Question no. 8 We consider the process {X(t),t > 0) defined by X(t) = e-Yt, for t > 0, where Y is a continuous random va

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Question No 8 We Consider The Process X T T 0 Defined By X T E Yt For T 0 Where Y Is A Continuous Random Va 1 (28.18 KiB) Viewed 76 times

Question no. 8 We consider the process {X(t),t > 0) defined by X(t) = e-Yt, for t > 0, where Y is a continuous random variable whose density function is fy(y), for y 20. (a) Find f(x;t) in terms of fy(y). (b) Calculate E(X(t)) and Rx(tı, tz) when Y has an exponential distribution with parameter 1.