Multiple Random Variable trouble
Hi, I'm having issues with Probability and Statistics problems. Particularly the following type
If X and X are independent exponential random variables
with parameters lambda and lambda respectively, find the
distribution of Z=X / X. Also compute P(X < X)
I'm guessing I need to find the distribution for F(Z) and then I can just find when that is less than 1. But I don't know how to do that. Any advice? Thanks!
Re: Multiple Random Variable trouble
Have a read at this:
Ratio distribution - Wikipedia, the free encyclopedia
Under the section 'Derivation' you have the integral that you need to compute for your first question.