Re: Exponential RV and Conditional Expectation Problem

From: Robert Israel (israel_at_math.ubc.ca)
Date: 10/14/04 

Date: 14 Oct 2004 18:37:22 GMT

In article <df76407e.0410141031.64c01976@posting.google.com>,
Randy Poe <poespam-trap@yahoo.com> wrote:
>Stridar@gmail.com (bg) wrote in message
>news:<216501ce.0410140209.1edcfdb3@posting.google.com>...

>> = \frac{1, \lamda +
>> \mu}
>
>While it may work out to this, I don't think it's because
>there is an exponential rv with parameter lambda +mu.

Why don't you think that? The minimum of two independent
exponential rv's is an exponential rv. Think of it in
terms of P{min(X,Y) > t} and this becomes clear.

Robert Israel israel@math.ubc.ca
Department of Mathematics http://www.math.ubc.ca/~israel
University of British Columbia Vancouver, BC, Canada

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