29. Let X and Y be independent exponential random variables with respective rates and , where...
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29. Let X and Y be independent exponential random variables with respective rates λ and μ, where λ>μ. Let c > 0.
(a) Show that the conditional density function of X, given that X + Y =
c, is fX|X+Y (x|c) = (λ − μ)e−(λ−μ)x 1 − e−(λ−μ)c , 0 (b) Use part (a) to find E[X|X + Y = c]. (c) Find E[Y|X + Y = c].
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