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One max of exponentials beating twice another

Question

Mario throws twice with distances M1,M2∼Exp(1)M_1,M_2\sim\text{Exp}(1), and Luigi throws twice with distances L1,L2∼Exp(2)L_1,L_2\sim\text{Exp}(2) (rate parameters, so means 11 and 12\tfrac12); all four are independent. With M=max⁡(M1,M2)M=\max(M_1,M_2) and L=max⁡(L1,L2)L=\max(L_1,L_2), find P(M>2L)P(M>2L).

Short answer

1/21/2. If LiL_i has rate 22 then 2Li2L_i has rate 11, so 2L2L is the maximum of two independent Exp(1)\text{Exp}(1) variables, exactly like MM. Two i.i.d. continuous variables are equally likely to be the larger, so the probability is 12\tfrac12.

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