IF are independent continuous random variables with distributions.how can I calculate . I tried using this concept from the independence and conditional distribution: is this correct?
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=.5-0=.5
Last edited by matheagle; November 19th 2010 at 10:57 PM.
Thank you so much. I have one more thing to ask. The second integral has limit going from -infinity to x. Is it because we are finding P(X>Y)?
because y is bounded above by x, this is just basic calculus
Originally Posted by chutiya IF are independent continuous random variables with distributions.how can I calculate . I tried using this concept from the independence and conditional distribution: is this correct? but by symmetry and for any continuous distribution So the result follows without doing any integrals. CB
Last edited by CaptainBlack; November 19th 2010 at 11:58 PM.
Originally Posted by matheagle because y is bounded above by x, this is just basic calculus thank you.. i am feeling so dumb! lastly, i am getting confused on the third step of your second post.. isn't ?
F(infty)=1 F(-infty)=0 those are really limits, but it's after 2AM
Originally Posted by chutiya thank you.. i am feeling so dumb! lastly, i am getting confused on the third step of your second post.. isn't ? NO Calc 1, let u=F(x), then du/dx=F'(x)=f(x) AND
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