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
Posted: Sun Sep 05, 2021 5:22 pm
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.