I finished this proof, but the last line where it says that P(X>y). where does this logic come from?
Last edited by Statsnoob2718; Nov 6th 2009 at 05:06 AM.
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Hello, Because $\displaystyle \frac{e^{-(x+y)/\theta}}{e^{-x/\theta}}=e^{-y/\theta}$ and we know that for an exponential distribution, the cdf is $\displaystyle P(Y\leq y)=1-e^{-y/\theta}$ hence the result
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.
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