- #1
EngWiPy
- 1,368
- 61
Hello all,
I have a question:
Suppose I want to find the following probability:
[tex]Pr\left[\frac{\alpha_1}{\alpha_2+1}\leq\gamma\right][/tex]
where ##\alpha_i## for i=1, 2 is a random variable, whatever the distribution is, and ##\gamma## is a constant. Can I write it as
[tex]Pr\left[\frac{\alpha_1}{\alpha_2+1}\leq\gamma\right]=\int_{\alpha_2}\Pr\left[\alpha_1\leq\gamma(\alpha_2+1)\right]\,f_{\alpha_2}(\alpha_2)\,d\alpha_2[/tex]
where ##f_{\alpha_2}(\alpha_2)## is the p.d.f of the random variable ##\alpha_2##, or I need to average over the distribution of ##\gamma(\alpha_2+1)##?
Thanks
I have a question:
Suppose I want to find the following probability:
[tex]Pr\left[\frac{\alpha_1}{\alpha_2+1}\leq\gamma\right][/tex]
where ##\alpha_i## for i=1, 2 is a random variable, whatever the distribution is, and ##\gamma## is a constant. Can I write it as
[tex]Pr\left[\frac{\alpha_1}{\alpha_2+1}\leq\gamma\right]=\int_{\alpha_2}\Pr\left[\alpha_1\leq\gamma(\alpha_2+1)\right]\,f_{\alpha_2}(\alpha_2)\,d\alpha_2[/tex]
where ##f_{\alpha_2}(\alpha_2)## is the p.d.f of the random variable ##\alpha_2##, or I need to average over the distribution of ##\gamma(\alpha_2+1)##?
Thanks