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
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!
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