I am stuck on a vital step in this process, and that is about the conditional probability aspect of it. Once I get that step, the integration and using the gamma function should go fine.
So my question is the following: Will P[x > 4 | x > 2] = P[x > 4 and x > 2]/P[x>2] = P[x>4] / P[x>2] OR will it be P[2< x<4]/P[x>2]? The first result gives me a really small probabiliy of 0.0557 and the latter one gives me 0.94, which are two entirely different answers. Thanks in advance.
By definition of conditional probability, $P(A|B) = P(A \ \text{and}\ B)/P(B)$.