# Math Help - There's this proof regarding conditional probability and exponential distributions...

1. ## There's this proof regarding conditional probability and exponential distributions...

I finished this proof, but the last line where it says that P(X>y). where does this logic come from?

2. Hello,

Because $\frac{e^{-(x+y)/\theta}}{e^{-x/\theta}}=e^{-y/\theta}$
and we know that for an exponential distribution, the cdf is $P(Y\leq y)=1-e^{-y/\theta}$

hence the result

3. Small x and small y are just constants, X is the rv.

You had P(X>x) in the denominator on the line above, just replace x with y and you are done.