Question: If Xi ind Exp (i), i = 1, 2, compute Pr(X1 < aX2 | X1 < bX2) for 0 < a b <

If Xi ind

∼ Exp (λi), i = 1, 2, compute Pr(X1 < aX2 | X1 < bX2) for 0 < a ≤ b <

∞. Show algebraically and argue informally what happens in the limit as b →

∞.

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