- #1
muso07
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Homework Statement
Random variable U is continuous uniform in the time interval (0,2)
T|U (T given U) is modeled by the mgf [tex]\frac{1}{1-ut}[/tex]
Find:
a) E(U)
b) E(T|U) and Var(T|U)
c) E(T) and Var(T)
Homework Equations
The Attempt at a Solution
a) This one was fine, E(U)=1
b) I know E(X)=m'(0), but how does it work with conditional distributions?
c) Again, not sure how I find the marginal distribution of T from the conditional mgf.
Any pointers appreciated. :)