Homework Statement
How do you change from the second step to the third step?
Homework Equations
http://i158.photobucket.com/albums/t103/nh4444/Capture_zpspyxdwdna.jpg
The Attempt at a Solution
My guess is that it has something to do with the geometric series. I am not sure how to proceed.
Homework Statement
X1 nad X2 are two idpt r.v. let mu and lamda denote their respective rates. Find the conditional distribution of X1 given X1 < X2.
Homework EquationsThe Attempt at a Solution
P(X1 > x1 | X1 < X2) = P(X1 > x1) P(X1 < X2) = ...??