Let $B,C$ independent random variables such that $B\sim \operatorname{exp}(\lambda),C\sim U[0,1]$.
I have 2 questions about the solution:
- "We're looking for the probability that $\mathbb{P}(4B^2-4C>0)$". Why does the coefficient of $B^2$ is $4$ and not $1$? Maybe it's a mistake?
- Why does this equality hold? $$ \\ f_{B^2,C}(t,s)=f_{B^2|C}(t|s) \ $$
The first point is a mistake
If $s \in [0,1]$, we have $f_C(s)=1$ since $C$ follows $U[0,1]$.
Hence, when $s \in [0,1]$, $$f_{B^2, C}(t,s) = f_{B^2|C}(t|S)f_C(s)=f_{B^2|C}(t|S)$$