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February 1st, 2011, 01:06 AM   #1
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Probability question

For X~Exp(1) and Y~Exp(2) calculate P(X<Y)
How do you solve these?

EDIT: ok, I think that probability is 0; still... how do you solve the general case, where there's something else other than Exp?
EDIT2: nope, it's not 0
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