Quadratic with Rayleigh and exponential coefficients
Question
Let have the Rayleigh density for , and let (rate ) be independent of . What is the probability that has no real roots?
Short answer
. No real roots means , i.e. . Given the exponential tail gives , and averaging over the Rayleigh density yields .
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Open the worked solutionLessons behind this question
- Continuous Random Variables and Probability Density Functions
- Independence
- Cumulative Distribution Functions
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