Let (X1 ,X2, X3) be i.i.d. r.v.'s with common probability density function
f(x)= e^(-x), 0 <x and 0 otherwise
Find P(X1 <X3 -X2)
I'm having a difficult time setting up my integral
I know f(x1,x2,x3) = f(x1)*f(x2)*f(x3)= e^(-x1-x2-x3)
I can't figure out the limits.
Any help would certainly be appreciated