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Let \(X\) and \(Y\) be independently distributed central chi-squared random variables with degrees of freedom \(m\ (\ge 3)\) and \(n\ (\ge 3)\), respectively. If \(E\left(\frac{X}{Y}\right) = 3\) and \(m + n = 14\), then \(E\left(\frac{Y}{X}\right)\) is equal to

  • A.\(\frac{2}{7}\)
  • B.\(\frac{3}{7}\)
  • C.\(\frac{4}{7}\)
  • D.\(\frac{5}{7}\)

Answer: D

\(E\left(\frac{Y}{X}\right)\) is equal to \(\frac{5}{7}\).

For a chi-squared variable with \(k\) degrees of freedom, \(E(\chi_{k}^{2}) = k\) and, for \(k \gt 2\), \(E\left(\frac{1}{\chi_{k}^{2}}\right) = \frac{1}{k - 2}\). By independence:

\[ \begin{aligned} E\left(\tfrac{X}{Y}\right) &= \tfrac{m}{n - 2} = 3, \quad m + n = 14 \\ 14 - n &= 3n - 6 \Rightarrow n = 5,\ m = 9 \\ E\left(\tfrac{Y}{X}\right) &= \tfrac{n}{m - 2} = \tfrac{5}{7} \end{aligned} \]

Taking \(E(Y/X)\) as the reciprocal \(\frac{1}{3}\) is the common mistake: the expectation of a reciprocal is not the reciprocal of the expectation, and \(\frac{1}{3}\) is not offered.

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