Let Z be an exponential random variable with parameter λ=1. Show that
P(Z>s+t∣Z>s)=P(Z>t)
for any s,t⩾0.
Let Zint =⌊Z⌋ be the greatest integer less than or equal to Z. What is the probability mass function of Zint ? Show that E(Zint )=e−11.
Let Zfrac=Z−Zint be the fractional part of Z. What is the density of Zfrac ?
Show that Zint and Zfrac are independent.