Question: Multiple life functions The random variables T*(x), T*(y) and Z are independent and have exponential distributions with, respectively, parameters 1, 2 and A. These three

Multiple life functions The random variables T*(x), T*(y) and Z are independent and have exponential distributions with, respectively, parameters 1, 2 and A. These three random variable are componentes of a common shock model. a. Exhibit the marginal p.d.f of T(y) by evaluating from(t) = f* fr(a)r(w) (s, t)ds + fr(a)r(w)(t, t) + Fr(a)(w) (s, t)ds Freyr b. Exhibit the marginal p.d.f of T(y) by evaluating *r(w) (t) = fr(s) (u) du ST(y) Multiple life functions The random variables T*(x), T*(y) and Z are independent and have exponential distributions with, respectively, parameters 1, 2 and A. These three random variable are componentes of a common shock model. a. Exhibit the marginal p.d.f of T(y) by evaluating from(t) = f* fr(a)r(w) (s, t)ds + fr(a)r(w)(t, t) + Fr(a)(w) (s, t)ds Freyr b. Exhibit the marginal p.d.f of T(y) by evaluating *r(w) (t) = fr(s) (u) du ST(y)
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