Let A be a random variable with the Exponential(1) distribution.
Let B be a random variable with the Uniform[0,1] distribution.
i) Show that for x,y > 0, the conditional probability that A > x+y given that A > x is
equal to the probability that A > y. This is called the memoryless property of the
exponential distribution; can you see why?
ii) Show that for 0 < x < 1, 0 < y < 1, the conditional probability that B > x+y given
that B > x is strictly less than the probability that B > y.
2006-12-09
03:49:49
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1 answers
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Anonymous
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Science & Mathematics
➔ Mathematics