How to find probability with two random values?












0












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How to find probability $P(xi < eta)$ if $xi sim Beta(1,2), eta sim Exp(1))$? They're also independent.










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  • $begingroup$
    What have you tried so far?
    $endgroup$
    – Federico
    Dec 5 '18 at 15:46










  • $begingroup$
    I guess i should try find $int F_{xi}(t)f_{eta}(t)dt$, because both these distributions are absolutely continuos.
    $endgroup$
    – nutcracker
    Dec 5 '18 at 15:48










  • $begingroup$
    You can start finding the pdf of $xi$ and $eta$
    $endgroup$
    – Federico
    Dec 5 '18 at 15:50










  • $begingroup$
    Then you know that the law of the couple $(xi,eta)$ is simply given by the product of the pdf's
    $endgroup$
    – Federico
    Dec 5 '18 at 15:52










  • $begingroup$
    The you identify the set over which to integrate
    $endgroup$
    – Federico
    Dec 5 '18 at 15:52
















0












$begingroup$


How to find probability $P(xi < eta)$ if $xi sim Beta(1,2), eta sim Exp(1))$? They're also independent.










share|cite|improve this question











$endgroup$












  • $begingroup$
    What have you tried so far?
    $endgroup$
    – Federico
    Dec 5 '18 at 15:46










  • $begingroup$
    I guess i should try find $int F_{xi}(t)f_{eta}(t)dt$, because both these distributions are absolutely continuos.
    $endgroup$
    – nutcracker
    Dec 5 '18 at 15:48










  • $begingroup$
    You can start finding the pdf of $xi$ and $eta$
    $endgroup$
    – Federico
    Dec 5 '18 at 15:50










  • $begingroup$
    Then you know that the law of the couple $(xi,eta)$ is simply given by the product of the pdf's
    $endgroup$
    – Federico
    Dec 5 '18 at 15:52










  • $begingroup$
    The you identify the set over which to integrate
    $endgroup$
    – Federico
    Dec 5 '18 at 15:52














0












0








0





$begingroup$


How to find probability $P(xi < eta)$ if $xi sim Beta(1,2), eta sim Exp(1))$? They're also independent.










share|cite|improve this question











$endgroup$




How to find probability $P(xi < eta)$ if $xi sim Beta(1,2), eta sim Exp(1))$? They're also independent.







probability probability-theory






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edited Dec 5 '18 at 19:09







nutcracker

















asked Dec 5 '18 at 15:43









nutcrackernutcracker

84




84












  • $begingroup$
    What have you tried so far?
    $endgroup$
    – Federico
    Dec 5 '18 at 15:46










  • $begingroup$
    I guess i should try find $int F_{xi}(t)f_{eta}(t)dt$, because both these distributions are absolutely continuos.
    $endgroup$
    – nutcracker
    Dec 5 '18 at 15:48










  • $begingroup$
    You can start finding the pdf of $xi$ and $eta$
    $endgroup$
    – Federico
    Dec 5 '18 at 15:50










  • $begingroup$
    Then you know that the law of the couple $(xi,eta)$ is simply given by the product of the pdf's
    $endgroup$
    – Federico
    Dec 5 '18 at 15:52










  • $begingroup$
    The you identify the set over which to integrate
    $endgroup$
    – Federico
    Dec 5 '18 at 15:52


















  • $begingroup$
    What have you tried so far?
    $endgroup$
    – Federico
    Dec 5 '18 at 15:46










  • $begingroup$
    I guess i should try find $int F_{xi}(t)f_{eta}(t)dt$, because both these distributions are absolutely continuos.
    $endgroup$
    – nutcracker
    Dec 5 '18 at 15:48










  • $begingroup$
    You can start finding the pdf of $xi$ and $eta$
    $endgroup$
    – Federico
    Dec 5 '18 at 15:50










  • $begingroup$
    Then you know that the law of the couple $(xi,eta)$ is simply given by the product of the pdf's
    $endgroup$
    – Federico
    Dec 5 '18 at 15:52










