Uniform plus exponential exceeding one
Question
Let be uniform on and be exponential with rate , independent. The probability can be written as with integers . Compute .
Short answer
. Condition on : the exponential tail gives . Integrating this over yields , so , and .
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- Continuous Random Variables and Probability Density Functions
- Conditional Probability, Total Probability, and Bayes' Rule
- Worked Examples — Probability Trees, Monty Hall, and Bayesian Updating
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