What is the conditional density function of $Z|Z = X$, where $Z = max{X, Y}$, X~exp($lambda_1$),...

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What is the conditional density function of $Z|Z = X$, where $Z = max{X, Y}$, X~exp($lambda_1$), Y~exp($lambda_2$) and X, Y are independent?


Conditional expectation of $max(X,Y)$ and $min(X,Y)$ when $X,Y$ are iid and exponentially distributedJoint pdf, conditional density and correlation between max and min of two independant exponetially distributed variablesFind cumulative distribution function of two independent exponential random variables $X$ and $Y$Find the conditional probability density function.Probability Density Function of Random Variable which is Max of other Random VariablesFinding a (distribution) $p(cdot)$ satisfying $p(x) = int_0^infty exp(lambda_1 y^2 + lambda_2 x y) p(y) dy$ and $p(x) = 0$ for $x < 0$Intuitive explanation of conditional density functionDivision of Two exponential Random variablesWhat is the probability density function of $X_1+X_2$?How to find the joint probability density function of 2 exponential distributions?













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$begingroup$


Given that $X $~$ $exp$(lambda_1)$, $Y $~$ $exp$(lambda_2)$, and $X$,$Y$ are independt.



$Z$=$max{X,Y}$



Find the conditional density function of $Z$ given $Z$=$X$.



I get pdf of $Z$ is $lambda_1 e^{-lambda_1z} (1 - e^{-lambda_2z})+lambda_2 e^{-lambda_2z} (1 - e^{-lambda_1z})$



But how to write the conditional density function of $Z|Z=X$?










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1












$begingroup$


Given that $X $~$ $exp$(lambda_1)$, $Y $~$ $exp$(lambda_2)$, and $X$,$Y$ are independt.



$Z$=$max{X,Y}$



Find the conditional density function of $Z$ given $Z$=$X$.



I get pdf of $Z$ is $lambda_1 e^{-lambda_1z} (1 - e^{-lambda_2z})+lambda_2 e^{-lambda_2z} (1 - e^{-lambda_1z})$



But how to write the conditional density function of $Z|Z=X$?










share|cite|improve this question









New contributor




ChengBang Chen is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.







$endgroup$












  • $begingroup$
    Welcome to Mathematics Stack Exchange! A quick tour will enhance your experience. Here are helpful tips to write a good question and write a good answer.
    $endgroup$
    – dantopa
    yesterday














1












1








1





$begingroup$


Given that $X $~$ $exp$(lambda_1)$, $Y $~$ $exp$(lambda_2)$, and $X$,$Y$ are independt.



$Z$=$max{X,Y}$



Find the conditional density function of $Z$ given $Z$=$X$.



I get pdf of $Z$ is $lambda_1 e^{-lambda_1z} (1 - e^{-lambda_2z})+lambda_2 e^{-lambda_2z} (1 - e^{-lambda_1z})$



But how to write the conditional density function of $Z|Z=X$?










share|cite|improve this question









New contributor




ChengBang Chen is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.







$endgroup$




Given that $X $~$ $exp$(lambda_1)$, $Y $~$ $exp$(lambda_2)$, and $X$,$Y$ are independt.



$Z$=$max{X,Y}$



Find the conditional density function of $Z$ given $Z$=$X$.



I get pdf of $Z$ is $lambda_1 e^{-lambda_1z} (1 - e^{-lambda_2z})+lambda_2 e^{-lambda_2z} (1 - e^{-lambda_1z})$



But how to write the conditional density function of $Z|Z=X$?







probability-distributions stochastic-processes random-variables random






share|cite|improve this question









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ChengBang Chen is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.











share|cite|improve this question









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edited 17 hours ago







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  • $begingroup$
    Welcome to Mathematics Stack Exchange! A quick tour will enhance your experience. Here are helpful tips to write a good question and write a good answer.
    $endgroup$
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Welcome to Mathematics Stack Exchange! A quick tour will enhance your experience. Here are helpful tips to write a good question and write a good answer.
$endgroup$
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$begingroup$
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