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Probability Theory: A Comprehensive Course

Achim Klenke

Chapter 8

Conditional Expectations - all with Video Answers

Educators


Section 1

Elementary Conditional Probabilities

04:28

Problem 1

(Lack of memory of the exponential distribution) Let $X>0$ be a strictly positive random variable and let $\theta>0 .$ Show that $X$ is exponentially distributed if and only if
$$
\mathbf{P}[X>t+s \mid X>s]=\mathbf{P}[X>t] \quad \text { for all } s, t \geq 0
$$
In particular, $X \sim \exp _{\theta}$ if and only if $\mathbf{P}[X>t+s \mid X>s]=e^{-\theta t}$ for all $s, t \geq 0$.

Amany Waheeb
Amany Waheeb
Numerade Educator
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Problem 2

Consider a theater with $n$ seats that is fully booked for this evening. Each of the $n$ people entering the theater (one by one) has a seat reservation. However, the first person is absent-minded and takes a seat at random. Any subsequent person takes his or her reserved seat if it is free and otherwise picks a free seat at random.
(i) What is the probability that the last person gets his or her reserved seat?
(ii) What is the probability that the $k$ th person gets his or her reserved seat?

Joshua Argo
Joshua Argo
Numerade Educator