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; November 6th 2009 at 06:06 AM.
Follow Math Help Forum on Facebook and Google+
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.
View Tag Cloud