Let x be a continuous random variable, let alpha in R such that P(x>=alpha )>0, and define
F:R->[0,1] by
F(z)=P(x<=z|x>=alpha )
Show that,
F(z)={((F_(x)(z)-F_(x)(alpha ))/(1-F_(x)(alpha )) if z>=alpha ),(0 if z<alpha .):}
where F_(x) is the cumulative distribution function of x.
Note: it is possible to show that F is the distribution function of a random variable Z. For example, if x models the lifespan of a phone, then Z is the remaining lifespan if we assume the phone is operational up to time alpha .