An exponential random variable has a PDF given by fX(x) = exp ( x) u (x) .
Question:
(a) Find the mean and variance of X.
(b) Find the conditional mean and the conditional variance given that X > 1
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Probability and Random Processes With Applications to Signal Processing and Communications
ISBN: 978-0123869814
2nd edition
Authors: Scott Miller, Donald Childers
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