Let X, Y be independent exp(A) random variables. Let S = X +Y. Find the conditional density of X given S. Show that X/S is independent of S.
Let X, Y be independent exp(A) random variables. Let S = X +Y. Find the conditional density of X given S. Show that X/S is independent of S.
Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.2: Expected Value And Variance Of Continuous Random Variables
Problem 23E
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![Let X, Y be independent exp(A) random variables. Let S = X +Y.
Find the conditional density of X given S.
Show that X/S is independent of S.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F15019834-d2c6-4630-ab6e-f787ad7bf670%2Fc3372ddb-88a0-44d1-844d-aa009aff539f%2Fttsl0di_processed.png&w=3840&q=75)
Transcribed Image Text:Let X, Y be independent exp(A) random variables. Let S = X +Y.
Find the conditional density of X given S.
Show that X/S is independent of S.
Expert Solution
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Step 1
Two random variable are said to be independent if
The joint distribution of the random variable is equal to the product of the individual probability distribution.
f(x,y)= f(x)f(y)
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