Just doing the integration directly shouldn't be too bad for this problem.
X2 and x1 being 2 independent exponential variables with mean 5 and 2.
I found f(x1) and f(x2) and defined y as x2 - x1 but I'm stuck there. How do I calculate f(y)? or is there another way of finding P(x1<x2).
Thank you!
Just doing the integration directly shouldn't be too bad for this problem.
I don't have emotions and sometimes that makes me very sad.
Thanks but if I knew what to integrate I wouldn't have posted the question!
Do you know the joint distribution? Can you draw out the region the defines where x1 < x2?
I don't have emotions and sometimes that makes me very sad.
@Dason. No I don't know the joint distribution
The joint distribution of independent random variables is just the product of their corresponding pdfs.
I don't have emotions and sometimes that makes me very sad.
I did not do it with the joint function. I integrated f(x1) from 0 to x2 and subtracted the result from 1.
I was wondering if I should have used y=x1-x2 instead and solve P(y>0)
I don't have emotions and sometimes that makes me very sad.
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