It is given that for an exponentially distributed random variable with , where denotes the expectation of . What is the value of ? (ln denotes natural logarithm)
- (A)
- (B)
- (C)
- (D)
It is given that for an exponentially distributed random variable with , where denotes the expectation of . What is the value of ? (ln denotes natural logarithm)
ANSWER
, which is option (A).
Official answer: ASource: Official answer key, GATE 2025 DA (IIT Roorkee)
An exponential random variable with rate (so ) has survival function for . This follows from .
Set : .
Take natural logs of both sides: .
So .
Use to get .
Check: , as given. The answer is option (A).
KEY IDEA
For an exponential variable with rate , the tail probability is . Set this equal to the given value and take natural logs to solve for .
WATCH OUT FOR
Using the mean as if it were the rate, or writing (the CDF) instead of . That gives and , which is not an option. Choosing by forgetting to divide by 2 is also common.
From the GATE 2025 DA paper. Every question of this paper · Download the full paper · All 10 Continuous distributions questions, with notes