Hi, I have a quick question.(adsbygoogle = window.adsbygoogle || []).push({});

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!

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# Exponential Random Variable

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