Question: Please see attached for question.Let X be an Exp(1) random variable. Let [X] denote the largest integernot exceeding X. Show that P([X] = m, X
Please see attached for question.Let X be an Exp(1) random variable. Let [X] denote the largest integernot exceeding X.
Show that P([X] = m, X [X] t) = e m(1 e t).
Work out the marginals of [X] and X [X] and deduce that these two random variables are independent.
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