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November 6th, 2009, 06:39 AM
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| | There's this proof regarding conditional probability and exponential distributions... I finished this proof, but the last line where it says that P(X>y). where does this logic come from?
Last edited by Statsnoob2718; November 6th, 2009 at 07:06 AM.
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November 6th, 2009, 12:12 PM
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| | Hello,
Because 
and we know that for an exponential distribution, the cdf is
hence the result
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November 6th, 2009, 01:35 PM
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| | Small x and small y are just constants, X is the rv.
You had P(X>x) in the denominator on the line above, just replace x with y and you are done. | | Thread Tools | | | | Display Modes | Linear Mode |
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