Exponential Random Variable

  • Thread starter motherh
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  • #1
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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!
 

Answers and Replies

  • #2
Stephen Tashi
Science Advisor
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. I can compute something like P{S < R}
Then can't you compute the probability that U < R where U = t - S ?
 

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