In: Statistics and Probability
Suppose that X1 and X2 are independent continuous random variables with the same probability density function as:
f(x)= x/2 0 < x < 2, 0 otherwise.
Let a new random variable be Y = min(X1, X2, ).
a) Use distribution function method to find the probability density function of Y, fY (y).
b) Compute P(Y > 1).
c) Compute E(Y ).