Let X be a nonnegative random variable defined on a probability space (Q, F,P) with the...

    

Transcribed Image Text:

Let X be a nonnegative random variable defined on a probability space (Q, F,P) with the exponential distribution, which is P{X a}=1-e-a, a 0, where is a positive constant. Let be another positive constant, and define -(1-1)x Z==e Define P by P(A) = L ZdP for all AE F. A (a) Show that P(2): = 1. (b) Compute the cumulative distribution function P{Xa} for a 0 for the random vatiable X under the probability measure P. Activate Windows Go to Settings to activate Wi Let X be a nonnegative random variable defined on a probability space (Q, F,P) with the exponential distribution, which is P{X a}=1-e-a, a 0, where is a positive constant. Let be another positive constant, and define -(1-1)x Z==e Define P by P(A) = L ZdP for all AE F. A (a) Show that P(2): = 1. (b) Compute the cumulative distribution function P{Xa} for a 0 for the random vatiable X under the probability measure P. Activate Windows Go to Settings to activate Wi