Question: Let X be an exponential random variable. Without any computations, tell which one of the following is correct. Explain your answer. (a) E[X2|X > 1]

Let X be an exponential random variable. Without any computations, tell which one of the following is correct. Explain your answer.

(a) E[X2|X > 1] = E[(X + 1)2]

(b) E[X2|X > 1] = E[X2] + 1

(c) E[X2|X > 1] = (1 + E[X])2

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