Q: Let X be an exponential random variable with rate 1. If a and b are positive numbers, then P(X > a + b|X > b) = P(X > a). a. Explain why this is called the memoryless property b. Show that for an exponential rv X with rate 1, P(X > a) = e-al.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter5: Inverse, Exponential, And Logarithmic Functions
Section5.6: Exponential And Logarithmic Equations
Problem 67E
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Chapters: Normal and Exponential random variables.
Q: Let X be an exponential random variable with rate 1. If a and b are
positive numbers, then P(X > a + b|X > b) = P(X > a).
a. Explain why this is called the memoryless property
b. Show that for an exponential rv X with rate 1, P(X > a) = e-ad.
Transcribed Image Text:Chapters: Normal and Exponential random variables. Q: Let X be an exponential random variable with rate 1. If a and b are positive numbers, then P(X > a + b|X > b) = P(X > a). a. Explain why this is called the memoryless property b. Show that for an exponential rv X with rate 1, P(X > a) = e-ad.
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