I was looking at a solution of a probability exercise and the author of the solution uses the formula $$P(Y \le X)=\int_0^{\infty} P(Y \le X | X=x)f_X(x)dx$$ where $X$, $Y$ are the random variables $f_X$ is the density function of the random variable $X$. From where does this result come from?
No comments:
Post a Comment