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Math Help - conditional distribution

  1. #1
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    conditional distribution

    In general, how do you find the distribution given x>c for some c? For example, what's the distribution of an exponential distribution given \lambda = .1 and x>12? Thanks
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  2. #2
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    Hello,

    Use Bayes formula of conditional pdf (which is equivalent to that of conditional probabilities)
    I'm not sure I'm guessing correctly what you mean... the distribution of what given X>c ?
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  3. #3
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    Basically, I'm trying to find E(X|X>c) for some constant c where X is exponential. I thought maybe figuring out the distribution would help. Thanks
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  4. #4
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    Okay.

    So you just have to translate the conditioning as "such that X>c", which gives \int_c^\infty x f_X(x) ~dx, where f_X is the pdf of X.
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