At least I think that's the sort of thing the question's aiming at...

*John and Jane have arranged to meet at a given time, and each, independently, will be late by an amount of that time that is exponentially distributed with parameter . Let and denote the amount of time that John and Jane are late respectively.*

*Suppose that we are interested in the length of time that Jane arrives before John, that is, in . For , show that*

Seriously do feel like this isn't all that complicated, but I just keep hitting a wall.

I attached the past paper this question comes from - it's question B6, part (b), part (ii).