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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and we know that for an exponential distribution, the cdf is
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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