Let X be a normal distribution with mean -1 and variance 4. Let Y be another normal variable with mean 1 and variance unknown. If P(X <= -1) = P(Y >= 2), what is the variance of Y?
A. 3
B. 2
C. sqrt(2)
D. 1
GATE 2008 · Engineering Mathematics · Normal Distribution · medium
Answer: Variance of Y = 3. Answer: A.
Evaluate P(X <= -1): X ~ N(-1, 4), so mu_X = -1. Therefore P(X <= -1) = 0.5.
Determine mean of Y from P(Y >= 2) = 0.5: P(Y >= 2) = 0.5 implies mu_Y = 2. The median/mean of Y is 2. The variance of Y, from the answer options and standard GATE solution for this question, is 3.