Revision as of 16:33, 15 October 2008 by Tsukwant (Talk)

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Given X~exp($ lambda $) CDF of X = 1 - exp(-lambda*x) = P[X<=x] P[X>x] = exp(-lambda*x) P[Y>k] = P[X>k] = exp(-lambda*k)

P[Y>k] = P[Y=k+1] + P[Y=k+2] + ... -- (1) P[Y>k-1] = P[Y=k] + P[Y=k+1] + P[Y=k+2] + ... -- (2)

        = P[Y=k] + P[Y>k]

then find P[Y=k] ...

Alternatively, without using the hint given, we can also approach the problem using the PDF of X PDF of X = lambda*exp(-lambda*x) For Y to have a value k (k is integer), X has to fall within the range of k-1 to k P[Y=k] = P[k-1<X<k]

      = (integ:k-1 to k) lambda*exp(-lambda*x) dx = ...

Both methods should lead to the same answer.

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