Joint Distribution Comprehension Issues
I am really struggling with comprehending joint distributions. Here is a question that I want to understand. I am not too fussed whether anybody gives me the actual answer!
Suppose 2 components have independent exponentially distributed lifetimes
and
with parameters
.
Find: )
I understand that the independence of
allows me to find the joint distribution. So I can say:
 = \alpha e^{-\alpha t_1} \beta e^{-\beta t_2})
I am having a difficult time understanding why to find
I then stick the above in between double integrals and evaluate.
 = \iint \alpha e^{-\alpha t_1} \beta e^{-\beta t_2}dt_1 dt_2)
I am also struggling with the limits on the integrals (not just with their LaTex representation!)
Can someone english-ify this for me?
Re: Joint Distribution Comprehension Issues