OK, this sounds like the right direction. Thank you NegativeDept and Stephen for helping me. I have not done statistics related things for quite a few years so please be patient with me!
It's true, t is not a random variables, but that's why I only called it an independent variable...
Hi Stephen,
Thank you for your response.
Perhaps I was not clear enough. The process is well defined and I am interested in the answer for my exact question, not a different problem. However, I think my use of the word "cumulative" is possibly not correct.
If you notice from my original post...
Hello,
I have a simple question regarding changing variables in a conditional distribution.
I have two independent variables
r \in \mathbb{R}, r>0 \\
t \in \mathbb{I}, t>0
where r is "rate" (can be any positive real number although most likely to be around 1) and t is "time" (positive...