Recent content by OFDM

Thanks, that is a good observation. So now I know that P(X>a,X>Y) = P(X>max(a,Y)). I would like to express this as some function of P(X>a) and P(X>Y) . That is, I know that P(X>a,X>Y) = [ P(X>a) if a>Y [ P(X>Y) if a<Y but I only know a, not Y (since Y is an RV)...

I'm having a problem evaluating a distribution- Suppose X and Y are Chi-square random variables, and a is some constant greater than 0. X and Y are independent, but not identically distributed (they have different DOFs). I want to find P(X>a,X-Y>0). So I use Bayes' theorem to write...