1. ## Finding probablity distribution

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

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.

2. Originally Posted by coolhandluke
For nonnegative X~F with mean $\displaystyle 0<\frac{1}{\mu}<\inf$

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

3. 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.

4. Originally Posted by mr fantastic
What is the pdf of X? Is F meant to represent this distribution: F-distribution - Wikipedia, the free encyclopedia
$\displaystyle \displaystyle \frac{\int_{t + y}^{+\infty} F(x) \, dx}{\int_t^{+\infty} F(x) \, dx}$.

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

6. 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.