Math Problem Statement

Let X, Y ∼ exponential(λ = 2) be independent random variables. Determine P (X > 1, Y > 4). Round to the nearest thousandth

Solution

To find P(X>1,Y>4)P(X > 1, Y > 4) for two independent exponential random variables XX and YY with rate λ=2\lambda = 2, we proceed as follows:

  1. Probability for Each Individual Variable:

    The probability that an exponential random variable XX with rate λ\lambda exceeds a certain value aa is: P(X>a)=eλaP(X > a) = e^{-\lambda a}

  2. Calculate Each Probability Individually:

    For X>1X > 1: P(X>1)=e21=e2P(X > 1) = e^{-2 \cdot 1} = e^{-2}

    For Y>4Y > 4: P(Y>4)=e24=e8P(Y > 4) = e^{-2 \cdot 4} = e^{-8}

  3. Joint Probability (Independence):

    Since XX and YY are independent, we can multiply the probabilities: P(X>1,Y>4)=P(X>1)P(Y>4)=e2e8=e10P(X > 1, Y > 4) = P(X > 1) \cdot P(Y > 4) = e^{-2} \cdot e^{-8} = e^{-10}

  4. Calculate e10e^{-10}:

    e100.0000454e^{-10} \approx 0.0000454

Final Answer:

P(X>1,Y>4)0.000P(X > 1, Y > 4) \approx 0.000

Would you like further details on the calculation steps or any additional questions?

Here are some related questions:

  1. How would the probability change if λ\lambda were different?
  2. What if XX and YY were not independent?
  3. How can we generalize this approach to other distributions?
  4. What if we want P(X>1 or Y>4)P(X > 1 \text{ or } Y > 4)?
  5. How does the mean of an exponential distribution affect probabilities over a threshold?

Tip: For exponential distributions, the probability P(X>x)=eλxP(X > x) = e^{-\lambda x} simplifies calculations involving thresholds!

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Math Problem Analysis

Mathematical Concepts

Probability
Exponential Distribution
Independent Events

Formulas

P(X > a) = e^{-λa} for exponential distribution
P(X > a and Y > b) = P(X > a) * P(Y > b) for independent events

Theorems

Independence Theorem for Probabilities

Suitable Grade Level

Grades 11-12