Calculating the probability that X happens before Y : Introductory video
Before watching the video read the questions below. As you watch the video try to answer them
Questions
- The video concerns how to calculate the probability that $P(X < T)$. What types of random variable must $X$ and $Y$ be in order for the derivation in the video to hold.
- What is the cumulative probability distribution function and what is the probability density function for the type of random variable you mentioned in your answer to the first question.
- Explain in your own words why the answer to this question is an integral and explain what the integrand of this integral represents.
- Set a question like the one discussed in the question that asks for the probability that one random variable is less than another.
- The video concerns how to calculate the probability that $P(X < T)$. What types of random variable must $X$ and $Y$ be in order for the derivation in the video to hold.
- What is the cumulative probability distribution function and what is the probability density function for the type of random variable you mentioned in your answer to the first question.
- Explain in your own words why the answer to this question is an integral and explain what the integrand of this integral represents.
- Set a question like the one discussed in the question that asks for the probability that one random variable is less than another.