Range versus midpoint of two exponentials
Question
Draw two independent random variables . What is the probability that their range, , exceeds their average ?
Short answer
. Writing and for the smaller and larger value, the condition simplifies to , i.e. . By memorylessness and independently, so the probability is .
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- Order Statistics and Sample Quantiles
- Continuous Random Variables and Probability Density Functions
- Cumulative Distribution Functions
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