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Exponential Random Variable

  1. Oct 26, 2013 #1
    Hi, I have a quick question.

    Let R and S be two independent exponentially distributed random variables with rates λ and μ. How would I compute P{S < t < S + R}?

    I am a little bit confused because of the variables on either side of the inequalities. I have tried conditioning on both S and R but I am not sure if I'm doing it right here. I can compute something like P{S < R} but the t is throwing me off!

    Any help is appreciated!
  2. jcsd
  3. Oct 28, 2013 #2

    Stephen Tashi

    User Avatar
    Science Advisor

    Then can't you compute the probability that U < R where U = t - S ?
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