Line 1: Line 1:
 +
[[Category:ECE302Fall2008_ProfSanghavi]]
 +
[[Category:probabilities]]
 +
[[Category:ECE302]]
 +
[[Category:problem solving]]
 +
=Question=
 
X~Exp(1)
 
X~Exp(1)
  
Line 8: Line 13:
  
 
What is Pr[ X>x+t | X>t ]  
 
What is Pr[ X>x+t | X>t ]  
 
+
=Answer=
 
We think it is Pr[ X>x ]
 
We think it is Pr[ X>x ]
  
 
Pr[ X>x+t |  X>t ] = Pr[ {X>t} <math> \cap </math> {X>x+t} ] / Pr[ X>t ] = Pr[ X>x+t ] / Pr[ X>t ] = e^(-k*(x+t)) / e^(-k*t) = e(-k*t) = Pr[ X>x ]
 
Pr[ X>x+t |  X>t ] = Pr[ {X>t} <math> \cap </math> {X>x+t} ] / Pr[ X>t ] = Pr[ X>x+t ] / Pr[ X>t ] = e^(-k*(x+t)) / e^(-k*t) = e(-k*t) = Pr[ X>x ]
 +
----
 +
[[Main_Page_ECE302Fall2008sanghavi|Back to ECE302 Fall 2008 Prof. Sanghavi]]

Latest revision as of 12:19, 22 November 2011

Question

X~Exp(1)

fX(x)= k*e^(-k*x)

Pr[ X>x ]= 1-FX (x)= e^(-k*x)

say we know X>t

What is Pr[ X>x+t | X>t ]

Answer

We think it is Pr[ X>x ]

Pr[ X>x+t | X>t ] = Pr[ {X>t} $ \cap $ {X>x+t} ] / Pr[ X>t ] = Pr[ X>x+t ] / Pr[ X>t ] = e^(-k*(x+t)) / e^(-k*t) = e(-k*t) = Pr[ X>x ]


Back to ECE302 Fall 2008 Prof. Sanghavi

Alumni Liaison

BSEE 2004, current Ph.D. student researching signal and image processing.

Landis Huffman