I've been struggling with this problem for more than 4 days now:(adsbygoogle = window.adsbygoogle || []).push({});

Let A, B and C be exponential distributed random variables with parameters lambda_A, lambda_B and lambda_C, respectively.

Calculate E [ B | A < B < C ] in terms of the lambda's.

I always seem get an integral which is impossible to calculate...

Who has a suggestion how to solve this problem?

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# Conditional expectation of three exponential distributed r.v.

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