GateAI

GATE CSE Probability and Statistics PYQs

High yield18.4% of Engineering Mathematics

Probability and Statistics in GATE CS is consistently tested with 2 to 4 questions per year, spanning fundamental combinatorics, conditional probability, Bayes'… Read the guide

Questions
46
Asked
since 2011
Total marks
71
Marks / paper
2.7

46 GATE CSE Probability and Statistics PYQs with solutions, from Engineering Mathematics. Browse all GATE CSE PYQs.

Questions

Every official paper that asked this topic, newest first.

What GATE tests in Probability and Statistics

Concepts, patterns, formulas and traps distilled from past papers.

Probability and Statistics in GATE CS is consistently tested with 2 to 4 questions per year, spanning fundamental combinatorics, conditional probability, Bayes' theorem, discrete and continuous random variables, and expectation/variance properties. A notable proportion of questions require setting up a discrete probability model (urn/coin/dice experiments or bit strings) or computing expectations using linearity of expectation and integration over piece-wise uniform intervals. The question mix favors NAT and conceptual MCQ/MSQ formats with an emphasis on exact algebraic reasoning rather than heavy numerical statistical testing.

Core concepts

  • Conditional probability, law of total probability, and Bayes' theorem
  • Independent vs. mutually exclusive events
  • Linearity of expectation and indicator random variables
  • Discrete distributions: Bernoulli, Binomial, Poisson, Geometric, Uniform
  • Continuous distributions: Uniform, Exponential, Normal (Gaussian)
  • Properties of Mean, Median, Mode, Variance, Standard Deviation, and Covariance
  • Probability density function normalization and continuous expectation integrals
  • Pólya urn and sequential sampling with/without replacement
  • Principle of Inclusion-Exclusion over finite sample spaces
  • Definition of conditional probability P(A B)
  • Sample space reduction under given conditions
  • Equally likely elementary events in coin tosses
  • First-step analysis
  • Law of total probability
  • Infinite geometric series in Bernoulli trials
  • Conditional probability with recursive reset states
  • Equally likely outcome spaces for independent trials
  • Discrete Random Variables
  • Probability Mass Function (PMF)
  • Cumulative Distribution Function (CDF)
  • Sum of independent discrete uniform random variables
  • Stars and bars / generating non-negative integer solutions
  • Variable substitution and symmetry in dice roll outcomes
  • Sample space calculation for multi-stage independent trials (6n)

Recurring question patterns

  • Bayes' Theorem and Conditional Probability Updates

    CommonNAT2 marks2025, 2021, 2017, 2016

    Scenarios involving two or more sources/states (e.g., faulty coins, binary signal transmission through noisy channels, disease/job tests) where an observed signal/result requires computing the posterior probability of the underlying cause.

  • Linearity of Expectation and Indicator Variables

    Commonmixed1.5 marks2026, 2021, 2017, 2014

    Computing the expected number of structures (e.g., triangles/cycles in random graphs, matching bins, word lengths, or game strategies) using the sum of expectations of indicator variables.

  • Continuous Distribution Normalization and Moment Integrals

    CommonNAT1.5 marks2025, 2021, 2016, 2014

    Given a PDF with an unknown constant CC or boundary aa over an interval (polynomial, uniform, or exponential), finding the constant by setting the integral to 1, or computing subinterval probabilities and expected lengths of sub-segments.

  • Sequential Urn / Coin / Dice Trials with Conditional Stopping

    Commonmixed2 marks2026, 2024, 2021, 2018

    Multi-stage drawing with/without replacement, Pólya urn processes, coin toss sequences with overlapping condition events, or repeating until non-tie scenarios.

  • Distribution Identification and Parameter Properties

    Occasionalmixed1 marks2026, 2021, 2017, 2013

    Recognizing standard distributions (Poisson, Binomial, Normal, Exponential) from their PMF/PDF or PGF, and computing mean, variance, or standard deviation directly from algebraic parameters.

  • Set-Theoretic Probability and Inclusion-Exclusion

    OccasionalMSQ1.5 marks2024, 2023, 2014

    Determining union, intersection, and complement probabilities or divisibility counts over finite sets using the Principle of Inclusion-Exclusion and event independence definitions.

  • Conditional Probability with Reduced Sample Space

    OccasionalMCQ1 marks2011

    A random experiment (e.g., multiple fair coin tosses) is conducted with partial outcome information provided as a conditioning event (e.g., 'at least one head'). The candidate must evaluate the posterior probability of a specific joint outcome given the conditioned sample space.

  • Recursive Probabilistic Experiment / First-Step Conditioning

    RareNAT2 marks2016

    An experiment with distinct stopping and loopback conditions defined across coin tosses or dice rolls, requiring the determination of the eventual probability of reaching a particular outcome state.

