Question: Let X be an exponential random variable. Show that, for numbers a > 0 and b > 0, (This property of the exponential distribution is

Let X be an exponential random variable. Show that, for numbers a > 0 and b > 0,
P(X >a+b{X >a)=P(X >b).

(This property of the exponential distribution is called the memory less property of the distribution.)

P(X >a+b{X >a)=P(X >b).

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