Revision as of 06:03, 15 October 2008 by Obrienam (Talk)

X~Exp(1)

fX(x)= k*e^(-k*x)

Pr[X>x]= 1-FX (x)= e^(-k*x)

say we know X>t

What is Pr[X>x+t|X>t]

We think it is Pr[X>x]

Pr[X>x+t|X>t] = Pr[{X>t} $ \cap $ {X>x+t}] / Pr[X>t] = Pr[X>x+t] / Pr[X>t] = e^(-k*(x+t)) / e^(-k*t) = e(-k*t) = Pr[X>x]

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Recent Math PhD now doing a post-doctorate at UC Riverside.

Kuei-Nuan Lin