Conditional expectation of exponential random variable given X > a

new_for_ever · May 25, 2011

Homework Statement

For an exponential random variable X with rate u What is E{X|X>a} where a is a scale value

Homework Equations

The Attempt at a Solution

jbunniii · May 25, 2011

You left the "Relevant equations" section blank. Why don't you start by populating it?

In particular:

What is the PDF of X? What is the conditional PDF of X given that X > a? What is the formula for the conditional expectation you are seeking, in terms of the conditional PDF?

By the way, is this really "pre-calculus" mathematics?

Conditional expectation of exponential random variable given X > a

Homework Statement

Homework Equations

The Attempt at a Solution

Discussion

"Critical" Triangle Problem

Dividing a $100 bet three ways to guarantee equal payoff

Hedging on a weather prediction

Solving an elementary trigonometric equation

Insights Revisiting the Velocity-Time Function

Insights Remote Operated Gate Control System

Insights AI Enriched Problem Solving

Insights Thinking Outside The Box Versus Knowing What’s In The Box

Insights Why Entangled Photon-Polarization Qubits Violate Bell’s Inequality

Insights Quantum Entanglement is a Kinematic Fact, not a Dynamical Effect

Conditional expectation of exponential random variable given X > a

Homework Statement

Homework Equations

The Attempt at a Solution

Discussion

Similar threads

Graduate Conditional expectation of exponential random variable

Undergrad Calculation of E[X|X>Y] for Exponential Random Variables

Graduate On conditional probability of an exponential random variable

Graduate Conditional expectation of exponential distribution.

Graduate Conditional Expectation of a random variable