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445概率困难multi partlong

Memorylessness Breaks for Exponential Mixtures

题目

Let XX have the mixture density f(x)=12ex+52e5xf(x) = \frac{1}{2}e^{-x} + \frac{5}{2}e^{-5x} for x0x \geq 0 (a 505050{-}50 mixture of Exp(1)\operatorname{Exp}(1) and Exp(5)\operatorname{Exp}(5)).

(a) Compute P(X>s+tX>s)P(X > s + t \mid X > s) as a function of ss and tt, and show it depends on ss (i.e., the memoryless property fails).

(b) Evaluate P(X>2X>1)P(X > 2 \mid X > 1) and compare with P(X>1)P(X > 1).

(c) Interpret: given that XX has survived past ss, how does the conditional distribution change as ss increases?

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