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Homework Help: Finding the marginal distribution of a random variable w/ a random variable parameter

  1. Jan 25, 2010 #1
    STAT134/150: Marginal distr. of a random var. w/ random var. param., given distrs


    I am a little shaky on my probability, so bear with me if this is a dumb question...

    Anyway, the distributions of the two random variables are given:

    [tex]X : Poisson (\lambda[/tex])
    [tex]\lambda : Exp. (\theta)[/tex]

    I simply need the marginal distribution of X and the conditional density for [tex]\lambda[/tex] given a value for X

    I have all the equations for dependent distributions, but do not know how to apply them to this ostensibly easy problem...

    Any help?
    Last edited: Jan 25, 2010
  2. jcsd
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