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Math Help - Probability - random variables

  1. #1
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    Probability - random variables

    Supose you have 3 RV X1, X2 and X3. You know the CDF of each of them. How to find the P(x1>max(x2,x3))?
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  2. #2
    MHF Contributor matheagle's Avatar
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    you need the joint distribution in order to determine
    the probability that X1 is the largest
    And you'd just integrate or sum over that region.
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  3. #3
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    Thanks

    Thank you for your help. My problem has 3 iid normal RV with the following parameters: X1~N(0.40,0.22), X2~N(0.47,0.08) and X3~N(0.60,0.13). How can I build the joint pdf and calculate P(x1>max(x2,x3))?
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  4. #4
    MHF Contributor matheagle's Avatar
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    OH, now you give the necessary info
    with iid then you know the joint density
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