Consider a sports team who scores 1 point goals as a Poisson process of rate $\alpha$ and 3 point goals as an independent Poisson process of rate $\beta$. What is the probability that their their first two goals are both 1 point goals? What is the probability that the team scores two 1 point goals before they score two 3 point goals?
Anyone can help me to explain the structure of the question? This topic is new for me.
This question relies on the relationship between the Poisson and Exponential distributions (see this post). Here's one way to approach the first problem:
Hope this helps!