Question: Let X be a continuous random variable with CDF F and PDF f. (a) Find the conditional CDF of X given X > a (where

Let X be a continuous random variable with CDF F and PDF f. (a) Find the conditional CDF of X given X > a (where a is a constant with P(X > a) # 0). That is, find P(X a) for all a, in terms of F. (b) Find the conditional PDF of X given X > a. (c) Check that the conditional PDF from (b) is a valid PDF, by showing directly that it is nonnegative and integrates to 1

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