Conditional expectation of exponential random variable

AI Thread Summary
The discussion focuses on finding the conditional expectation E{X|X>a} for an exponential random variable X with rate u. Participants emphasize the need to define the probability density function (PDF) of X and the conditional PDF given X > a. They also highlight the importance of establishing the formula for conditional expectation based on the conditional PDF. Additionally, there is a question regarding whether this topic qualifies as "pre-calculus" mathematics. The conversation underscores the necessity of clarifying relevant equations to solve the problem effectively.
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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

 
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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?
 

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