e^{-2y}(1 - e^{-y})\,dy = \int_{0}^{\infty} \left(2e^{-2y} - 2e^{-3y}\right) dy\]
Since \(\int_0^\infty ke^{-ky}\,dy = 1\), we get:
\[P(X < Y) = 1 - \frac{2}{3} = \frac{1}{3} \approx 0.3333\]
Rounding to two decimal places gives \(0.33\).
**Answer: 0.33.**
is sampled from a distribution whose PDF is given below with
parameter
:
Assume that each point in the dataset is sampled independently from this distribution. Find the
maximum likelihood estimate for
. Your answer should be an integer.
Published solution
**1. Write down the likelihood function for the dataset:**
We are given the observed sample \(D = \{1, 2, 4, 5, 8\}\) of size \(n = 5\) drawn independently from the PDF:
\[f(x; \theta) = \begin{cases} \dfrac{2x}{\theta^2}, & 0 < x \le \theta \\ 0, & \text{otherwise} \end{cases}\]
For the likelihood \(L(\theta) = \prod_{i=1}^5 f(x_i; \theta)\) to be non-zero, every observed sample \(x_i\) must lie inside the support \((0, \theta]\). That requires \(\theta \ge \max(x_1, x_2, x_3, x_4, x_5) = 8\).
**2. Analyze how \(L(\theta)\) behaves for \(\theta \ge 8\):**
For \(\theta \ge 8\), the likelihood function is:
\[L(\theta) = \prod_{i=1}^{5} \frac{2x_i}{\theta^2} = \frac{2^5 (1 \cdot 2 \cdot 4 \cdot 5 \cdot 8)}{\theta^{10}} = \frac{10240}{\theta^{10}}\]
Because \(\theta^{10}\) is in the denominator and \(\theta > 0\), \(L(\theta)\) is a strictly decreasing function of \(\theta\) on the interval \([8, \infty)\).
**3. Find the Maximum Likelihood Estimate (MLE):**
To maximize \(L(\theta) = \frac{10240}{\theta^{10}}\) subject to \(\theta \ge 8\), we must choose the smallest permissible value of \(\theta\), which is:
\[\hat{\theta}_{\text{MLE}} = \max_{i} x_i = 8\]
**Answer: 8.**
Aman is evaluating candidates for a Machine Learning role. The time
(in hours) taken to
complete a technical interview round follows the probability density function:
Find the expected time taken to complete an interview. Your answer should be an integer.
Published solution
**1. Understand the given probability density function:**
The interview duration \(X\) (in hours) has the PDF:
\[f_X(x) = \begin{cases} \dfrac{1}{18}(6 - x), & 0 \le x \le 6 \\ 0, & \text{otherwise} \end{cases}\]
We need to find the expected time \(E[X]\).
**2. Set up the integral for the expected value \(E[X]\):**
By the definition of mathematical expectation for a continuous random variable:
\[E[X] = \int_{-\infty}^{\infty} x f_X(x)\,dx = \int_{0}^{6} x \cdot \frac{1}{18}(6 - x)\,dx = \frac{1}{18} \int_{0}^{6} (6x - x^2)\,dx\]
**3. Evaluate the integral step by step:**
Integrating term by term:
\[E[X] = \frac{1}{18} \left[ 3x^2 - \frac{x^3}{3} \right]_{0}^{6}\]
Substitute the upper limit \(x = 6\):
\[E[X] = \frac{1}{18} \left( 3(36) - \frac{216}{3} \right) = \frac{1}{18} (108 - 72) = \frac{36}{18} = 2\]
**Answer: 2.**