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## Homework Statement

Assuming 'm' is deterministic the probability distribution of a Random Variable(R.V) r is f(r)=m exp(-rm) Now m itself is a another R.V with a probability distribution g(m). Is it correct to say that now the probability distribution of 'r' is f(r)=E_m [m exp(-rm)] where E_m is the statistical expectation operation with respect to 'm'. If it is correct can some one give me a mathematical reference (some journal publications or book)?

## Homework Equations

f(r)=m exp(-rm)