Let T have an exponential () distribution, and conditional on T, let U be uniform on [0,T],

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Let T have an exponential (λ) distribution, and conditional on T, let U be uniform on [0,T],

Find the unconditional mean and variance of U.

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An Introduction to Measure Theoretic Probability

ISBN: 978-0128000427

2nd edition

Authors: George G. Roussas

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Posted Date: Nov 30, 2018 09:32 AM

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Let T have an exponential () distribution, and conditional on T, let U be uniform on [0,T],

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An Introduction to Measure Theoretic Probability

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