  • Evaluation of Cumulative Distribution Function (CDF)

    RareMCQ1 marks2012

    Given a discrete random variable with specified outcomes and probabilities, determine the values of its CDF F(x)F(x) at specific points.

  • Sum Distribution of Discrete Uniform Random Variables

    RareNAT2 marks2014

    Finding the probability or number of favorable outcomes for the sum of independent discrete random variables (e.g., nn fair six-sided dice) equaling a specific target value.

Formulas GATE uses

Bayes' Theorem

P(Ai∣B)=P(B∣Ai)P(Ai)∑jP(B∣Aj)P(Aj)P(A_i \mid B) = \frac{P(B \mid A_i) P(A_i)}{\sum_{j} P(B \mid A_j) P(A_j)}

Used when computing posterior probabilities given an observed condition across mutually exclusive causes.

Variance and Second Moment Relation

Var(X)=E[X2]−(E[X])2\mathrm{Var}(X) = E[X^2] - (E[X])^2

Used to compute variance or second moments, especially for Poisson, Binomial, and discrete linear transformations.

Linearity of Expectation

E[∑i=1nciXi]=∑i=1nciE[Xi]E\left[\sum_{i=1}^n c_i X_i\right] = \sum_{i=1}^n c_i E[X_i]

Used for expected counts (triangles in random graphs, word lengths, multi-step exam rewards) regardless of independence.

PDF Normalization and Interval Probability

∫−∞∞f(x) dx=1,P(a≤X≤b)=∫abf(x) dx\int_{-\infty}^{\infty} f(x) \, dx = 1, \quad P(a \le X \le b) = \int_a^b f(x) \, dx

Used to evaluate unknown parameters in continuous probability density functions and calculate slice probabilities.

Binomial Variance & Standard Deviation

σ=np(1−p)\sigma = \sqrt{n p (1 - p)}

Used when computing the spread/standard deviation of independent Bernoulli trial counts.

Cauchy-Schwarz Inequality for Random Variables

(Cov(X,Y))2≤Var(X) Var(Y)(\mathrm{Cov}(X, Y))^2 \le \mathrm{Var}(X) \, \mathrm{Var}(Y)

Used to evaluate the validity of theoretical statements bounding covariance and correlation.

Poisson Distribution PMF and Variance

P(X=k)=e−λλkk!,E[X]=Var(X)=λP(X = k) = \frac{e^{-\lambda} \lambda^k}{k!}, \quad E[X] = \mathrm{Var}(X) = \lambda

Used to find probabilities of rare event counts and expectations involving shifted quadratic terms.

Gaussian (Normal) PDF Form

f(x)=1σ2πexp⁡(−(x−μ)22σ2)f(x) = \frac{1}{\sigma \sqrt{2\pi}} \exp\left(-\frac{(x - \mu)^2}{2\sigma^2}\right)

Used to match standard Gaussian parameters from an exponential-quadratic density equation.

Conditional Probability Definition

P(A∣B)=P(A∩B)P(B)=∣A∩B∣∣B∣P(A \mid B) = \frac{P(A \cap B)}{P(B)} = \frac{|A \cap B|}{|B|}

Used to find the probability of event AA occurring given that event BB has already occurred, especially when all elementary outcomes in sample space SS are equally likely.

Law of Total Probability (First-Step Analysis)

P(E)=P(Stop with E)+P(Restart)⋅P(E)P(E) = P(\text{Stop with } E) + P(\text{Restart}) \cdot P(E)

Used to set up a linear equation for the overall success probability when an experiment can restart identically from the initial state.

Sum of Infinite Geometric Series for Repeated Trials

P(E)=∑k=0∞P(Restart)k⋅P(Stop with E)=P(Stop with E)1−P(Restart)P(E) = \sum_{k=0}^{\infty} P(\text{Restart})^k \cdot P(\text{Stop with } E) = \frac{P(\text{Stop with } E)}{1 - P(\text{Restart})}

Used to compute total probability over indefinitely repeated independent trials.

Cumulative Distribution Function (CDF)

F(x)=P(X≤x)=∑xi≤xP(X=xi)F(x) = P(X \le x) = \sum_{x_i \le x} P(X = x_i)

Used to compute cumulative probabilities up to a given real value xx for a discrete random variable.

Stars and Bars (Non-negative Integer Solutions)

(n+k−1k)=(n+k−1n−1)\binom{n + k - 1}{k} = \binom{n + k - 1}{n - 1}

Used to find the number of ways to distribute a sum kk across nn non-negative integer variables y1+y2+⋯+yn=ky_1 + y_2 + \dots + y_n = k.

Symmetry of Dice Sums

Ways(S)=Ways(n(m+1)−S)\text{Ways}(S) = \text{Ways}(n(m + 1) - S)

Used to simplify counting the number of ways to achieve a large sum SS with nn fair mm-sided dice by reflecting it about the mean.

