Hi all,

I'm wondering how could I model a r.v. $\displaystyle B$ which is exponentially distributed (i.e. with pdf $\displaystyle f(b)=kexp(-kb)u(b)$ with $\displaystyle u(b)$ = the step function) but whose parameter $\displaystyle k$ is itself a random variable, not a fixed deterministic value.

Since:

$\displaystyle f(b|k)=f(b,k)/f(k)$

I think I can write:

$\displaystyle f(b,k)=f(b|k)f(k)=kexp(-kb)u(b)f(k)$

is this correct?

Thanks!