Thank you very much for your response. I have tried it several times for the last couple of days and cannot get anything out of it. Would you please be able to provide any additional insight?
1. I have a problem that I cannot figure out how to solve. I want to find the following:
E(X|X<Y) where X follows exp(a) and Y follows exp(b) (exp is for exponential distribution). Any ideas on how to solve it?
[b]I got E(X|X<Y) = \int_{-∞}^{∞} E(X|X<y)f_{y}(y)dy = \int_{-∞}^{∞}...