Dice Transformation for Upper Bounds

yi=6−diwhere 1≤di≤6  ⟹  0≤yi≤5y_i = 6 - d_i \quad \text{where } 1 \le d_i \le 6 \implies 0 \le y_i \le 5

Used to shift bounded dice variables into non-negative integers summing to a small number.

Examiner traps in Probability and Statistics

  • Assuming independence implies mutual exclusivity or vice versa (e.g., P(A ∩ B) = 0 vs P(A ∩ B) = P(A)P(B)).
  • Forgetting that standard deviation is invariant under constant shifts: (aX + b) = |a| (X), omitting +b.
  • Overlooking overlap/dependence in conditional coin-toss problems (e.g., treating shared coin tosses across two events as independent).
  • Rounding errors in NAT questions when computing rational probabilities like 5/42 or powers of (0.99)5.
  • In continuous interval questions (e.g., subinterval containing a point), failing to split the integral at the boundary point where the piecewise definition changes.
  • Confusing covariance definition Cov(X, Y) = E[(X- X)(Y- Y)] (which can be negative) with the non-negative expectation of absolute differences.
  • Assuming unconditional independence (e.g., assuming the second coin is independently 1/2 without accounting for the condition 'at least one outcome is a head')
  • Confusing the conditioned event denominator with the total original sample space (e.g., obtaining 1/4 instead of 1/3)
  • Failing to account for permutations in compound outcomes (e.g., counting HT and TH as a single event)
  • Stopping at the first step and answering the single-step probability (e.g., (1)/(4) = 0.25) instead of solving the recurrence for the infinite trial sequence ((1)/(3) 0.33).
  • Misidentifying the sample space of multiple independent coin flips (e.g., treating (TAILS, HEADS) and (HEADS, TAILS) as indistinguishable single outcomes).
  • Rounding errors in NAT questions when converting fractions like (1)/(3) to decimal form.
  • Confusing P(X < x) with P(X ≤ x), which causes an off-by-one probability calculation at discontinuity points.
  • Assuming F(xmin) = 0 instead of F(xmin) = P(X = xmin) for discrete distributions.
  • Applying standard stars-and-bars without enforcing the upper bound constraint (di ≤ 6), which is only valid when the transformed sum is less than 6.
  • Off-by-one errors when shifting bounds (e.g., confusing yi = 6 - di with yi = di - 1).
  • Mistaking the total sample space size (64 = 1296) when setting up the probability ratio.

How questions are asked

  • Compute posterior probability via Bayes' rule in channel transmission or urn problems
  • Calculate expected value or variance of a discrete/continuous random variable
  • Find normalisation constant or bounds for a given PDF
  • Evaluate truth values of multiple theoretical statements on independence and covariance
  • Count favorable outcomes using permutations/combinations and Inclusion-Exclusion
  • Determine the optimal sequential strategy to maximize expected score/reward
  • Word problem computing conditional probability of multi-stage Bernoulli trials
  • Step-by-step algorithmic flow with conditional branches and loopback
  • Direct evaluation of CDF values at discrete support points
  • Find the numerator X in the probability expression X / 6n for a specified sum.

Paper trends

  • Shift from simple standard MCQ formulas towards NAT and multi-select MSQs testing precise definitions of independence, mutual exclusivity, and covariance bounds.

    2024, 2023, 2021, 2015, 2014

  • Introduction of geometric/continuous piecewise random variables (such as stick-breaking, subinterval containment, and median of rectified Gaussian variables).

    2025, 2017, 2014

  • Growing use of CS-specific applications including bit transmission over noisy channels, parity of random binary vectors, and random graph substructures.

    2025, 2021, 2020, 2019, 2015, 2013

  • Direct, single-step sample space reduction and conditional probability testing was posed as a foundational 1-mark MCQ in earlier GATE exams.

    2011

  • Appeared as a 2-mark NAT question testing recursive probability and law of total probability modeled via an algorithmic sequence of coin flips.

    2016

  • Appeared as a direct, foundational 1-mark multiple choice question evaluating definition-level knowledge of CDFs.

    2012

  • In 2014, discrete probability was tested via a 2-mark NAT problem requiring combinatorial variable transformation rather than straightforward brute-force enumeration.

    2014

Difficulty notes

Easy questions (1 mark) typically involve direct plug-and-chug into distribution formulas (Binomial variance, Poisson mass function, Gaussian PDF parameter identification) or basic 2-event set formulas. Medium questions (2 marks) require conditioning on intermediate random variables (e.g., common toss outcome in coin sequences, multi-stage Pólya urn analysis), piecewise definite integrals for continuous expectations, or applying Bayes' theorem to transition diagrams.