Construction of a random variable (and its distribution function) with mixed distribution (uniform and exponential)
Posted: Sun Oct 03, 2021 11:09 am
Construction of a random variable (and its distribution
function) with mixed distribution (uniform and exponential)
Q.2 Suppose we are given a fair coin, a uniform random variable X on (0,1), and an exponen- tial random variable Y with mean 1, which are all independent. Construct a random variable whose distribution is the equal mixture of the uniform distribution and the exponential dis- tribution, and write down its distribution function.
function) with mixed distribution (uniform and exponential)
Q.2 Suppose we are given a fair coin, a uniform random variable X on (0,1), and an exponen- tial random variable Y with mean 1, which are all independent. Construct a random variable whose distribution is the equal mixture of the uniform distribution and the exponential dis- tribution, and write down its distribution function.