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448概率中等数值题medium

Threshold Exceedance for the Minimum of Two Exponentials

题目

Let XExp(2)X \sim \operatorname{Exp}(2) and YExp(3)Y \sim \operatorname{Exp}(3) be independent. Define M=min(X,Y)M = \min(X, Y) and fix a threshold c=1c = 1.

(i) Find P(M>1)P(M > 1).

(ii) Given M>1M > 1, find E[M1M>1]E[M - 1 \mid M > 1] and P(X<YM>1)P(X < Y \mid M > 1) (the probability that XX is the minimum, given both survived past 1).

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你的答案

i

ii_E_M-1_given_M_>_1

ii_P_X_<_Y_given_M_>_1