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3. Let T be an exponential random variable with parameter 3 and let W be a random variable independent of T which assumes the

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Solution Gliven that T~ EXPLB), and W is discretele random valiable with PNP PwCl) PCW=1) = ?, PwC-1) = plw= 1) CDF of T, FT(=WT W=1=) T=X liw=4 =) T=-X = PLTEX, W=1) + P(-TEX , W=-1) = P(+22) LP (W=1) + P(-T2X) P(W=-1) I - P(1=1) + P(12-1) = PETEX)

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