Setting limits of integration
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I have the following probability in which x is a gamma random variable while y is an exponential random variable, both with mean=1. I just wanted to confirm if I have transformed probability into integration limits correctly. A and B are constants with A>0, B>0.
$P(xgeq Ay+B)=intlimits_{x=B}^{infty }intlimits_{y=o}^{dfrac{x-B}{A} } f_X(x)f_Y(y) dxdy $
integration probability-distributions definite-integrals
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add a comment |
$begingroup$
I have the following probability in which x is a gamma random variable while y is an exponential random variable, both with mean=1. I just wanted to confirm if I have transformed probability into integration limits correctly. A and B are constants with A>0, B>0.
$P(xgeq Ay+B)=intlimits_{x=B}^{infty }intlimits_{y=o}^{dfrac{x-B}{A} } f_X(x)f_Y(y) dxdy $
integration probability-distributions definite-integrals
$endgroup$
1
$begingroup$
This is correct.
$endgroup$
– Kavi Rama Murthy
Jan 3 at 8:04
add a comment |
$begingroup$
I have the following probability in which x is a gamma random variable while y is an exponential random variable, both with mean=1. I just wanted to confirm if I have transformed probability into integration limits correctly. A and B are constants with A>0, B>0.
$P(xgeq Ay+B)=intlimits_{x=B}^{infty }intlimits_{y=o}^{dfrac{x-B}{A} } f_X(x)f_Y(y) dxdy $
integration probability-distributions definite-integrals
$endgroup$
I have the following probability in which x is a gamma random variable while y is an exponential random variable, both with mean=1. I just wanted to confirm if I have transformed probability into integration limits correctly. A and B are constants with A>0, B>0.
$P(xgeq Ay+B)=intlimits_{x=B}^{infty }intlimits_{y=o}^{dfrac{x-B}{A} } f_X(x)f_Y(y) dxdy $
integration probability-distributions definite-integrals
integration probability-distributions definite-integrals
edited Jan 3 at 23:13
hakkunamattata
asked Jan 3 at 8:00
hakkunamattatahakkunamattata
436
436
1
$begingroup$
This is correct.
$endgroup$
– Kavi Rama Murthy
Jan 3 at 8:04
add a comment |
1
$begingroup$
This is correct.
$endgroup$
– Kavi Rama Murthy
Jan 3 at 8:04
1
1
$begingroup$
This is correct.
$endgroup$
– Kavi Rama Murthy
Jan 3 at 8:04
$begingroup$
This is correct.
$endgroup$
– Kavi Rama Murthy
Jan 3 at 8:04
add a comment |
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$begingroup$
This is correct.
$endgroup$
– Kavi Rama Murthy
Jan 3 at 8:04