In: Statistics and Probability
The random variable Y has an exponential distribution with probability density function (pdf)
as follows:
f(y) = λe−λy, y >0
= 0, otherwise
(i) Showing your workings, find P (Y > s|Y > t), for s ≥ t. [3]
(ii) Derive an expression for the conditional pdf of Y , conditional on that Y ≤ 200. [3]
N(t) is a Poisson process with rate λ
(iii) Find an expression for the Cumulative Distribution Function (CDF) of the waiting time until the first event. (Hint: Consider the probability of there being 0 events in time t.) [2]
(iv) Explain the relationship between the mean of the Poisson distribution with rate λ and the mean of the associated distribution for the waiting time.
here is the solution for this. I have used cumulative distribution function of exponential distribution to calculate probabilities of the type
P(X<a) =F(a) where F is cdf given below .
Please upvote If I am able to help you.
Thanks