← 返回数学题库
433概率中等数值题short

Conditional Variance of a Surviving Exponential

题目

Let XExp(λ)X \sim \operatorname{Exp}(\lambda). Using the memoryless property, find Var(XX>t)\operatorname{Var}(X \mid X > t) for t>0t > 0. Does conditioning on survival change the variance compared to Var(X)\operatorname{Var}(X)? Evaluate numerically for λ=5\lambda = 5 and t=2t = 2.

解题计时

0:00

提交作答时记录,用于后续平均用时统计。

你的答案