The waiting time of a bus as T(measured in mins). Assume on weekdays (Mon to Fri), T is an exponential random variable with mean 3 mins. On weekends (Sat to Sun), T is an exponential random variable with mean 5 mins.
Find the probability density function of T on a arbitrary day.
I know how to find pmf, but if I need to find pdf, what should I do?
You just need to combine the two pdfs that you are given. For a random day, there is a $\frac 27$ chance it is a weekend. Use that to weight the two pdfs.