Revision as of 16:24, 6 October 2008 by Agautam (Talk)

Starting this problem is similar to question 3 in homework 1.

$ Y = min(x_1, x_2) $

$ f(x_1) = c_1\cdot e^{-c_1x1} $

$ f(x_2) = c_2\cdot e^{-c_2x2} $

From here we can use properties of integration to expand our min function into integrals.

$ \int_0^1 \int_0^1 min(x_1, x_2) $

I believe we can set the bounds from 0 to 1 since probabilities can not exceed this range.

$ \int_0^1 \int_0^{f(x_2)} f(x_1) dx_1 dx_2 + \int_0^1 \int_{f(x_2)}^1 f(x_2) dx_1 dx_2 $

This equation is derived through the property that if $ x_1 $ is smaller than $ x_2 $ then $ x_1 $ will be equal to Y and vise-versa


I don't really see how the limit is f(x2) and you are also integrating on f(x2) //Anand

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