I have the following problem and I do not know how to proceed:
Let $0<s<t$ and let $U_{1}$ and $U_{2}$ be i.i.d uniform[0;t]. Compute: $P(U_{1}>s;U_{2}>s)$
Any help is useful. Thanks.
I have the following problem and I do not know how to proceed:
Let $0<s<t$ and let $U_{1}$ and $U_{2}$ be i.i.d uniform[0;t]. Compute: $P(U_{1}>s;U_{2}>s)$
Any help is useful. Thanks.
i.i.d. means "independent and identically distributed".
Independent means $\mathsf P(U_1>s, U_2>s)=\mathsf P(\textsf{what?})\cdot\mathsf P(\textsf{what now?})$
Identically distributed means $\mathsf P(\textsf{what?})=\mathsf P(\textsf{what now?})$
And a uniform distribution means something too.
Your task is to remember what's what and put it together now.