- #1
Aaron10
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Homework Statement
X is distributed exponentially with λa=2. Y is distributed exponentially with λb = 3. X and Y are independent.
Let W=max(X,Y), the time until both persons catch their first fish. Let k be a positive integer. Find E(W^k).
Also, find P{(1/3)<X/(X+Y)<(1/2)}
Homework Equations
f(X) = λa e^(-λa x)
f(Y) = λb e^(-λb y)
f(X,Y) = f(X)f(Y)
Mx(t) = E(e^t)
Mx^k(0)=E(W^k)
The Attempt at a Solution
I found f(w)=3e^(-3w)+2e^(-2w)-5e^(-2w-3w) but not sure where to go from here