Finding probablity distribution

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September 29th 2010, 01:29 PM
coolhandluke

Finding probablity distribution

For nonnegative X~F with mean $0<\frac{1}{\mu}<\inf$

Find P(X>t+y|X>t)

I know how to do this with the exponential distribution (memoryless property), but I don't believe any information about the random variable distribution.
September 29th 2010, 01:57 PM
mr fantastic

Quote:

Originally Posted by coolhandluke

For nonnegative X~F with mean $0<\frac{1}{\mu}<\inf$

Find P(X>t+y|X>t)

I know how to do this with the exponential distribution (memoryless property), but I don't believe any information about the random variable distribution.

What is the pdf of X? Is F meant to represent this distribution: F-distribution - Wikipedia, the free encyclopedia
September 29th 2010, 02:07 PM
coolhandluke

I think it's saying that X is distributed according to distribution F, not the particular F distribution. I think this is just a conceptual question.
September 29th 2010, 02:15 PM
mr fantastic

Quote:

Originally Posted by mr fantastic

What is the pdf of X? Is F meant to represent this distribution: F-distribution - Wikipedia, the free encyclopedia

$\displaystyle \frac{\int_{t + y}^{+\infty} F(x) \, dx}{\int_t^{+\infty} F(x) \, dx}$ .
September 29th 2010, 02:17 PM
coolhandluke

Would that just be t to the infinity on top and it would all reduce to 1?
September 29th 2010, 02:33 PM
mr fantastic

Quote:

Originally Posted by coolhandluke

Would that just be t to the infinity on top and it would all reduce to 1?

Why? It is exactly as I have posted it. Unless you know the pdf there is nothing more can be done.

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