Given X follows an exponential distribution [tex]\theta[/tex](adsbygoogle = window.adsbygoogle || []).push({});

how could i show something like

[tex]\operatorname{E}(X|X \geq \tau)=\tau+\frac 1 \theta[/tex]

?

i have get the idea of using Memorylessness property here,

but how can i combine the probabilty with the expectation?

thanks.

casper

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# Conditional expectation of Exp(theta)

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