- #1
trenekas
- 61
- 0
Hello. I have a problem with probability theory task.
The task is:
X and Y is independent random variables with same density function fx=fy=f. What will be probability of P(X>Y).
This P(X>Y) reminds me a cdf: P(X>Y)=1-P(X<Y)=1-cdf of X.
Cdf of x is equal to integral ∫f dx from -inf to y.
But don't know how to continue because Y depends on its dencity. Maybe some one will be able to help me?
The task is:
X and Y is independent random variables with same density function fx=fy=f. What will be probability of P(X>Y).
This P(X>Y) reminds me a cdf: P(X>Y)=1-P(X<Y)=1-cdf of X.
Cdf of x is equal to integral ∫f dx from -inf to y.
But don't know how to continue because Y depends on its dencity. Maybe some one will be able to help me?