  • $begingroup$
    The you identify the set over which to integrate
    $endgroup$
    – Federico
    Dec 5 '18 at 15:52
















$begingroup$
What have you tried so far?
$endgroup$
– Federico
Dec 5 '18 at 15:46




$begingroup$
What have you tried so far?
$endgroup$
– Federico
Dec 5 '18 at 15:46












$begingroup$
I guess i should try find $int F_{xi}(t)f_{eta}(t)dt$, because both these distributions are absolutely continuos.
$endgroup$
– nutcracker
Dec 5 '18 at 15:48




$begingroup$
I guess i should try find $int F_{xi}(t)f_{eta}(t)dt$, because both these distributions are absolutely continuos.
$endgroup$
– nutcracker
Dec 5 '18 at 15:48












$begingroup$
You can start finding the pdf of $xi$ and $eta$
$endgroup$
– Federico
Dec 5 '18 at 15:50




$begingroup$
You can start finding the pdf of $xi$ and $eta$
$endgroup$
– Federico
Dec 5 '18 at 15:50












$begingroup$
Then you know that the law of the couple $(xi,eta)$ is simply given by the product of the pdf's
$endgroup$
– Federico
Dec 5 '18 at 15:52




$begingroup$
Then you know that the law of the couple $(xi,eta)$ is simply given by the product of the pdf's
$endgroup$
– Federico
Dec 5 '18 at 15:52












$begingroup$
The you identify the set over which to integrate
$endgroup$
– Federico
Dec 5 '18 at 15:52




$begingroup$
The you identify the set over which to integrate
$endgroup$
– Federico
Dec 5 '18 at 15:52










2 Answers
2






active

oldest

votes


















0












$begingroup$

$$
int_0^1 int_0^infty mathbf{1}_{{xi<eta}} 2(1-xi) e^{-eta} ,deta,dxi
= frac2e .
$$






share|cite|improve this answer









$endgroup$













  • $begingroup$
    What is the theoretical rule to count these probabilities?
    $endgroup$
    – nutcracker
    Dec 5 '18 at 18:28










  • $begingroup$
    @Daniil what do you mean? How to find the pdf's? That's the definition of beta and exponential distribution. How to compute the integral? Well, Fubini might come in handy...
    $endgroup$
    – Federico
    Dec 5 '18 at 18:32










  • $begingroup$
    I mean how do you come from the integral i wrote in the comments above to the double integral written here?
    $endgroup$
    – nutcracker
    Dec 5 '18 at 18:34










  • $begingroup$
    I don't know what the integral you wrote means. Maybe tell us what $F$ and $f$ are
    $endgroup$
    – Federico
    Dec 5 '18 at 18:35










  • $begingroup$
    I explained in the comments above the procedure. 1) find the pdf. 2) take the product measure. 3) integrate over the correct set
    $endgroup$
    – Federico
    Dec 5 '18 at 18:36



















0












$begingroup$

$P(xi < eta)=int_{0}^{1} int_{xi}^{infty} 2e^{-eta}(1-xi) text{d}eta text{d} xi = frac{2}{e}$






share|cite|improve this answer









$endgroup$













  • $begingroup$
    What is the theoretical rule to count these probabilities?
    $endgroup$
    – nutcracker
    Dec 5 '18 at 18:29











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2 Answers
2






active

oldest

votes








2 Answers
2






active

oldest

votes









active

oldest

votes






active

oldest

votes









0












$begingroup$

$$
int_0^1 int_0^infty mathbf{1}_{{xi<eta}} 2(1-xi) e^{-eta} ,deta,dxi
= frac2e .
$$






share|cite|improve this answer









$endgroup$













  • $begingroup$
    What is the theoretical rule to count these probabilities?
    $endgroup$
    – nutcracker
    Dec 5 '18 at 18:28










  • $begingroup$
    @Daniil what do you mean? How to find the pdf's? That's the definition of beta and exponential distribution. How to compute the integral? Well, Fubini might come in handy...
    $endgroup$
    – Federico
    Dec 5 '18 at 18:32










