NETMaths
Part CCSIR NET June 2023mixture-vs-linear-combination

Mixture vs linear combination

Let and be independent, gamma with mean 10 and variance 10, and ~ N(3, 4). Let be their densities. Define Y with density . Which of the following are true?

  1. A.q = 0.6
  2. B.E[Y] = 5.8
  3. C.Var(Y) = 3.04
  4. D. qX

Solution

Densities integrate to 1 ⇒ q = 0.6. Mixture mean , so mixture is not a linear combination of the variables.

The trap it tests

Invariants don't determine

Two objects sharing an invariant were treated as the same object.

Drill statements like this

Related counterexample: The maximum of independent exponentials is exponential

More on this topic

From ProbabilityStandard discrete and continuous distributions

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