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Q44Section ST (Statistics (Q11–Q65))44 of 65

Expected ranks among mixed exponentials

Let X,Y1,Y2X, Y_1, Y_2 be independent random variables such that XX has the probability density function f(x)={2e−2xif x≥0 0otherwisef(x) = \begin{cases} 2 e^{-2x} & \text{if } x \ge 0 \ 0 & \text{otherwise} \end{cases} and Y1Y_1 and Y2Y_2 are identically distributed with probability density function g(x)={e−xif x≥0 0otherwiseg(x) = \begin{cases} e^{-x} & \text{if } x \ge 0 \ 0 & \text{otherwise} \end{cases}. For i=1,2i = 1, 2, let RiR_i denote the rank of YiY_i among X,Y1,Y2X, Y_1, Y_2. Then E(R1+R2)E(R_1 + R_2) equals

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