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Let X1, X2, X3 be independent and identically distributed continuous random variables. Compute

(a) P{X1 > X2|X1 > X3};

(b) P{X1 > X2|X1 < X3};

(c) P{X1 > X2|X2 > X3};

(d) P{X1 > X2|X2 < X3}

Short Answer

Expert verified

a.P{X1>X2|X1<X3}=23

b. P{X1>X2|X1<X3}=13

c. P{X1>X2|X2>X3}=13

d.P{X1>X2|X2<X3}=23

Step by step solution

01

Content Introduction

If all Xi are mutually independent and have (or belong to) the same distribution, we say that random variables X1,X2,...,Xn are all independent and identically distributed.

02

Explanation (Part a)

We have that,

P{X1>X2|X1<X3}=P(X1>X2,X1>X3)P(X1>X2)=P(X3<X2<X1)+P(X2<X3<X1)P(X1>X2)=2.1612=23

03

Explanation (Part b)

P{X1>X2|X1<X3}=P(X1>X2,X1<X3)P(X1<X3)=P(X2<X1<X3)P(X1<X3)=1612=13

04

Explanation (Part c)

P{X1>X2|X2>X3}=P(X1>X2,X2>X3)P(X2>X3)

=P(X3< X2<X1)P(X2>X3)=1612=13

05

Explanation (Part d)

P{X1>X2|X2<X3}=P(X1>X2,X2<X3)P(X2<X3)

=P(X2<X3<X1)+P(X2<X1<X3)P(X2< X3)=23

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