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Calculate exponentially distributed random number

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#random-variables #random #exponential-distribution
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How to find $\mathbb{E}(X\mid\mathbf{1}_{X<Y})$ where $X,Y$ are i.i.d exponential variables?

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#probability #probability-distributions #expected-value #conditional-expectation #exponential-distribution
302
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Expected value of number of events at time t

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#probability #poisson-process #exponential-distribution
322
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Finding the pdf of a random variable generating from another random variable with defined pdf

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#statistics #probability-distributions #exponential-distribution #gamma-distribution
268
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Exponential distribution as a differential equation

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#probability #ordinary-differential-equations #probability-distributions #exponential-distribution
188
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expected time of a Poisson process exponential time

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#poisson-process #exponential-distribution
273
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Exponential Distribution - conditional Probability

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#probability #statistics #exponential-distribution
242
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Continuous Random Variables including exponential distribution

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#probability #exponential-distribution
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Conditional expectation of X given X > 1

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#probability #conditional-expectation #exponential-distribution
38
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Prove $\lambda_n$ is a biased estimator

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#parameter-estimation #exponential-distribution
247
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probability that minimum value in set A is larger than maximum value in set B

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#probability #exponential-distribution
72
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Compute P (max(η1, ..., η5) ≤ a) ...

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#probability #exponential-distribution
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Computing the expected shortfall

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#conditional-expectation #exponential-distribution
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where's the error of this calculation?

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#expectation #exponential-distribution
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Why does the frequency of the duration of idle times have a rate similar to the inter-arrival times?

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#markov-chains #markov-process #poisson-process #exponential-distribution

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