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Consider a sequence Xi , i=1,2, ..., of independent exponentially distributed r.v.'s, Xi ~ Exp(), i 1 , independently Find q = Pr( X1 <
Consider a sequence Xi , i=1,2, ..., of independent exponentially distributed r.v.'s, Xi ~ Exp(), i 1 , independently Find q = Pr( X1 < s, X1 + X2 > s). Hint: First find the joint p.d.f. f(x1,x2) (easy, since they are independent), then find q as the integral of f(x1,x2) over the region corresponding to the desired event - that's all. Evaluate q assuming =0.5 and s=2.0, and enter your answer in the box below using two decimal places
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