Back to 16.3 Problems on Conditional Independence, Given a Random Vector

16.3 Exercise 1

Avg difficulty 2.5

The pair {X,Y} ci |H\left\{X , Y\right\} ci \left|\right. H. X∼X \sim exponential (u/3)\left(u / 3\right), given H=uH = u; Y∼Y \sim exponential (u/5)\left(u / 5\right), given H=uH = u; and H∼H \sim uniform [1,2]\left[1 , 2\right]. Determine a general formula for P(X>r,Y>s)P \left(X > r , Y > s\right), then evaluate for r=3,s=10r = 3 , s = 10.

Pfeiffer, Applied Probability, 16.3 Problems on Conditional Independence, Given a Random Vector, exercise 1

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Adapted from Applied Probability © 2009 Paul E. Pfeiffer. Licensed under CC BY 3.0. Source: Applied Probability. Imported at revision d7a0420.