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In: Statistics and Probability

Let X be an exponential random variable with parameter λ, which means that fX(x) = λe^(−λx)...

Let X be an exponential random variable with parameter λ, which means that fX(x) = λe^(−λx) * u(x).

(a) For x > 0, find P(X ≤ x).

(b) For x2 > x1 > 0, find P(x1 ≤ X ≤ x2).

(c) For x > 0, find P(X ≥ x).

(d) Segment the positive real line into three equally likely disjoint intervals.

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