Question: If X i , i = 1 , 2 , 3 , are independent exponential random variables with rates i , i = 1 ,

If Xi,i=1,2,3 , are independent exponential random variables with rates i,i=1,2,3 , find

(a) P{X1<X2<X3}

(b) P{X1<X2max(X1,X2,X3)=X3}

(c) E[maxXiX1<X2<X3]

(d) E[maxXi]

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