Results 1 to 6 of 6

Math Help - Finding probablity distribution

  1. #1
    Newbie
    Joined
    Mar 2010
    Posts
    19

    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.
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Flow Master
    mr fantastic's Avatar
    Joined
    Dec 2007
    From
    Zeitgeist
    Posts
    16,948
    Thanks
    5
    Quote Originally Posted by coolhandluke View Post
    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
    Follow Math Help Forum on Facebook and Google+

  3. #3
    Newbie
    Joined
    Mar 2010
    Posts
    19
    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.
    Follow Math Help Forum on Facebook and Google+

  4. #4
    Flow Master
    mr fantastic's Avatar
    Joined
    Dec 2007
    From
    Zeitgeist
    Posts
    16,948
    Thanks
    5
    Quote Originally Posted by mr fantastic View Post
    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}.
    Follow Math Help Forum on Facebook and Google+

  5. #5
    Newbie
    Joined
    Mar 2010
    Posts
    19
    Would that just be t to the infinity on top and it would all reduce to 1?
    Follow Math Help Forum on Facebook and Google+

  6. #6
    Flow Master
    mr fantastic's Avatar
    Joined
    Dec 2007
    From
    Zeitgeist
    Posts
    16,948
    Thanks
    5
    Quote Originally Posted by coolhandluke View Post
    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.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Replies: 0
    Last Post: May 12th 2011, 03:43 PM
  2. Replies: 1
    Last Post: April 15th 2009, 10:52 AM
  3. Conditional distribution and finding unconditional distribution
    Posted in the Advanced Statistics Forum
    Replies: 2
    Last Post: December 2nd 2008, 04:48 AM
  4. [SOLVED] Gamma Distribution/Probablity Question
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: April 11th 2008, 04:49 PM
  5. probablity with normal distribution
    Posted in the Advanced Statistics Forum
    Replies: 2
    Last Post: February 18th 2007, 12:23 PM

Search Tags


/mathhelpforum @mathhelpforum