Let X be the time of the next earthquake in San Francisco and Y the time of the next earthquake in Los Angeles. X has exponential density λe−λx, x > 0 and Y has exponential density 2λe−2λy, y > 0 (λ > 0). Find the probability that the next earthquake occurs in Los Angeles.
A. 1/3
B. 1/2
C. 2/3
D. 1/8
Answer:
Given,
fx,y(x,y) = fx(x)*fy(y)
Here x & y are independent
= 2^2*e^-(x+2y) , x>0 & y>0
P(Y < X) = fx,y(x,y) dx dy
= 2^2 e^-x*e^-2y dx dy
= 2^2 e^-2y*[e^-x/-] dy
= 2 [ e^-3y / (-3)]
= 2/3
Option C
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