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.
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
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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