# Finding probablity distribution

• Sep 29th 2010, 02:29 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.
• Sep 29th 2010, 02:57 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
• Sep 29th 2010, 03:07 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.
• Sep 29th 2010, 03:15 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

$\displaystyle \frac{\int_{t + y}^{+\infty} F(x) \, dx}{\int_t^{+\infty} F(x) \, dx}$.
• Sep 29th 2010, 03:17 PM
coolhandluke
Would that just be t to the infinity on top and it would all reduce to 1?
• Sep 29th 2010, 03:33 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.