1 Let X have a uniform distribution in the unit interval 0 1

1. Let X have a uniform distribution in the unit interval [0, 1], and let Y have an exponential distribution with parameter = 2. Assume that X and Y are independent. Let Z = X + Y .

(a) Find P(Y X).

(b) Find the conditional PDF of Z given that Y = y.

(c) Find the conditional PDF of Y given that Z = 3.

Solution

1. Let X have a uniform distribution in the unit interval [0, 1], and let Y have an exponential distribution with parameter = 2. Assume that X and Y are indepen

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