  • $begingroup$
    I mean how do you come from the integral i wrote in the comments above to the double integral written here?
    $endgroup$
    – nutcracker
    Dec 5 '18 at 18:34










  • $begingroup$
    I don't know what the integral you wrote means. Maybe tell us what $F$ and $f$ are
    $endgroup$
    – Federico
    Dec 5 '18 at 18:35










  • $begingroup$
    I explained in the comments above the procedure. 1) find the pdf. 2) take the product measure. 3) integrate over the correct set
    $endgroup$
    – Federico
    Dec 5 '18 at 18:36
















0












$begingroup$

$$
int_0^1 int_0^infty mathbf{1}_{{xi<eta}} 2(1-xi) e^{-eta} ,deta,dxi
= frac2e .
$$






share|cite|improve this answer









$endgroup$













  • $begingroup$
    What is the theoretical rule to count these probabilities?
    $endgroup$
    – nutcracker
    Dec 5 '18 at 18:28










  • $begingroup$
    @Daniil what do you mean? How to find the pdf's? That's the definition of beta and exponential distribution. How to compute the integral? Well, Fubini might come in handy...
    $endgroup$
    – Federico
    Dec 5 '18 at 18:32










  • $begingroup$
    I mean how do you come from the integral i wrote in the comments above to the double integral written here?
    $endgroup$
    – nutcracker
    Dec 5 '18 at 18:34










  • $begingroup$
    I don't know what the integral you wrote means. Maybe tell us what $F$ and $f$ are
    $endgroup$
    – Federico
    Dec 5 '18 at 18:35










  • $begingroup$
    I explained in the comments above the procedure. 1) find the pdf. 2) take the product measure. 3) integrate over the correct set
    $endgroup$
    – Federico
    Dec 5 '18 at 18:36














0












0








0





$begingroup$

$$
int_0^1 int_0^infty mathbf{1}_{{xi<eta}} 2(1-xi) e^{-eta} ,deta,dxi
= frac2e .
$$






share|cite|improve this answer









$endgroup$



$$
int_0^1 int_0^infty mathbf{1}_{{xi<eta}} 2(1-xi) e^{-eta} ,deta,dxi
= frac2e .
$$







share|cite|improve this answer












share|cite|improve this answer



share|cite|improve this answer










answered Dec 5 '18 at 15:49









FedericoFederico

4,899514




4,899514












  • $begingroup$
    What is the theoretical rule to count these probabilities?
    $endgroup$
    – nutcracker
    Dec 5 '18 at 18:28










  • $begingroup$
    @Daniil what do you mean? How to find the pdf's? That's the definition of beta and exponential distribution. How to compute the integral? Well, Fubini might come in handy...
    $endgroup$
    – Federico
    Dec 5 '18 at 18:32










  • $begingroup$
    I mean how do you come from the integral i wrote in the comments above to the double integral written here?
    $endgroup$
    – nutcracker
    Dec 5 '18 at 18:34










  • $begingroup$
    I don't know what the integral you wrote means. Maybe tell us what $F$ and $f$ are
    $endgroup$
    – Federico
    Dec 5 '18 at 18:35










  • $begingroup$
    I explained in the comments above the procedure. 1) find the pdf. 2) take the product measure. 3) integrate over the correct set
    $endgroup$
    – Federico
    Dec 5 '18 at 18:36


















  • $begingroup$
    What is the theoretical rule to count these probabilities?
    $endgroup$
    – nutcracker
    Dec 5 '18 at 18:28










  • $begingroup$
    @Daniil what do you mean? How to find the pdf's? That's the definition of beta and exponential distribution. How to compute the integral? Well, Fubini might come in handy...
    $endgroup$
    – Federico
    Dec 5 '18 at 18:32










  • $begingroup$
    I mean how do you come from the integral i wrote in the comments above to the double integral written here?
    $endgroup$
    – nutcracker
    Dec 5 '18 at 18:34










  • $begingroup$
    I don't know what the integral you wrote means. Maybe tell us what $F$ and $f$ are
    $endgroup$
    – Federico
    Dec 5 '18 at 18:35










