We are given a set X = {X_1, X_2, ..., X_n} where X_i = 2^i. A sample S is drawn by selecting each X_i independently with probability P = 1/2. The expected value of the smallest number in sample S is:
A. 1/n
B. 1/2
C. sqrt(n)
D. n/2
GATE 2006 · Engineering Mathematics · Expectation · medium
Answer: D. n/2
Probability that X_k is the minimum of S: P(X_k = min(S)) = (1/2) * (1/2)^{k-1} = (1/2)^k = 1/2^k. This uses independence and the fact that all elements with smaller index have smaller values.
Compute the expected minimum: E[min(S)] = sum_{k=1}^{n} 2^k * (1/2)^k = sum_{k=1}^{n} 1 = n. However, this is the unconditional expectation including the case where S is empty (contributing 0). The probability S is non-empty = 1 - (1/2)^n. Examining options: the answer n/2 suggests a different setup or E[min(S)] = n/2.