(adsbygoogle = window.adsbygoogle || []).push({}); 1. The problem statement, all variables and given/known data

Random variable U is continuous uniform in the time interval (0,2)

T|U (T given U) is modelled by the mgf [tex]\frac{1}{1-ut}[/tex]

Find:

a) E(U)

b) E(T|U) and Var(T|U)

c) E(T) and Var(T)

2. Relevant equations

3. The attempt at a solution

a) This one was fine, E(U)=1

b) I know E(X)=m'(0), but how does it work with conditional distributions?

c) Again, not sure how I find the marginal distribution of T from the conditional mgf.

Any pointers appreciated. :)

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# Homework Help: Conditional moment generating functions

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