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cdalitz
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The comment by @user2974951 assumes that the two variables are independent. To understand how [s]he arrived at this result, have a look of the two dimensional random variable $(X,Y)$ and integrate over the region where $X>Y$: enter image description here

If the two variables are independent with densities $f(x)$ and $g(y)$, respectively, the probability density of $(X,Y)$ is the product of both desitiesdensities $f(x)\cdot g(y)$.

The comment by @user2974951 assumes that the two variables are independent. To understand how [s]he arrived at this result, have a look of the two dimensional random variable $(X,Y)$ and integrate over the region where $X>Y$: enter image description here

If the two variables are independent with densities $f(x)$ and $g(y)$, respectively, the probability density of $(X,Y)$ is the product of both desities $f(x)\cdot g(y)$.

The comment by @user2974951 assumes that the two variables are independent. To understand how [s]he arrived at this result, have a look of the two dimensional random variable $(X,Y)$ and integrate over the region where $X>Y$: enter image description here

If the two variables are independent with densities $f(x)$ and $g(y)$, respectively, the probability density of $(X,Y)$ is the product of both densities $f(x)\cdot g(y)$.

Source Link
cdalitz
  • 6.3k
  • 2
  • 17
  • 33

The comment by @user2974951 assumes that the two variables are independent. To understand how [s]he arrived at this result, have a look of the two dimensional random variable $(X,Y)$ and integrate over the region where $X>Y$: enter image description here

If the two variables are independent with densities $f(x)$ and $g(y)$, respectively, the probability density of $(X,Y)$ is the product of both desities $f(x)\cdot g(y)$.