Recent content by Ego7894612

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    Graduate Conditional expectation of three exponential distributed r.v.

    I now understand what you mean by "I'm not sure about this line (...)": you're completely right, it's wrong!
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    Graduate Conditional expectation of three exponential distributed r.v.

    Isn't this just the "law of total expectation"? I don't really understand your point I'm afraid. EDIT: Yes, we can also go by the second approach. Then how to calculate E[B.I(A<B<C)] exactly ? (I'm not sure how to start with this integral.)
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    Graduate Conditional expectation of three exponential distributed r.v.

    First a remark: we may assume that A, B and C are independent random variables (this may help a lot). E [ B | A < B < C ] = \int_{0}^\infty E [ B \, | \, A < B < C, A = a ] \; f_{A} ( a ) \; da = \int_{0}^\infty \int_{0}^\infty E [ B \, | \, A < B < C, A = a, C=c ] \; f_{A} ( a ) \...
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    Graduate Conditional expectation of three exponential distributed r.v.

    I've been struggling with this problem for more than 4 days now: Let A, B and C be exponential distributed random variables with parameters lambda_A, lambda_B and lambda_C, respectively. Calculate E [ B | A < B < C ] in terms of the lambda's. I always seem get an integral which is...