- #1
mertcan
- 345
- 6
Hi, Initially X and Y are exponential random variables with rate respectively $$\mu \lambda$$, and I am aware that E[X|X>Y] is obtained using joint distribution but I can not build up the integral structure, I intuitively think the result is just 1/mu, but I can not prove it to myself could you help me about that and building the integral structure?