The GATE 2025 Data Science and Artificial Intelligence paper: 65 questions for 100 marks in 180 minutes, with General Aptitude (15 marks) and the technical section (85 marks). Answers follow the official final answer key; every question has a short explanation.
Question 11
Suppose \(X\) and \(Y\) are random variables. The conditional expectation of \(X\) given \(Y\) is denoted by \(E[X|Y]\). Then \(E[E[X|Y]]\) equals
Explanation
Answer: (C)
\(E[X|Y]\) is itself a random variable: a function of \(Y\) that gives the average of \(X\) for each value \(Y\) can take. Averaging it over the distribution of \(Y\) recovers the overall average of \(X\). For discrete variables,
\(E[E[X|Y]] = \sum_{y} E[X|Y = y]\,P(Y = y) = \sum_{y}\sum_{x} x\,P(X = x, Y = y) = \sum_{x} x\,P(X = x) = E[X]\).
This is the law of total expectation (the tower property). Option A is still random, not a fixed number, and B and D fail in general: if \(Y\) is independent of \(X\), then \(E[X|Y] = E[X]\), so the result is \(E[X]\) whatever \(E[Y]\) is.
Answer: C