Let X be an exponential random variable. Show that, for numbers a > 0 and b >

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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.)

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Mathematical Statistics With Applications In R

ISBN: 9780124171138

2nd Edition

Authors: Chris P. Tsokos, K.M. Ramachandran

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