Back to 14.2 Problems on Conditional Expectation, Regression

14.2 Exercise 29

Avg difficulty 2.5

Time to failure X of a manufactured unit has an exponential distribution. The parameter is dependent upon the manufacturing process. Suppose the parameter is the value of random variable H∼H \sim uniform on[0.005, 0.01], and X is conditionally exponential (u)\left(u\right), given H=uH = u. Determine P(X>150)P \left(X > 150\right). Determine E[X|H=u]E \left[\right. X \left|\right. H = u \left]\right. and use this to determine E[X]E \left[X\right].

Pfeiffer, Applied Probability, 14.2 Problems on Conditional Expectation, Regression, exercise 29

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Adapted from Applied Probability © 2009 Paul E. Pfeiffer. Licensed under CC BY 3.0. Source: Applied Probability. Imported at revision d7a0420.