Recent content by MrFancy

OK, thanks a lot, I hadn't thought of using the law of total probability. Here's what I did, simplifying a little so that Y has a mass point at 0 and is otherwise U[0,1] instead of U[0,t]: For the Pr(Y<a|Y>b-x) part, 1. take the cdf of Y evaluated at a, which is a(1-k)+k 2. subtract...

Does this look like something that isn't going to have an analytical solution and would need to be simulated?

I'm trying to solve a problem as part of my research and it's giving me fits. It seems like it should be simple, but I can't wrap my brain around how to do it. The problem is: Suppose X~N(0,s), and Y is a random variable that has a probability mass point at 0 but is otherwise uniformally...