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Q34Section I (Objective (Q1–Q80))34 of 79

Distribution Theory — moments of a parity-based sign transform

The probability mass function of a random variable XX is given by

P(X=n)=2−n;n=1,2,3,…P(X=n)=2^{-n}; \quad n=1,2,3,…

Define a random variable

Y={−1,if X is odd+1,if X is evenY=\begin{cases}-1, & \text{if } X \text{ is odd}\\+1, & \text{if } X \text{ is even}\end{cases}

With reference to the above, consider the following statements:

I. P(Y=1)=2/3\text{I. } P(Y=1)=2/3

II. E(Y)=−1/3\text{II. } E(Y)=-1/3

III. V(Y)=8/9\text{III. } V(Y)=8/9

Which of the statements given above are correct?

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