let x be an exponential random variable with parameter show that the conditional expectation of

Name: let x be an exponential random variable with parameter show that the conditional expectation of x given x t is equal to the expectation of x t for any positive real number t 15756
Uploaded: 2023-09-30T21:58:44-08:00
Duration: 5 min 53 s
Channel: Adi S
Description: let x be an exponential random variable with parameter show that the conditional expectation of x given x t is equal to the expectation of x t for any positive real number t 15756

Question

Aishwarya Krishnakumar · Accepted Answer

First, we know that the probability density function (pdf) of an exponential random variable X w

Question

Let X be an exponential random variable with parameter λ. Show that the conditional expectation of X given X > t is equal to the expectation of X + t for any positive real number t

Please give Ace some feedback