  • $begingroup$
    I explained in the comments above the procedure. 1) find the pdf. 2) take the product measure. 3) integrate over the correct set
    $endgroup$
    – Federico
    Dec 5 '18 at 18:36
















$begingroup$
What is the theoretical rule to count these probabilities?
$endgroup$
– nutcracker
Dec 5 '18 at 18:28




$begingroup$
What is the theoretical rule to count these probabilities?
$endgroup$
– nutcracker
Dec 5 '18 at 18:28












$begingroup$
@Daniil what do you mean? How to find the pdf's? That's the definition of beta and exponential distribution. How to compute the integral? Well, Fubini might come in handy...
$endgroup$
– Federico
Dec 5 '18 at 18:32




$begingroup$
@Daniil what do you mean? How to find the pdf's? That's the definition of beta and exponential distribution. How to compute the integral? Well, Fubini might come in handy...
$endgroup$
– Federico
Dec 5 '18 at 18:32












$begingroup$
I mean how do you come from the integral i wrote in the comments above to the double integral written here?
$endgroup$
– nutcracker
Dec 5 '18 at 18:34




$begingroup$
I mean how do you come from the integral i wrote in the comments above to the double integral written here?
$endgroup$
– nutcracker
Dec 5 '18 at 18:34












$begingroup$
I don't know what the integral you wrote means. Maybe tell us what $F$ and $f$ are
$endgroup$
– Federico
Dec 5 '18 at 18:35




$begingroup$
I don't know what the integral you wrote means. Maybe tell us what $F$ and $f$ are
$endgroup$
– Federico
Dec 5 '18 at 18:35












$begingroup$
I explained in the comments above the procedure. 1) find the pdf. 2) take the product measure. 3) integrate over the correct set
$endgroup$
– Federico
Dec 5 '18 at 18:36




$begingroup$
I explained in the comments above the procedure. 1) find the pdf. 2) take the product measure. 3) integrate over the correct set
$endgroup$
– Federico
Dec 5 '18 at 18:36











0












$begingroup$

$P(xi < eta)=int_{0}^{1} int_{xi}^{infty} 2e^{-eta}(1-xi) text{d}eta text{d} xi = frac{2}{e}$






share|cite|improve this answer









$endgroup$













  • $begingroup$
    What is the theoretical rule to count these probabilities?
    $endgroup$
    – nutcracker
    Dec 5 '18 at 18:29
















0












$begingroup$

$P(xi < eta)=int_{0}^{1} int_{xi}^{infty} 2e^{-eta}(1-xi) text{d}eta text{d} xi = frac{2}{e}$






share|cite|improve this answer









$endgroup$













  • $begingroup$
    What is the theoretical rule to count these probabilities?
    $endgroup$
    – nutcracker
    Dec 5 '18 at 18:29














0












0








0





$begingroup$

$P(xi < eta)=int_{0}^{1} int_{xi}^{infty} 2e^{-eta}(1-xi) text{d}eta text{d} xi = frac{2}{e}$






share|cite|improve this answer









$endgroup$



$P(xi < eta)=int_{0}^{1} int_{xi}^{infty} 2e^{-eta}(1-xi) text{d}eta text{d} xi = frac{2}{e}$







share|cite|improve this answer












share|cite|improve this answer



share|cite|improve this answer










answered Dec 5 '18 at 16:01









Legend KillerLegend Killer

1,584523




1,584523












  • $begingroup$
    What is the theoretical rule to count these probabilities?
    $endgroup$
    – nutcracker
    Dec 5 '18 at 18:29


















  • $begingroup$
    What is the theoretical rule to count these probabilities?
    $endgroup$
    – nutcracker
    Dec 5 '18 at 18:29
















$begingroup$
What is the theoretical rule to count these probabilities?
$endgroup$
– nutcracker
Dec 5 '18 at 18:29




$begingroup$
What is the theoretical rule to count these probabilities?
$endgroup$
– nutcracker
Dec 5 '18 at 18:29


















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