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444概率困难数值题long

Full Ordering Probability for Four Competing Exponentials

题目

Four independent exponential random variables X1Exp(1)X_1 \sim \operatorname{Exp}(1), X2Exp(2)X_2 \sim \operatorname{Exp}(2), X3Exp(3)X_3 \sim \operatorname{Exp}(3), X4Exp(6)X_4 \sim \operatorname{Exp}(6) represent task completion times. Using iterated applications of the memoryless property, find P(X4<X3<X2<X1)P(X_4 < X_3 < X_2 < X_1) — the probability that the tasks complete in the specific order 4, 3, 2, 1.

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