[公告] 隨機過程課程公告
The midterm exam will be returned on Thursday evening. Homework:
1. Problem 1: Let X,Y be independent exponential random variable with mean
(1/(lambda)) and (1/(mu)). Let Z be another random variable
such that Z=min(X,Y).
a Find the probability density function of Z.
b Find the conditional expectation E(X|X<Y), which is equivalent to E(Z|X<Y).
Problems from the book of Ross: Chapter 6, Problems 3, 4, 5, 6(a)(b).
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