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Part BCSIR NET December 2023

Random variables, distributions, moments, MGF

Suppose X ~ Poisson(3/4). Then which of the following statements is true?

  1. A.P(X > 9) ≥ 11/12
  2. B.P(X < 9) ≥ 11/12✓ Correct
  3. C.E(X−3/4)2≥11/12E(X - 3/4)^{2} \ge 11/12
  4. D.(11/9)X ~ Poisson(11/12)

The idea, in plain words

A variable with a small average very rarely takes a large value — that alone bounds the tail, without needing the exact distribution. Compare that bound with the spread, and watch out for the option that assumes scaling a count keeps it a count.

Solution

Markov: P(X ≥ 9) ≤ E[X]/9 = 1/12

so P(X < 9) ≥ 11/12.

The variance is 3/4 < 11/12, and a scaled Poisson is not Poisson.

Why each option is right or wrong

Checked against 3 symbolic computations
  • False, and it is (B) with the inequality pointing the wrong way.

    A Poisson variable with mean 3/4 is concentrated near 0 — Markov's inequality gives P(X ≥ 9) ≤ (3/4)/9 = 1/12 (verified)

    so the upper tail is tiny, not overwhelming.

  • B.Correct

    True.

    X is non-negative

    so Markov applies: P(X ≥ 9) ≤ E[X]/9 = (3/4)/9 = 1/12 (verified).

    Taking complements, P(X < 9) ≥ 1 − 1/12 = 11/12 (verified).

    The trigger: a bound of the form 'probability ≥ 1 − something' on a non-negative variable is almost always Markov on the complement.

  • False.

    E(X−3/4)2E(X - 3/4)^{2} is the variance, and for a Poisson distribution the variance equals the mean

    so it is 3/4 = 0.75.

    That is less than 11/12 ≈ 0.917 — SymPy gives the difference as −1/6

    confirming the inequality fails.

  • False.

    Scaling a Poisson variable does not give a Poisson variable: (11/9)X takes values 0, 11/9, 22/9, … which are not non-negative integers

    so it cannot have any Poisson distribution.

    The Poisson family is closed under addition of independent variables, not under multiplication by constants.

3 of these 3 wrong options correspond to a named reasoning error — the same errors recur across subjects.

Related counterexample: Uncorrelated ⇒ independent

More on this topic

The chapter behind this: Random variables, moments and generating functions — free to read

From Probability › Random variables, distributions, moments, MGF

Last revised . Found a mistake? Tell us — corrections are the fastest thing we act on.

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