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Math Help - Multiple Random Variable trouble

  1. #1
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    Multiple Random Variable trouble

    Hi, I'm having issues with Probability and Statistics problems. Particularly the following type

    If X[1] and X[2] are independent exponential random variables

    with parameters lambda[1] and lambda[2] respectively, find the
    distribution of Z=X[1] / X[2]. Also compute P(X[1] < X[2])

    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!
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  2. #2
    Junior Member
    Joined
    Oct 2011
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    Re: Multiple Random Variable trouble

    Hi,
    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.
    jens
    Last edited by jens; April 3rd 2012 at 04:41 AM. Reason: typo
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