Qus. 6- Here the conditional distribution is given as X/(U=u)~Exponential(u) but in the solution it is used as X/(U=u) ~Exp.(1/u) and following this E[X/U=u] = u is used. Plz clarify, is there a mistake in the qus?
Yes, there is a mistake. Check out my solution for this exam. I posted in FB groups. https://lookaside.fbsbx.com/file/ct3 sol.pdf?token=AWyEL3Xpwn4QXRqiiCMDvVLnfvvPiFC67Ud5Ew5lEjuPx_fU9gJllQ-E0fvII3NLsNPoPRYPD8F7-U56YcfjN6Gz8-uGuPrgSchjrRCYtd_1ch43NVny5kD_V1fjd5CKDsLu_MmLrQV1J7Y-tg0guR0k4IYjSm1l8f-awfIatljAfQ